منو
حسین آذری ازغندی

استادیار

تاریخ به‌روزرسانی: 1405/06/26

حسین آذری ازغندی

علوم ریاضی / ریاضی کاربردی و صنعتی

مقالات علمی چاپ شده در مجلات

  1. "Modeling and Pricing European-Style Continuous-Installment Option Under the Heston Stochastic Volatility Model: A PDE Approach"
    Nasrin Ebadi, Hossein Azari
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 48, pp.6521-6530, 2025
  2. "Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method"
    Mohammad saber Roohi, Saghar Heidari, Hossein Azari
    Journal of Computational Finance, Vol. 28, pp.1-24, 2024
  3. "Generalized fuzzy difference method for solving fuzzy initial value problem"
    S. Soroush, T. Allahviranloo, Hossein Azari, M. Rostamy-Malkhalifeh
    COMPUTATIONAL and APPLIED MATHEMATICS, Vol. 43, 2024
  4. "FINITE ELEMENT METHOD TO SOLVE CAUCHY PROBLEMS FOR DEGENERATE HYPERBOLIC EQUATIONS"
    Mahdieh Aminian Shahrokhabadi, Hossein Azari
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 31, pp.339-357, 2024
  5. "A stable numerical scheme for pricing American put options under irrational behavior with rationality parameter"
    Mohammad saber Roohi, Hossein Azari, Saghar Heidari
    Filomat, Vol. 37, pp.9865-9878, 2023
  6. "Explicit solutions of Cauchy problems for degenerate hyperbolic equations with Transmutations methods"
    Mahdieh Aminian Shahrokhabadi, Hossein Azari
    Journal of Mathematics and Modeling in Finance, Vol. 2, pp.169-191, 2022
  7. "A Numerical Method for Pricing Perpetual American Options under Regime Switching Jump Diffusion Models"
    Saghar Heidari, Hossein Azari
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 28, pp.143-163, 2021
  8. "Splitting method for an inverse source problem in parabolic differential equations Error analysis and applications"
    Simin Shekarriz, Hossein Azari
    NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, Vol. 36, pp.654-679, 2019
  9. "The Legendre wavelet method for solving the steady flow of a third-grade fluid in a porous half space"
    Simin Shekarpaz, Kourosh Parand, Hossein Azari
    SeMA Journal, Vol. 76, pp.495-503, 2019
  10. "Using kernel based collocation methods to solve a delay partial differential equation with application to finance"
    Hossein Azari, Mojtaba Moradipour
    International Journal of Computing Science and Mathematics, Vol. 10, pp.105-114, 2019
  11. "Chebyshev Wavelet Method for Solving Radiative Transfer Equation in a Slab Medium"
    , Kourosh Parand, Hossein Azari
    Tbilisi Mathematical Journal, Vol. 12, pp.17-31, 2019
  12. "A front fixing finite element method for pricing American options under regime switching jump diffusion models"
    Saghar Heidari, Hossein Azari
    COMPUTATIONAL and APPLIED MATHEMATICS, Vol. 37, pp.3691-3707, 2018
  13. "Pricing American options under multi-states: a radial basis collocation approach"
    Saghar Heidari, Hossein Azari
    SeMA Journal, Vol. 75, pp.365-378, 2018
  14. "Pricing American options under multi-states a radial basis collocation approach"
    Saghar Heydari, Hossein Azari
    SeMA Journal, pp.1-14, 2017
  15. "convergence of the splitting method for inverse problems in parabolic differential equations"
    Simin Shekarriz, Hossein Azari
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 24, pp.283-298, 2017
  16. "an inverse problem of identifying two unknown parameters in parabolic differential equations"
    Simin Shekarriz, Hossein Azari
