Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

In this paper, an aproximate analytical method called the differential transform method (DTM) is used as a tool to give approximate solutions of nonlinear oscillators with fractional nonlinearites. The differential transformation method is described in a nuthsell. DTM can simply be applied to linear or nonlinear problems and reduces the required computational effort. The proposed scheme is base...

in this paper, the sinc collocation method is proposed for solving linear and nonlinear multi-order fractional differential equations based on the new definition of fractional derivative which is recently presented by khalil, r., al horani, m., yousef, a. and sababeh, m. in a new definition of fractional derivative, j. comput. appl. math. 264 (2014), 65{70. the properties of sinc functions are ...

A mixed initial-boundary value problem for a nonlocal, hyperbolic equation is analyzed with respect to unique solubility and causality. The regularity of the step response and impulse response (the Green functions) is investigated, and a wave front theorem is proved. The problem arises, e.g., at time-varying, electromagnetic, plane wave excitation of stratified, temporally dispersive, bi-isotro...

In this study, a simple and accurate solution for the temperature distribution of convective-radiative straight rectangular fins with temperature-dependent thermal conductivity is presented using an analytical method called the Differential Transformation Method (DTM). The governing differential equation for the temperature distribution in present problem contains two nonlinear terms, one due t...

Barrier options were first priced by Merton in 1973 using partial differential equation. In this work, we present a closed form formula for pricing European barrier option with a moving barrier that increases with time to expiration. We adopted a three-step approach which include; justifying that barrier options satisfy the Black-Scholes partial differential equation under certain conditions, p...

In this paper, heat and mass transfer in the unsteady squeezing flow between parallel plates is analyzed using a perturbation-iteration algorithm. The similarity transformation is used to transform the governing partial differential equations into ordinary differential equations, before being solved. The solutions of the velocity, temperature and concentration are derived and sketched to explai...