نتایج جستجو برای: time fractional pde
تعداد نتایج: 1946013 فیلتر نتایج به سال:
Nondominated sorting, also called Pareto Depth Analysis (PDA), is widely used in multi-objective optimization and has recently found important applications in multicriteria anomaly detection. Recently, a partial differential equation (PDE) continuum limit was discovered for nondominated sorting leading to a very fast approximate sorting algorithm called PDE -based ranking. We propose in this pa...
In this paper, we study a partial differential equation (PDE) framework for option pricing where the underlying factors exhibit stochastic correlation, with an emphasis on computation. We derive a multi-dimensional time-dependent PDE for the corresponding pricing problem, and present a numerical PDE solution. We prove a stability result, and study numerical issues regarding the boundary conditi...
The unsteady hydro-magnetic free convection flow with heat transfer of a linearly viscous, incompressible, electrically conducting fluid near a moving vertical plate with the constant heat is investigated. The flow domain is the porous half-space and a magnetic field of a variable direction is applied. The Caputo time-fractional derivative is employed in order to introduce a thermal flux consti...
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