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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
Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
Type
JournalPaper
Keywords
Stochastic Itô–Volterra integral equations; ;Brownian motion process ;Stochastic operational matrix ;Euler polynomials ;Error analysis
Year
2018
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers Farshid Mirzaee

Abstract

In this study, a practical matrix method based on operational matrices of integration and collocation points is presented to find the approximate solution of nonlinear stochastic Itô-Volterra integral equations. For this aim, first we compute the stochastic operational matrix of Euler polynomials. Then by using this operational matrix, nonlinear stochastic Itô-Volterra integral equation is reduced to a system of nonlinear algebraic equations with unknown Euler coefficients which can be solved by using a convenient numerical method such as Newton’s method. Also, convergence analysis and error estimation of the approach is discussed and an upper error bound is provided under mild conditions. Finally, some numerical examples are provided to confirm the accuracy and efficiency of the proposed method. All of the numerical computations have been performed on a PC by running some programs written in MATLAB software.