Results 21 to 30 of about 18,359 (260)

Forecasting the behaviour of fractional Black-Scholes option pricing equation by laplace perturbation iteration algorithm

open access: yesAlexandria Engineering Journal, 2023
Financial derivatives plays a major role in all financial deals these days. Black–Scholes option pricing model gives a risk free analysis for investing in options. In the current work, a method called the Laplace Perturbation Iteration Algorithm is being
Fareeha Sami Khan   +4 more
doaj   +1 more source

On the q-Laplace Transform and Related Special Functions

open access: yesAxioms, 2016
Motivated by statistical mechanics contexts, we study the properties of the q-Laplace transform, which is an extension of the well-known Laplace transform. In many circumstances, the kernel function to evaluate certain integral forms has been studied. In
Shanoja R. Naik, Hans J. Haubold
doaj   +1 more source

The Rational Spectral Method Combined with the Laplace Transform for Solving the Robin Time-Fractional Equation

open access: yesAdvances in Mathematical Physics, 2020
In this paper, the rational spectral method combined with the Laplace transform is proposed for solving Robin time-fractional partial differential equations.
Lufeng Yang
doaj   +1 more source

Solving the Helmholtz Equation Together with the Cauchy Boundary Conditions by a Modified Quasi-Reversibility Regularization Method

open access: yesJournal of Mathematics, 2022
The Quasi-Reversibility Regularization Method (Q-RRM) provides stable approximate solution of the Cauchy problem of the Helmholtz equation in the Hilbert space by providing either additional information in the Laplace-type operator in the Helmholtz ...
Benedict Barnes   +3 more
doaj   +1 more source

Transmutation Operator Method for Solving Heat Conduction Problem [PDF]

open access: yesEPJ Web of Conferences, 2021
The transmutation operator method is extended to the case of functions of two variables. The transmutation operator flattens the function, i.e. the transmutation operator replaces a function with discontinuous partial derivatives on the coordinate axes ...
Yaremko Oleg, Yaremko Natalia
doaj   +1 more source

Non-Singular Generalized RBF Solution and Weaker Singularity MFS: Laplace Equation and Anisotropic Laplace Equation

open access: yesMathematics
This paper introduces a singular distance function rs in terms of a symmetric non-negative metric tensor S. If S satisfies a quadratic matrix equation involving a parameter β, then for the Laplace equation rsβ is a non-singular generalized radial basis ...
Chein-Shan Liu, Chung-Lun Kuo
doaj   +1 more source

Surface stress calculations for nanoparticles and cavities in aluminum, silicon, and iron: influence of pressure and validity of the Young-Laplace equation

open access: yesMaterials Theory, 2021
This study is dedicated to the determination of the surface energy and stress of nanoparticles and cavities in presence of pressure, and to the evaluation of the accuracy of the Young-Laplace equation for these systems. Procedures are proposed to extract
Laurent Pizzagalli, Marie-Laure David
doaj   +1 more source

The Approximate Analytic Solution of the Time-Fractional Black-Scholes Equation with a European Option Based on the Katugampola Fractional Derivative

open access: yesMathematics, 2021
In the finance market, it is well known that the price change of the underlying fractal transmission system can be modeled with the Black-Scholes equation.
Sivaporn Ampun, Panumart Sawangtong
doaj   +1 more source

A Laplace Ladder of Discrete Laplace Equations

open access: yesTheoretical and Mathematical Physics, 2002
The notion of a Laplace ladder for a discrete analogue of the Laplace equation is presented. The adjoint of the discrete Moutard equation and a discrete counterpart of the nonlinear form of Goursat equation are introduced.
openaire   +2 more sources

High‐Resolution Corrosion Fingerprinting of Alloy Libraries via Microdroplet Spectroelectrochemistry

open access: yesAdvanced Engineering Materials, EarlyView.
Ionic‐liquid microdroplet spectroelectrochemistry enables stable, localized electrochemical measurements over extended timescales. By coupling impedance spectroscopy, wetting analysis, finite‐element simulations, and operando Raman spectroscopy, it disentangles geometrical and electrochemical effects, opening new opportunities for rapid corrosion ...
Ekaterina Kurchavova   +3 more
wiley   +1 more source

Home - About - Disclaimer - Privacy