Zahra Sadati
Department of Mathematics, khomein Branch, Islamic Azad University, khomein, Iran
[ 1 ] - Application of new basis functions for solving nonlinear stochastic differential equations
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 ana...
[ 2 ] - Application of triangular functions for solving the vasicek model
This paper introduces a numerical method for solving the vasicek model by using a stochastic operational matrix based on the triangular functions (TFs) in combination with the collocation method. The method is stated by using conversion the vasicek model to a stochastic nonlinear system of $2m+2$ equations and $2m+2$ unknowns. Finally, the error analysis and some numerical examples are provided...
نویسندگان همکار