scholarly journals Numerical computation of the time non-linear fractional generalized equal width model arising in shallow water channel

2020 ◽  
Vol 24 (Suppl. 1) ◽  
pp. 49-58
Author(s):  
Nguyen Can ◽  
Omid Nikan ◽  
Mohammad Rasoulizadeh ◽  
Hossein Jafari ◽  
Yusif Gasimov

The generalized equal width model is an important non-linear dispersive wave model which is naturally used to describe physical situations in a water channel. In this work, we implement the idea of the interpolation by radial basis function to obtain numerical solution of the non-linear time fractional generalized equal width model defined by Caputo sense. In this technique, firstly, a time discretization is accomplished via the finite difference approach and the non-linear term is linearized by a linearization method. Afterwards, with the help of the radial basis function approximation method is used to discretize the spatial derivative terms. The stability of the method is theoretically discussed using the von Neumann (Fourier series) method. Numerical results and comparisons are presented which illustrate the validity and accuracy of our proposed concepts.

2020 ◽  
Vol 24 (Suppl. 1) ◽  
pp. 49-58
Author(s):  
Nguyen Can ◽  
Omid Nikan ◽  
Mohammad Rasoulizadeh ◽  
Hossein Jafari ◽  
Yusif Gasimov

The generalized equal width model is an important non-linear dispersive wave model which is naturally used to describe physical situations in a water channel. In this work, we implement the idea of the interpolation by radial basis function to obtain numerical solution of the non-linear time fractional generalized equal width model defined by Caputo sense. In this technique, firstly, a time discretization is accomplished via the finite difference approach and the non-linear term is linearized by a linearization method. Afterwards, with the help of the radial basis function approximation method is used to discretize the spatial derivative terms. The stability of the method is theoretically discussed using the von Neumann (Fourier series) method. Numerical results and comparisons are presented which illustrate the validity and accuracy of our proposed concepts.


Heat Transfer ◽  
2021 ◽  
Author(s):  
Maryam Fallah Najafabadi ◽  
Hossein Talebi Rostami ◽  
Khashayar Hosseinzadeh ◽  
Davood Domiri Ganji

2020 ◽  
Vol 20 (4) ◽  
pp. 60-83
Author(s):  
Vinícius Magalhães Pinto Marques ◽  
Gisele Tessari Santos ◽  
Mauri Fortes

ABSTRACTObjective: This article aims to solve the non-linear Black Scholes (BS) equation for European call options using Radial Basis Function (RBF) Multi-Quadratic (MQ) Method.Methodology / Approach: This work uses the MQ RBF method applied to the solution of two complex models of nonlinear BS equation for prices of European call options with modified volatility. Linear BS models are also solved to visualize the effects of modified volatility.  Additionally, an adaptive scheme is implemented in time based on the Runge-Kutta-Fehlberg (RKF) method.


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