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Hossein Jafari

Hossein Jafari

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 2466

Research

Title
A mixed-method to numerical simulation of variable order stochastic advection diffusion equations
Type
JournalPaper
Keywords
Stochastic advection diffusion equations, Hosoya polynomials,Operational matrix, Collocation points
Year
2024
Journal Alexandria Engineering Journal
DOI
Researchers Hossein Jafari ، Roghayeh Moallem Ganji ، Saha Salati ، Sarah Jane Johnston

Abstract

The study of stochastic problems is very important and there is an increasing demand for investigating the behavior of a number of sophisticated dynamical systems in different areas of science as well as in engineering and finance. In this paper, we present a method which is based on the collocation method (CM) and the operational matrix method (OMM) by using Hosoya polynomials (HPs). This mixed-method helps us to convert the stochastic problems into a system of algebraic equations to access a solution of such problems. One of the most important advantages of this method is the simulation of the noise terms at the collocation points. Finally, two types of the VO–SADEs are simulated and tested via the proposed technique to confirm the superiority and accuracy