مشخصات پژوهش

عنوان	A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
نوع پژوهش	مقاله چاپ‌شده در مجلات علمی
کلیدواژه‌ها	Stochastic differentialequation; scaling function;Daubechies wavelet;collocation method;convergence
چکیده	In this paper, we present a Collocation method based on scalingfunction of Daubechies Wavelet(CDW) to solve linear stochastic dif-ferential equations with one and two dimensional noise. By applyingthis method, the problem transforms to a linear system of alge-braic equations with coefficients of expansion as unknowns. Due tointeresting properties of the Daubechies wavelet such as orthogo-nality, compactly support and vanishing moments, the coefficientsof expansion are obtained fast. The convergence of the proposedmethod is presented. To verify the accuracy and efficiency of theproposed method some numerical examples are provided.
پژوهشگران	محمدرضا یاقوتی (نفر دوم)، نسیم مداح شریعتی (نفر اول)، امجد علی پناه (نفر سوم)