Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of Europ...Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.展开更多
In this article, a modified version of the Differential Transform Method (DTM) is employed to examine soliton pulse propagation in a weakly non-local parabolic law medium and wave propagation in optical fibers. This s...In this article, a modified version of the Differential Transform Method (DTM) is employed to examine soliton pulse propagation in a weakly non-local parabolic law medium and wave propagation in optical fibers. This semi-analytic method has the advantage of overcoming the obstacle of the hardest nonlinear terms and is used to explain the origin of the bright and dark soliton solutions through the Schrödinger equation in its non-local form and the Radhakrishnan-Kundu-Laksmannan (RKL) equation. Numerical examples demonstrate the effectiveness of this method.展开更多
We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on t...We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on the Laplace trans- form with the homotopy analysis method （HAM）. This method is a powerful tool for solving a large amount of problems. This technique provides a series of functions which may converge to the exact solution of the problem. A good agreement between the obtained solution and some well-known results is obtained.展开更多
In this paper, the genera]ised two-dimensiona] differentia] transform method （DTM） of solving the time-fractiona] coupled KdV equations is proposed. The fractional derivative is described in the Caputo sense. The pr...In this paper, the genera]ised two-dimensiona] differentia] transform method （DTM） of solving the time-fractiona] coupled KdV equations is proposed. The fractional derivative is described in the Caputo sense. The presented method is a numerical method based on the generalised Taylor series expansion which constructs an analytical solution in the form of a polynomial. An illustrative example shows that the genera]ised two-dimensional DTM is effective for the coupled equations.展开更多
In this paper, we made a new breakthrough, which proposes a new recursion–transform（RT） method with potential parameters to evaluate the nodal potential in arbitrary resistor networks. For the first time, we found ...In this paper, we made a new breakthrough, which proposes a new recursion–transform（RT） method with potential parameters to evaluate the nodal potential in arbitrary resistor networks. For the first time, we found the exact potential formulae of arbitrary m × n cobweb and fan networks by the RT method, and the potential formulae of infinite and semi-infinite networks are derived. As applications, a series of interesting corollaries of potential formulae are given by using the general formula, the equivalent resistance formula is deduced by using the potential formula, and we find a new trigonometric identity by comparing two equivalence results with different forms.展开更多
In this paper a new method for solving Goursat problem is introduced using Reduced Differential Transform Method (RDTM). The approximate analytical solution of the problem is calculated in the form of series with easi...In this paper a new method for solving Goursat problem is introduced using Reduced Differential Transform Method (RDTM). The approximate analytical solution of the problem is calculated in the form of series with easily computable components. The comparison of the methodology presented in this paper with some other well known techniques demonstrates the effectiveness and power of the newly proposed methodology.展开更多
An approximate solution to Richards＇ equation is presented, mathematically describing a sort of unsaturated single phase fluid flow in porous media. The approach is a differential transform method （DTM） with interm...An approximate solution to Richards＇ equation is presented, mathematically describing a sort of unsaturated single phase fluid flow in porous media. The approach is a differential transform method （DTM） with intermediate variables. Two examples are given to demonstrate the accuracy of the presented solution.展开更多
An enhanced differential transform method （EDTM）, which introduces the Pad@ technique into the standard differential transform method （DTM）, is proposed. The enhanced method is applied to the analytic treatment of...An enhanced differential transform method （EDTM）, which introduces the Pad@ technique into the standard differential transform method （DTM）, is proposed. The enhanced method is applied to the analytic treatment of the shock wave. It accelerates the convergence of the series solution and provides an exact Dower series solution.展开更多
Current research is about the injection of a viscous fluid in the presence of a transverse uniform magnetic field to reduce the sliding drag.There is a slip-on both the slider and the ground in the two cases,for examp...Current research is about the injection of a viscous fluid in the presence of a transverse uniform magnetic field to reduce the sliding drag.There is a slip-on both the slider and the ground in the two cases,for example,a long porous slider and a circular porous slider.By utilizing similarity transformation Navier-Stokes equations are converted into coupled equations which are tackled by Integral Transform Method.Solutions are obtained for different values of Reynolds numbers,velocity slip,and magnetic field.We found that surface slip and Reynolds number has a substantial influence on the lift and drag of long and circular sliders,whereas the magnetic effect is also noticeable.展开更多
