نتایج جستجو برای: fractional black schole

تعداد نتایج: 200570  

Journal: :computational methods for differential equations 0
farhad dastmalchi saei tabriz azad university sadegh abbasi tabriz azad university zhila mirzayi tabriz azad university

in this paper, inverse laplace transform method is applied to analytical solution of the fractional sturm-liouville problems. the method introduces a powerful tool for solving the eigenvalues of the fractional sturm-liouville problems. the results  how that the simplicity and efficiency of this method.

Journal: :computational methods for differential equations 0
mehmet ekici department of mathematics, faculty of science and arts, bozok university, yozgat, turkey abdullah sonmezoglu department of mathematics, faculty of science and arts, bozok university, 66100 yozgat, turkey elsayed m. e. zayed mathematics department, faculty of science, zagazig university, zagazig, egypt

in this paper, a new fractional sub-equation method is proposed for finding exact solutions of fractional partial differential equations (fpdes) in the sense of modified riemann-liouville derivative. with the aid of symbolic computation, we choose the space-time fractional zakharov-kuznetsov-benjamin-bona-mahony (zkbbm) equation in mathematical physics with a source to illustrate the validity a...

‎In this paper‎, ‎we consider a new study about fractional $Delta$-difference equations‎. ‎We consider two special classes of Sturm-Liouville problems equipped with fractional $Delta$-difference operators‎. ‎In couple of steps‎, ‎the Lyapunov type inequalities for both classes will be obtained‎. ‎As application‎, ‎some qualitative behaviour of mentioned fractional problems such as stability‎, ‎...

‎In this paper‎, ‎a spectral Tau method for solving fractional Riccati‎ ‎differential equations is considered‎. ‎This technique describes‎ ‎converting of a given fractional Riccati differential equation to a‎ ‎system of nonlinear algebraic equations by using some simple‎ ‎matrices‎. ‎We use fractional derivatives in the Caputo form‎. ‎Convergence analysis of the proposed method is given an...

The purpose of this study is to develop a new approach in modeling and simulation of a reverse osmosis desalination system by using fractional differential equations. Using the Legendre wavelet method combined with the decoupling and quasi-linearization technique, we demonstrate the validity and applicability of our model. Examples are developed to illustrate the fractional differential techniq...

This paper proposes a new computational scheme for approximating variable-order fractional integral operators by means of finite element scheme. This strategy is extended to approximate the solution of a class of variable-order fractional nonlinear systems with time-delay. Numerical simulations are analyzed in the perspective of the mean absolute error and experimental convergence order. To ill...

Journal: :Fractal and fractional 2023

After the discovery of fractal structures financial markets, enormous effort has been dedicated to finding accurate and stable numerical schemes solve fractional Black-Scholes partial differential equations. This work, therefore, proposes a scheme for pricing double-barrier options, written on an underlying stock whose dynamics are governed by non-standard stochastic process. The resultant mode...

The theory of derivatives and integrals of fractional in fractional calculus have found enormousapplications in mathematics, physics and engineering so for that reason we need an efficient and accurate computational method for the solution of fractional differential equations. This paper presents a numerical method for solving a class of linear and nonlinear multi-order fractional differential ...

A. G. Ghazanfari B. Ghazanfari

In this paper, we apply fractional complex transform to convert the fractional nonlinear Schr"{o}dinger equations to the nonlinear Schr"{o}dinger equations.  

Journal: :sahand communications in mathematical analysis 0
mohsen alimohammady department of mathematics, university of mazandaran, babolsar, iran. fariba fattahi department of mathematics, university of mazandaran, babolsar, iran.

this work concerns the study of existence and uniqueness to heat equation with fractional laplacian di erentiation in extended colombeau algebra.

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