Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

Authors

  • Mahnaz Asgari Department of Engineering,~Abhar Branch,~Islamic Azad University, Abhar, Iran
  • Morteza khodabin Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran
Abstract:

In this article, a new numerical method based on triangular functions for solving  nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.

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Journal title

volume 8  issue 2

pages  169- 179

publication date 2017-12-01

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