Hamid Mesgarani

A novel numerical manner for two‐dimensional space fractional diffusion equation arising in transport phenomena

Nguyen Huy Tuan, Yones Esmaeelzadeh Aghdam, Hossein Jafari et al. · Numerical Methods for Partial Differential Equations · 2020 · 54 citations

Numerical Analysis, Chebyshev Polynomials, Engineering +10

Convergence analysis of the space fractional-order diffusion equation based on the compact finite difference scheme

Hamid Safdari, Hamid Mesgarani, Mohammad Javidi et al. · Computational and Applied Mathematics · 2020 · 37 citations

Numerical Analysis, Fractional-order System, Anomalous Diffusion +4

The impact of the Chebyshev collocation method on solutions of the time-fractional Black–Scholes

Hamid Mesgarani, A. Beiranvand, Y. Esmaeelzade Aghdam · Mathematical sciences · 2020 · 33 citations · Full text

Numerical Analysis, Engineering, Chebyshev Collocation Method +8

High-accuracy numerical scheme for solving the space-time fractional advection-diffusion equation with convergence analysis

Y. Esmaeelzade Aghdam, Hamid Mesgarani, G. M. Moremedi et al. · Alexandria Engineering Journal · 2021 · 23 citations · Full text

Numerical Analysis, Engineering, Fractional-order System +13

The Convergence Analysis of the Numerical Calculation to Price the Time-Fractional Black–Scholes Model

Hamid Mesgarani, M. Bakhshandeh, Y. Esmaeelzade Aghdam et al. · Computational Economics · 2022 · 20 citations

Numerical Analysis, Option Pricing, Black-scholes Model +8