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.

Double Elzaki Transform Decomposition Method for Solving Non-Linear Partial Differential Equations

In this paper, we discuss a new method employed to tackle non-linear partial differential equations, namely Double Elzaki Transform Decomposition Method (DETDM). This method is a combination of the Double ELzaki Transform and Adomian Decomposition Method. This technique is hereafter provided and supported with necessary illustrations, together with some attached examples. The results reveal that the new method is very efficient, simple and can be applied to other non-linear problems.

Reconstructed Elzaki Transform Method for Delay Differential Equations with Mamadu-Njoseh Polynomials

One of the solution techniques used for ordinary differential equations, partial and integral equations is the Elzaki Transform. This paper is an extension of Mamadu and Njoseh [1] numerical procedure (Elzaki transform method (ETM)) for computing delay differential equations (DDEs). Here, a reconstructed Elzaki transform method (RETM) is proposed for the solution of DDEs where Mamadu-Njoseh polynomials are applied as basis functions in the approximation of the analytic solution. Using this strategy, a numerical illustration as in Ref.[1] is provided to the RETM as a basis for comparison to guarantee accuracy and consistency of the method. All numerical computations were performed with MAPLE 18 software.

Some New Applications of Elzaki Transform for Solution of Linear Volterra Type Integral Equations

Volterra type integral equations have diverse applications in scientific and other fields. Modelling physical phenomena by employing integral equations is not a new concept. Similarly, extensive research is underway to find accurate and efficient solution methods for integral equations. Some of noteworthy methods include Adomian Decomposition Method (ADM), Variational Iteration Method (VIM), Method of Successive Approximation (MSA), Galerkin method, Laplace transform method, etc. This research is focused on demonstrating Elzaki transform application for solution of linear Volterra integral equations which include convolution type equations as well as one system of equations. The selected problems are available in literature and have been solved using various analytical, semi-analytical and numerical techniques. Results obtained after application of Elzaki transform have been compared with solutions obtained through other prominent semi-analytic methods i.e. ADM and MSA (limited to first four iterations). The results substantiate that Elzaki transform method is not only a compatible alternate approach to other analytic methods like Laplace transform method but also simple in application once compared with methods ADM and MSA.

Double Elzaki Transform Decomposition Method for Solving Third Order Korteweg-De-Vries Equations

In this study, we used Double Elzaki Transform (DET) coupled with Adomian polynomial to produce a new method to solve Third Order Korteweg-De Vries Equations (KdV) equations. We will provide the necessary explanation for this method with addition some examples to demonstrate the effectiveness of this method.

Mathematical modeling of atmospheric internal waves phenomenon and its solution by Elzaki Adomian decomposition method

This article involves the study of atmospheric internal waves phenomenon,also referred to as gravity waves.This phenomenon occurs inside the fluid,not on the surface.The model is based on a shallow fluid hypothesis represented by a system of nonlinear partial differential equations.The basic assumption of the shallow flow model is that the horizontal size is much larger than the vertical size.Atmospheric internal waves can be perfectly represented by this model as the waves are spread over a large horizontal area.Here we used the Elzaki Adomian Decomposition Method(EADM)to obtain the solution for the considered model along with its convergence analysis.The Adomian decomposition method together with the Elzaki transform gives the solution in a convergent series without any linearization or perturbation.Comparisons are built between the results obtained by EADM and HAM to examine the accuracy of the proposed method.

Analysis and Numerical Computations of the Multi-Dimensional,Time-Fractional Model of Navier-Stokes Equation with a New Integral Transformation

The analytical solution of the multi-dimensional,time-fractional model of Navier-Stokes equation using the triple and quadruple Elzaki transformdecompositionmethod is presented in this article.The aforesaidmodel is analyzed by employing Caputo fractional derivative.We deliberated three stimulating examples that correspond to the triple and quadruple Elzaki transform decomposition methods,respectively.The findings illustrate that the established approaches are extremely helpful in obtaining exact and approximate solutions to the problems.The exact and estimated solutions are delineated via numerical simulation.The proposed analysis indicates that the projected configuration is extremely meticulous,highly efficient,and precise in understanding the behavior of complex evolutionary problems of both fractional and integer order that classify affiliated scientific fields and technology.

Modified integral equation combined with the decomposition method for time fractional differential equations with variable coefficients

In this paper,the modified integral equation,namely,Elzaki transformation coupled with the Adomian decomposition method called Elzaki Adomian decomposition method(EADM)is used to investigate the solution of time-fractional fourth-order parabolic partial differential equations(PDEs)with variable coefficients.The introduced method is used to solve two models of the proposed problem,the analytical and approximate solutions of the models are obtained.The outcomes illustrate that the proposed technique is a highly accurate,and facilitates the process of solving differential equations by comparing it,with the exact solution and those obtained by the variation iteration method(VIM)and Laplace homotopy perturbation method(LHPM).

Constructing analytical estimates of the fuzzy fractional-order Boussinesq model and their application in oceanography

The main idea of this article is the investigation of atmospheric internal waves,often known as gravity waves.This arises within the ocean rather than at the interface.A shallow fluid assumption is illustrated by a series of nonlinear partial differential equations in the framework.Because the waves are scattered over a wide geographical region,this system can precisely replicate atmospheric internal waves.In this research,the numerical solutions to the fuzzy fourth-order time-fractional Boussinesq equation(BSe)are determined for the case of the aquifer propagation of long waves having small amplitude on the surface of water from a channel.The novel scheme,namely the generalized integral transform(proposed by H.Jafari[35])coupled with the Adomian decomposition method(GIADM),is used to extract the fuzzy fractional BSe in R,Rn and(2nth)-order including gH-differentiability.To have a clear understanding of the physical phenomena of the projected solutions,several algebraic aspects of the generalized integral transform in the fuzzy Caputo and Atangana-Baleanu fractional derivative operators are discussed.The confrontation between the findings by Caputo and ABC fractional derivatives under generalized Hukuhara differentiability are presented with appropriate values for the fractional order and uncertainty parameters℘∈[0,1]were depicted in diagrams.According to proposed findings,hydraulic engineers,being analysts in drainage or in water management,might access adequate storage volume quantity with an uncertainty level.

时刻变换风险模型中的Gerber-Shiu函数

本文讨论时刻变换的复合泊松风险模型中的Gerber-Shiu函数,首先给出了Gerber-Shiu函数满足的积微分方程,接着引入Laplace变换的对偶变换Elzaki变换,得到了Gerber-Shiu函数的Elzaki变换的具体形式,最后用一个数值例子验证了用Elzaki逆变换求Gerber-Shiu函数的方法并分析了时刻变换对破产概率的影响.

Mathematical modeling of tsunami wave propagation at mid ocean and its amplification and run-up on shore

The paper deals with the study of the mathematical model of tsunami wave propagation along a coast-line of an ocean.The model is based on shallow-water assumption which is represented by a system of non-linear partial differential equations.In this study,we employ the Elzaki Adomian Decomposition Method(EADM)to successfully obtain the solution for the proposed model for different coastal slopes and ocean depths.How tsunami wave velocity and run-up height are affected by the coast slope and sea depth are demonstrated.The Adomian Decomposition Method together with Elzaki transform allows for solutions,without the need of any linearization or perturbation,in the form of rapidly converging series.The obtained numerical results for tsunami wave height and velocity are very close match to the real physical phenomenon of tsunami.