Numerical solution of stochastic fractional differential equations M Kamrani Numerical Algorithms 68, 81-93, 2015 | 95 | 2015 |
Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion J Hong, C Huang, M Kamrani, X Wang Stochastic Processes and their Applications 130 (5), 2675-2692, 2020 | 40 | 2020 |
The role of coefficients of a general SPDE on the stability and convergence of a finite difference method M Kamrani, SM Hosseini Journal of computational and applied mathematics 234 (5), 1426-1434, 2010 | 40 | 2010 |
Full discretization of the stochastic Burgers equation with correlated noise D Blömker, M Kamrani, SM Hosseini IMA Journal of Numerical Analysis 33 (3), 825-848, 2013 | 35 | 2013 |
Spectral collocation method for stochastic Burgers equation driven by additive noise M Kamrani, SM Hosseini Mathematics and Computers in Simulation 82 (9), 1630-1644, 2012 | 34 | 2012 |
Convergence of Galerkin method for the solution of stochastic fractional integro differential equations M Kamrani Optik 127 (20), 10049-10057, 2016 | 24 | 2016 |
Implicit Euler approximation of stochastic evolution equations with fractional Brownian motion M Kamrani, N Jamshidi Communications in Nonlinear Science and Numerical Simulation 44, 1-10, 2017 | 22 | 2017 |
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation M Kamrani, N Jamshidi Numerical Algorithms 79 (2), 357-374, 2018 | 21 | 2018 |
Pathwise convergence of a numerical method for stochastic partial differential equations with correlated noise and local Lipschitz condition M Kamrani, D Blömker Journal of Computational and Applied Mathematics 323, 123-135, 2017 | 14 | 2017 |
Numerically computable a posteriori-bounds for the stochastic Allen–Cahn equation D Blömker, M Kamrani BIT Numerical Mathematics 59 (3), 647–673, 2019 | 12 | 2019 |
Implicit Euler method for numerical solution of nonlinear stochastic partial differential equations with multiplicative trace class noise M Kamrani, SM Hosseini, E Hausenblas Mathematical Methods in the Applied Sciences 41 (13), 4986-5002, 2018 | 11 | 2018 |
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion N Jamshidi, M Kamrani Applied Numerical Mathematics 167, 108-118, 2021 | 8 | 2021 |
Numerical solution of stochastic partial differential equations using a collocation method M Kamrani ZAMM‐Journal of Applied Mathematics and Mechanics/Zeitschrift für Angewandte …, 2016 | 8 | 2016 |
Convergence of a numerical scheme for SPDEs with correlated noise and global Lipschitz coefficients M Kamrani Mathematical Methods in the Applied Sciences 39 (11), 2993-3004, 2016 | 3 | 2016 |
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise M Kamrani, K Debrabant, N Jamshidi International Journal of Computer Mathematics 101 (3), 357-371, 2024 | 1 | 2024 |
Numerical solution of stiff random ordinary differential equations via averaged schemes A Mirzaei, M Kamrani Mathematical Methods in the Applied Sciences 44 (6), 4235-4244, 2021 | 1 | 2021 |
Numerical solution of partial differential equations with stochastic Neumann boundary conditions M Kamrani Discrete and Continuous Dynamical Systems-B 24 (10), 5337-5354, 2019 | 1 | 2019 |
Full discretization of the stochastic Burgers equation with correlated noise M KAMRANI, SM HOSSEINI | 1 | 2013 |
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model M Kamrani, E Hausenblas Mathematics and Computers in Simulation 229, 673-689, 2025 | | 2025 |
Convergence of Three Numerical Approaches for Stochastic Evolution Equations with Fractional Brownian Motion M Kamrani Bulletin of the Iranian Mathematical Society 51 (1), 1-15, 2025 | | 2025 |