scholarly journals The numerical solutions of linear semidiscrete evolution problems on the half‐line using the Unified Transform Method

2021 ◽  
Author(s):  
Jorge Cisneros ◽  
Bernard Deconinck
Keyword(s):  
Numerical Solutions ◽  
Half Line ◽  
Transform Method ◽  
Evolution Problems ◽  
Unified Transform Method

scholarly journals The unified transform method for the Sasa–Satsuma equation on the half-line

2013 ◽  
Vol 469 (2159) ◽  
pp. 20130068 ◽  
Author(s):  
Jian Xu ◽  
Engui Fan
Keyword(s):  
Boundary Value ◽  
Initial Boundary ◽  
Half Line ◽  
Transform Method ◽  
Global Relation ◽  
Unified Transform Method ◽  
Initial Boundary Value ◽  
Dirichlet To Neumann Map

We implement the unified transform method to the initial-boundary value (IBV) problem of the Sasa–Satsuma equation on the half line. In addition to presenting the basic Riemann–Hilbert formalism, which linearizes this IBV problem, we also analyse the associated general Dirichlet to Neumann map using the so-called global relation.

scholarly journals The numerical unified transform method for the nonlinear Schrödinger equation on the half-line

2021 ◽  
Vol 477 (2256) ◽  
Author(s):  
Xin Yang ◽  
Bernard Deconinck ◽  
Thomas Trogdon
Keyword(s):  
Schrödinger Equation ◽  
Boundary Conditions ◽  
Nonlinear Schrödinger Equation ◽  
Schrodinger Equation ◽  
Computational Cost ◽  
Nonlinear Schrodinger Equation ◽  
Half Line ◽  
Transform Method ◽  
Nonlinear Schrödinger ◽  
Unified Transform Method

We implement the numerical unified transform method to solve the nonlinear Schrödinger equation on the half-line. For the so-called linearizable boundary conditions, the method solves the half-line problems with comparable complexity as the numerical inverse scattering transform solves whole-line problems. In particular, the method computes the solution at any x and t without spatial discretization or time stepping. Contour deformations based on the method of nonlinear steepest descent are used so that the method’s computational cost does not increase for large x , t and the method is more accurate as x , t increase. Our ideas also apply to some cases where the boundary conditions are not linearizable.

scholarly journals Linear evolution equations on the half-line with dynamic boundary conditions

2021 ◽  
pp. 1-33
Author(s):  
D. A. SMITH ◽  
W. Y. TOH
Keyword(s):  
Boundary Conditions ◽  
Heat Equation ◽  
Evolution Equations ◽  
Half Line ◽  
Robin Problem ◽  
Dynamic Boundary Conditions ◽  
Transform Method ◽  
Linear Evolution ◽  
Robin Condition ◽  
Linear Evolution Equations

The classical half-line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $$bq(0,t) + {q_x}(0,t) = 0$$ is replaced with a dynamic Robin condition; $$b = b(t)$$ is allowed to vary in time. Applications include convective heating by a corrosive liquid. We present a solution representation and justify its validity, via an extension of the Fokas transform method. We show how to reduce the problem to a variable coefficient fractional linear ordinary differential equation for the Dirichlet boundary value. We implement the fractional Frobenius method to solve this equation and justify that the error in the approximate solution of the original problem converges appropriately. We also demonstrate an argument for existence and unicity of solutions to the original dynamic Robin problem for the heat equation. Finally, we extend these results to linear evolution equations of arbitrary spatial order on the half-line, with arbitrary linear dynamic boundary conditions.

scholarly journals Aboodh Transform Iterative Method for Spatial Diffusion of a Biological Population with Fractional-Order

Mathematics ◽  
2021 ◽  
Vol 9 (2) ◽  
pp. 155
Author(s):  
Gbenga O. Ojo ◽  
Nazim I. Mahmudov
Keyword(s):  
Iterative Method ◽  
Fractional Order ◽  
Population Model ◽  
Numerical Solutions ◽  
Computational Effort ◽  
Spatial Diffusion ◽  
Transform Method ◽  
Biological Population ◽  
The Laplace Transform ◽  
New Iterative Method

In this paper, a new approximate analytical method is proposed for solving the fractional biological population model, the fractional derivative is described in the Caputo sense. This method is based upon the Aboodh transform method and the new iterative method, the Aboodh transform is a modification of the Laplace transform. Illustrative cases are considered and the comparison between exact solutions and numerical solutions are considered for different values of alpha. Furthermore, the surface plots are provided in order to understand the effect of the fractional order. The advantage of this method is that it is efficient, precise, and easy to implement with less computational effort.

scholarly journals Solving PDEs of fractional order using the unified transform method

