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Ali Valinejad

Ali Valinejad

Academic rank: Assistant Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address:
Phone: 01135302478

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.