Zobrazeno 1 - 10
of 79
pro vyhledávání: '"Taher Lotfi"'
Publikováno v:
Fractal and Fractional, Vol 7, Iss 4, p 323 (2023)
In this work, we propose a fast scheme based on higher order discretizations on graded meshes for resolving the temporal-fractional partial differential equation (PDE), which benefits the memory feature of fractional calculus. To avoid excessively in
Externí odkaz:
https://doaj.org/article/7fd781e678bf47c08977dabfc206652d
Publikováno v:
Mathematics, Vol 11, Iss 5, p 1123 (2023)
This paper proposes a computational solver via the localized radial basis function finite difference (RBF-FD) scheme and the use of graded meshes for solving the time-dependent Bates partial integro-differential equation (PIDE) arising in computation
Externí odkaz:
https://doaj.org/article/4e72399795f74a2aa683884bcada0f9b
Approximate solution of nonlinear Black–Scholes equation via a fully discretized fourth-order method
Autor:
Azadeh Ghanadian, Taher Lotfi
Publikováno v:
AIMS Mathematics, Vol 5, Iss 2, Pp 879-893 (2020)
In this work, a new fourth-order finite difference (FD) approximation (for both structured and unstructured grid of nodes) is contributed and equipped with the fourth-order Runge–Kutta scheme to tackle the financial nonlinear partial differential e
Externí odkaz:
https://doaj.org/article/4ad791f37c7049fa8cae0303855fbfa9
Publikováno v:
Mathematics, Vol 10, Iss 5, p 783 (2022)
Pairs trading under the copula approach is revisited in this paper. It is well known that financial returns arising from indices in markets may not follow the features of normal distribution and may exhibit asymmetry or fatter tails, in particular. D
Externí odkaz:
https://doaj.org/article/675f48d60aeb4b678d67b9b02fe6df56
Publikováno v:
Advances in Difference Equations, Vol 2018, Iss 1, Pp 1-17 (2018)
Abstract Reproducing kernel Hilbert space method (RKHSM) is an analytical technique, which can overcome the difficulty at the singular point of non-homogeneous, linear singular initial value problems; especially when the singularity appears on the ri
Externí odkaz:
https://doaj.org/article/99d86cc3d0c5470e978c400be7ddf2c3
Publikováno v:
Advances in Difference Equations, Vol 2017, Iss 1, Pp 1-18 (2017)
Abstract In this paper, an effective numerical method to solve the Cauchy type singular Fredholm integral equations (CSFIEs) of the first kind is proposed. The collocation technique based on Bernstein polynomials is used for approximation the solutio
Externí odkaz:
https://doaj.org/article/0c5022e69ed04feaa4f5b9f194aa8566
Publikováno v:
Mathematics, Vol 7, Iss 7, p 637 (2019)
Derivative-free schemes are a class of competitive methods since they are one remedy in cases at which the computation of the Jacobian or higher order derivatives of multi-dimensional functions is difficult. This article studies a variant of Steffens
Externí odkaz:
https://doaj.org/article/694b215813e649b09de263b0a528da63
Publikováno v:
Journal of the Egyptian Mathematical Society, Vol 21, Iss 3, Pp 346-353 (2013)
An optimal method is developed for approximating the multiple zeros of a nonlinear function, when the multiplicity is known. Analysis of convergence for the proposed technique is studied to reveal the fourth-order convergence. We further investigate
Externí odkaz:
https://doaj.org/article/cf13306aeb664f4d8c819bf40c719e4b
Autor:
Bahram Asadi, Taher Lotfi
Publikováno v:
International Journal of Differential Equations, Vol 2016 (2016)
It is attempted to provide the stability and convergence analysis of the reproducing kernel space method for solving the Duffing equation with with boundary integral conditions. We will prove that the reproducing space method is stable. Moreover, aft
Externí odkaz:
https://doaj.org/article/e20d8186f9e84105a4ea157125cb3d2a
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2016 (2016)
Externí odkaz:
https://doaj.org/article/c517b8b4e0d14efe95d411757fca30f0