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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 Fredholm integral equations on hypercube domains via meshfree approach
Type
JournalPaper
Keywords
Stochastic integral equations, 2D integral equations, Fredholm integral equations, Radial basis functions, Numerical integration, Brownian motion process
Year
2020
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers Farshid Mirzaee

Abstract

to estimate the solution of two-dimensional (2D) stochastic integral equations on hypercube areas. The main advantage of the suggested approach is that this algorithm can be easily implemented to estimate the solution of multidimensional stochastic integral equations defined on irregular domains. Also, it is established that the convergence order is proportional to hl X,D, where hX,D denotes fill distance parameter. Finally, to reveal accuracy, efficiency and applicability of our scheme two test problems are included.