University of TabrizComputational Methods for Differential Equations2345-39822120140701European option pricing of fractional Black-Scholes model with new Lagrange multipliers1101118ENMohammad Ali Mohebbi GhandehariAzarbijan Shahid Madani UniversityMojtaba RanjbarAzarbijan Shahid Madani UniversityJournal Article20140207In 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.University of TabrizComputational Methods for Differential Equations2345-39822120140701Exact travelling wave solutions for some complex nonlinear partial
differential equations11181199ENN. TaghizadehUniversity of GuilanMohammad MirzazadehDepartment of Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, IranM. EslamiUniversity of MazandaranM. MoradiUniversity of GuilanJournal Article20140106This 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.University of TabrizComputational Methods for Differential Equations2345-39822120140701Asymptotic distributions of Neumann problem for Sturm-Liouville equation19251322ENHamidreza MarasiUniversity of Bonab, Bonab, IranEsmail KhezriUniversity of Bonab, Bonab, IranJournal Article20140117In 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.University of TabrizComputational Methods for Differential Equations2345-39822120140701Exact solutions of distinct physical structures to the fractional potential Kadomtsev-Petviashvili equation26361334ENAhmet BekirEskisehir Osmangazi University, Art-Science Faculty,
Department of Mathematics-ComputerOzkan GunerDumlupınar UniversityJournal Article20140217In 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.University of TabrizComputational Methods for Differential Equations2345-39822120140701Solving The Stefan Problem with Kinetics37491569ENAli BeiranvandFaculty of mathematical sciences, university of tabriz, tabriz, Iran.Karim IvazUniversity of Tabriz, IranJournal Article20140215We 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.University of TabrizComputational Methods for Differential Equations2345-39822120140701Application of the Kudryashov method and the functional variable method for the complex KdV equation50551585ENMojgan AkbariP.h.DJournal Article20140223In 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.University of TabrizComputational Methods for Differential Equations2345-39822120140101Inverse Laplace transform method for multiple solutions of the fractional Sturm-Liouville problems56612498ENFarhad Dastmalchi SaeiTabriz Azad UniversitySadegh AbbasiTabriz Azad UniversityZhila MirzayiTabriz Azad UniversityJournal Article20140125In 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.