A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options

P Roul - Applied Numerical Mathematics, 2020 - Elsevier
This paper is concerned with the design of a high order numerical approach based on a
uniform mesh for efficient numerical solution of time-fractional Black-Scholes equation …

[HTML][HTML] Analysis of perturbation factors and fractional order derivatives for the novel singular model using the fractional Meyer wavelet neural networks

Z Sabir, MR Ali - Chaos, Solitons & Fractals: X, 2023 - Elsevier
In this study, an analysis of the perturbation factors and fractional order derivatives is
performed for the novel singular model. The design of the perturbed fractional order singular …

An efficient approximation technique applied to a non-linear Lane–Emden pantograph delay differential model

M Izadi, HM Srivastava - Applied Mathematics and Computation, 2021 - Elsevier
The primary focus of our work is to propose a computationally effective approximation
algorithm to find the numerical solution of the so-called a new design of second-order Lane …

A single layer fractional orthogonal neural network for solving various types of Lane–Emden equation

AH Hadian-Rasanan, D Rahmati, S Gorgin, K Parand - New Astronomy, 2020 - Elsevier
Lane–Emden equation is an important nonlinear singular second order differential equation
which can express various phenomena in astrophysics. On the other hand, by growing …

A fourth-order non-uniform mesh optimal B-spline collocation method for solving a strongly nonlinear singular boundary value problem describing …

P Roul - Applied Numerical Mathematics, 2020 - Elsevier
In this paper, a non-uniform mesh optimal B-spline collocation method is presented for the
numerical solution of a singular two-point boundary value problem describing …

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 …

A discontinuous finite element approximation to singular Lane-Emden type equations

M Izadi - Applied Mathematics and Computation, 2021 - Elsevier
In this article, we develop the local discontinuous Galerkin finite element method for the
numerical approximations of a class of singular second-order ordinary differential equations …

A high order numerical scheme for solving a class of non‐homogeneous time‐fractional reaction diffusion equation

P Roul, VMKP Goura - Numerical Methods for Partial …, 2021 - Wiley Online Library
This paper is concerned with the development of a high order numerical technique for
solving time‐fractional reaction–diffusion equation. The fractional derivative in the governing …

A quartic trigonometric B-spline collocation method for a general class of nonlinear singular boundary value problems

P Roul, T Kumari - Journal of Mathematical Chemistry, 2022 - Springer
This study deals with the numerical solution of a general class of nonlinear singular
boundary value problems (SBVPs). Firstly, we modify the original model problem at the …

Swarming optimization to analyze the fractional derivatives and perturbation factors for the novel singular model

Z Sabir, SB Said, D Baleanu - Chaos, Solitons & Fractals, 2022 - Elsevier
The aim of this research is to present an investigation based on the fractional derivatives
and perturbation factors for the novel singular system. This study also presents a novel …