    Iranian Journal of Science and Technology Transaction A-Science, Vol. 10, pp.1-10, 2017
  17. "A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models"
    Saghar Heydari, Hossein Azari
    COMPUTATIONAL and APPLIED MATHEMATICS, pp.1-17, 2017
  18. "Determination of the Coefficient in the Advection Diffusion Equation using Collocation and Radial Basis Functions"
    Hossein Azari, F. Parzlivand
    Universal Journal of Integral Equations, Vol. 2, pp.20-29, 2014
  19. "Numerical computation of the first eigenvalue of the p-Laplace operator on the unit sphere"
    Ahmad EL SOUF, m jazar, Hossein Azari
    International Journal of Numerical Analysis and Modeling, Vol. 9, pp.813-822, 2012
  20. "A numerical approximation to the solution of an inverse heat conduction problem"
    Hossein Azari, shuhuna Zhang
    NUMERICAL METHODS FOR PARTIAL DIFFERENTIAL EQUATIONS, pp.95-106, 2010
  21. "global superconvergence of finite element methods for parabolic inverse problems"
    Hossein Azari, shuhua zhang
    Applications of Mathematics, Vol. 54, pp.285-294, 2009
  22. "Identifying a time dependent unknown coefficient in a parabolic inverse problem"
    Hossein Azari, Shuhua Zhang
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 12, pp.32-43, 2005
  23. "Richardson extrapolation of Galerkin finite element methods for parabolic partial differential equations"
    Hossein Azari, W Huang, T Liu, M Rao, S Zhang
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, Vol. 11, pp.653-664, 2004
  24. "Numerical Procedures for Recovering a Time Dependent Coefficient in a Parabolic Differential Equation"
    Hossein Azari, W Allegretto, Y Lin, S Zhang
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 9, pp.181-200, 2004
  25. "Determination of an Unknown Coefficient in a Parabolic Inver se Problem"
    Hossein Azari, C Li, Y Nie, S Zhang
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES A-MATHEMATICAL ANALYSIS, Vol. 11, pp.665-674, 2004
  26. "Identification of Unknown Radiation Term in a Nonlinear Parabolic Problem"
    Hossein Azari, A Shidfar
    Southeast Asian Bull.Math, Vol. 26, pp.1023-1028, 2003
  27. "Numerical Procedures for the Determination of an Unknown Coefficient in Parabolic Differential Equations"
    Hossein Azari
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS and ALGORITHMS, Vol. 9, pp.555-574, 2002
  28. "Determination of Unknown Coefficient in Porous Media"
    Hossein Azari, A Shidfar
    INTERNATIONALl JOURNAL OF APPLIED MATHEMATICS, Vol. 9, pp.243-252, 2002
  29. "Nonlinear parabolic problems"
    Hossein Azari, A Shidfar
    NONLINEAR ANALYSIS-THEORY METHODS and APPLICATIONS, Vol. 30, pp.4823-4832, 1997
  30. "An inverse problem for a nonlinear diffusion equation"
    Hossein Azari, A Shidfar
    NONLINEAR ANALYSIS-THEORY METHODS and APPLICATIONS, Vol. 28, pp.589-593, 1997
  31. "An inverse problem with unknown radiation"
    Hossein Azari, E Esrafilian, A Shidfar
    JOURNAL OF MECHANICAL DESIGN, Vol. 6, pp.247-249, 1995
  32. "قیمت گذاری اختیارهای آمریکایی بدون سررسید تحت مدل پرش انتشار با رژیم سوئیچینگ"
    ساغر حیدری، حسین آذری ازغندی
    مدلسازی پیشرفته ریاضی، نسخه 12، صفحات:477-493، 1401
  33. "مدلسازی نفوذ سیال در اجسام متخلخل"
    عبدالله شیدفر، حسین آذری ازغندی، تورج صادقی
    بین المللی مهندسی صنایع و مدیریت تولید، نسخه 17، صفحات:53-56، 1385
  34. "حل یک مساله معکوس با تابش مجهول از روی شار معلوم برروی مرز"
    ابراهیم اسرافیلیان، حسین آذری ازغندی
    بین المللی مهندسی صنایع و مدیریت تولید، نسخه 5، صفحات:25-36، 1373

