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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
Numerical approach for solving nonlinear stochastic It^o-Volterra integral equations using Fibonacci operational matrices
Type
JournalPaper
Keywords
Stochastic operational matrix; Stochastic It^o-Volterra integral equations; Brownian motion process; Fibonacci polynomials; Error analysis.
Year
2015
Journal Scientia Iranica
DOI
Researchers Farshid Mirzaee

Abstract

This article proposes an ecient method based on the Fibonacci functions for solving nonlinear stochastic It^o-Volterra integral equations. For this purpose, we obtain stochastic operational matrix of Fibonacci functions. We use the proposed basis function in combination with stochastic operational matrix. This problem is then reduced into a system of nonlinear equations which can be solved by Newton's method. Also, the existence, uniqueness, and convergence of the proposed method are discussed. Furthermore, in order to show the accuracy and reliability of the proposed method, the new approach is applied to some practical problems