Adaptive multi-step piecewise interpolation reproducing kernel method for solving the nonlinear time-fractional partial differential equation arising from financial economics

This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.

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.

Exact solutions of a time-fractional modified KdV equation via bifurcation analysis

The time-fractional modified Korteweg-de Vries(KdV)equation is committed to establish exact solutions by employing the bifurcation method.Firstly,the phase portraits and related qualitative analysis are comprehensively provided.Then,we give parametric expressions of different types of solutions matching with the corresponding orbits.Finally,solution profiles,3D and density plots of some solutions are presented with proper parametric choices.

THE FINITE DIFFERENCE STREAMLINE DIFFUSION METHODS FOR TIME-DEPENDENT CONVECTION-DIFFUSION EQUATIONS

In this paper, two finite difference streamline diffusion (FDSD) schemes for solving two-dimensional time-dependent convection-diffusion equations are constructed. Stability and optimal order error estimati-ions for considered schemes are derived in the norm stronger than L^2-norm.

CHARACTERISTIC GALERKIN METHOD FOR CONVECTION-DIFFUSION EQUATIONS AND IMPLICIT ALGORITHM USING PRECISE INTEGRATION

This paper presents a finite element procedure for solving tran-sient, multidimensional convection-diffusion equations. The procedure is based onthe characteristic Galerkin method with an implicit algorithm using precise integra-tion method. With the operator splitting procedure, the precise integration methodis introduced to determine the material derivative in the convection-diffusion equa-tion, consequently, the physical quantities of material points. An implicit algorithmwith a combination of both the precise and the traditional numerical integration pro-cedures in time domain in the Lagrange coordinates for the characteristic Galerkinmethod is formulated. The stability analysis of the algorithm shows that the uncondi-tional stability of present implicit algorithm is enhanced as compared with that of thetraditional implicit numerical integration procedure. The numerical results validatethe presented method in solving convection-diffusion equations. As compared withSUPG method and explicit characteristic Galerkin method, the present method givesthe results with higher accuracy and better stability.

Exponential B-Spline Solution of Convection-Diffusion Equations

We present an exponential B-spline collocation method for solving convection-diffusion equation with Dirichlet’s type boundary conditions. The method is based on the Crank-Nicolson formulation for time integration and exponential B-spline functions for space integration. Using the Von Neumann method, the proposed method is shown to be unconditionally stable. Numerical experiments have been conducted to demonstrate the accuracy of the current algorithm with relatively minimal computational effort. The results showed that use of the present approach in the simulation is very applicable for the solution of convection-diffusion equation. The current results are also seen to be more accurate than some results given in the literature. The proposed algorithm is seen to be very good alternatives to existing approaches for such physical applications.

Numerical Analysis of Linear and Nonlinear Time-Fractional Subdiffusion Equations

In this paper,a new type of the discrete fractional Gronwall inequality is developed,which is applied to analyze the stability and convergence of a Galerkin spectral method for a linear time-fractional subdifiFusion equation.Based on the temporal-spatial error splitting argument technique,the discrete fractional Gronwall inequality is also applied to prove the unconditional convergence of a semi-implicit Galerkin spectral method for a nonlinear time-fractional subdififusion equation.

A Spectral Method for Convection-Diffusion Equations

In the practical problems such as nuclear waste pollution and seawater intrusion etc., many problems are reduced to solving the convection-diffusion equation, so the research of convection-diffusion equation is of great value. In this work, a spectral method is presented for solving one and two dimensional convection-diffusion equation with source term. The finite difference method is also used to solve the convection diffusion equation. The numerical experiments show that the spectral method is more efficient than other methods for solving the convection-diffusion equation.

Comparison of Fixed Point Methods and Krylov Subspace Methods Solving Convection-Diffusion Equations

The paper first introduces two-dimensional convection-diffusion equation with boundary value condition, later uses the finite difference method to discretize the equation and analyzes positive definite, diagonally dominant and symmetric properties of the discretization matrix. Finally, the paper uses fixed point methods and Krylov subspace methods to solve the linear system and compare the convergence speed of these two methods.

