Results 31 to 40 of about 889,604 (280)

Fitting an error distribution in some heteroscedastic time series models [PDF]

open access: yes, 2006
This paper addresses the problem of fitting a known distribution to the innovation distribution in a class of stationary and ergodic time series models.
Koul, Hira L., Ling, Shiqing
core   +2 more sources

Toward computational algorithm for time-fractional Fokker–Planck models

open access: yesAdvances in Mechanical Engineering, 2019
This article describes an efficient algorithm based on residual power series to approximate the solution of a class of partial differential equations of time-fractional Fokker–Planck model. The fractional derivative is assumed in the Caputo sense.
Asad Freihet   +5 more
doaj   +1 more source

An Improved Version of Residual Power Series Method for Space-Time Fractional Problems [PDF]

open access: yesAdvances in Mathematical Physics, 2022
The task of present research is to establish an enhanced version of residual power series (RPS) technique for the approximate solutions of linear and nonlinear space-time fractional problems with Dirichlet boundary conditions by introducing new parameter λ .
Mine Aylin Bayrak   +2 more
openaire   +4 more sources

Using CAViaR models with implied volatility for value-at-risk estimation [PDF]

open access: yes, 2013
This paper proposes VaR estimation methods that are a synthesis of conditional autoregressive value at risk (CAViaR) time series models and implied volatility.
Jeon, Jooyoung, Taylor, James
core   +1 more source

Applications of General Residual Power Series Method to Differential Equations with Variable Coefficients

open access: yesDiscrete Dynamics in Nature and Society, 2018
This paper is devoted to studying the analytical series solutions for the differential equations with variable coefficients. By a general residual power series method, we construct the approximate analytical series solutions for differential equations ...
Bochao Chen, Li Qin, Fei Xu, Jian Zu
doaj   +1 more source

Residual power series method for time-fractional Schrödinger equations

open access: yesJournal of Nonlinear Sciences and Applications, 2016
Summary: In this paper, the residual power series method (RPSM) is effectively applied to find the exact solutions of fractional-order time dependent Schrödinger equations. The competency of the method is examined by applying it to the several numerical examples.
Zhang, Yu   +4 more
openaire   +2 more sources

Residual power series method for solving nonlinear reaction-diffusion-convection problems

open access: yesBoletim da Sociedade Paranaense de Matemática, 2021
In this paper, the residual power series method (RPSM) is applied to one of the most frequently used models in engineering and science, a nonlinear reaction diffusion convection initial value problems. The approximate solutions using the RPSM were compared to the exact solutions and to the approximate solutions using the homotopy analysis method.
M. S. Khader, Mahmoud H. DarAssi
openaire   +4 more sources

Generation of potential/surface density pairs in flat disks Power law distributions

open access: yes, 2007
We report a simple method to generate potential/surface density pairs in flat axially symmetric finite size disks. Potential/surface density pairs consist of a ``homogeneous'' pair (a closed form expression) corresponding to a uniform disk, and a ...
A. Pierens   +15 more
core   +3 more sources

Adaptation of Residual-Error Series Algorithm to Handle Fractional System of Partial Differential Equations

open access: yesMathematics, 2021
In this article, an attractive numeric–analytic algorithm, called the fractional residual power series algorithm, is implemented for predicting the approximate solutions for a certain class of fractional systems of partial differential equations in terms
Hussam Aljarrah   +3 more
doaj   +1 more source

On Comparing Analytical and Numerical Solutions of Time Caputo Fractional Kawahara Equations via Some Techniques

open access: yesMathematics
One of the important techniques for solving several partial differential equations is the residual power series method, which provides the approximate solutions of differential equations in power series form.In this work, we use Aboodh transform in the ...
Faten H. Damag
doaj   +1 more source

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