A. Babaei

A. Babaei

University of Mazandaran

H-index: 17

Asia-Iran

Professor Information

University

University of Mazandaran

Position

Associate Professor Department of Applied Mathematics

Citations(all)

807

Citations(since 2016)

672

Cited By

395

hIndex(all)

17

hIndex(since 2016)

14

i10Index(all)

23

i10Index(since 2016)

20

Email

University Profile Page

University of Mazandaran

Research & Interests List

Numerical methods for partial differential equations

Numerical analysis

Inverse problems

Integral equations

Co-Authors

H-index: 85
J. Tenreiro Machado

J. Tenreiro Machado

Instituto Politécnico do Porto

H-index: 54
Carlo Cattani

Carlo Cattani

Università degli Studi della Tuscia

H-index: 13
Somayeh Nemati

Somayeh Nemati

University of Mazandaran

Professor FAQs

What is A. Babaei's h-index at University of Mazandaran?

The h-index of A. Babaei has been 14 since 2016 and 17 in total.

What are A. Babaei's research interests?

The research interests of A. Babaei are: Numerical methods for partial differential equations, Numerical analysis, Inverse problems, Integral equations

What is A. Babaei's total number of citations?

A. Babaei has 807 citations in total.

What are the co-authors of A. Babaei?

The co-authors of A. Babaei are J. Tenreiro Machado, Carlo Cattani, Somayeh Nemati.

Top articles of A. Babaei

On the Numerical Option Pricing Methods: Fractional Black-Scholes Equations with CEV Assets

This article explores a stochastic volatility model that incorporates fractional Brownian motion (fBm) into the constant elasticity of variance (CEV) framework. We use time series models to estimate the drift and volatility parameters of the model and validate its performance. We also examine the fractional Black-Scholes (BS) equation arising from the CEV model with fBm. To solve this equation numerically, we apply a Chebyshev collocation method and analyze its convergence properties. We demonstrate the effectiveness of the numerical method with an example and apply it to the option pricing problem.

Authors

S Banihashemi,A Ghasemifard,A Babaei

Journal

Computational Economics

Publish By

Springer US

Publish Date

2023/10/11

A Computational Technique for Nonlinear Nonlocal Stochastic Dynamical Systems with Variable Order Fractional Brownian Noise

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 belong to interval . 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.

Authors

A Shahnazi-Pour,B Parsa Moghaddam,A Babaei

Journal

Journal of Applied Nonlinear Dynamics

Publish By

L&H Scientific Publishing

Publish Date

2023/3/1

Studying a fractional order model to investigate the effect of drug treatment on HIV control

In this paper, a fractional order model is presented to study the effect of the drug therapy on the control of HIV infection. For this purpose, we calculate the reproduction number of the model with the next generation operator method and by using that, we study the stability of equilibrium point. Reproduction number plays an important role in spreading or non-spreading of HIV. So that, if , the infection-free equilibrium point is locally asymptotically stable and the infection is cleared from the -cell population. In the res, we analyze the relationship between the reproduction number and the therapy parameter values, for some different values of the order of model. Also, we evaluate the effect of the therapy parameter on the immune system cells and HIV virus population. Finally, we simulate the variations of one of the parameters that show the amount of virus production by actively infected cells. Adams …

Authors

Afshin Babaei,Fatemeh Yazdani Peraei

Journal

Mathematics and Society

Publish By

University of Isfahan

Publish Date

2022/11/22

A numerical scheme for solving a class of time fractional integro-partial differential equations with Caputo–Fabrizio derivative

In this paper, we find the numerical solution of the time-fractional partial integro-differential equation with Caputo–Fabrizio fractional derivative. The problem is discretized by some finite difference schemes in the time direction, and then the Sinc collocation method is applied to the resulting problems in the spatial direction. The convergence and stability of the method are proved and illustrated by three test examples.

