Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model

Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.

Semi-analytical investigation of heat transfer in a porous convective radiative moving longitudinal fin exposed to magnetic field in the presence of a shape-dependent trihybrid nanofluid

The thermal examination of a non-integer-ordered mobile fin with a magnetism in the presence of a trihybrid nanofluid(Fe_3O_4-Au-Zn-blood) is carried out. Three types of nanoparticles, each having a different shape, are considered. These shapes include spherical(Fe_3O_4), cylindrical(Au), and platelet(Zn) configurations. The combination approach is utilized to evaluate the physical and thermal characteristics of the trihybrid and hybrid nanofluids, excluding the thermal conductivity and dynamic viscosity. These two properties are inferred by means of the interpolation method based on the volume fraction of nanoparticles. The governing equation is transformed into a dimensionless form, and the Adomian decomposition Sumudu transform method(ADSTM) is adopted to solve the conundrum of a moving fin immersed in a trihybrid nanofluid. The obtained results agree well with those numerical simulation results, indicating that this research is reliable. The influence of diverse factors on the thermal overview for varying noninteger values of γ is analyzed and presented in graphical representations. Furthermore, the fluctuations in the heat transfer concerning the pertinent parameters are studied. The results show that the heat flux in the presence of the combination of spherical, cylindrical, and platelet nanoparticles is higher than that in the presence of the combination of only spherical and cylindrical nanoparticles. The temperature at the fin tip increases by 0.705 759% when the value of the Peclet number increases by 400%, while decreases by 11.825 13% when the value of the Hartman number increases by 400%.

Differential transformation method for studying flow and heat transfer due to stretching sheet embedded in porous medium with variable thickness, variable thermal conductivity,and thermal radiation

This article presents a numerical solution for the flow of a Newtonian fluid over an impermeable stretching sheet embedded in a porous medium with the power law surface velocity and variable thickness in the presence of thermal radiation. The flow is caused by non-linear stretching of a sheet. Thermal conductivity of the fluid is assumed to vary linearly with temperature. The governing partial differential equations （PDEs） are transformed into a system of coupled non-linear ordinary differential equations （ODEs） with appropriate boundary conditions for various physical parameters. The remaining system of ODEs is solved numerically using a differential transformation method （DTM）. The effects of the porous parameter, the wall thickness parameter, the radiation parameter, the thermal conductivity parameter, and the Prandtl number on the flow and temperature profiles are presented. Moreover, the local skin-friction and the Nusselt numbers are presented. Comparison of the obtained numerical results is made with previously published results in some special cases, with good agreement. The results obtained in this paper confirm the idea that DTM is a powerful mathematical tool and can be applied to a large class of linear and non-linear problems in different fields of science and engineering.

New homotopy analysis transform method for solving the discontinued problems arising in nanotechnology

We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on the Laplace trans- form with the homotopy analysis method （HAM）. This method is a powerful tool for solving a large amount of problems. This technique provides a series of functions which may converge to the exact solution of the problem. A good agreement between the obtained solution and some well-known results is obtained.

NONLINEAR TIME TRANSFORMATION METHOD FOR STRONG NONLINEAR OSCILLATION SYSTEMS

In this paper,a nonlinear time transformation method is presented for the analysis of strong nonlinear oscillation systems.This method can be used to study the limit cycle behavior of the autonomous systems and to analyze the forced vibration of a strong nonlinear system.

New approximate solution for time-fractional coupled KdV equations by generalised differential transform method

In this paper, the genera]ised two-dimensiona] differentia] transform method （DTM） of solving the time-fractiona] coupled KdV equations is proposed. The fractional derivative is described in the Caputo sense. The presented method is a numerical method based on the generalised Taylor series expansion which constructs an analytical solution in the form of a polynomial. An illustrative example shows that the genera]ised two-dimensional DTM is effective for the coupled equations.

