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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
Bicubic B-spline functions to solve linear two-dimensional weakly singular stochastic integral equation
Type
JournalPaper
Keywords
Stochastic integral equations, Singular integral equations, Collocation method, Bicubic B-spline functions, Gauss–Legendre quadrature
Year
2021
Journal Iranian Journal of Science and Technology, Transactions A: Science
DOI
Researchers Farshid Mirzaee

Abstract

The purpose of this paper is to present an appropriate numerical method for solving linear two-dimensional weakly singular stochastic integral equations. This method is based on bicubic B-spline interpolation, Gauss–Legendre quadrature formula, and two-dimensional Itoˆ approximation. The proposed method is used to transform the solution of mentioned problem to the linear system of algebraic equations which can be solved by using an appropriate method. Convergence analysis of the approach has been investigated. In the end, two examples are given to show efficiency and accuracy of the method and their numerical results are reported.