Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing
P Roul - Mathematical Methods in the Applied Sciences, 2022 - search.ebscohost.com
This work deals with the construction and analysis of a high‐order computational scheme for
a time‐fractional Black‐Scholes model that governs the European option pricing. The time …
a time‐fractional Black‐Scholes model that governs the European option pricing. The time …
Tanh Jacobi spectral collocation method for the numerical simulation of nonlinear Schrödinger equations on unbounded domain
We present a class of orthogonal functions on infinite domain based on Jacobi polynomials.
These functions are generated by applying a tanh transformation to Jacobi polynomials. We …
These functions are generated by applying a tanh transformation to Jacobi polynomials. We …
Structure Preserving Numerical Analysis of Reaction‐Diffusion Models
In this paper, we examine two structure preserving numerical finite difference methods for
solving the various reaction‐diffusion models in one dimension, appearing in chemistry and …
solving the various reaction‐diffusion models in one dimension, appearing in chemistry and …
Galerkin approximations for an initial boundary problem of transient flow in fractured porous media
DR Baigereyev, AS Berdyshev… - Lobachevskii Journal of …, 2022 - Springer
In this paper, theoretical estimates for the solution of an approximation problem for a fourth-
order partial differential equation with fractional derivatives in the sense of Caputo are …
order partial differential equation with fractional derivatives in the sense of Caputo are …
A Study of ψ-Hilfer Fractional Boundary Value Problem via Nonlinear Integral Conditions Describing Navier Model
This paper investigates existence, uniqueness, and Ulam's stability results for a nonlinear
implicit ψ-Hilfer FBVP describing Navier model with NIBC s. By Banach's fixed point …
implicit ψ-Hilfer FBVP describing Navier model with NIBC s. By Banach's fixed point …
[PDF][PDF] Study of ψ-Hilfer Fractional Boundary Value Problem via Nonlinear Integral Conditions Describing Navier Model. Mathematics 2021, 9, 3292
This paper investigates existence, uniqueness, and Ulam's stability results for a nonlinear
implicit ψ-Hilfer FBVP describing Navier model with NIBCs. By Banach's fixed point theorem …
implicit ψ-Hilfer FBVP describing Navier model with NIBCs. By Banach's fixed point theorem …