**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**3384

# Search results for: Black-Scholes partial differential equations

##### 3384 On the Relation between λ-Symmetries and μ-Symmetries of Partial Differential Equations

**Authors:**
Teoman Ozer,
Ozlem Orhan

**Abstract:**

**Keywords:**
λ-symmetry,
μ-symmetry,
classification,
invariant solution

##### 3383 Reduced Differential Transform Methods for Solving the Fractional Diffusion Equations

**Authors:**
Yildiray Keskin,
Omer Acan,
Murat Akkus

**Abstract:**

**Keywords:**
fractional diffusion equations,
Caputo fractional derivative,
reduced differential transform method,
partial

##### 3382 Algorithms Utilizing Wavelet to Solve Various Partial Differential Equations

**Authors:**
K. P. Mredula,
D. C. Vakaskar

**Abstract:**

**Keywords:**
multi-resolution,
Haar Wavelet,
partial differential equation,
numerical methods

##### 3381 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

**Authors:**
H. D. Ibrahim,
H. C. Chinwenyi,
T. Danjuma

**Abstract:**

**Keywords:**
Black-Scholes partial differential equations,
Ito process,
option price valuation,
partial differential equations

##### 3380 Study and Solving Partial Differential Equation of Danel Equation in the Vibration Shells

**Authors:**
Hesamoddin Abdollahpour,
Roghayeh Abdollahpour,
Elham Rahgozar

**Abstract:**

**Keywords:**
large amplitude,
free vibrations,
analytical solution,
Danell Equation,
diagram of phase plane

##### 3379 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon

**Authors:**
Haniye Dehestani,
Yadollah Ordokhani

**Abstract:**

**Keywords:**
collocation method,
fractional partial differential equations,
legendre-laguerre functions,
pseudo-operational matrix of integration

##### 3378 A Study on the Solutions of the 2-Dimensional and Forth-Order Partial Differential Equations

**Abstract:**

**Keywords:**
reduced differential transform method,
adomian decomposition method,
variational iteration method,
homotopy analysis method

##### 3377 Development of a Model Based on Wavelets and Matrices for the Treatment of Weakly Singular Partial Integro-Differential Equations

**Authors:**
Somveer Singh,
Vineet Kumar Singh

**Abstract:**

**Keywords:**
Legendre Wavelets,
operational matrices,
partial integro-differential equation,
viscoelasticity

##### 3376 Analytical Solution for Thermo-Hydro-Mechanical Analysis of Unsaturated Porous Media Using AG Method

**Authors:**
Davood Yazdani Cherati,
Hussein Hashemi Senejani

**Abstract:**

**Keywords:**
AGM,
analytical solution,
porous media,
thermo-hydro-mechanical,
unsaturated soils

##### 3375 Large Amplitude Vibration of Sandwich Beam

**Authors:**
Youssef Abdelli,
Rachid Nasri

**Abstract:**

**Keywords:**
finite difference method,
large amplitude vibration,
multiple scales,
nonlinear vibration

##### 3374 Weak Solutions Of Stochastic Fractional Differential Equations

**Authors:**
Lev Idels,
Arcady Ponosov

**Abstract:**

**Keywords:**
delay equations,
operator methods,
stochastic noise,
weak solutions

##### 3373 Development of Extended Trapezoidal Method for Numerical Solution of Volterra Integro-Differential Equations

**Authors:**
Fuziyah Ishak,
Siti Norazura Ahmad

**Abstract:**

**Keywords:**
accuracy,
extended trapezoidal method,
numerical solution,
Volterra integro-differential equations

##### 3372 Scrutiny and Solving Analytically Nonlinear Differential at Engineering Field of Fluids, Heat, Mass and Wave by New Method AGM

**Authors:**
Mohammadreza Akbari,
Sara Akbari,
Davood Domiri Ganji,
Pooya Solimani,
Reza Khalili

**Abstract:**

**Keywords:**
new method AGM,
sets of coupled nonlinear equations at engineering field,
waves equations,
integro-differential,
fluid and thermal

##### 3371 Symbolic Partial Differential Equations Analysis Using Mathematica

**Authors:**
Davit Shahnazaryan,
Diogo Gomes,
Mher Safaryan

**Abstract:**

**Keywords:**
partial differential equations,
symbolic computation,
conserved and dissipated quantities,
mathematica

##### 3370 Solving SPDEs by Least Squares Method

**Authors:**
Hassan Manouzi

**Abstract:**

**Keywords:**
least squares,
wick product,
SPDEs,
finite element,
wiener chaos expansion,
gradient method

##### 3369 The Application of Variable Coefficient Jacobian elliptic Function Method to Differential-Difference Equations

