2024 : 12 : 27
Farshid Mirzaee

Farshid Mirzaee

Academic rank: Professor
ORCID: 0000-0002-1429-2548
Education: PhD.
ScopusId: 6508385954
HIndex: 34/00
Faculty: Mathematical Sciences and Statistics
Address: Faculty of Mathematical Sciences and Statistics, Department of Applied Mathematics, Malayer University, 4 Km Malayer-Arak Road, P. O. Box 65719-95863, Malayer, Iran.
Phone: +98 - 81 - 32457459

Research

Title
A computational method for solving nonlinear stochastic Volterra integral equations
Type
JournalPaper
Keywords
Adjustment of hat basis functions Stochastic operational matrix Nonlinear stochastic Itô–Volterra integral equations Standard Brownian motion Error analysis
Year
2016
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers Farshid Mirzaee

Abstract

In this paper, an efficient method for solving nonlinear stochastic Itô–Volterra integral equations (NSIVIEs) is proposed. By using new adjustment of hat basis functions and their stochastic operational matrix of integration, the NSIVIE is reduced to a nonlinear system of algebraic equations. Also, the error analysis of the proposed method is investigated and proved that the order of convergence is O(h4). Finally, numerical examples affirm the efficiency of the proposed method