نتایج جستجو برای: stochastic dierential equations

تعداد نتایج: 351266  

2007
M. NOUMI T. UMEDA M. WAKAYAMA

[UW] T. Umeda and M. Wakayama, Another look at the dierential operators on quantum matrix spaces and its applications, in preparation.

A novel and eective method based on Haar wavelets and Block Pulse Functions(BPFs) is proposed to solve nonlinear Fredholm integro-dierential equations of fractional order.The operational matrix of Haar wavelets via BPFs is derived and together with Haar waveletoperational matrix of fractional integration are used to transform the mentioned equation to asystem of algebraic equations. Our new met...

Many time-varying phenomena of various fields in science and engineering can be modeled as a stochastic differential equations, so investigation of conditions for existence of solution and obtain the analytical and numerical solutions of them are important. In this paper, the Adomian decomposition method for solution of the stochastic differential equations are improved.  Uniqueness and converg...

This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...

E. Keshava Reddy M. P. Jeyaramana T. K. Suresh

Strong dierential subordination and superordination properties are determined for some familiesanalytic functions in the open unit disk which are associated with the Komatu operator by investigatingappropriate classes of admissible functions. New strong dierential sandwich-type results arealso obtained.

1997
J. D. Pintér W. J. H. Stortelder

The objective of this work is to provide a methodology for approximating globally optimal Fekete point con-gurations. This problem is of obvious interest in numerical mathematics and scientic modeling. Following a brief discussion of the pertinent analytical background, Lipschitz global optimization (LGO) is applied to determine {i.e., to numerically approximate{ Fekete point congurations. Next...

Journal: :journal of linear and topological algebra (jlta) 2015
z sadati kh maleknejad

this paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (tfs) in combination with the collocation method. the method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. finally, the error analysis and some numerical examples are provided...

Journal: :Advances in Mathematics 1976

Journal: :International Journal of Geometric Methods in Modern Physics 2011

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