In this paper, a new identification of the Lagrange multipliers by means of the Sumudu transform, is employed to  btain a quick and accurate solution to the fractional Black-Scholes equation with the initial condition for a European option pricing problem. Undoubtedly this model is the most well known model for pricing financial derivatives. The fractional derivatives is described in Caputo sen...

In modern DSL systems, multi-user crosstalk is a major source of performance degradation. Optimal Spectrum Balancing (OSB) is a centralized algorithm that mitigates the effect of crosstalk by allocating optimal transmit spectra to all interfering DSL modems. By the use of Lagrange multipliers the algorithm decouples the spectrum management problem into per-tone optimization problems. The remain...

A ctitious domain method based on boundary Lagrange multipliers is proposed for linear elasticity problems in two dimensional domains. The solution of arising saddle-point problem is obtained iteratively using MINRES method with a positive deenite block diagonal preconditioner which is based on a fast direct solver for diiusion problems. Numerical experiments demonstrate the behavior of conside...

We will consider He’s variational iteration method for solving fractional Riccati differential equation. This method is based on the use of Lagrange multipliers for identification of optimal value of a parameter in a functional. This technique provides a sequence of functions which converges to the exact solution of the problem. The present method performs extremely well in terms of efficiency ...

recently, in order to increase the efficiency of least squares method in numerical solution of ill-posed problems, the chain least squares method is presented in a recurrent process by babolian et al. despite the fact that the given method has many advantages in terms of accuracy and stability, it does not have any stopping criterion and has high computational cost. in this article, the attempt...

The isogeometric analysis is increasingly used in various engineering problems. It is based on Non-Uniform Rational B-Splines (NURBS) basis function applied for the solution field approximation and the geometry description. One of the major concerns with this method is finding an efficient approach to impose essential boundary conditions, especially for inhomogeneous boundaries. The main contri...

In this paper, we consider variational iteration method (VIM) to obtain exact solution to the Fisher’s equation. The variational iteration method is based on Lagrange multipliers for identification of optimal value of parameters in a functional. Using this method, it is possible to find the exact solution or an approximate solution of the problem.

Lagrange multipliers for distributed parameter systems with mixed control-state constraints may exhibit better regularity properties than those for problems with pure pointwise state constraints, (1), (2), (4). Under natural assumptions, they are functions of certain L-spaces, while Lagrange multpliers for pointwise state constraints are, in general, measures. Following an approach suggested in...

Lagrange multipliers are present in any gauge theory. They possess peculiar gauge transformation which is not generated by the constraints in the model as it is the case with the other variables. For rank one gauge theories we show how to alter the constraints so that they become generators of the local symmetry algebra in the space of Lagrange multipliers too. We also discuss the limitations o...