An adaptive moving mesh method for a time-fractional Black–Scholes equation
نویسندگان
چکیده
منابع مشابه
An Implicit Difference-ADI Method for the Two-dimensional Space-time Fractional Diffusion Equation
Fractional order diffusion equations are generalizations of classical diffusion equations which are used to model in physics, finance, engineering, etc. In this paper we present an implicit difference approximation by using the alternating directions implicit (ADI) approach to solve the two-dimensional space-time fractional diffusion equation (2DSTFDE) on a finite domain. Consistency, unconditi...
متن کاملA numerical scheme for space-time fractional advection-dispersion equation
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. We utilize spectral-collocation method combining with a product integration technique in order to discretize the terms involving spatial fractional order derivatives that leads to a simple evaluation of the related terms. By using Bernstein polynomial basis, the problem is transformed in...
متن کاملIntegrable discretizations and self-adaptive moving mesh method for a coupled short pulse equation
In the present paper, integrable semi-discrete and fully discrete analogues of a coupled short pulse (CSP) equation are constructed. The key to the construction are the bilinear forms and determinant structure of the solutions of the CSP equation. We also construct N-soliton solutions for the semi-discrete and fully discrete analogues of the CSP equations in the form of Casorati determinants. I...
متن کاملA New Implicit Finite Difference Method for Solving Time Fractional Diffusion Equation
In this paper, a time fractional diffusion equation on a finite domain is con- sidered. The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first order time derivative by a fractional derivative of order 0 < a< 1 (in the Riemann-Liovill or Caputo sence). In equation that we consider the time fractional derivative is in...
متن کاملA new fractional sub-equation method for solving the space-time fractional differential equations in mathematical physics
In this paper, a new fractional sub-equation method is proposed for finding exact solutions of fractional partial differential equations (FPDEs) in the sense of modified Riemann-Liouville derivative. With the aid of symbolic computation, we choose the space-time fractional Zakharov-Kuznetsov-Benjamin-Bona-Mahony (ZKBBM) equation in mathematical physics with a source to illustrate the validity a...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2019
ISSN: 1687-1847
DOI: 10.1186/s13662-019-2453-1