Black–Scholes option pricing equations described by the Caputo generalized fractional derivative

AN Fall, SN Ndiaye, N Sene - Chaos, Solitons & Fractals, 2019 - Elsevier
Abstract Fractional Black–Scholes equation is a constructive financial equation. The model
is used to determine the value of the option without a transaction cost. The analytical …

[HTML][HTML] Numerical solution of one-and two-dimensional time-fractional Burgers equation via Lucas polynomials coupled with Finite difference method

I Ali, S Haq, SF Aldosary, KS Nisar, F Ahmad - Alexandria Engineering …, 2022 - Elsevier
In this article, a numerical technique based on polynomials is proposed for the solution of
one and two-dimensional time-fractional Burgers equation. First, the given problem is …

A local projection stabilization virtual element method for the time-fractional Burgers equation with high Reynolds numbers

Y Zhang, M Feng - Applied Mathematics and Computation, 2023 - Elsevier
We propose and analyze a local projection stabilization virtual element method for time-
fractional Burgers equation on polygonal meshes, whose solutions display a weak …

[HTML][HTML] Enhanced fifth order WENO shock-capturing schemes with deep learning

T Kossaczká, M Ehrhardt, M Günther - Results in Applied Mathematics, 2021 - Elsevier
In this paper we enhance the well-known fifth order WENO shock-capturing scheme by
using deep learning techniques. This fine-tuning of an existing algorithm is implemented by …

A high order numerical method and its convergence for time-fractional fourth order partial differential equations

P Roul, VMKP Goura - Applied Mathematics and Computation, 2020 - Elsevier
This paper is concerned with design and analysis of a high order numerical approach based
on a uniform mesh to approximate the solution of time-fractional fourth order partial …

[PDF][PDF] Local meshless differential quadrature collocation method for time-fractional PDEs.

I Ahmad, S Zaman - … & Continuous Dynamical Systems-Series S, 2020 - researchgate.net
This paper is concerned with the numerical solution of timefractional partial differential
equations (PDEs) via local meshless differential quadrature collocation method (LMM) using …

Comparative study of the fractional-order crime system as a social epidemic of the USA scenario

M Partohaghighi, V Kumar, A Akgül - International Journal of Applied and …, 2022 - Springer
Fractional derivatives are considered significant mathematical tools to design the fractional-
order models of real phenomena. In this investigation, we are going to design and compare …

A stabilized finite element formulation with shock-capturing for solving advection-dominated convection–diffusion equations having time-fractional derivatives

S Cengizci, Ö Uğur, S Natesan - Journal of Computational Science, 2024 - Elsevier
Numerical instabilities arising when simulating transport phenomena dominated by
convection processes are among the most challenging situations in computational science …

Two linear finite difference schemes based on exponential basis for two-dimensional time fractional Burgers equation

Y Wang, T Sun - Physica D: Nonlinear Phenomena, 2024 - Elsevier
In present paper, we propose tailored finite point method (TFPM) based on exponential
basis for solving two-dimensional time fractional Burgers equation. We use the L1 and L1-2 …

Novel operational matrices-based finite difference/spectral algorithm for a class of time-fractional Burger equation in multidimensions

M Usman, M Hamid, M Liu - Chaos, Solitons & Fractals, 2021 - Elsevier
In this work, an innovative computational scheme is developed to compute stable solutions
of time-fractional coupled viscous Burger's equation in multi-dimensions. To discretize the …