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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
An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations
Type
JournalPaper
Keywords
Modified hat functions, Fractional stochastic integro-differential equations, Brownian motion, Caputo derivative, Operational matrix.
Year
2021
Journal journal of mathematical extension
DOI
Researchers Elnaz Aryani ، Afshin Babaei ، Ali Valinejad

Abstract

In this paper, a numerical method based on modified hat functions (MHFs) is investigated to find an approximate solution for a fractional-order system of stochastic integro-differential equations. The fractional and stochastic operational matrices of integration of these functions are employed to present the numerical approach. By using these operational matrices and properties of MHFs, the considered problem is transformed into a system of algebraic equations which can be easily solved by an iterative method. Also, error analysis of the proposed method is discussed. At the end, the accuracy and effectiveness of this approach are studied by some numerical examples.