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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 solution of two dimensional stochastic Volterra–Fredholm integral equations via operational matrix method based on hat functions
Type
JournalPaper
Keywords
Stochastic integral equations, Volterra–Fredholm integral equations, Operational matrix method, Brownian motion process, Error analysis
Year
2020
Journal SeMA Journal
DOI
Researchers Farshid Mirzaee

Abstract

Numerical solution of two-dimensional (2D) stochastic integral equations due to randomness has its own difficulties. For instance, most of them do not have analytical solution or obtaining their analytical solution is very hard. So, one of the essential requirement is presenting an efficient method to approximate the solutions of these equations with proper precision. In this paper, we introduce a numerical technique based on two dimensional modification of hat functions (2D MHFs) to estimate the numerical solution of 2D linear stochastic Volterra– Fredholm integral equations. In this approach, first the mentioned equation is transformed into a linear system of algebraic equations and then this system is solved via a direct or numerical method. Furthermore, it is proved that the order of convergence of the proposed method is O(h3). Finally, accuracy of this scheme is measured by solving two test examples via described technique.