Title of article
Application of triangular functions for solving Vasicek model
Author/Authors
Sadati, Z. Department of Mathematics - Islamic Azad University, Khomein Branch , Maleknejad, Kh. Department of Mathematics - Islamic Azad University, Khomein Branch
Pages
10
From page
173
To page
182
Abstract
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 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 to demonstrate applicability and accuracy of this method.
Keywords
Triangular functions , Stochastic operational matrix , Vasicek model , collocation method
Journal title
Astroparticle Physics
Serial Year
2015
Record number
2443241
Link To Document