On Time Fractional Partial Differential Equations and Their Solution by Certain Formable Transform Decomposition Method

This paper aims to investigate a new efficient method for solving time fractional partial differential equations.In this orientation,a reliable formable transform decomposition method has been designed and developed,which is a novel combination of the formable integral transform and the decomposition method.Basically,certain accurate solutions for time-fractional partial differential equations have been presented.Themethod under concern demandsmore simple calculations and fewer efforts compared to the existingmethods.Besides,the posed formable transformdecompositionmethod has been utilized to yield a series solution for given fractional partial differential equations.Moreover,several interesting formulas relevant to the formable integral transform are applied to fractional operators which are performed as an excellent application to the existing theory.Furthermore,the formable transform decomposition method has been employed for finding a series solution to a time-fractional Klein-Gordon equation.Over and above,some numerical simulations are also provided to ensure reliability and accuracy of the new approach.

An efficient cubic trigonometric B-spline collocation scheme for the time-fractional telegraph equation

In this paper,a proficient numerical technique for the time-fractional telegraph equation(TFTE)is proposed.The chief aim of this paper is to utilize a relatively new type of B-spline called the cubic trigonometric B-spline for the proposed scheme.This technique is based on finite difference formulation for the Caputo time-fractional derivative and cubic trigonometric B-splines based technique for the derivatives in space.A stability analysis of the scheme is presented to confirm that the errors do not amplify.A convergence analysis is also presented.Computational experiments are carried out in addition to verify the theoretical analysis.Numerical results are contrasted with a few present techniques and it is concluded that the presented scheme is progressively right and more compelling.

Fractional Difference Approximations for Time-Fractional Telegraph Equation

In this paper, we approximate the solution to time-fractional telegraph equation by two kinds of difference methods: the Grünwald formula and Caputo fractional difference.

New Exact Traveling Wave Solutions of (2 + 1)-Dimensional Time-Fractional Zoomeron Equation

In this paper, the new mapping approach and the new extended auxiliary equation approach were used to investigate the exact traveling wave solutions of (2 + 1)-dimensional time-fractional Zoomeron equation with the conformable fractional derivative. As a result, the singular soliton solutions, kink and anti-kink soliton solutions, periodic function soliton solutions, Jacobi elliptic function solutions and hyperbolic function solutions of (2 + 1)-dimensional time-fractional Zoomeron equation were obtained. Finally, the 3D and 2D graphs of some solutions were drawn by setting the suitable values of parameters with Maple, and analyze the dynamic behaviors of the solutions.

HIGH-ORDER NUMERICAL METHOD FOR SOLVING A SPACE DISTRIBUTED-ORDER TIME-FRACTIONAL DIFFUSION EQUATION

This article proposes a high-order numerical method for a space distributed-order time-fractional diffusion equation.First,we use the mid-point quadrature rule to transform the space distributed-order term into multi-term fractional derivatives.Second,based on the piecewise-quadratic polynomials,we construct the nodal basis functions,and then discretize the multi-term fractional equation by the finite volume method.For the time-fractional derivative,the finite difference method is used.Finally,the iterative scheme is proved to be unconditionally stable and convergent with the accuracy O(σ^(2)+τ^(2-β)+h^(3)),whereτand h are the time step size and the space step size,respectively.A numerical example is presented to verify the effectiveness of the proposed method.

A Comparative Numerical Study of Parabolic Partial Integro-Differential Equation Arising from Convection-Diffusion

This article studies the development of two numerical techniques for solving convection-diffusion type partial integro-differential equation(PIDE)with a weakly singular kernel.Cubic trigonometric B-spline(CTBS)functions are used for interpolation in both methods.The first method is CTBS based collocation method which reduces the PIDE to an algebraic tridiagonal system of linear equations.The other method is CTBS based differential quadrature method which converts the PIDE to a system of ODEs by computing spatial derivatives as weighted sum of function values.An efficient tridiagonal solver is used for the solution of the linear system obtained in the first method as well as for determination of weighting coefficients in the second method.An explicit scheme is employed as time integrator to solve the system of ODEs obtained in the second method.The methods are tested with three nonhomogeneous problems for their validation.Stability,computational efficiency and numerical convergence of the methods are analyzed.Comparison of errors in approximations produced by the present methods versus different values of discretization parameters and convection-diffusion coefficients are made.Convection and diffusion dominant cases are discussed in terms of Peclet number.The results are also compared with cubic B-spline collocation method.