Authors

A Mohammadpour,A Babaei,S Banihashemi

Journal

Asian-European Journal of Mathematics

Publish By

World Scientific Publishing Company

Publish Date

2022/11/21

An efficient computational scheme to solve a class of fractional stochastic systems with mixed delays

Providing effective numerical methods to approximate the solution of fractional order stochastic differential equations is of great importance, since the exact solution of this type of equations is not available in many cases. In this paper, a stepwise collocation method for solving a system of nonlinear stochastic fractional differential equations (NSFDEs) with mixed delays is presented. First, an approximation of the white noise term is considered and the convergence of the solution of the problem with this approximated white noise term to the solution of the main problem is proved. Then, a combination of a stepwise scheme and a Legendre collocation technique is introduced to solve the stochastic system. In each step, the problem is studied in a subdomain and the proposed method transforms the NSFDE with delays into a system of nonlinear algebraic equations. Moreover, the convergence analysis of the proposed …

Authors

S Banihashemi,H Jafari,A Babaei

Journal

Communications in Nonlinear Science and Numerical Simulation

Publish By

Elsevier

Publish Date

2022/8/1

Correction to: A numerical scheme to solve a class of two-dimensional nonlinear time-fractional diffusion equations of distributed order

Correction to: A numerical scheme to solve a class of two-dimensional nonlinear time-fractional diffusion equations of distributed order Correction to: A numerical scheme to solve a class of two-dimensional nonlinear time-fractional diffusion equations of distributed order Abstract The original article has been corrected. Full Text Vol.:(0123456789) Engineering with Computers (2022) 38:2183 https://doi.org/10.1007/s00366-021-01337-3 CORRECTION Correction to: A numerical scheme to solve a class of two‑dimensional nonlinear time‑fractional diffusion equations of distributed order A. Babaei1 · H. Jafari1,2,3 · S. Banihashemi1 Published online: 19 February 2021 © Springer-Verlag London Ltd., part of Springer Nature 2021 Correction to: Engineering with Computers https ://doi.org/10.1007/s0036 6-020-01185 -7 In the original publication of the article, the corresponding author has been incorrectly tagged as A. …

Authors

A Babaei,H Jafari,S Banihashemi

Journal

Engineering with Computers

Publish By

Springer Nature BV

Publish Date

2022/6/1

A Chebyshev Collocation Approach to Solve Fractional Fisher–Kolmogorov–Petrovskii–Piskunov Equation with Nonlocal Condition

We provide a detailed description of a numerical approach that makes use of the shifted Chebyshev polynomials of the sixth kind to approximate the solution of some fractional order differential equations. Specifically, we choose the fractional Fisher–Kolmogorov–Petrovskii–Piskunov equation (FFKPPE) to describe this method. We write our approximate solution in the product form, which consists of unknown coefficients and shifted Chebyshev polynomials. To compute the numerical values of coefficients, we use the initial and boundary conditions and the collocation technique to create a system of equations whose number matches the unknowns. We test the applicability and accuracy of this numerical approach using two examples.

Authors

Dapeng Zhou,Afshin Babaei,Seddigheh Banihashemi,Hossein Jafari,Jehad Alzabut,Seithuti P Moshokoa

Journal

Fractal and Fractional

Publish By

MDPI

Publish Date

2022/3/15

A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order

In this article, a step-by-step collocation technique based on the Jacobi polynomials is considered to solve a class of neutral delay fractional stochastic differential equations (NDFSDEs). First, we convert the NDFSDE into a non-delay equation by applying a step-by-step method. Then, by using a Jacobi collocation technique in each step, a non-delay nonlinear system is obtained. The convergence analysis of this numerical technique is discussed. Finally, several examples are implemented to confirm the efficiency and effectiveness of the proposed method.

Authors

Seddigheh Banihashemi,Hossein Jafari,Afshin Babaei

Journal

Journal of Computational and Applied Mathematics

Publish By

North-Holland

Publish Date

2022/3/15

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