نتایج جستجو برای: fractional black schole

تعداد نتایج: 200570  

Journal: :iranian journal of numerical analysis and optimization 0
esmail hesameddini elham asadollahifard

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 ...

Journal: :international journal of nonlinear analysis and applications 0
khosro sayevand faculty of mathematical sciences, malayer university, p.o.box 16846-13114, malayer, iran

the aim of this work is to describe the qualitative behavior of the solution set of a givensystem of fractional differential equations and limiting behavior of the dynamical system or flow defined by the system of fractional differential equations. in order to achieve this goal, it is first necessary to develop the local theory for fractional nonlinear systems. this is done by the extension of ...

Journal: :Oper. Res. Lett. 2011
Michael R. Wagner

We study inventorymanagement problemswhere demands are revealed incrementally and procurement decisionsmust bemade before the demands are realized. There are no probabilistic distributions nor nontrivial bounds to characterize demands. We consider two cost minimization problems: (1) perishable products with lost sales and (2) durable products with backlogged demand. In both problems, costs are ...

Approximating the solution of differential equations of fractional order is necessary because fractional differential equations have extensively been used in physics, chemistry as well as engineering fields. In this paper with central difference approximation and Newton Cots integration formula, we have found approximate solution for a class of boundary value problems of fractional order. Three...

In this article, we develop the distributed order fractional hybrid differential equations (DOFHDEs) with linear perturbations involving the fractional Riemann-Liouville derivative of order $0 < q < 1$ with respect to a nonnegative density function. Furthermore, an existence theorem for the fractional hybrid differential equations of distributed order is proved under the mixed $varphi$-Lipschit...

A novel nonlinear fractional order sliding mode controller is proposed to control the chaotic atomic force microscope system in presence of uncertainties and disturbances. In the design of the suggested fractional order controller, conformable fractional order derivative is applied. The stability of the scheme is proved by means of the Lyapunov theory based on conformable fractional order deriv...

In this paper, the problem under consideration is multiobjective non-linear fractional programming problem involving semilocally convex and related functions. We have discussed the interrelation between the solution sets involving properly efficient solutions of multiobjective fractional programming and corresponding scalar fractional programming problem. Necessary and sufficient optimality...

In this article, we introduce the fractional differential systems in the sense of the Weber fractional derivatives and study the asymptotic stability of these systems. We present the stability regions and then compare the stability regions of fractional differential systems with the Riemann-Liouville and Weber fractional derivatives.

In this paper, we apply the local fractional Adomian decomposition and variational iteration methods to obtain the analytic approximate solutions of Fredholm integral equations of the second kind within local fractional derivative operators. The iteration procedure is based on local fractional derivative. The obtained results reveal that the proposed methods are very efficient and simple tools ...

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