TWO REGULARIZATION METHODS FOR IDENTIFYING THE SOURCE TERM PROBLEM ON THE TIME-FRACTIONAL DIFFUSION EQUATION WITH A HYPER-BESSEL OPERATOR

In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional stability.Then,we give the optimal error bound for this inverse problem.Next,we use the fractional Tikhonov regularization method and the fractional Landweber iterative regularization method to restore the stability of the ill-posed problem,and give corresponding error estimates under different regularization parameter selection rules.Finally,we verify the effectiveness of the method through numerical examples.

Applications of （G1/G2）-expanslon Method in Solving Nonlinear Fractional Differential Equations

In the current paper, based on fractional complex transformation, the GG2-expansion method which is used to solve differential equations of integer order is developed for finding exact solutions of nonlinear fractional differential equations with Jumarie's modified Riemann-Liouville derivative. And then, time-fractional Burgers equation and space-fractional coupled Konopelchenko-Dubrovsky equations are provided to show that this method is effective in solving nonlinear fractional differential equations.

A Decreasing Upper Bound of the Energy for Time-Fractional Phase-Field Equations

In this article,we study the energy dissipation property of time-fractional Allen–Cahn equation.On the continuous level,we propose an upper bound of energy that decreases with respect to time and coincides with the original energy at t=0 and as t tends to∞.This upper bound can also be viewed as a nonlocal-in-time modified energy which is the summation of the original energy and an accumulation term due to the memory effect of time-fractional derivative.In particular,the decrease of the modified energy indicates that the original energy indeed decays w.r.t.time in a small neighborhood at t=0.We illustrate the theory mainly with the time-fractional Allen-Cahn equation but it could also be applied to other time-fractional phase-field models such as the Cahn-Hilliard equation.On the discrete level,the decreasing upper bound of energy is useful for proving energy dissipation of numerical schemes.First-order L1 and second-order L2 schemes for the time-fractional Allen-Cahn equation have similar decreasing modified energies,so that stability can be established.Some numerical results are provided to illustrate the behavior of this modified energy and to verify our theoretical results.

ALIKHANOV LINEARIZED GALERKIN FINITE ELEMENT METHODS FOR NONLINEAR TIME-FRACTIONAL SCHRODINGER EQUATIONS

We present Alikhanov linearized Galerkin methods for solving the nonlinear time fractional Schrödinger equations.Unconditionally optimal estimates of the fully-discrete scheme are obtained by using the fractional time-spatial splitting argument.The convergence results indicate that the error estimates hold without any spatial-temporal stepsize restrictions.Numerical experiments are done to verify the theoretical results.

Time-fractional Davey–Stewartson equation:Lie point symmetries,similarity reductions,conservation laws and traveling wave solutions

As a celebrated nonlinear water wave equation,the Davey–Stewartson equation is widely studied by researchers,especially in the field of mathematical physics.On the basis of the Riemann–Liouville fractional derivative,the time-fractional Davey–Stewartson equation is investigated in this paper.By application of the Lie symmetry analysis approach,the Lie point symmetries and symmetry groups are obtained.At the same time,the similarity reductions are derived.Furthermore,the equation is converted to a system of fractional partial differential equations and a system of fractional ordinary differential equations in the sense of Riemann–Liouville fractional derivative.By virtue of the symmetry corresponding to the scalar transformation,the equation is converted to a system of fractional ordinary differential equations in the sense of Erdélyi–Kober fractional integro-differential operators.By using Noether’s theorem and Ibragimov’s new conservation theorem,the conserved vectors and the conservation laws are derived.Finally,the traveling wave solutions are achieved and plotted.