Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Azim Rivaz"'
Autor:
Samaneh Bani Asadi, Azim Rivaz
Publikováno v:
Mathematics and Modeling in Finance, Vol 1, Iss 1, Pp 145-155 (2021)
The European option can be exercised only at the expiration date while an American option can be exercised on or at any time before the expiration date.In this paper, we will study the numerical solutions of a class of complex partial differential e
Externí odkaz:
https://doaj.org/article/faa60d4606e044398ce3b04895217ab5
Autor:
Somayeh Zangoei Zadeh, Azim Rivaz
Publikováno v:
Asian-European Journal of Mathematics. 15
In this paper, we present a method for constructing a Jacobi matrix [Formula: see text] using [Formula: see text] known eigenvalues [Formula: see text]. Some conditions are also given under which the constructed matrix is nonnegative and its diagonal
Publikováno v:
Volume: 43, Issue: 3 1080-1094
Turkish Journal of Mathematics
Turkish Journal of Mathematics
Stochastic integro-differential equations are obtained when we consider prices jump in financial modelling. In this paper, these equations are solved numerically by applying the two-dimensional Tau method with ordinary bases. Next, the numerical solu
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 43:687-700
Using mathematical models to simulate biological systems has a long history. An increasing number of such models have been applied to various aspects of tumor growth, with the ultimate goal of controlling cancer. Nevertheless, very little has been do
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 35:6453-6460
Publikováno v:
Neural Computing and Applications. 31:1867-1878
This study intends to present a general formulation for the hybrid Jacobi and block pulse operational matrix of fractional integral operator in order to solve fractional differential and integro-differential equations. First, we define hybrid Jacobi
Publikováno v:
Computational and Applied Mathematics. 37:1250-1262
In this paper we consider the variants of Gram–Schmidt such as Classical Gram–Schmidt and Modified Gram–Schmidt algorithms. It is shown that for problems of dimension more than two the round-off error of operation \({q_1}^Tq_2\) has more propag
Publikováno v:
SeMA Journal. 73:149-170
In this paper, a computational method for solving a class of fuzzy fractional differential equations is presented. The proposed method is based on a generalized differential transform method in the sense of the Caputo fractional derivative. The advan
Publikováno v:
Tbilisi Math. J. 10, iss. 1 (2017), 197-205
In this paper, we introduce and define a new metric on the space of fuzzy continuous functions in the fractional calculus. Regarding this metric and using the well-known Banach fixed point theorem, we provide some conditions that guarantee the existe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30135dd13e15d7b16644a1e2fdf800df
https://projecteuclid.org/euclid.tbilisi/1527300026
https://projecteuclid.org/euclid.tbilisi/1527300026
Autor:
Farzaneh Yousefi, Azim Rivaz
Publikováno v:
Journal of Fuzzy Set Valued Analysis, Vol 2013, Pp 1-9 (2013)
Using parametric form of fuzzy functions, we convert a linear two-dimensional fuzzy Fredholm integral equation of the second kind (2D-FFIE-2) to a linear system of Fredholm integral equations of the second kind with three variables in crisp case. In