eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
1
10
1118
European option pricing of fractional Black-Scholes model with new Lagrange multipliers
Mohammad Ali Mohebbi Ghandehari
mohammadalimohebbi@yahoo.com
1
Mojtaba Ranjbar
ranjbar633@gmail.com
2
Azarbijan Shahid Madani University
Azarbijan Shahid Madani University
In this paper, a new identification of the Lagrange multipliers by means of the Sumudu transform, is employed to btain a quick and accurate solution to the fractional Black-Scholes equation with the initial condition for a European option pricing problem. Undoubtedly this model is the most well known model for pricing financial derivatives. The fractional derivatives is described in Caputo sense. This method finds the analytical solution without any discretization or additive assumption. The analytical method has been applied in the form of convergent power series with easily computable components. Some illustrative examples are presented to explain the efficiency and simplicity of the proposed method.
http://cmde.tabrizu.ac.ir/article_1118_016b1d6fb802cae6f2eb541551438d26.pdf
Sumudu transforms
Fractional Black- Scholes equation
European option pricing problem
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
11
18
1199
Exact travelling wave solutions for some complex nonlinear partial
differential equations
N. Taghizadeh
1
Mohammad Mirzazadeh
mirzazadehs2@guilan.ac.ir
2
M. Eslami
3
M. Moradi
4
University of Guilan
Department of Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
University of Mazandaran
University of Guilan
This paper reflects the implementation of a reliable technique which is called $left(frac{G'}{G}right)$-expansion ethod for constructing exact travelling wave solutions of nonlinear partial differential equations. The proposed algorithm has been successfully tested on two two selected equations, the balance numbers of which are not positive integers namely Kundu-Eckhaus equation and Derivative nonlinear Schr"{o}dinger’s equation. This method is a powerful tool for searching exact travelling solutions in closed form.
http://cmde.tabrizu.ac.ir/article_1199_fb3739857771654c2517f5bfd6a6baeb.pdf
$frac{G'}{G}$-expansion method
Kundu-Eckhaus
equation
Derivative nonlinear Schr"{o}dinger’s equation
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
19
25
1322
Asymptotic distributions of Neumann problem for Sturm-Liouville equation
Hamidreza Marasi
hamidreza.marasi@gmail.com
1
Esmail Khezri
ekhezri@yahoo.com
2
University of Bonab, Bonab, Iran
University of Bonab, Bonab, Iran
In this paper we apply the Homotopy perturbation method to derive the higher-order asymptotic distribution of the eigenvalues and eigenfunctions associated with the linear real second order equation of Sturm-liouville type on $[0,pi]$ with Neumann conditions $(y'(0)=y'(pi)=0)$ where $q$ is a real-valued Sign-indefinite number of $C^{1}[0,pi]$ and $lambda$ is a real parameter.
http://cmde.tabrizu.ac.ir/article_1322_90f31a367ef89be733f0c5ba5934a118.pdf
Sturm-Liouville
Nondefinite problem
Homotopy Perturbation method
Asymptotic distribution
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
26
36
1334
Exact solutions of distinct physical structures to the fractional potential Kadomtsev-Petviashvili equation
Ahmet Bekir
abekir@ogu.edu.tr
1
Ozkan Guner
ozkanguner@karatekin.edu.tr
2
Eskisehir Osmangazi University, Art-Science Faculty,
Department of Mathematics-Computer
Dumlupınar University
In this paper, Exp-function and (G′/G)expansion methods are presented to derive traveling wave solutions for a class of nonlinear space-time fractional differential equations. As a results, some new exact traveling wave solutions are obtained.
http://cmde.tabrizu.ac.ir/article_1334_c581afeccef02be0b79b53ac365d021a.pdf
Exact solution
Fractional differential equations
modified Riemann--Liouville derivative
space-time fractional Potential Kadomtsev-Petviashvili equation
solitons
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
37
49
1569
Solving The Stefan Problem with Kinetics
Ali Beiranvand
alibeiranvand36@gmail.com
1
Karim Ivaz
ivaz@tabrizu.ac.ir
2
Faculty of mathematical sciences, university of tabriz, tabriz, Iran.
University of Tabriz, Iran
We introduce and discuss the Homotopy perturbation method, the Adomian decomposition method and the variational iteration method for solving the stefan problem with kinetics. Then, we give an example of the stefan problem with kinetics and solve it by these methods.
http://cmde.tabrizu.ac.ir/article_1569_7ca4dc8443ac085037c248f5d280329e.pdf
stefan problem
kinetics
Homotopy Perturbation method
Adomian Decomposition Method
variational iteration method
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-07-01
2
1
50
55
1585
Application of the Kudryashov method and the functional variable method for the complex KdV equation
Mojgan Akbari
m_akbari@guilan.ac.ir
1
P.h.D
In this present work, the Kudryashov method and the functional variable method are used to construct exact solutions of the complex KdV equation. The Kudryashov method and the functional variable method are powerful methods for obtaining exact solutions of nonlinear evolution equations.
http://cmde.tabrizu.ac.ir/article_1585_379a8017132c4021d5f76ff4a353ed26.pdf
Kudryashov method
functional variable method
complex KdV equation
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2014-01-01
2
1
56
61
2498
Inverse Laplace transform method for multiple solutions of the fractional Sturm-Liouville problems
Farhad Dastmalchi Saei
farhadsaei@gmail.com
1
Sadegh Abbasi
s.abbasi2000@yahoo.com
2
Zhila Mirzayi
mirzayi93@yahoo.com
3
Tabriz Azad University
Tabriz Azad University
Tabriz Azad University
In this paper, inverse Laplace transform method is applied to analytical solution of the fractional Sturm-Liouville problems. The method introduces a powerful tool for solving the eigenvalues of the fractional Sturm-Liouville problems. The results how that the simplicity and efficiency of this method.
http://cmde.tabrizu.ac.ir/article_2498_1309b9e8503adfd2a6e6e1bb6afc7769.pdf
Laplace transform
Fractional Sturm-Liouville problem
Caputo's fractional derivative
eigenvalue