Results 11 to 20 of about 47,892 (174)

GENERALIZED JACOBI REPRODUCING KERNEL METHOD IN HILBERT SPACES FOR SOLVING THE BLACK-SCHOLES OPTION PRICING PROBLEM ARISING IN FINANCIAL MODELLING

open access: diamondMathematical Modelling and Analysis, 2018
Based on the reproducing kernel Hilbert space method, a new approach is proposed to approximate the solution of the Black-Scholes equation with Dirichlet boundary conditions and introduce the reproducing kernel properties in which the initial conditions ...
Mohammadreza Foroutan   +2 more
openalex   +4 more sources

Solving a Class of Singular Fifth-Order Boundary Value Problems Using Reproducing Kernel Hilbert Space Method [PDF]

open access: goldAbstract and Applied Analysis, 2013
We use the reproducing kernel Hilbert space method to solve the fifth-order boundary value problems. The exact solution to the fifth-order boundary value problems is obtained in reproducing kernel space.
Yulan Wang   +4 more
openalex   +2 more sources

Numerical solution of potential problems using radial basis reproducing kernel particle method

open access: goldResults in Physics, 2019
The paper presents the radial basis reproducing kernel particle method (RRKPM) for potential problems. The proposed RRKPM can eliminate the negative effect of different reproducing kernel functions (RKF) on computational stability and accuracy.
Hongfen Gao, Gaofeng Wei
openalex   +3 more sources

Solving a System of Linear Volterra Integral Equations Using the Modified Reproducing Kernel Method [PDF]

open access: goldAbstract and Applied Analysis, 2013
A numerical technique based on reproducing kernel methods for the exact solution of linear Volterra integral equations system of the second kind is given.
Lihong Yang, Hongying Li, Jing-Ran Wang
openalex   +2 more sources

Reproducing kernel functions-based meshless method for variable order fractional advection-diffusion-reaction equations

open access: goldAlexandria Engineering Journal, 2020
In this paper, on the basis of the reproducing kernel functions, a novel meshless algorithm is explored for fractional advection–diffusion-reaction equations (ADREs) with Caputo time variable order.
Xiuying Li, Boying Wu
openalex   +3 more sources

Simplified iterative reproducing kernel method for handling time-fractional BVPs with error estimation

open access: goldAin Shams Engineering Journal, 2017
In this article, we introduce a novel numerical scheme, the iterative reproducing kernel method (IRKM), for providing numerical approximate solutions of a certain class of time-fractional boundary value problem within favorable aspects of the reproducing
Mohammed Al‐Smadi
openalex   +3 more sources

Solving Two-Sided Fractional Super-Diffusive Partial Differential Equations with Variable Coefficients in a Class of New Reproducing Kernel Spaces

open access: yesFractal and Fractional, 2022
Fractional-order calculus has become a useful mathematical framework to describe the complex super-diffusive process; however, numerical solutions of the two-sided space-fractional super-diffusive model with variable coefficients are difficult to obtain,
Zhiyuan Li   +3 more
doaj   +1 more source

On solutions of fractional order time varying linear dynamical systems model

open access: yesArab Journal of Basic and Applied Sciences, 2021
In this paper, the linear and nonlinear fractional order time varying linear dynamical systems model has been studied. The homotopy perturbation method is used to find the approximation solution.
Mahmut Modanli, Ali Akgül
doaj   +1 more source

Using Reproducing Kernel for Solving a Class of Fractional Order Integral Differential Equations

open access: yesAdvances in Mathematical Physics, 2020
This paper is devoted to the numerical scheme for a class of fractional order integrodifferential equations by reproducing kernel interpolation collocation method with reproducing kernel function in the form of Jacobi polynomials.
Zhiyuan Li   +3 more
doaj   +1 more source

Calculation of the Reproducing Kernel on the Reproducing Kernel Space with Weighted Integral

open access: yesJournal of Applied Mathematics, 2012
We provide a new definition for reproducing kernel space with weighted integral and present a method to construct and calculate the reproducing kernel for the space. The new reproducing kernel space is an enlarged reproducing kernel space, which contains
Er Gao, Songhe Song, Xinjian Zhang
doaj   +1 more source

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