2017-11-22T14:32:42Z
http://cmde.tabrizu.ac.ir/?_action=export&rf=summon&issue=278
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
European option pricing of fractional Black-Scholes model with new Lagrange multipliers
Mohammad Ali Mohebbi
Ghandehari
Mojtaba
Ranjbar
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.
Sumudu transforms
Fractional Black- Scholes equation
European option pricing problem
2014
07
01
1
10
http://cmde.tabrizu.ac.ir/article_1118_016b1d6fb802cae6f2eb541551438d26.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Exact travelling wave solutions for some complex nonlinear partial
differential equations
N.
Taghizadeh
Mohammad
Mirzazadeh
M.
Eslami
M.
Moradi
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.
$frac{G'}{G}$-expansion method
Kundu-Eckhaus
equation
Derivative nonlinear Schr"{o}dinger’s equation
2014
07
01
11
18
http://cmde.tabrizu.ac.ir/article_1199_fb3739857771654c2517f5bfd6a6baeb.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Asymptotic distributions of Neumann problem for Sturm-Liouville equation
Hamidreza
Marasi
Esmail
Khezri
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.
Sturm-Liouville
Nondefinite problem
Homotopy Perturbation method
Asymptotic distribution
2014
07
01
19
25
http://cmde.tabrizu.ac.ir/article_1322_90f31a367ef89be733f0c5ba5934a118.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Exact solutions of distinct physical structures to the fractional potential Kadomtsev-Petviashvili equation
Ahmet
Bekir
Ozkan
Guner
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.
Exact solution
Fractional differential equations
modified Riemann--Liouville derivative
space-time fractional Potential Kadomtsev-Petviashvili equation
solitons
2014
07
01
26
36
http://cmde.tabrizu.ac.ir/article_1334_c581afeccef02be0b79b53ac365d021a.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Solving The Stefan Problem with Kinetics
Ali
Beiranvand
Karim
Ivaz
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.
stefan problem
kinetics
Homotopy Perturbation method
Adomian Decomposition Method
variational iteration method
2014
07
01
37
49
http://cmde.tabrizu.ac.ir/article_1569_7ca4dc8443ac085037c248f5d280329e.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Application of the Kudryashov method and the functional variable method for the complex KdV equation
Mojgan
Akbari
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.
Kudryashov method
functional variable method
complex KdV equation
2014
07
01
50
55
http://cmde.tabrizu.ac.ir/article_1585_379a8017132c4021d5f76ff4a353ed26.pdf
Computational Methods for Differential Equations
Comput. Methods Differ. Equ.
2345-3982
2345-3982
2014
2
1
Inverse Laplace transform method for multiple solutions of the fractional Sturm-Liouville problems
Farhad
Dastmalchi Saei
Sadegh
Abbasi
Zhila
Mirzayi
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.
Laplace transform
Fractional Sturm-Liouville problem
Caputo's fractional derivative
eigenvalue
2014
01
01
56
61
http://cmde.tabrizu.ac.ir/article_2498_1309b9e8503adfd2a6e6e1bb6afc7769.pdf