In collaboration with Payame Noor University and the Iranian Society of Instrumentation and Control Engineers
Control and Optimization
Hybrid RBF Method for Solving Fractional PDE-Constrained Optimal Control Problems

Maha Mohsin Mohammed Ali; Mahmoud Mahmoudi; Majid Darehmiraki

Articles in Press, Accepted Manuscript, Available Online from 17 July 2025

https://doi.org/10.30473/coam.2025.73804.1289

Abstract
  This study addresses the numerical solution of an optimal control problem governed by a fractional convection–reaction–diffusion partial differential equation. The approach utilizes Radial Basis Function–Partition of Unity (RBF-PU) methods combined with the Grünwald-Letnikov approximation ...  Read More

Numerical Solution of Vasicek Equation by Using Brownian Wavelets and Multiple Ito-Integral

Mahmoud Mahmoudi; Delaram Ahmad Ghondaghsaz

Volume 5, Issue 1 , January 2020, , Pages 67-80

https://doi.org/10.30473/coam.2021.54727.1146

Abstract
  In this paper‎, ‎we present a new approach to solving stochastic differential equations and the Vasicek equation by using Brownian wavelets and multiple Ito-integral‎. ‎Firstly‎, ‎the calculation of the multiple Ito-integral based on the structure of Brownian motion is presented ...  Read More