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120 articles for “Differential Equations”
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Research ArticleOpen accessIn the abstractNumerical Solution for 2D European Option Pricing Using Quarter-Sweep Modified Gauss-Seidel MethodKoh Wei Sin, Jumat Sulaiman, Rasid MailProblem statement: This study presents the numerical solution of two-dimensional European option pricing problem based on Quarter-Sweep Modified Gauss-Seidel (QSMGS) iterative method. In fact, the pricing of European option with two-underlying assets can be governed by two-dimensional Black-Scholes Partial Differential Equation (PDE). Approach: The PDE needs to be discretized by using full-, half- and quarter-sweep second-order Crank-Nicolson schemes to generate … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 8 Feb 2012 · 7,773 accessesView PDFCite
Research ArticleOpen accessIn the abstractTransient MHD Mixed Double Diffusive Convection Along a Vertical Plate Embedded in a Non-Darcy Porous Medium with Suction or InjectionKhaled K. JaberProblem statement: Transient non-Darcy mixed double convection from a semi-infinite, isothermal vertical plate embedded in a homogeneous porous medium, in the presence of surface suction or injection had been numerically investigated. Approach: Forchheimer extension was considered in the flow equations. Appropriate transformations were employed to transform the derived partial differential equations governing the problem under consideration on the assumption of … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 10 Dec 2011 · 7,121 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn the Closed Form Solutions of Linear and Nonlinear Cauchy Reaction-Diffusion Equations Using the Hybrid of Fourier Transform and Variational Iteration MethodS.S. Nourazar, A. Nazari-Golshan, M. NourazarProblem statement: In the present study, a hybrid of Fourier transform and Variational Iteration Method (FTVIM) is developed for solving the non-homogeneous linear and nonlinear partial differential equations of Cauchy reaction-diffusion problem. Approach: The closed form solutions obtained from the series solution of recursive sequences is valid for the entire range of problem domain. Results and Conclusion: Moreover, the very … …Physics International, Vol. 2, Issue 1 · 26 Oct 2011 · 8,195 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,964 accessesView PDFCite
Research ArticleOpen accessIn the abstractViscous Dissipation Effect on Steady free Convection and Mass Transfer Flow past a Semi-Infinite Flat PlatePalanisamy Geetha, Muthamperumal Bhavathikannu Krishna MoorthyProblem statement: A steady two-dimensional free convection and mass transfer flow past a continuously moving semi-infinite flat plate is studied theoretically, by taking into account the viscous dissipation effect. Approach: The governing equations are transformed into a set of simultaneous ordinary differential equation by using suitable similarity transformations. The coupled differential equations are integrated using the Runge-Kutta Gill method together … …Journal of Computer Science, Vol. 7, Issue 7 · 30 Jun 2011 · 6,503 accessesView PDFCite
Research ArticleOpen accessIn the abstractVariable Viscosity, Chemical Reaction and Thermal Stratification Effects on Mixed Convection Heat and Mass Transfer along a Semi-Infinite Vertical PlateP. Geetha, M.B.K. MoorthyProblem statement: In this research the researchers studied and made an analysis to the heat and mass transfer characteristics in a viscous fluid over a semi-infinite vertical porous plate by taking into account the variable viscosity, chemical reaction and thermal stratification effects. Approach: The governing partial differential equations were transformed into a set of coupled non-linear ordinary differential equations, which … …American Journal of Applied Sciences, Vol. 8, Issue 6 · 13 Jun 2011 · 6,848 accessesView PDFCite
Research ArticleOpen accessIn the abstractHeat-Modeling of Microwave Assisted Epoxidation of Palm Acid OilN. Saifuddin, L. Wei Zhan, K. Xin NingProblem statement: While microwave chemistry could well be the most convenient, rapid and energy-saving way to initiate a chemical reaction, the issues of thermal versus microwave specific effect remain unaddressed. Approach: A three-dimensional Finite Element Model (FEM) was developed to predict temperature profile during the enzymatic epoxidation of palm acid oil using microwave heating. Three-dimensional partial differential equations are formulated … …American Journal of Applied Sciences, Vol. 8, Issue 3 · 25 Mar 2011 · 7,676 accessesView PDFCite
Research ArticleOpen accessIn the abstractFractional Quantum Field Theory on Multifractals SetsEl-Nabulsi Ahmad RamiProblem statement: This study is a contribution to the general program of describing complex dynamical systems using the tool of fractional calculus of variations. Approach: Following our previous work, fractional quantum field theory based on the fractional actionlike variational approach supported by Saxena-Kumbhat fractional integrals functionals, fractional derivative of order (α, β) and dynamical fractional exponent on multi-fractal sets is … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 15 Mar 2011 · 7,343 accessesView PDFCite
Research ArticleOpen accessIn the abstractNew Family of Exact Soliton Solutions for the Nonlinear Three-Wave Interaction EquationsSahar M. Alqaraleh, Adeeb G. TalafhaProblem statement: To obtain new exact traveling wave soliton solutions for the threewave interaction equation in a dispersive medium and a non zero phase mismatch. Approach: The tanh method is usually used to find a traveling wave analytic soliton solutions for one nonlinear wave and evolution partial differential equation. Here, we generalize this method to solve a system of nonlinear … …Journal of Mathematics and Statistics, Vol. 7, Issue 1 · 31 Jan 2011 · 7,426 accessesView PDFCite
Research ArticleOpen accessIn the abstractRoughness Effect on an Unsteady Flow in Pipelines by Profilometry and Imaging TechniquesMabrouk Benkhedimallah, Rabah Zegadi, Mohamed BouafiaProblem statement: Currently the aero dynamical calculation in gas pipes is carried out under the assumption of steady state conditions. However real steady in a network is scarcely quasisteady. Approach: The unsteady state is governed by non-linear partial differential equations leading to mathematical difficulties. And there are fore gas pipe dimensions are computed at steady state under extreme conditions. Results: … …American Journal of Engineering and Applied Sciences, Vol. 4, Issue 1 · 29 Jan 2011 · 8,152 accessesView PDFCite