Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes

existence and approximate $l^{p}$ and continuous solution of nonlinear integral equations of the hammerstein and volterra types

بسیاری از پدیده ها در جهان ما اساساً غیرخطی هستند، و توسط معادلات غیرخطی ‎‏بیان شد‎‎‏ه اند. از آنجا که ظهور کامپیوترهای رقمی با عملکرد بالا، حل مسایل خطی را آسان تر می کند. با این حال، به طور کلی به دست آوردن جوابهای دقیق از مسایل غیرخطی دشوار است. روش عددی، به طور کلی محاسبه پیچیده مسایل غیرخطی را اداره می کند. با این حال، دادن نقاط به یک منحنی و به دست آوردن منحنی کامل که اغلب پرهزینه و ...

Numerical solution of second-order stochastic differential equations with Gaussian random parameters

In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...

Numerical Solution of Differential Equations

Numerical solution of differential-algebraic equations in mechanical systems simulation

The numerical solution of the differential-algebraic equations of motion of mechanical systems offers many computational challenges. In this paper we describe progress which has been made in understanding the formulation of the equations of motion from the viewpoint of numerical stability, and outline some of the difficulties which must be resolved for efficient and reliable numerical methods i...

A Meshless Method for Numerical Solution of Fractional Differential Equations

In this paper, a technique generally known as meshless numerical scheme for solving fractional dierential equations isconsidered. We approximate the exact solution by use of Radial Basis Function(RBF) collocation method. This techniqueplays an important role to reduce a fractional dierential equation to a system of equations. The numerical results demonstrate the accuracy and ability of this me...

Using operational matrix for numerical solution of fractional differential equations

In this article, we have discussed a new application of modification of hat functions on nonlinear multi-order fractional differential equations. The operational matrix of fractional integration is derived and used to transform the main equation to a system of algebraic equations. The method provides the solution in the form of a rapidly convergent series. Furthermore, error analysis of the pro...