3 results for “perturbed equation”

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Research ArticleOpen accessIn the keywordsNumerical Solution of Fourth Order Linear Ordinary Differential Equations by Cubic Spline Collocation Tau MethodO.A. Taiwo, O.M. OgunlaranProblem Statement: Many boundary value problems that arise in real life situations defy analytical solution; hence numerical techniques are desirable to find the solution of such equations. New numerical methods which are comparatively better than the existing ones in terms of efficiency, accuracy, stability, convergence and computational cost are always needed. Approach: In this study, we developed and applied three … …Journal of Mathematics and Statistics, Vol. 4, Issue 4 · 31 Dec 2008 · 6,985 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA New Perturbative Approach in Nonlinear Singularity AnalysisTat-Leung YeeProblem statement: The study is devoted to the “mirror” method which enables one to study the integrability of nonlinear differential equations. Approach: A perturbative extension of the mirror method is introduced. Results: The mirror system and its first perturbation are then utilized to gain insights into certain nonlinear equations possessing negative Fuchs indices, which were poorly understood in the literatures. … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 29 Jul 2011 · 7,331 accessesView PDF Cite

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 PDF Cite