By constructing the iterative formula with a so-called convergence-control parameter, the generalized two-dimensional differential transform method is improved. With the enhanced technique, the nonlinear fractional Ko...By constructing the iterative formula with a so-called convergence-control parameter, the generalized two-dimensional differential transform method is improved. With the enhanced technique, the nonlinear fractional Kolmogorov-Petrovskii-Piskunov equations are dealt analytically and approximate solutions are derived. The results show that the employed approach is a promising tool for solving many nonlinear fractional partial differential equations. The algorithm described in this work is expected to be employed to solve more problems in fractional calculus.展开更多
In this paper,we study the high-order nonlinear Schrodinger equation with periodic initial conditions via the unified transform method extended by Fokas and Lenells.For the high-order nonlinear Schrodinger equation,th...In this paper,we study the high-order nonlinear Schrodinger equation with periodic initial conditions via the unified transform method extended by Fokas and Lenells.For the high-order nonlinear Schrodinger equation,the initial value problem on the circle can be expressed in terms of the solution of a Riemann–Hilbert problem.The related jump matrix can be explicitly expressed based on the initial data alone.Furthermore,we present the explicit solution,which corresponds to a one-gap solution.展开更多
In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.T...In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.The reduced differential transforms method(RDTM)is one of the interesting methods for finding the approximate solutions for nonlinear problems.We apply the RDTM to discuss the analytic approximate solutions to the SI1I2R model for the spread of virus HCV-subtype and SIR childhood disease model.We discuss the numerical results at some special values of parameters in the approximate solutions.We use the computer software package such as Mathematical to find more iteration when calculating the approximate solutions.Graphical results and discussed quantitatively are presented to illustrate behavior of the obtained approximate solutions.展开更多
In this study, a reliable algorithm to develop approximate solutions for the problem of fluid flow over a stretching or shrinking sheet is proposed. It is depicted that the differential transform method (DTM) solution...In this study, a reliable algorithm to develop approximate solutions for the problem of fluid flow over a stretching or shrinking sheet is proposed. It is depicted that the differential transform method (DTM) solutions are only valid for small values of the independent variable. The DTM solutions diverge for some differential equations that extremely have nonlinear behaviors or have boundary-conditions at infinity. For this reason the governing boundary-layer equations are solved by the Multi-step Differential Transform Method (MDTM). The main advantage of this method is that it can be applied directly to nonlinear differential equations without requiring linearization, discretization, or perturbation. It is a semi analytical-numerical technique that formulizes Taylor series in a very different manner. By applying the MDTM the interval of convergence for the series solution is increased. The MDTM is treated as an algorithm in a sequence of intervals for finding accurate approximate solutions for systems of differential equations. It is predicted that the MDTM can be applied to a wide range of engineering applications.展开更多
In this work, approximate analytical solutions to the lid-driven square cavity flow problem, which satisfied two-dimensional unsteady incompressible Navier-Stokes equations, are presented using the kinetically reduced...In this work, approximate analytical solutions to the lid-driven square cavity flow problem, which satisfied two-dimensional unsteady incompressible Navier-Stokes equations, are presented using the kinetically reduced local Navier-Stokes equations. Reduced differential transform method and perturbation-iteration algorithm are applied to solve this problem. The convergence analysis was discussed for both methods. The numerical results of both methods are given at some Reynolds numbers and low Mach numbers, and compared with results of earlier studies in the review of the literatures. These two methods are easy and fast to implement, and the results are close to each other and other numerical results, so it can be said that these methods are useful in finding approximate analytical solutions to the unsteady incompressible flow problems at low Mach numbers.展开更多
