Results 51 to 60 of about 194 (101)

Numerical solution using radial basis functions for multidimensional fractional partial differential equations of type Black-Scholes

, 2020
The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes.
Brambila-Paz, F., Torres-Hernandez, A., Torres-Martínez, C. A.   +2 more
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Analysis of a Finite Difference Method for a Time-Fractional Black–Scholes Equation

Fractal and Fractional
The goal of this paper is to give an error analysis of a finite difference method for a time-fractional Black–Scholes equation with weakly singular solutions.
Qingzhao Li, Chaobao Huang, Tao Sun, Hu Chen   +3 more
doaj   +1 more source

Fractional Newton-Raphson Method and Some Variants for the Solution of Non-linear Systems

, 2020
The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions. The origin of
Brambila-Paz, F., Torres-Hernandez, A.
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Time-Fractional Derivatives in Relaxation Processes: A Tutorial Survey [PDF]

, 2007
2000 Mathematics Subject Classification: 26A33, 33E12, 33C60, 44A10, 45K05, 74D05,The aim of this tutorial survey is to revisit the basic theory of relaxation processes governed by linear differential equations of fractional order.
Gorenflo, Rudolf, Mainardi, Francesco
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The optimization problem for determining the functional dependence of the variable order of the fractional derivative of the Gerasimov-Caputo type

Вестник КРАУНЦ. Физико-математические науки
При решении задач математического моделирования часто приходится обращаться к теории интегрально-дифференциального исчисления. С ее помощью можно описывать динамические процессы самой разной природы. Использование аппарата дробных производных позволяет уточнить некоторые из этих моделей за счет учета в уравнениях эффекта памяти.
Tvërdyĭ, Dmitriĭ Aleksandrovich, Parovik, Roman Ivanovich   +1 more
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Caputo Derivatives in Viscoelasticity: A Non-Linear Finite-Deformation Theory for Tissue [PDF]

, 2007
Mathematics Subject Classification: 26A33, 74B20, 74D10, 74L15The popular elastic law of Fung that describes the non-linear stress- strain behavior of soft biological tissues is extended into a viscoelastic material model that incorporates fractional ...
Diethelm, Kai, Freed, Alan
core  

On the Numerical Solution of the Basic Equation of Wave Mechanics with the Gerasimov – Caputo Fractional Derivative

Yugra State University Bulletin
Subject of research: initial-boundary value problem for the fundamental equation of fractional wave mechanics with fractional Gerasimov – Kaputo time derivative and the influence of the numerical solution parameters on the accuracy and stability of quantum system modeling.
Georgy A. Neverov, Natalia D. Ivanova
openaire   +1 more source

Initial boundary value problem for a high-order equation with two lines of degeneracy with the Caputo derivative

, 2023
In the article, in a rectangular domain, by the Fourier method, the initial boundary value problem for a high-order equation with two lines of degeneracy with a fractional derivative in the sense of Caputo is investigated for uniqueness and solvability ...
Irgashev, B. Yu.
core  

Компьютерное моделирование динамики процесса миграции растворимых веществ при фильтрации грунтовых вод со свободной поверхностью на основе дробно-дифференциального подхода [PDF]

, 2018
Выполнено математическое моделирование дробно-дифференциальной динамики аномального процесса конвективной диффузии растворимых веществ при плоско-вертикальной установившейся фильтрации грунтовых вод со свободной поверхностью.
Богаенко, В.А., Булавацкий, В.М.   +1 more
core   +1 more source

An Analysis of the Computational Complexity and Efficiency of Various Algorithms for Solving a Nonlinear Model of Radon Volumetric Activity with a Fractional Derivative of a Variable Order

Computation
The article presents a study of the computational complexity and efficiency of various parallel algorithms that implement the numerical solution of the equation in the hereditary α(t)-model of radon volumetric activity (RVA) in a storage chamber.
Dmitrii Tverdyi
doaj   +1 more source