Reduced Differential Transform Method for Solving Linear and Nonlinear Goursat Problem

In this paper a new method for solving Goursat problem is introduced using Reduced Differential Transform Method (RDTM). The approximate analytical solution of the problem is calculated in the form of series with easily computable components. The comparison of the methodology presented in this paper with some other well known techniques demonstrates the effectiveness and power of the newly proposed methodology.

Testing methods for 1100 kV UHVDC transformer

1 Development of UHVDC transmission capabilities The economical development of China is closely connected with safe and reliable power supply.Load centers e.g.in central and eastern China need huge amounts of electrical power.Available energy resources and consumption areas are often distributed inverse.As a consequence it is necessary to import electrical power to load center areas in an economic and efficient way.

Integral Transform Method for a Porous Slider with Magnetic Field and Velocity Slip

Current research is about the injection of a viscous fluid in the presence of a transverse uniform magnetic field to reduce the sliding drag.There is a slip-on both the slider and the ground in the two cases,for example,a long porous slider and a circular porous slider.By utilizing similarity transformation Navier-Stokes equations are converted into coupled equations which are tackled by Integral Transform Method.Solutions are obtained for different values of Reynolds numbers,velocity slip,and magnetic field.We found that surface slip and Reynolds number has a substantial influence on the lift and drag of long and circular sliders,whereas the magnetic effect is also noticeable.

Differential transform method for solving Richards' equation

An approximate solution to Richards＇ equation is presented, mathematically describing a sort of unsaturated single phase fluid flow in porous media. The approach is a differential transform method （DTM） with intermediate variables. Two examples are given to demonstrate the accuracy of the presented solution.

Solving shock wave with discontinuity by enhanced differential transform method(EDTM)

An enhanced differential transform method （EDTM）, which introduces the Pad@ technique into the standard differential transform method （DTM）, is proposed. The enhanced method is applied to the analytic treatment of the shock wave. It accelerates the convergence of the series solution and provides an exact Dower series solution.

Precise method to control elastic waves by conformal mapping

The transformation method to control waves has received widespread attention in electromagnetism and acoustics. However, this machinery is not directly applicable to the control of elastic waves, because it has been shown that the Navier＇s equation does not usually retain its form under coordinate transformation. In this letter, we prove the form invariance of the Navier＇s equation under the conformal mapping based on the Helmholtz decomposition method. The needed material parameters are provided to manipulate elastic waves. The validity of this approach is confirmed by an active stealth device which can disguise the signal source by changing its position. Experimental verifications and potential applications may be expected in nondestructive testing, structural seismic design and other fields.

Reduced Differential Transform Method for Solving Nonlinear Biomathematics Models

In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.The reduced differential transforms method(RDTM)is one of the interesting methods for finding the approximate solutions for nonlinear problems.We apply the RDTM to discuss the analytic approximate solutions to the SI1I2R model for the spread of virus HCV-subtype and SIR childhood disease model.We discuss the numerical results at some special values of parameters in the approximate solutions.We use the computer software package such as Mathematical to find more iteration when calculating the approximate solutions.Graphical results and discussed quantitatively are presented to illustrate behavior of the obtained approximate solutions.

State space solution to 3D multilayered elastic soils based on order reduction method

Starting with the governing equations in terms of displacements of 3D elastic media, the solutions to displacement components and their first derivatives are obtained by the application of a double Fourier transform and an order reduction method based on the Cayley-Hamilton theorem. Combining the solutions and the constitutive equations which connect the displacements and stresses, the transfer matrix of a single soil layer is acquired. Then, the state space solution to multilayered elastic soils is further obtained by introducing the boundary conditions and continuity conditions between adjacent soil layers. The numerical analysis based on the present theory is carried out, and the vertical displacements of multilayered foundation with a weak and a hard underlying stratums are compared and discussed.

