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Application of cubic B-spline quasi-interpolation for solving timefractional partial differential equation | ||
| Computational Methods for Differential Equations | ||
| مقاله 12، دوره 8، شماره 4، بهمن 2020، صفحه 781-793 اصل مقاله (489.97 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2020.32932.1531 | ||
| نویسندگان | ||
| Hamideh Gafouri؛ Mojtaba Ranjbar* ؛ Ali Khani | ||
| Department of Applied Mathematics, Azarbaijan Shahid Madani University, Tabriz, Iran. | ||
| چکیده | ||
| The purpose of this paper is to present a numerical scheme for solving time-fractional partial differential equation based on cubic B-spline quasi-interpolation. For this purpose, first we will approximate the time-fractional derivative by Laplace transform method and then by using of cubic B-spline quasi-interpolation, the spatial derivatives are approximated. Moreover, the stability of this method is studied. Finally, European call and put options are priced and we will show that the results are good agreement with the other methods. The main advantage of the resulting scheme is that the algorithm is very simple, so it is very easy to implement. | ||
| کلیدواژهها | ||
| Time-fractional partial differential equation؛ Laplace transform؛ Quasi-interpolation؛ Fractional Black-Scholes equation | ||
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آمار تعداد مشاهده مقاله: 655 تعداد دریافت فایل اصل مقاله: 635 |
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