Ogundile, O. P. and Edeki, S.O. (2021) Semi‐analytical methods for solving Ito stochastic models on the notion of Karhunen‐Loéve Brownian motion transform. In: Modeling and Computation in Vibration Problems. The SAO/NASA Astrophysics Data System. ISBN 978‐0‐7503‐3485‐3.
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Abstract
This chapter presents the concept of the Karhunen‐Loéve finite series expansion technique for obtaining the solutions of Ito linear stochastic differential equations with and without vibration parameters by using the Daftardar‐Jafari Method (DJM) and Picards Iterative Method (PIM) as the approximateanalytical methods of solutions. Four applicable examples are considered. The results obtained from DJM are compared with those of the PIM. The results show that DJM and PIM are very effective and reliable in obtaining approximate solutions based on the comparison.
| Item Type: | Book Section |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Engineering, Science and Mathematics > School of Mathematics |
| Depositing User: | Mrs Patricia Nwokealisi |
| Date Deposited: | 06 Jun 2022 10:58 |
| Last Modified: | 06 Jun 2022 10:58 |
| URI: | http://eprints.covenantuniversity.edu.ng/id/eprint/15945 |
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