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nasrin samadyar

Academic rank: Assistant Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Basic and Applied Sciences
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Research

Title
Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach
Type
JournalPaper
Keywords
Stochastic integral equations, 2D integral equations, Fredholm integral equations, Radial basis functions, Numerical integration, Brownian motion process
Year
2020
Journal JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
DOI
Researchers nasrin samadyar ، Farshid Mirzaei

Abstract

In this article, radial basis functions (RBFs) and quadrature rules have been employed to estimate the solution of two dimensional (2D) stochastic integral equations on hypercube areas. The main advantage of the suggested approach is that this algorithm can be easily implemented to estimate the solution of multidimensional stochastic integral equations defined on irregular domains. Also, it is established that the convergence order is proportional to hl X,D, where hX,D denotes fill distance parameter. Finally, to reveal accuracy, efficiency and applicability of our scheme two test problems are included.