Reconstruction method of differentiated backprojection-projection onto convex sets in the interior problem and design of bone-nail model

This work focuses on the application of the reconstruction method of differentiated backprojection （DBP）-projection onto convex sets （POCS） in the interior problem.First,we present the definition of the interior problem and real truncated Hilbert transform,and then outline the implementation steps of DBP-POCS.After that,we introduce the middle-part known condition for region of interest （ROI） accurate reconstruction and the unique condition of the interior problem,and verify the uniqueness and stability of the interior problem accurate reconstruction through numerical experiments,and then compare the results for the interior problem in reconstruction images using filtered backprojection （FBP）.In addition,the authors also design the application models of ROI reconstruction and make an initial attempt to the application of DBP-POCS method in the interior problem.

A Study on the Effects of Internal Heat Generation on the Thermal Performance of Solid and Porous Fins using Differential Transformation Method

In this study,the impacts of internal heat generation on heat transfer enhancement of porous fin is theoretical investigated using differential transform method.The parametric studies reveal that porosity enhances the fin heat dissipating capacity but the internal heat generation decreases the heat enhancement capacity of extended surface.Also,it is established that when the internal heat parameter increases to some certain values,some negative effects are recorded where the fin stores heat rather than dissipating it.This scenario defeats the prime purpose of the cooling fin.Additionally,it is established in the present study that the limiting value of porosity parameter for thermal stability for the passive device increases as internal heat parameter increases.This shows that although the internal heat parameter can help assist higher range and value of thermal stability of the fin,it produces negative effect which greatly defeats the ultimate purpose of the fin.The results in the work will help in fin design for industrial applications where internal heat generation is involved.

Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method

The differential transformation method (DTM) is applied to solve the second-order random differential equations. Several examples are represented to demonstrate the effectiveness of the proposed method. The results show that DTM is an efficient and accurate technique for finding exact and approximate solutions.

A Regularization Method for Approximating the Inverse Laplace Transform

A new method for approximating the inerse Laplace transform is presented. We first change our Laplace transform equation into a convolution type integral equation, where Tikhonov regularization techniques and the Fourier transformation are easily applied. We finally obtain a regularized approximation to the inverse Laplace transform as finite sum

Application of the Hybrid Differential Transform Method to the Nonlinear Equations

In this paper, a hybrid method is introduced briefly to predict the behavior of the non-linear partial differential equations. The method is hybrid in the sense that different numerical methods, differential transform and finite differences, are used in different subdomains. Our aim of this approach is to combine the flexibility of differential transform and the efficiency of finite differences. An explicit hybrid method for the transient response of inhomogeneous nonlinear partial differential equations is presented;applying finite difference scheme on the fixed grid size is used to approximate the space discretisation, whereas the differential transform method is used for time operator. Comparison of the efficiency of the different approaches is a very important aspect of this study. In our test cases, the hybrid approach is faster than the corresponding highly optimized finite difference method in two dimensional computations. We compared our hybrid approach’s results with the exact and/or numerical solutions of PDE which obtained from Adomian Decomposition Method. Results show that the hybrid approach may be an important tool to reduce the execution time and memory requirements for large scale computations and get remarkable results in predicting the solutions of nonlinear initial value problems.

Theory and Semi-Analytical Study of Micropolar Fluid Dynamics through a Porous Channel

In this work,We are looking at the characteristics of micropolar flow in a porous channel that’s being driven by suction or injection.The working of the fluid is described in the flowmodel.We can reduce the governing nonlinear partial differential equations(PDEs)to a model of coupled systems of nonlinear ordinary differential equations using similarity variables(ODEs).In order to obtain the results of a coupled system of nonlinear ODEs,we discuss a method which is known as the differential transform method(DTM).The concern transform is an excellent mathematical tool to obtain the analytical series solution to the nonlinear ODEs.To observe beast agreement between analytical method and numerical method,we compare our result with the Rung-Kutta method of order four(RK4).We also provide simulation plots to the obtained result by using Mathematica.Onthese plots,we discuss the effect of different parameters which arise during the calculation of the flow model equations.