2018 ◽  
Vol 339 ◽  
pp. 738-749 ◽  
Author(s):  
Arran Fernandez ◽  
Dumitru Baleanu ◽  
Athanassios S. Fokas
Keyword(s):  
Fractional Order ◽  
Transform Method ◽  
Unified Transform Method

VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY

2018 ◽  
Vol 33 (1) ◽  
pp. 81-104 ◽  
Author(s):  
Xingyu Han
Keyword(s):  
Stochastic Volatility ◽  
Numerical Solutions ◽  
Characteristic Functions ◽  
Transform Method ◽  
Put Options ◽  
Fourier Cosine ◽  
Jump Model ◽  
Double Exponential ◽  
Vulnerable Options ◽  
The Impact

In this paper, we extend the framework of Klein [15] [Journal of Banking & Finance 20: 1211–1229] to a general model under the double exponential jump model with stochastic volatility on the underlying asset and the assets of the counterparty. Firstly, we derive the closed-form characteristic functions for this dynamic. Using the Fourier-cosine expansion technique, we get numerical solutions for vulnerable European put options based on the characteristic functions. The inverse fast Fourier transform method provides a fast numerical algorithm for the twice-exercisable vulnerable Bermuda put options. By virtue of the modified Geske and Johnson method, we obtain an approximate pricing formula of vulnerable American put options. Numerical simulations are made for investigating the impact of stochastic volatility on vulnerable options.

scholarly journals A Note on Double Conformable Laplace Transform Method and Singular One Dimensional Conformable Pseudohyperbolic Equations

Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 949 ◽  
Author(s):  
Hassan Eltayeb ◽  
Said Mesloub ◽  
Yahya T. Abdalla ◽  
Adem Kılıçman
Keyword(s):  
Present Method ◽  
Decomposition Method ◽  
Numerical Solutions ◽  
High Accuracy ◽  
Laplace Transform Method ◽  
Transform Method ◽  
Numerical Examples ◽  
One Dimensional ◽  
Linear And Nonlinear ◽  
Laplace Decomposition Method

The purpose of this article is to obtain the exact and approximate numerical solutions of linear and nonlinear singular conformable pseudohyperbolic equations and conformable coupled pseudohyperbolic equations through the conformable double Laplace decomposition method. Further, the numerical examples were provided in order to demonstrate the efficiency, high accuracy, and the simplicity of present method.

scholarly journals Numerical Solutions of Fractional Fokker-Planck Equations Using Iterative Laplace Transform Method

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Limei Yan
Keyword(s):  
Laplace Transform ◽  
Numerical Solutions ◽  
Convergent Series ◽  
Space Time ◽  
Laplace Transform Method ◽  
Transform Method ◽  
Promising Tool ◽  
The Laplace Transform ◽  
Fokker Planck Equations ◽  
Fokker Planck

A relatively new iterative Laplace transform method, which combines two methods; the iterative method and the Laplace transform method, is applied to obtain the numerical solutions of fractional Fokker-Planck equations. The method gives numerical solutions in the form of convergent series with easily computable components, requiring no linearization or small perturbation. The numerical results show that the approach is easy to implement and straightforward when applied to space-time fractional Fokker-Planck equations. The method provides a promising tool for solving space-time fractional partial differential equations.

scholarly journals Analytical Solution of Two-Dimensional Sine-Gordon Equation

2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Alemayehu Tamirie Deresse ◽  
Yesuf Obsie Mussa ◽  
Ademe Kebede Gizaw
Keyword(s):  
Numerical Solutions ◽  
Initial Conditions ◽  
Nonlinear Partial Differential Equations ◽  
Test Problems ◽  
Two Dimensional ◽  
Sine Gordon Equation ◽  
Science And Engineering ◽  
Transform Method ◽  
Differential Transform ◽  
Good Agreement

In this paper, the reduced differential transform method (RDTM) is successfully implemented for solving two-dimensional nonlinear sine-Gordon equations subject to appropriate initial conditions. Some lemmas which help us to solve the governing problem using the proposed method are proved. This scheme has the advantage of generating an analytical approximate solution or exact solution in a convergent power series form with conveniently determinable components. The method considers the use of the appropriate initial conditions and finds the solution without any discretization, transformation, or restrictive assumptions. The accuracy and efficiency of the proposed method are demonstrated by four of our test problems, and solution behavior of the test problems is presented using tables and graphs. Further, the numerical results are found to be in a good agreement with the exact solutions and the numerical solutions that are available in literature. We have showed the convergence of the proposed method. Also, the obtained results reveal that the introduced method is promising for solving other types of nonlinear partial differential equations (NLPDEs) in the fields of science and engineering.

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