**Authors:**
Chao-Qing Dai

**Abstract:**

**Keywords:**
discrete sine-Gordon equation,
variable coefficient Jacobian elliptic function method,
exact solutions,
equation

##### 3368 Solving Stochastic Eigenvalue Problem of Wick Type

**Authors:**
Hassan Manouzi,
Taous-Meriem Laleg-Kirati

**Abstract:**

**Keywords:**
eigenvalue problem,
Wick product,
SPDEs,
finite element,
Wiener-Ito chaos expansion

##### 3367 Investigation a New Approach "AGM" to Solve of Complicate Nonlinear Partial Differential Equations at All Engineering Field and Basic Science

**Authors:**
Mohammadreza Akbari,
Pooya Soleimani Besheli,
Reza Khalili,
Davood Domiri Danji

**Abstract:**

**Keywords:**
new approach,
AGM,
sets of coupled nonlinear differential equation,
exact solutions,
numerical

##### 3366 Application of Wavelet Based Approximation for the Solution of Partial Integro-Differential Equation Arising from Viscoelasticity

**Authors:**
Somveer Singh,
Vineet Kumar Singh

**Abstract:**

**Keywords:**
legendre wavelets,
operational matrices,
partial integro-differential equation,
viscoelasticity

##### 3365 Free Convection from a Perforated Spinning Cone with Heat Generation, Temperature-Dependent Viscosity and Partial Slip

**Authors:**
Gilbert Makanda

**Abstract:**

**Keywords:**
free convection,
suction/injection,
partial slip,
viscous dissipation

##### 3364 A Sliding Model Control for a Hybrid Hyperbolic Dynamic System

**Authors:**
Xuezhang Hou

**Abstract:**

**Keywords:**
hyperbolic dynamic system,
sliding model control,
semigroup of linear operators,
partial differential equations

##### 3363 Solutions of Fractional Reaction-Diffusion Equations Used to Model the Growth and Spreading of Biological Species

**Authors:**
Kamel Al-Khaled

**Abstract:**

**Keywords:**
fractional partial differential equations,
reaction-diﬀusion equations,
adomian decomposition,
biological species

##### 3362 Nonhomogeneous Linear Second Order Differential Equations and Resonance through Geogebra Program

**Authors:**
F. Maass,
P. Martin,
J. Olivares

**Abstract:**

**Keywords:**
education,
geogebra,
ordinary differential equations,
resonance

##### 3361 Generalization of Tau Approximant and Error Estimate of Integral Form of Tau Methods for Some Class of Ordinary Differential Equations

**Authors:**
A. I. Ma’ali,
R. B. Adeniyi,
A. Y. Badeggi,
U. Mohammed

**Abstract:**

**Keywords:**
approximant,
error estimate,
tau method,
overdetermination

##### 3360 On Stability of Stochastic Differential Equations with Non Trivial Solutions

**Authors:**
Fakhreddin Abedi,
Wah June Leong

**Abstract:**

**Keywords:**
exponential stability in probability,
stochastic differential equations,
Lyapunov technique,
Ito’s formula

##### 3359 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

**Authors:**
Khosrow Maleknejad,
Yaser Rostami

**Abstract:**

**Keywords:**
ıntegro-differential equations,
quartic B-spline wavelet,
operational matrices,
dual functions

##### 3358 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

**Authors:**
A. M. Sagir

**Abstract:**

**Keywords:**
block method,
first order ordinary differential equations,
hybrid,
self-starting

##### 3357 Integral Image-Based Differential Filters

**Authors:**
Kohei Inoue,
Kenji Hara,
Kiichi Urahama

**Abstract:**

**Keywords:**
integral images,
differential images,
differential filters,
image fusion

##### 3356 Series Solutions to Boundary Value Differential Equations

**Authors:**
Armin Ardekani,
Mohammad Akbari

**Abstract:**

**Keywords:**
computational mathematics,
differential equations,
engineering,
series

##### 3355 Impact of the Time Interval in the Numerical Solution of Incompressible Flows

**Authors:**
M. Salmanzadeh

**Abstract:**

**Keywords:**
incompressible couette flow,
numerical method,
partial differential equation,
Crank-Nicolson implicit