Conference Proceedings

Third International Conference on Advances in Applied Science and Environmental Engineering - ASEE 2015

Numerical implementation a stochastic operational matrix based on triangular functions for solving a stochastic nonlinear differential equation

Author(s) : ZAHRA SADATI   

Abstract

In this paper, an efficient method to determine a numerical solution of a stochastic nonlinear differential equation (SNDE) is proposed. The method is illustrated by using a stochastic operational matrix based on the triangular functions (TFs). In this proposed method, the SNDE is reduced to a stochastic nonlinear system of equations and unknowns. Then, the error analysis is demonstrated by using some preliminaries. Finally, the method is evaluated with some numerical examples..

Conference Title : Third International Conference on Advances in Applied Science and Environmental Engineering - ASEE 2015
Conference Date(s) : 11-12 APRIL 2015
Place : G Tower Hotel, Kuala Lumpur, Malaysia
No fo Author(s) : 1
DOI : 10.15224/978-1-63248-055-2-08
Page(s) : 37 - 41
Electronic ISBN : 978-1-63248-055-2
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