B-spline Collocation Approach to the Solution of Options Pricing Model

2014 ◽  
pp. 5-9 ◽  
Author(s):  
J. Rashidinia ◽  
S. Jamalzadeh ◽  
E. Mohebianfar
Keyword(s):  
Options Pricing ◽  
Pricing Model ◽  
Spline Collocation ◽  
B Spline ◽  
Collocation Approach

scholarly journals Application of Hybrid Cubic B-Spline Collocation Approach for Solving a Generalized Nonlinear Klien-Gordon Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Shazalina Mat Zin ◽  
Ahmad Abd Majid ◽  
Ahmad Izani Md. Ismail ◽  
Muhammad Abbas
Keyword(s):  
Approximate Solution ◽  
Space Dimension ◽  
Gordon Equation ◽  
Time Derivative ◽  
Test Problems ◽  
Spline Collocation ◽  
B Spline ◽  
Implicit Approach ◽  
Collocation Approach ◽  
Good Agreement

The generalized nonlinear Klien-Gordon equation is important in quantum mechanics and related fields. In this paper, a semi-implicit approach based on hybrid cubic B-spline is presented for the approximate solution of the nonlinear Klien-Gordon equation. The usual finite difference approach is used to discretize the time derivative while hybrid cubic B-spline is applied as an interpolating function in the space dimension. The results of applications to several test problems indicate good agreement with known solutions.

A cubic trigonometric B-spline collocation approach for the fractional sub-diffusion equations

2017 ◽  
Vol 293 ◽  
pp. 311-319 ◽  
Author(s):  
Muhammad Yaseen ◽  
Muhammad Abbas ◽  
Ahmad Izani Ismail ◽  
Tahir Nazir
Keyword(s):  
Diffusion Equations ◽  
Spline Collocation ◽  
B Spline ◽  
Collocation Approach

scholarly journals Numerical study of thermal radiation and mass transfer effects on free convection flow over a moving vertical porous plate using cubic B-spline collocation method

2019 ◽  
Vol 27 (1) ◽  
Author(s):  
M. Abu zeid ◽  
Khalid K. Ali ◽  
M. A. Shaalan ◽  
K. R. Raslan
Keyword(s):  
Mass Transfer ◽  
Differential Equations ◽  
Free Convection ◽  
Thermal Radiation ◽  
Porous Plate ◽  
Convection Flow ◽  
Spline Collocation ◽  
Free Convection Flow ◽  
B Spline ◽  
Vertical Porous Plate

Abstract In this paper, we present a numerical method based on cubic B-spline function for studying the effects of thermal radiation and mass transfer on free convection flow over a moving vertical porous plate. Similarity transformations reduced the governing partial differential equations of the fluid flow to a system of nonlinear ordinary differential equations which are solved numerically using a cubic B-spline collocation method. The effects of various physical parameters on the velocity, temperature, and concentration distributions are shown graphically, and the numerical values of physical quantities like skin friction, Nusselt number, and Sherwood number for various parameters are presented in tabular form and discussed.

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