Results 101 to 110 of about 40,676 (212)

Solution of Fractional Order Riccati Differential Equations Using Euler Wavelet Method [PDF]

Scientia Iranica, 2018
The fractional-order differential equations (FDEs) have the ability to model the real-life phenomena better in a variety of applied mathematics, engineering disciplines including diffusive transport, electrical networks, electromagnetic theory, probability and so forth.
openaire   +2 more sources

Affine forward variance models

, 2018
We introduce the class of affine forward variance (AFV) models of which both the conventional Heston model and the rough Heston model are special cases. We show that AFV models can be characterized by the affine form of their cumulant generating function,
Gatheral, Jim, Keller-Ressel, Martin
core   +1 more source

New analytical wave solutions of fractional order DMBBM and Bateman-Burgers equations

Frontiers in Applied Mathematics and Statistics
The purpose of this article is to explore a new method for solving one of the nonlinear partial differential equations (NPDE) which is difficult to solve.
Nathanon Sribua-Iam, Settapat Chinviriyasit   +1 more
doaj   +1 more source

Closed form solutions of two time fractional nonlinear wave equations

Results in Physics, 2018
In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are
M. Ali Akbar, Norhashidah Hj. Mohd. Ali, Ripan Roy   +2 more
doaj   +1 more source

Application of Generalized Differential Transform Method to Special Cases of Riccati Differential Equation of Fractional Order

International journal of recent technology and engineering, 2019
In this paper, we acquire the inexact solutions of Special cases of Riccati Differential equation of Fractional order using Generalized Differential Transform Method (GDTM). The fractional derivatives are described in the Caputo sense.
P. Suresh, D. Piriadarshani
semanticscholar   +1 more source

The Bernstein Operational Matrices for Solving the Fractional Quadratic Riccati Differential Equations with the Riemann-Liouville Derivative

Abstract and Applied Analysis, 2013
We obtain the approximate analytical solution for the fractional quadratic Riccati differential equation with the Riemann-Liouville derivative by using the Bernstein polynomials (BPs) operational matrices.
Dumitru Baleanu, Mohsen Alipour, Hossein Jafari   +2 more
doaj   +1 more source

The Riccati-Bernoulli sub-optimal differential equation method for analyzing the fractional Dullin-Gottwald-Holm equation and modeling nonlinear waves in fluid mediums

AIMS Mathematics
The present study investigates the fractional Dullin-Gottwald-Holm equation by using the Riccati-Bernoulli sub-optimal differential equation method with the Bäcklund transformation.
H. Yasmin, Haifa A. Alyousef, Sadia Asad, Imran Khan, R. T. Matoog, S. A. El-Tantawy   +5 more
semanticscholar   +1 more source

Oscillatory and Asymptotic Criteria for a Fifth-Order Fractional Difference Equation

Fractal and Fractional
In this paper, using the properties of the conformable fractional difference and fractional sum, we initially establish some oscillatory and asymptotic criteria for a fifth-order fractional difference equation.
Qinghua Feng
doaj   +1 more source

Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process

, 2017
This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions.
Chigansky, Pavel, Kleptsyna, Marina
core  

Explicit Shifted Second-kind Chebyshev Spectral Treatment for Fractional Riccati Differential Equation

Computer Modeling in Engineering & Sciences, 2019
W. Abd-Elhameed, Youssri Hassan Youssri
semanticscholar   +2 more sources