scholarly journals Solving linear Fredholm integro-differential equation by Nyström method

2021 ◽  
Vol 20 (3) ◽  
pp. 53-64
Author(s):  
Boutheina Tair ◽  
Hamza Guebbai ◽  
Sami Segni ◽  
Mourad Ghiat
Keyword(s):  
Differential Equation ◽  
Nyström Method ◽  
Integro Differential Equation ◽  
Nystrom Method

scholarly journals Numerical Solution of Second-Order Fuzzy Differential Equation Using Improved Runge-Kutta Nystrom Method

2013 ◽  
Vol 2013 ◽  
pp. 1-10 ◽  
Author(s):  
Faranak Rabiei ◽  
Fudziah Ismail ◽  
Ali Ahmadian ◽  
Soheil Salahshour
Keyword(s):  
Differential Equation ◽  
Computational Cost ◽  
Second Order ◽  
Fuzzy Differential Equation ◽  
Nyström Method ◽  
Numerical Examples ◽  
Time Consumption ◽  
Nystrom Method ◽  
Fuzzy Function ◽  
Runge Kutta

We develop the Fuzzy Improved Runge-Kutta Nystrom (FIRKN) method for solving second-order fuzzy differential equations (FDEs) based on the generalized concept of higher-order fuzzy differentiability. The scheme is two-step in nature and requires less number of stages which leads to less number of function evaluations in comparison with the existing Fuzzy Runge-Kutta Nystrom method. Therefore, the new method has a lower computational cost which effects the time consumption. We assume that the fuzzy function and its derivative are Hukuhara differentiable. FIRKN methods of orders three, four, and five are derived with two, three, and four stages, respectively. The numerical examples are given to illustrate the efficiency of the methods.

Some numerical graphs with successive approximation method of fractional integro–differential equation

2019 ◽  
Vol 8 (4) ◽  
pp. 36
Author(s):  
Samir H. Abbas
Keyword(s):  
Differential Equation ◽  
Successive Approximation ◽  
Approximation Method ◽  
Existence And Uniqueness ◽  
Successive Approximation Method ◽  
Integro Differential Equation

This paper studies the existence and uniqueness solution of fractional integro-differential equation, by using some numerical graphs with successive approximation method of fractional integro –differential equation. The results of written new program in Mat-Lab show that the method is very interested and efficient. Also we extend the results of Butris [3].

Normalization Bernstein Basis For Solving Fractional Fredholm-Integro Differential Equation

2018 ◽  
pp. 491
Author(s):  
Abdul Khaleq O. Al-Jubory ◽  
Shaymaa Hussain Salih
Keyword(s):  
Differential Equation ◽  
Approximate Solution ◽  
Linear System ◽  
Differential Equations ◽  
Bernstein Basis ◽  
Traditional Methods ◽  
Integro Differential Equation

In this work, we employ a new normalization Bernstein basis for solving linear Freadholm of fractional integro-differential equations  nonhomogeneous  of the second type (LFFIDEs). We adopt Petrov-Galerkian method (PGM) to approximate solution of the (LFFIDEs) via normalization Bernstein basis that yields linear system. Some examples are given and their results are shown in tables and figures, the Petrov-Galerkian method (PGM) is very effective and convenient and overcome the difficulty of traditional methods. We solve this problem (LFFIDEs) by the assistance of Matlab10.   

THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS

2005 ◽  
Vol 08 (02) ◽  
pp. 239-253 ◽  
Author(s):  
PETER CARR ◽  
ALIREZA JAVAHERI
Keyword(s):  
Differential Equation ◽  
Closed Form ◽  
Stock Price ◽  
Arrival Rate ◽  
European Options ◽  
Standard Assumption ◽  
Integro Differential Equation ◽  
Local Variance ◽  
Calendar Dates

We derive a partial integro differential equation (PIDE) which relates the price of a calendar spread to the prices of butterfly spreads and the functions describing the evolution of the process. These evolution functions are the forward local variance rate and a new concept called the forward local default arrival rate. We then specialize to the case where the only jump which can occur reduces the underlying stock price by a fixed fraction of its pre-jump value. This is a standard assumption when valuing an option written on a stock which can default. We discuss novel strategies for calibrating to a term and strike structure of European options prices. In particular using a few calendar dates, we derive closed form expressions for both the local variance and the local default arrival rate.

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