Adomian decomposition method applied to continuous-time bilinear stochastic processes with time-varying coefficients
Abstract
In the present paper, we apply the Adomian decomposition method for bilinear stochastic processes with time-varying coefficients in both time and frequency domain. More precisely, we derived an analytical approximate solution and we prove its convergence to the exact solution in time domain, furthermore we give an analytical approximate solution in frequency domain, i.e, we derived analytical approximate transfer functions which converge to the exact transfer functions.
Copyright © 2022 Fateh Merahi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Cite this article
F. Merahi, Adomian decomposition method applied to continuous-time bilinear stochastic processes with time-varying coefficients, J. Math. Comput. Sci. 12 (2022), 140. https://doi.org/10.28919/jmcs/7317
BibTeX
@article{Merahi2022,
author = {Merahi, Fateh},
title = {Adomian decomposition method applied to continuous-time bilinear stochastic processes with time-varying coefficients},
journal = {J. Math. Comput. Sci.},
volume = {12},
year = {2022},
pages = {140},
doi = {10.28919/jmcs/7317}
}