Computational Methods for Differential Equations
Volume:2 Issue: 1, Winter 2014

In this paper, a new identification of the Lagrange multipliers by means of the Sumudu transform, is employed to  btain a quick and accurate solution to the fractional Black-Scholes equation with the initial condition for a European option pricing problem. Undoubtedly this model is the most well known model for pricing financial derivatives. The fractional derivatives is described in Caputo sense. This method finds the analytical solution without any discretization or additive assumption. The analytical method has been applied in the form of convergent power series with easily computable components. Some illustrative examples are presented to explain the efficiency and simplicity of the proposed method.

This paper reflects the implementation of a reliable technique which is called left(frac{G'}{G}right)-expansion  ethod for  constructing exact travelling wave solutions of nonlinear partial  differential equations. The proposed algorithm has been successfully tested on two two selected equations, the balance numbers of which are not positive integers namely Kundu-Eckhaus equation and  Derivative nonlinear Schr"{o}dinger’s equation. This method is a powerful tool for searching exact travelling solutions in closed form.

In this paper we apply the Homotopy perturbation method to derive the higher-order asymptotic distribution of the eigenvalues and eigenfunctions associated with the linear real second order equation of Sturm-liouville type on [0,pi] with Neumann conditions (y'(0)=y'(pi)=0) where q is a real-valued Sign-indefinite number of C^{1}[0,pi] and lambda is a real parameter.

In this paper, Exp-function and (G′/G)expansion methods are presented to derive traveling wave solutions for a class of nonlinear space-time fractional differential equations. As a results, some new exact traveling wave solutions are obtained.

We introduce and discuss the Homotopy perturbation method, the Adomian decomposition method and the variational iteration method for solving the stefan problem with kinetics. Then, we give an example of the stefan problem with  kinetics and solve it by these methods.

In this present work, the Kudryashov method and the functional variable method are used to construct exact solutions of the complex KdV equation. The Kudryashov method and the functional variable method are powerful methods for obtaining exact solutions of nonlinear evolution equations.

In this paper, inverse Laplace transform method is applied to analytical solution of the fractional Sturm-Liouville problems. The method introduces a powerful tool for solving the eigenvalues of the fractional Sturm-Liouville problems. The results  how that the simplicity and efficiency of this method.