Journal of Advanced Mathematical Modeling

Journal of Advanced Mathematical Modeling

APPLICATION OF BLOCK PULSE FUNCTIONS TO APPROXIMATE SOLUTION OF STOCHASTIC DELAYED DIFFERENTIAL EQUATIONS

Document Type : Original Paper

Authors
1 Department of Applied Mathematic, Faculty of Sciences, Islamic Azad University, Karaj, Iran
2 Department of Mathematica, Karaj branch, IAU, Iran
Abstract
The following paper introduces an analytic scheme for solving stochastic delayed differential equations via block palse functions. We present some preliminaries of block pulse functions and their related operational matrix of integration. This orthogonal basis function reduces the computation complexity of the stochastic delayed differential equations to a linear lower triangular system of algebraic equations which can be solved by forward substitution like LU decomposition method. Then the order of convergence of the suggested method has been discussed. Error analysis of two visual samples are mentioned to show the effectiveness of the suggested procedure.
Keywords
Subjects

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  • Receive Date 27 August 2024
  • Revise Date 09 December 2024
  • Accept Date 07 December 2025