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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 Computational Technique for Nonlinear Nonlocal Stochastic Dynamical Systems with Variable Order Fractional Brownian Noise
Type
JournalPaper
Keywords
Fractional derivative, Fractional stochastic differential, equations, Fractional quadratic interpolation, approximation scheme, Variable-order fractional, Brownian motion
Year
2023
Journal Journal of Applied Nonlinear Dynamics
DOI
Researchers Alireza Shahnazi-Pour ، Behrouz Parsa Moghaddam ، Afshin Babaei

Abstract

This paper proposes a computationally technique for simulating solutions of nonlinear nonlocal stochastic dynamical systems driven by variable-order fractional Brownian motion with Hurst index. The value of the Hurst index depends on time t belong to interval ( 1/2,1). The proposed technique is adopted quadratic interpolation for fractional-order derivative. Moreover, it is exploited in the discussion of fractional stochastic financial and pendulum dynamical systems. The proficiency of the presented technique is confirmed by using of investigating statistical indicators for the stochastic approximations for various values of fractional order parameters.