Results 51 to 60 of about 180 (90)

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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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
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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.
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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
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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

Controlo ótimo fracionário e aplicações biológicas [PDF]

, 2022
In this PhD thesis, we derive a Pontryagin Maximum Principle (PMP) for fractional optimal control problems and analyze a fractional mathematical model of COVID– 19 transmission dynamics.
Ndaïrou, Faïçal
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On a Ssystem of Coupled Linear Oscillators with Fractional Friction and Non-Constant Coefficients for Describing Geoacoustic Emission

Vestnik KRAUNC: Fiziko-Matematičeskie Nauki
The paper proposes a generalization of the previously obtained mathematical model of geoacoustic emission, according to which the model takes into account the effects of heredity in dissipative terms.
Sergienko, D.F., Parovik, R.I.
doaj   +1 more source

Inverse problem for fractional order subdiffusion equation

, 2023
The study examines the inverse problem of finding the appropriate right-hand side for the subdiffusion equation with the Caputo fractional derivative in a Hilbert space represented by $H$.
Shakarova, Marjona
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