全部文献期刊学位论文会议报纸专利标准年鉴图书|学者科研项目
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作者:Zhiqiang Zhou , Xuemei Gao , George Tsiatas
来源:[J].Mathematical Problems in Engineering(IF 1.383), 2016, Vol.2016Hindawi
摘要:... In this scenario, the option price is governed by a time-fractional partial differential equation (PDE) with free boundary. The Laplace transform method is applied to the time-fractional PDE. It then leads to a nonlinear equation for the free boundary (i.e., optimal early exe...
作者:Saima Arshed
来源:[J].Mathematical Sciences, 2017, Vol.11 (1), pp.17-26Springer
摘要:Abstract(#br)The main objective of this paper is to obtain the approximate solution of superdiffusion fourth-order partial differential equations. Quintic B-spline collocation method is employed for fractional differential equations (FPDEs). The developed scheme for finding ...
作者:S. Raja Balachandar , K. Krishnaveni , K. Kannan ...
来源:[J].National Academy Science Letters(IF 0.067), 2019, Vol.42 (1), pp.51-57Springer
摘要:Abstract(#br)A new hybrid method based on fractional order shifted Legendre polynomials is constructed in the present study to obtain the analytical solution of a fractional gas dynamics equation. The theoretical analysis such as convergence analysis and error bound for the propo...
作者:Derya Doğan Durgun , Ali Konuralp
来源:[J].Thermal Science(IF 0.838), 2018, Vol.22 (Supplement), pp.S33-S46塞尔维亚热力工程师协会
摘要:In this paper, time-fractional non-linear partial differential equation with proportional delays are solved by fractional variational iteration method taking into account modified Riemann-Liouville fractional derivative. The numerical solutions which are calculated by using this ...
作者:Elaheh Saberi , S. Reza Hejazi , Elham Dastranj
来源:[J].Asian-European Journal of Mathematics, 2018, Vol.11 (05), pp.15World Scientific Publishing
摘要:In this paper, power options pricing is driven via time-fractional PDE when the dynamic of underlying asset price follows a regime switching model in which the risky underlying asset depends on a continuous-time hidden Markov chain process. An exact solution for power options pri...
作者:Azadeh Naderifard , Elham Dastranj , S. Reza Hejazi
来源:[J].International Journal of Financial Engineering, 2018, Vol.05 (02)World Scientific Publishing
摘要:... Lie symmetry analysis is applied to find new solutions for time-fractional Fokker–Planck–Kolmogorov equation of GBM. This analysis classifies the forms of the solutions for the equation by the similarity variables arising from the symmetry operators. Finally, an analyt...
作者:Chun Wu , Weiguo Rui
来源:[J].Communications in Nonlinear Science and Numerical Simulation(IF 2.773), 2018, Vol.63, pp.88-100Elsevier
摘要:Abstract(#br)Avoided an invalid fractional chain rule, based on the method of separation variables, two forms of exact solutions of a nonlinear time-fractional PDE are supposed, and then combined with the homogenous balanced principle, we introduced a combination method for searc...
作者:Yinghui He , Yunmei Zhao , Chaudry M. Khalique
来源:[J].Mathematical Problems in Engineering(IF 1.383), 2018, Vol.2018Hindawi
摘要:Based on the homogenous balanced principle and subequation method, an improved separation variables function-expansion method is proposed to seek exact solutions of time-fractional nonlinear PDEs. This method is novel and meaningful without using Leibniz rule and chain rule of fr...
作者:Noora Habibi , Elham Lashkarian , Elham Dastranj ...
来源:[J].Physica A: Statistical Mechanics and its Applications(IF 1.676), 2018Elsevier
摘要:Abstract(#br)In this paper the transition joint probability density function of the solution of the Ornstein–Uhlenbeck process is presented by a deterministic parabolic time-fractional PDE (FPDE), named time-fractional Fokker–Planck equation. The article generally is divid...

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