Application of new basis functions for solving nonlinear stochastic differential equations
collocation methoderror analysisnew basis functionsnonlinear stochastic differential equationsnumerical examplesstandard Brownian motionstochastic operational matrix
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Error bounds for numerical methods for ordinary differential equations (65L70)
- Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices
- Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
- A computational method for solving nonlinear stochastic Volterra integral equations
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- scientific article; zbMATH DE number 2070814
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
- Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion
- An application of new method to obtain probability density function of solution of stochastic differential equations
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