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 analysis is proved. Finally, numerical examples illustrate applicability and accuracy of the presented method.
Sadati, Z. (2016). Application of new basis functions for solving nonlinear stochastic differential equations. International Journal of Nonlinear Analysis and Applications, 7(2), 59-68. doi: 10.22075/ijnaa.2016.450
MLA
Zahra Sadati. "Application of new basis functions for solving nonlinear stochastic differential equations". International Journal of Nonlinear Analysis and Applications, 7, 2, 2016, 59-68. doi: 10.22075/ijnaa.2016.450
HARVARD
Sadati, Z. (2016). 'Application of new basis functions for solving nonlinear stochastic differential equations', International Journal of Nonlinear Analysis and Applications, 7(2), pp. 59-68. doi: 10.22075/ijnaa.2016.450
VANCOUVER
Sadati, Z. Application of new basis functions for solving nonlinear stochastic differential equations. International Journal of Nonlinear Analysis and Applications, 2016; 7(2): 59-68. doi: 10.22075/ijnaa.2016.450
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