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...

The fractional derivatives in the sense of Caputo, and the homotopy analysis method (HAM) are used to construct the approximate solutions for nonlinear fractional dispersive long wave equation with reaspect to time fractional derivative. The HAM contains a certain auxiliary parameter which provides us with a simple way to adjust and control the convergence region and rate of convergence of the ...

The present study introduces a new technique of homotopy perturbation method for the solution of systems of fractional partial differential equations. The proposed scheme is based on Laplace transform and new homotopy perturbation methods. The fractional derivatives are considered in Caputo sense. To illustrate the ability and reliability of the method some examples are provided. The results ob...

This paper presents improvements of some Opial-type inequalities involving the RiemannLiouville, Caputo and Canavati fractional derivatives, and presents some new Opial-type inequalities. Mathematics subject classification (2010): 26A33, 26D15.

Abstract. In this paper, existence and uniqueness theorems for nonlinear fuzzy fractional Fredholm integro-differential equations are investigated. We interpret Fredholm integro-differential equations under fractional generalized Hukuhara derivatives in the Caputo sense, and for this interpretation, we prove existence results in two type of differentiability. Moreover, two examples are given to...

In this paper, SIJR e-epidemic model of fractional order for the transmission of viruses in computer network with natural death has been presented. The fractional derivatives are described in the Caputo sense. In this model the nodes have two levels of infection. Predictor-Corrector method is employed to obtain numerical solution of presented model.

In this paper, the Homotopy perturbation method is successfully extended to solve fractional biological population model and numerical results are obtained. The fractional derivatives are described in the Caputo sense, some examples are provided. And the solutions of the equation are continuous with the parameter α . Mathematics subject classification (2010): 35D99.

In this article, the fractional derivatives in the sense of Caputo, and the homotopy analysis method (HAM) are used to construct the approximate solutions for the nonlinear fractional variant Bussinesq equations with respect to time fractional derivative. The HAM contains a certain auxiliary h parameter which provides us a simple way to adjust and control the convergence region and rate of conv...

In this paper, we study the controllability of linear and nonlinear fractional damped dynamical systems, which involve fractional Caputo derivatives, with different order in finite dimensional spaces using the Mittag-Leffler matrix function and the iterative technique. A numerical example is provided to illustrate the theory.