TY - JOUR
ID - 6557
TI - Legendre cardinal functions and their applications in solving nonlinear stochastic differential equations
JO - International Journal of Nonlinear Analysis and Applications
JA - IJNAA
LA - en
SN - 2008-6822
AU - Zeghdane, Rebiha
AD - Department of Mathematics, Faculty of Mathematics and Informatics, University of Bordj-Bou-Arreridj, Algeria
Y1 - 2022
PY - 2022
VL - 13
IS - 2
SP - 1757
EP - 1769
KW - Brownian motion
KW - Legendre Polynomials
KW - ItÃ´ integral
KW - Numerical Solution
KW - Collocation method
KW - Operational matrix
DO - 10.22075/ijnaa.2021.23965.2644
N2 - This paper presents a new numerical technique for solving stochastic Ito integral equations. A new operational matrix for integration of cardinal Legendre polynomials are introduced. By using this nexw operational matrix of integration and the so called collocation method, stochastic nonlinear integral equations are reduced to systems of algebraic equations with unknown coefficients. Only small dimension of Legendre operational matrix is needed to obtain a satisfactory results.Some error estimations are provided and illustrative examples are also included to demonstrate the efficiency of the new technisue.
UR - https://ijnaa.semnan.ac.ir/article_6557.html
L1 - https://ijnaa.semnan.ac.ir/article_6557_b30bf170534a43f17086c60ef9493903.pdf
ER -