Browsing by Author "Ranjbar, Hassan"

Now showing 1 - 5 of 5

Citation - WoS: 13
Citation - Scopus: 14
Investigation on Ginzburg-Landau Equation Via a Tested Approach To Benchmark Stochastic Davis-Skodje System
(Elsevier, 2021) Ranjbar, Hassan; Baleanu, Dumitru; Torkzadeh, Leila; Nouri, Kazem
We propose new numerical methods with adding a modified ordinary differential equation solver to the Milstein methods for solution of stiff stochastic systems. We study a general form of stochastic differential equations so that the Ginzburg-Landau equation and the Davis-Skodje model can be considered as special states of them. The efficiency of the method is experimented, in terms of the convergence rate and accuracy of approximate solution, employing some numerical examples, including stochastic Ginzburg-Landau equation and a paradigm of chemical reaction systems. (C) 2021 THE AUTHORS. Published by Elsevier BV on behalf of Faculty of Engineering, Alexandria University.
Simulating systems of Itô SDEs with split-step (α, β)-Milstein scheme
(2023) Ranjbar, Hassan; Torkzadeh, Leila; Baleanu, Dumitru; Nouri, Kazem
In the present study, we provide a new approximation scheme for solving stochastic differential equations based on the explicit Milstein scheme. Under sufficient conditions, we prove that the split-step (α, β)-Milstein scheme strongly convergence to the exact solution with order 1.0 in mean-square sense. The mean-square stability of our scheme for a linear stochastic differential equation with single and multiplicative commutative noise terms is studied. Stability analysis shows that the mean-square stability of our proposed scheme contains the mean-square stability region of the linear scalar test equation for suitable values of parameters α, β. Finally, numerical examples illustrate the effectiveness of the theoretical results.
Citation - WoS: 3
Citation - Scopus: 3
Simulating systems of Ito? SDEs with split-step (?, ?)-Milstein scheme
(Amer Inst Mathematical Sciences-AIMS, 2022) Ranjbar, Hassan; Torkzadeh, Leila; Baleanu, Dumitru; Nouri, Kazem
In the present study, we provide a new approximation scheme for solving stochastic differential equations based on the explicit Milstein scheme. Under sufficient conditions, we prove that the split-step (alpha, beta)-Milstein scheme strongly convergence to the exact solution with order 1.0 in mean-square sense. The mean-square stability of our scheme for a linear stochastic differential equation with single and multiplicative commutative noise terms is studied. Stability analysis shows that the mean-square stability of our proposed scheme contains the mean-square stability region of the linear scalar test equation for suitable values of parameters alpha, beta. Finally, numerical examples illustrate the effectiveness of the theoretical results.
Citation - WoS: 3
Citation - Scopus: 3
Simulating Systems of Ito? Sdes With Split-Step (?, ?)-Milstein Scheme
(Amer inst Mathematical Sciences-aims, 2022) Torkzadeh, Leila; Baleanu, Dumitru; Nouri, Kazem; Ranjbar, Hassan
In the present study, we provide a new approximation scheme for solving stochastic differential equations based on the explicit Milstein scheme. Under sufficient conditions, we prove that the split-step (alpha, beta)-Milstein scheme strongly convergence to the exact solution with order 1.0 in mean-square sense. The mean-square stability of our scheme for a linear stochastic differential equation with single and multiplicative commutative noise terms is studied. Stability analysis shows that the mean-square stability of our proposed scheme contains the mean-square stability region of the linear scalar test equation for suitable values of parameters alpha, beta. Finally, numerical examples illustrate the effectiveness of the theoretical results.
Citation - WoS: 111
Citation - Scopus: 123
Stability Analysis and System Properties of Nipah Virus Transmission: a Fractional Calculus Case Study
(Pergamon-elsevier Science Ltd, 2023) Shekari, Parisa; Torkzadeh, Leila; Ranjbar, Hassan; Jajarmi, Amin; Nouri, Kazem; Baleanu, Dumitru
In this paper, we establish a Caputo-type fractional model to study the Nipah virus transmission dynamics. The model describes the impact of unsafe contact with an infectious corpse as a possible way to transmit this virus. The corresponding area to the system properties, including the positivity and boundedness of the solution, is explored by using the generalized fractional mean value theorem. Also, we investigate sufficient conditions for the local and global stability of the disease-free and the endemic steady-states based on the basic reproduction number R0. To show these important stability features, we employ fractional Routh-Hurwitz criterion and LaSalle's invariability principle. For the implementation of this epidemic model, we also use the Adams-Bashforth-Moulton numerical method in a fractional sense. Finally, in addition to compare the fractional and classical results, as one of the main goals of this research, we demonstrate the usefulness of minimal unsafe touch with the infectious corpse. Simulation and comparative results verify the theoretical discussions.