مقالات علمی ارائه شده در همایش‌ها

  1. "Crank-Nicolson and Physics-Informed Neural Network Approaches for the Fuzzy Burgers' Equation under alpha-Cut Decomposition"
    Hossein Azari, Sogand Rabipoor, Saba Madadi
    10th International Congress on Fuzzy and Intelligent Systems of Iran, No 979-8-3315 , pp.190-194, 2025
  2. "Solving Fuzzy Black-Scholes Equations in Financial Modeling"
    Hossein Azari, Soroush Sonia
    10th International Congress on Fuzzy and Intelligent Systems of Iran, pp.202-206, 2025
  3. "IDENTIFICATION OF PARAMETERS IN PARABOLIC INVERSE PROBLEMS"
    Hossein Azari, Tang Liu, Shuhua Zhang
    international conference applications of mathematics2012, pp.1-13, 2011
  4. "finite element analysis for a regularized variational inequality of the second kind"
    Hossein Azari
    international conference applications of mathematics2012, 2011
  5. "A mesh free numerical method for the solution of an inverse heat problem"
    Hossein Azari,
    international conference applications of mathematics2012, pp.14-30, 2011
  6. "Identification of the Parameter in a Parabolic Inverse Problem by using H 1 Galerkin Mixed Finite Element Methods"
    Hossein Azari,
    international conference applications of mathematics2012, 2011
  7. "Efficient Techniques for Numerical Solutions of Some Parabolic Inverse Problems"
    Hossein Azari
    International conference of numerical analysis and applied mathematics 2009(ICNAAM 2009), 2009
  8. "Global Superconvergence and a Posteriori Error Estimators of the Finite Element Method for Some Parabolic Inverse Problems"
    Hossein Azari
    4 th conference on superconvergence phenomena in the finite element method, pp.1-2, 2008
  9. "Numerical Procedures for the Determination of the Leading Coefficient a(x)"
    Hossein Azari
    6th international congress on industrial applied mathematics ICIAM 07, No 7 , pp.2040003-2040004, 2007
  10. "H1 Galerkin Mixed Finite Element Methods for an Inverse Problem in the Theory of Material with Memory"
    Hossein Azari
    CPDE 05, 2005
  11. "A numerical approximation to the solution of an inverse heat equation"
    Hossein Azari
    Complex Systems Control and Optimizations International Conference 2004, 2004
  12. "Determination of the Coefficient of u_x in an Inverse Problem"
    Hossein Azari
    The 5th Americas Conference on Differential Equations and Nonlinear Dynamics, 2002
  13. "Determination of Unknown Coefficient in Porous Media"
    Hossein Azari, A Shidfar
    PDE Prague 98, 1998
  14. "Existence and uniqueness results in determining the diffusivity of an unknown porous medium"
    Hossein Azari, A Shidfar
    27th AIMC 96, 1996
  15. "An inverse problem with two unknown radiation terms"
    Hossein Azari, A Shidfar
    26th AIMC 95, 1995
  16. "An inverse problem of pdes"
    Hossein Azari, A Shidfar
    ICIAM 95, 1995
  17. "Identification of unknown terms in a nonlinear parabolic problem"
    Hossein Azari, A Shidfar
    ATCM 95, 1955
  18. "An efficient approach for the numerical solution of a parabolic inverse source problem"
    سیمین شکرپز، حسین آذری ازغندی
    چهل و نهمین کنفرانس ریاضی ایران، 1397
  19. "A front-fixing finite difference method for solving american option under regime switching model"
    محمدصابر روحی، حسین آذری ازغندی
    چهل و نهمین کنفرانس ریاضی ایران، 1397
  20. "Operator Splitting Methods for Solving Inverse Problems in Parabolic Differential Equations"
    سیمین شکرپز، حسین آذری ازغندی
    چهل و پنجمین کنفرانس ریاضی ایران، 1393
  21. "A Front Fixing Finite Difference Method for the Valuation of American Option with Regime Switching"
    فاطمه خلیلی سامانی، حسین آذری ازغندی
    چهل و پنجمین کنفرانس ریاضی ایران، 1393
  22. "شبیه سازی مخزن تکنیک های ریاضی در بازیافت"
    حسین آذری ازغندی
    چهل و سومین کنفرانس بین المللی ایران، 1391
  23. "A series solution of the perona-malik equation for image restoration"
    حسین آذری ازغندی، Keyvan Yahya
    2011 international conference on Information and Cpmputer Application، 1389