Analytical solutions of the Black–Scholes pricing model for European option valuation via a projected differential transformation method

SO Edeki, OO Ugbebor, EA Owoloko - Entropy, 2015 - mdpi.com
In this paper, a proposed computational method referred to as Projected Differential
Transformation Method (PDTM) resulting from the modification of the classical Differential …

Boundary shape functions methods for solving the nonlinear singularly perturbed problems with Robin boundary conditions

CS Liu, JR Chang - International Journal of Nonlinear Sciences and …, 2020 - degruyter.com
For a second-order nonlinear singularly perturbed boundary value problem (SPBVP), we
develop two novel algorithms to find the solution, which automatically satisfies the Robin …

[PDF][PDF] Finite difference method and Laplace transform for boundary value problems

AA Opanuga, EA Owoloko, HI Okagbue… - Proceedings of the …, 2017 - academia.edu
This article presents the solution of boundary value problems using finite difference scheme
and Laplace transform method. Some examples are solved to illustrate the methods; …

Treatment a new approximation method and its justification for Sturm–Liouville problems

OS Mukhtarov, M Yücel, K Aydemir - Complexity, 2020 - Wiley Online Library
In this paper, we propose a new approximation method (we shall call this method as α‐
parameterized differential transform method), which differs from the traditional differential …

A neural network training algorithm for singular perturbation boundary value problems

TE Simos, IT Famelis - Neural Computing and Applications, 2022 - Springer
A training algorithm for the Neural Network solution of Singular Perturbation Boundary Value
Problems is presented. The solution is based on a single hidden layer feed forward Neural …

Modified asymptotic solutions for second-order nonlinear singularly perturbed boundary value problems

CS Liu, CW Chang - Mathematics and Computers in Simulation, 2022 - Elsevier
We introduce a coordinate transformation of independent variable, such that the second-
order nonlinear singularly perturbed boundary value problem (SPBVP) in the transformed …

Solving second-order singularly perturbed ODE by the collocation method based on energetic Robin boundary functions

CS Liu, B Li - Applications of Mathematics, 2019 - Springer
Abstract for a second-order singularly perturbed ordinary differential equation (ODE) under
the Robin type boundary conditions, we develop an energetic Robin boundary functions …

[PDF][PDF] Numerical solutions of nonlinear biochemical model using a hybrid numerical-analytical technique

SO Edeki, EA Owoloko, AS Osheku, AA Opanuga… - Int. J. Math …, 2015 - m-hikari.com
In this paper, a hybrid numerical-analytical technique resulting from the combination of the
differential transformation method and the Pade approximation technique; hereby referred to …

Higher-order asymptotic numerical solutions for singularly perturbed problems with variable coefficients

CS Liu, ER El-Zahar, CW Chang - Mathematics, 2022 - mdpi.com
For the purpose of solving a second-order singularly perturbed problem (SPP) with variable
coefficients, am th-order asymptotic-numerical method was developed, which decomposes …

Lie-group shooting/boundary shape function methods for solving nonlinear boundary value problems

CS Liu, CW Chang - Symmetry, 2022 - mdpi.com
In the numerical integration of the second-order nonlinear boundary value problem (BVP),
the right boundary condition plays the role as a target equation, which is solved either by the …