Solving nonlinear stochastic differential equations via fourth-degree hat functions

Autor: Jehad K. Mohammed, Ayad R. Khudair
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Results in Control and Optimization, Vol 12, Iss , Pp 100291- (2023)
Druh dokumentu: article
ISSN: 2666-7207
DOI: 10.1016/j.rico.2023.100291
Popis: The article focuses on introducing novel fourth-degree hat functions (FDHFs) for constructing new operations matrices used to find numerical solutions for nonlinear stochastic differential equations (NSDEs). The technique’s effort is summarized by utilizing FDHFs to construct operations matrices that transform the given problem into nonlinear algebraic equations. The advantage of this technique lies in its simplicity for calculating the unknown coefficients of the function’s approximation without requiring any integration. As a result, the proposed approach incurs low computational expenses. Additionally, an error analysis of this approach was conducted, demonstrating a convergence rate of O(h5). Several examples were implemented to support and illustrate the effectiveness and capability of the proposed technique.
Databáze: Directory of Open Access Journals