A New Approach to Approximate Solutions of Single Time-Delayed Stochastic Integral Equations via Orthogonal Functions

• Tipo: Artigo em Revista Científica Internacional
• Data: 2022

Autores

Kiaee, SN (Autor) Outra; Khodabin, M (Autor) Outra; Ezzati, R (Autor) Outra; António Mendes Lopes (Autor) FEUP

Revista

Título: Symmetry

Vol. 14 Nº 6

Página Final: 2085

ISSN: 2073-8994

Editora: MDPI

Indexação

ISI Web of Knowledge - 1 Citação

Scopus - 1 Citação

Outras Informações

ID Authenticus: P-00X-9J0

DOI: 10.3390/sym14102085

Abstract (EN): This paper proposes a new numerical method for solving single time-delayed stochastic differential equations via orthogonal functions. The basic principles of the technique are presented. The new method is applied to approximate two kinds of stochastic differential equations with additive and multiplicative noise. Excellence computational burden is achieved along with a O(h(2)) convergence rate, which is better than former methods. Two examples are examined to illustrate the validity and efficiency of the new technique.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 16