eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
88
102
5911
Numerical solution of nonlinear Fredholm-Volterra integral equations via Bell polynomials
Farshid Mirzaee
f.mirzaee@malayeru.ac.ir
1
Faculty of Mathematical Sciences and Statistics, Malayer University, P. O. Box 65719-95863, Malayer, Iran.
In this paper, we propose and analyze an efficient matrix method based on Bell polynomials for numerically solving nonlinear Fredholm- Volterra integral equations. For this aim, first we calculate operational matrix of integration and product based on Bell polynomials. By using these matrices, nonlinear Fredholm-Volterra integral equations reduce to the system of nonlinear algebraic equations which can be solved by an appropriate numerical method such as Newton’s method. Also, we show that the proposed method is convergent. Some examples are provided to illustrate the applicability, efficiency and accuracy of the suggested scheme. Comparison of the proposed method with other previous methods shows that this method is very accurate.
http://cmde.tabrizu.ac.ir/article_5911_e0ade60b77cb2f95092df545478f04e8.pdf
Fredholm-Volterra integral equation
Bell polynomials
Collocation method
Operational matrix
Error analysis
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
103
116
6011
A new approach on studying the stability of evolutionary game dynamics for financial systems
Narges TalebiMotlagh
n.talebi@tabrizu.ac.ir
1
Amir Ghiasi
agiasi@tabrizu.ac.ir
2
Farzad Hashemzadeh
hashemzadeh@tabrizu.ac.ir
3
Sehraneh Ghaemi
ghaemi@tabrizu.ac.ir
4
University of Tabriz
University of Tabriz
University of Tabriz
University of Tabriz
Financial market modeling and prediction is a difficult problem and drastic changes of the price causes nonlinear dynamic that makes the price prediction one of the most challenging tasks for economists. Since markets always have been interesting for traders, many traders with various beliefs are highly active in a market. The competition among two agents of traders, namely trend followers and rational agents, to gain the highest profit in market is formulated as a dynamic evolutionary game, where, the evolutionary equilibrium is considered to be the solution to this game. The evolutionarily stablity of the equilibrium points is investigated inspite of the prediction error of the expectation.
http://cmde.tabrizu.ac.ir/article_6011_94343d3d340300caa3f9b4216d2424ef.pdf
Heterogeneous Agent Model
Adaptive Belief System
Evolutionary Game Theory
Rational Agent
Evolutionary Stable Strategies
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
117
140
6012
Fractional-order Legendre wavelets and their applications for solving fractional-order differential equations with initial/boundary conditions
Parisa Rahimkhani
p.rahimkhani@alzahra.ac.ir
1
Yadollah Ordokhani
ordokhani2000@yahoo.com
2
Esmail Babolian
babolian@khu.ac.ir
3
Alzahra University
Alzahra University
KharazmiUniversity
In this manuscript a new method is introduced for solving fractional differential equations. The fractional derivative is described in the Caputo sense. The main idea is to use fractional-order Legendre wavelets and operational matrix of fractional-order integration. First the fractional-order Legendre wavelets (FLWs) are presented. Then a family of piecewise functions is proposed, based on which the fractional order integration of FLWs are easy to calculate. The approach is used this operational matrix with the collocation points to reduce the under study problem to system of algebraic equations. Convergence of the fractional-order Legendre wavelet basis is demonstrate. Illustrative examples are included to demonstrate the validity and applicability of the technique.
http://cmde.tabrizu.ac.ir/article_6012_41565e9da3ef7f1d50237b20695692e6.pdf
Fractional-order Legendre wavelets
Fractional differential equations
Collocation method
Caputo derivative
Operational matrix
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
141
157
6013
Solution of Troesch's problem through double exponential Sinc-Galerkin method
Mohammad Nabati
nabati@put.ac.ir
1
Mahdi Jalalvand
m.jalalvand@scu.ac.ir
2
Basic of Sciences, Abadan Faculty of Petroleum Engineering, Petroleum University of Technology, Abadan, Iran
Department of Mathematics, Faculty of Mathematical Sciences and Computer Shahid Chamran University, Ahvaz, Iran
Sinc-Galerkin method based upon double exponential transformation for solving Troesch's problem was given in this study. Properties of the Sinc-Galerkin approach were utilized to reduce the solution of nonlinear two-point boundary value problem to same nonlinear algebraic equations, also, the matrix form of the nonlinear algebraic equations was obtained.The error bound of the method was found. Moreover, in order to illustrate the accuracy of presented method, the obtained results compared with numerical results in the open literature. The demonstrated results confirmed that proposed method was considerably efficient and accurate.
http://cmde.tabrizu.ac.ir/article_6013_7f8f210d6d5b95f23cb319b0f61ae6b7.pdf
Sinc Function
Galerkin method
Double exponential transformation
Nonlinear Troesch's problem
BVP
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
158
169
6077
Existence of triple positive solutions for boundary value problem of nonlinear fractional differential equations
Kamal Shah
kamalshah408@gmail.com
1
Salman Zeb
salmanzeb@gmail.com
2
Rahmat Khan
rahmat_alipk@yahoo.com
3
University of Malakand
Department of Mathematics university of Malakand
Dean of Science university of Malakand
This article is devoted to the study of existence and multiplicity of positive solutions to aclass of nonlinear fractional order multi-point boundary value problems of the type−Dq0+u(t) = f(t, u(t)), 1 < q ≤ 2, 0 < t < 1,u(0) = 0, u(1) =m−2∑ i=1δiu(ηi),where Dq0+ represents standard Riemann-Liouville fractional derivative, δi, ηi ∈ (0, 1) withm−2∑i=1δiηi q−1 < 1, and f : [0, 1] × [0, ∞) → [0, ∞) is a continuous function. We use some classicalresults of fixed point theory to obtain sufficient conditions for the existence and multiplicity results of positive solutions to the problem under consideration. In order to show the applicabilityof our results, we provide some examples.
http://cmde.tabrizu.ac.ir/article_6077_786926df406ec4f5042d803915a6e8dd.pdf
Fractional differential equations
Boundary value problems
Positive solutions
Green’s function
fixed point theorem
eng
University of Tabriz
Computational Methods for Differential Equations
2345-3982
2383-2533
2017-04-01
5
2
170
188
6086
A wavelet method for stochastic Volterra integral equations and its application to general stock model
Saeed Vahdati
sdvahdati@gmail.com
1
Esfahan University
In this article,we present a wavelet method for solving stochastic Volterra integral equations based on Haar wavelets. First, we approximate all functions involved in the problem by Haar Wavelets then, by substituting the obtained approximations in the problem, using the It^{o} integral formula and collocation points then, the main problem changes into a system of linear or nonlinear equation which can be solved by some numerical methods like Newton's or Broyden's methods. The capability of the simulation of Brownian motion with Schauder functions which are the integration of Haar functions enables us to find some reasonable approximate solutions. Two test examples and the application of the presented method for the general stock model are considered to demonstrate the efficiency, high accuracy and the simplicity of the presented method.
http://cmde.tabrizu.ac.ir/article_6086_e150ecd516bdd8b7471d970f4fdb80a1.pdf
Wavelets
Brownian Motion
Stochastic integral equation
Stochastic differential equation
Ito integral