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Afshin Babaei

Afshin Babaei

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0002-6980-9786
Education: PhD.
ScopusId: https://www.scopus.com/authid/detail.uri?authorId=57188696707
Faculty: Faculty of Mathematical Sciences
Address: Department of Mathematics, Faculty of Mathematical sciences, University of Mazandaran, Babolsar, Iran
Phone: 011-35302418

Research

Title
A numerical technique for solving nonlinear fractional stochastic integro-differential equations with n-dimensional Wiener process
Type
JournalPaper
Keywords
Stochastic process; Brownian motion; Caputo’s derivative; Modified hat functions, Error estimate.
Year
2022
Journal computational methods for differential equations
DOI
Researchers Elnaz Aryani ، Afshin Babaei ، Ali Valinejad

Abstract

his paper deals with the numerical solution of nonlinear fractional stochastic integro-differential equations with the n-dimensional Wiener process. A new computational method is employed to approximate the solution of the considered problem. This technique is based on the modified hat functions, the Caputo derivative, and a suitable numerical integration rule. Error estimate of the method is investigated in detail. In the end, illustrative examples are included to demonstrate the validity and effectiveness of the presented approach.