Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations
نویسندگان
1 Department of Engineering,~Abhar Branch,~Islamic Azad University, Abhar, Iran
2 Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran
doi
10.22075/ijnaa.2017.1023.1198چکیده
In this article, a new numerical method based on triangular functions for solving nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It\^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.