Pressure activity data as an important index of gastrointestinal （GI） motility can be obtained from the wireless radiotelemetry capsule. The Hilbert-Huang transform （HHT） method, which is more effective to process...Pressure activity data as an important index of gastrointestinal （GI） motility can be obtained from the wireless radiotelemetry capsule. The Hilbert-Huang transform （HHT） method, which is more effective to process non-stationary signal, is proposed to identify the characteristics of GI motility. We decompose the pressure activity data into intrinsic mode functions （IMFs）, calculate the Hi/bert marginal spectrum and attain the peristalsis characteristics of GI tract. The IMFs represent the peristalses modes of GI tract activity embedded in the pressure data. The time-varying characteristic of the method suggests that the HHT is suitable to accommodate other non-stationary biomedical data analysis.展开更多
In this paper, Differential Transform Method (DTM) is proposed for the closed form solution of linear and non-linear stiff systems. First, we apply DTM to find the series solution which can be easily converted into ex...In this paper, Differential Transform Method (DTM) is proposed for the closed form solution of linear and non-linear stiff systems. First, we apply DTM to find the series solution which can be easily converted into exact solution. The method is described and illustrated with different examples and figures are plotted accordingly. The obtained result confirm that DTM is very easy, effective and convenient.展开更多
In this paper, a new Fourier-differential transform method (FDTM) based on differential transformation method (DTM) is proposed. The method can effectively and quickly solve linear and nonlinear partial differential e...In this paper, a new Fourier-differential transform method (FDTM) based on differential transformation method (DTM) is proposed. The method can effectively and quickly solve linear and nonlinear partial differential equations with initial boundary value (IBVP). According to boundary condition, the initial condition is expanded into a Fourier series. After that, the IBVP is transformed to an iterative relation in K-domain. The series solution or exact solution can be obtained. The rationality and practicability of the algorithm FDTM are verified by comparisons of the results obtained by FDTM and the existing analytical solutions.展开更多
This paper extends the homotopy perturbation Sumudu transform method (HPSTM) to solve linear and nonlinear fractional Klein-Gordon equations. To illustrate the reliability of the method, some examples are presented. T...This paper extends the homotopy perturbation Sumudu transform method (HPSTM) to solve linear and nonlinear fractional Klein-Gordon equations. To illustrate the reliability of the method, some examples are presented. The convergence of the HPSTM solutions to the exact solutions is shown. As a novel application of homotopy perturbation sumudu transform method, the presented work showed some essential difference with existing similar application four classical examples also highlighted the significance of this work.展开更多
This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we success...This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we successfully apply DTM to find the analytic solution to some DDEs, including a neural delay differential equation. The results confirm the feasibility and efficiency of DTM.展开更多
文摘Black-Scholes Model (B-SM) simulates the dynamics of financial market and contains instruments such as options and puts which are major indices requiring solution. B-SM is known to estimate the correct prices of European Stock options and establish the theoretical foundation for Option pricing. Therefore, this paper evaluates the Black-Schole model in simulating the European call in a cash flow in the dependent drift and focuses on obtaining analytic and then approximate solution for the model. The work also examines Fokker Planck Equation (FPE) and extracts the link between FPE and B-SM for non equilibrium systems. The B-SM is then solved via the Elzaki transform method (ETM). The computational procedures were obtained using MAPLE 18 with the solution provided in the form of convergent series.
文摘In this article, a modified version of the Differential Transform Method (DTM) is employed to examine soliton pulse propagation in a weakly non-local parabolic law medium and wave propagation in optical fibers. This semi-analytic method has the advantage of overcoming the obstacle of the hardest nonlinear terms and is used to explain the origin of the bright and dark soliton solutions through the Schrödinger equation in its non-local form and the Radhakrishnan-Kundu-Laksmannan (RKL) equation. Numerical examples demonstrate the effectiveness of this method.
文摘We present a new reliable analytical study for solving the discontinued problems arising in nanotechnology. Such problems are presented as nonlinear differential-difference equations. The proposed method is based on the Laplace trans- form with the homotopy analysis method （HAM）. This method is a powerful tool for solving a large amount of problems. This technique provides a series of functions which may converge to the exact solution of the problem. A good agreement between the obtained solution and some well-known results is obtained.
