نتایج جستجو برای: time fractional pde

تعداد نتایج: 1946013  

Journal: :Proceedings of the American Mathematical Society 2005

Journal: :Advances in Difference Equations 2011

Journal: :Communications in Applied and Industrial Mathematics 2014

Journal: :Mathematische Nachrichten 2018

Journal: :CoRR 2016
Bilal Abbasi Jeff Calder Adam M. Oberman

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...

Journal: :SIAM J. Scientific Computing 2018
Nat Chun-Ho Leung Christina C. Christara Duy-Minh Dang

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...

Journal: :Mathematical and Computer Modelling 2005

Journal: :Journal of Physics A: Mathematical and Theoretical 2009

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