Results 61 to 70 of about 13,053 (205)
A Laplace transform finite difference scheme for the Fisher-KPP equation
This paper proposes a numerical approach to the solution of the Fisher-KPP reaction-diffusion equation in which the space variable is developed using a purely finite difference scheme and the time development is obtained using a hybrid Laplace Transform ...
Colin L Defreitas, Steve J Kane
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Numerical analysis and multi-precision computational methods applied to the extant problems of Asian option pricing and simulating stable distributions and unit root densities [PDF]
This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics.
Cao, Liang
core
This paper presents the approximate solution of the nonlinear acoustic wave propagation model is known as the modified Camassa–Holm (mCH) equation with the Caputo fractional derivative.
Jiahua Fang +2 more
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INTRODUCTION OF GENERALIZED LAPLACE-FRACTIONAL MELLIN TRANSFORM [PDF]
In present era, Fractional Integral Transform plays an important role in various fields of mathematics and Technology. Mellin transform has an many application in navigations, correlaters, in area of statistics, probability and also solving in ...
V. D. Sharma*, M. M. Thakare
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A novel modification of the variational iteration method is proposed by means of Laplace transform and homotopy perturbation method. The fractional lagrange multiplier is accurately determined by the Laplace transform and the nonlinear one can be easily ...
Yanqin Liu, Fengsheng Xu, Xiuling Yin
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Approximate analytical solutions of distributed order fractional Riccati differential equation
In this paper, the combined Laplace transform and new homotopy perturbation method is employed for solving a special class of the distributed order fractional Riccati equation.
Hossein Aminikhah +2 more
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In this work, we solve fractional Burgers equations by using the new natural generalized Laplace transform (NGLT) and double natural generalized Laplace transform (DNGLT) methods with the variation iteration method.
Hassan Eltayeb +2 more
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The transition probability matrix is a matrix which contains some probability among two state. It has properties that every probability is non-negative and sum by row at every state is one.
Sudarno Sudarno
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Using a hybrid technique for the analytical solution of a coupled system of two-dimensional BurgerŠs equations [PDF]
Our aim in this paper is to investigate the analytical solutions of two dimensional non- linear system of Burger’s equations. We present two problems for the efficiency of the proposed hybrid techniques form by coupling Laplace transform with Adomian ...
Atta Ullah, Kamal Shah
doaj
Measuring the error of dynamic hedging: a Laplace transform approach [PDF]
We compute the expected value and the variance of the discretization error of delta hedging and of other strategies in the presence of proportional transaction costs.
Flavio Angelini, Stefano Herzel
core

