An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics

DOI10.1016/j.jcp.2014.11.042zbMath1351.60088OpenAlexW2077620902MaRDI QIDQ728921

F. M. Maalek Ghaini, Mohammad Reza Hooshmandasl, Mohammad Heydari, Carlo Cattani

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2014.11.042

zbMATH Keywords

stochastic operational matrixBrownian motion processgeneralized hat basis functionsItō integralnonlinear stochastic Itō integral equationsstochastic pendulum problemsstochastic population growth models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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