Name
Title | ||
|---|---|---|
Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion |
Abstract | ||
|---|---|---|
•A new class of orthogonal wavelets, namely the Chebyshev cardinal wavelets is generated.•The operational matrices of derivative and integration of these wavelets are derived.•A new computational method is proposed to solve the nonlinear stochastic differential equations.•A new algorithm is presented for computing nonlinear terms in such problems.•Convergence of the method is analytically demonstrated in the Sobolev space. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1016/j.cnsns.2018.04.018 | Communications in Nonlinear Science and Numerical Simulation |
Keywords | DocType | Volume |
Chebyshev cardinal wavelets,Stochastic differential equations (SDEs),Fractional Brownian motion (fbm),Operational matrix,Galerkin method,Convergence and error analysis | Journal | 64 |
ISSN | Citations | PageRank |
1007-5704 | 1 | 0.36 |
References | Authors | |
9 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| m h heydari | 1 | 8 | 3.28 |
| Mohammad Reza Mahmoudi | 2 | 10 | 5.00 |
| A. Shakiba | 3 | 1 | 0.36 |
| Zakieh Avazzadeh | 4 | 13 | 5.90 |