基金Project supported by the Natural Science Foundation of Inner Mongolia of China (Grant No. 20080404MS0104)the Young Scientists Fund of Inner Mongolia University of China (Grant No. ND0811)
文摘In this paper, the genera]ised two-dimensiona] differentia] transform method （DTM） of solving the time-fractiona] coupled KdV equations is proposed. The fractional derivative is described in the Caputo sense. The presented method is a numerical method based on the generalised Taylor series expansion which constructs an analytical solution in the form of a polynomial. An illustrative example shows that the genera]ised two-dimensional DTM is effective for the coupled equations.
基金Project supported by the Natural Science Foundation of Jiangsu Province,China(Grant No.BK20161278)
文摘In this paper, we made a new breakthrough, which proposes a new recursion–transform（RT） method with potential parameters to evaluate the nodal potential in arbitrary resistor networks. For the first time, we found the exact potential formulae of arbitrary m × n cobweb and fan networks by the RT method, and the potential formulae of infinite and semi-infinite networks are derived. As applications, a series of interesting corollaries of potential formulae are given by using the general formula, the equivalent resistance formula is deduced by using the potential formula, and we find a new trigonometric identity by comparing two equivalence results with different forms.
文摘In this paper a new method for solving Goursat problem is introduced using Reduced Differential Transform Method (RDTM). The approximate analytical solution of the problem is calculated in the form of series with easily computable components. The comparison of the methodology presented in this paper with some other well known techniques demonstrates the effectiveness and power of the newly proposed methodology.
基金Project supported by the National Basic Research Program of China(973 Program)(No.2011CB013800)
文摘An approximate solution to Richards＇ equation is presented, mathematically describing a sort of unsaturated single phase fluid flow in porous media. The approach is a differential transform method （DTM） with intermediate variables. Two examples are given to demonstrate the accuracy of the presented solution.
基金Project supported by the National Natural Science Foundation of China(Nos.50909017,51109031, 50921001,11072053,and 51009022)the Doctoral Foundation of Ministry of Education of China(No.20100041120037)+1 种基金the Fundamental Research Funds for the Central Universities (Nos.DUT12LK52 and DUT12LK34)the Major State Basic Research Development Program of China(973 Program)(Nos.2010CB832704 and 2013CB036101)
文摘An enhanced differential transform method （EDTM）, which introduces the Pad@ technique into the standard differential transform method （DTM）, is proposed. The enhanced method is applied to the analytic treatment of the shock wave. It accelerates the convergence of the series solution and provides an exact Dower series solution.
文摘Current research is about the injection of a viscous fluid in the presence of a transverse uniform magnetic field to reduce the sliding drag.There is a slip-on both the slider and the ground in the two cases,for example,a long porous slider and a circular porous slider.By utilizing similarity transformation Navier-Stokes equations are converted into coupled equations which are tackled by Integral Transform Method.Solutions are obtained for different values of Reynolds numbers,velocity slip,and magnetic field.We found that surface slip and Reynolds number has a substantial influence on the lift and drag of long and circular sliders,whereas the magnetic effect is also noticeable.
基金Supported by National Natural Science Foundation of China under Grant No.71171035
文摘By constructing the iterative formula with a so-called convergence-control parameter, the generalized two-dimensional differential transform method is improved. With the enhanced technique, the nonlinear fractional Kolmogorov-Petrovskii-Piskunov equations are dealt analytically and approximate solutions are derived. The results show that the employed approach is a promising tool for solving many nonlinear fractional partial differential equations. The algorithm described in this work is expected to be employed to solve more problems in fractional calculus.
基金funded by National Natural Science Foundation of China(No.11471215)。
文摘In this paper,we study the high-order nonlinear Schrodinger equation with periodic initial conditions via the unified transform method extended by Fokas and Lenells.For the high-order nonlinear Schrodinger equation,the initial value problem on the circle can be expressed in terms of the solution of a Riemann–Hilbert problem.The related jump matrix can be explicitly expressed based on the initial data alone.Furthermore,we present the explicit solution,which corresponds to a one-gap solution.
