Fully discrete spectral method for solving a novel multi-term time-fractional mixed diffusion and diffusion-wave equation

Y Liu, HG Sun, X Yin, L Feng - Zeitschrift für angewandte Mathematik und …, 2020 - Springer
A novel multi-term time-fractional mixed diffusion and diffusion-wave equation will be
considered in this work. Different from the general multi-term time-fractional mixed diffusion …

Spectral solutions for fractional Black–Scholes equations

MA Abdelkawy, AM Lopes - Mathematical Problems in …, 2022 - Wiley Online Library
This paper presents a numerical method to solve accurately the fractional Black–Scholes
model of pricing evolution. A fully spectral collocation technique for the two independent …

A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation

WH Luo, XM Gu, L Yang, J Meng - Mathematics and Computers in …, 2021 - Elsevier
In the current paper, for the time fractional diffusion equation with an exponential tempering,
we propose a numerical algorithm based on the Lagrange-quadratic spline interpolations …

A second-order finite difference scheme for nonlinear tempered fractional integrodifferential equations in three dimensions

R Wang, L Qiao, MA Zaky, AS Hendy - Numerical Algorithms, 2024 - Springer
In this paper, we provide a numerical solution for the nonlinear tempered fractional
integrodifferential equation in three dimensions. We use the trapezoidal convolution rule …

Multigoal-oriented dual-weighted-residual error estimation using deep neural networks

A Chakraborty, T Wick, X Zhuang… - arXiv preprint arXiv …, 2021 - arxiv.org
Deep learning has shown successful application in visual recognition and certain artificial
intelligence tasks. Deep learning is also considered as a powerful tool with high flexibility to …

An intelligent non-uniform mesh to improve errors of a stable numerical method for time-tempered fractional advection–diffusion equation with weakly singular solution

M Ahmadinia, M Abbasi, P Hadi - The Journal of Supercomputing, 2024 - Springer
This paper introduces a finite volume element method for solving the time-tempered
fractional advection–diffusion equation with weakly singular solution at initial time t= 0. An …

Convergence and stability of Galerkin finite element method for hyperbolic partial differential equation with piecewise continuous arguments

Y Chen, Q Wang - Numerical Methods for Partial Differential …, 2023 - Wiley Online Library
In this paper, the convergence and stability of Galerkin finite element method for a
hyperbolic partial differential equations with piecewise continuous arguments are …

A θ-finite difference scheme based on cubic B-spline quasi-interpolation for the time fractional Cattaneo equation with Caputo–Fabrizio operator

M Taghipour, H Aminikhah - Journal of Difference Equations and …, 2021 - Taylor & Francis
In this paper, a θ-finite difference scheme based on cubic B-spline quasi-interpolation has
been derived for the solution of time fractional Cattaneo equation. The fractional derivative of …

[PDF][PDF] A Partition of unity finite element method for valuation American option under Black-Scholes model

N Izem, M Malek, S Saoud - Moroccan Journal of Pure and Applied …, 2021 - sciendo.com
In this paper, we present an intelligent combination of partition of unity (PU) and finite
element (FE) methods for valuing American option pricing problems governed by the Black …

Non Uniform Weighted Extended B-Spline Finite Element Analysis of Non Linear Elliptic Partial Differential Equations

A Chakraborty, BVR Kumar - Differential Equations and Dynamical …, 2022 - Springer
We propose a non uniform web spline based finite element analysis for elliptic partial
differential equation with the gradient type nonlinearity in their principal coefficients like p …