文摘In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.The reduced differential transforms method(RDTM)is one of the interesting methods for finding the approximate solutions for nonlinear problems.We apply the RDTM to discuss the analytic approximate solutions to the SI1I2R model for the spread of virus HCV-subtype and SIR childhood disease model.We discuss the numerical results at some special values of parameters in the approximate solutions.We use the computer software package such as Mathematical to find more iteration when calculating the approximate solutions.Graphical results and discussed quantitatively are presented to illustrate behavior of the obtained approximate solutions.
文摘In this study, a reliable algorithm to develop approximate solutions for the problem of fluid flow over a stretching or shrinking sheet is proposed. It is depicted that the differential transform method (DTM) solutions are only valid for small values of the independent variable. The DTM solutions diverge for some differential equations that extremely have nonlinear behaviors or have boundary-conditions at infinity. For this reason the governing boundary-layer equations are solved by the Multi-step Differential Transform Method (MDTM). The main advantage of this method is that it can be applied directly to nonlinear differential equations without requiring linearization, discretization, or perturbation. It is a semi analytical-numerical technique that formulizes Taylor series in a very different manner. By applying the MDTM the interval of convergence for the series solution is increased. The MDTM is treated as an algorithm in a sequence of intervals for finding accurate approximate solutions for systems of differential equations. It is predicted that the MDTM can be applied to a wide range of engineering applications.
文摘In this work, approximate analytical solutions to the lid-driven square cavity flow problem, which satisfied two-dimensional unsteady incompressible Navier-Stokes equations, are presented using the kinetically reduced local Navier-Stokes equations. Reduced differential transform method and perturbation-iteration algorithm are applied to solve this problem. The convergence analysis was discussed for both methods. The numerical results of both methods are given at some Reynolds numbers and low Mach numbers, and compared with results of earlier studies in the review of the literatures. These two methods are easy and fast to implement, and the results are close to each other and other numerical results, so it can be said that these methods are useful in finding approximate analytical solutions to the unsteady incompressible flow problems at low Mach numbers.
基金the National High.Technology Research and Development Programme of China(2004AA404013)
文摘Pressure activity data as an important index of gastrointestinal （GI） motility can be obtained from the wireless radiotelemetry capsule. The Hilbert-Huang transform （HHT） method, which is more effective to process non-stationary signal, is proposed to identify the characteristics of GI motility. We decompose the pressure activity data into intrinsic mode functions （IMFs）, calculate the Hi/bert marginal spectrum and attain the peristalsis characteristics of GI tract. The IMFs represent the peristalses modes of GI tract activity embedded in the pressure data. The time-varying characteristic of the method suggests that the HHT is suitable to accommodate other non-stationary biomedical data analysis.
文摘In this paper, Differential Transform Method (DTM) is proposed for the closed form solution of linear and non-linear stiff systems. First, we apply DTM to find the series solution which can be easily converted into exact solution. The method is described and illustrated with different examples and figures are plotted accordingly. The obtained result confirm that DTM is very easy, effective and convenient.
文摘In this paper, a new Fourier-differential transform method (FDTM) based on differential transformation method (DTM) is proposed. The method can effectively and quickly solve linear and nonlinear partial differential equations with initial boundary value (IBVP). According to boundary condition, the initial condition is expanded into a Fourier series. After that, the IBVP is transformed to an iterative relation in K-domain. The series solution or exact solution can be obtained. The rationality and practicability of the algorithm FDTM are verified by comparisons of the results obtained by FDTM and the existing analytical solutions.
文摘This paper extends the homotopy perturbation Sumudu transform method (HPSTM) to solve linear and nonlinear fractional Klein-Gordon equations. To illustrate the reliability of the method, some examples are presented. The convergence of the HPSTM solutions to the exact solutions is shown. As a novel application of homotopy perturbation sumudu transform method, the presented work showed some essential difference with existing similar application four classical examples also highlighted the significance of this work.
文摘This paper concentrates on the differential transform method (DTM) to solve some delay differential equations (DDEs). Based on the method of steps for DDEs and using the computer algebra system Mathematica, we successfully apply DTM to find the analytic solution to some DDEs, including a neural delay differential equation. The results confirm the feasibility and efficiency of DTM.
