Citation
Elbeleze, Asma Ali and Kilicman, Adem and M. Taib, Bachok
(2013)
Fractional variational iteration method and its application to fractional partial differential equation.
Mathematical Problems in Engineering, 2013.
art. no. 543848.
pp. 1-10.
ISSN 1024-123X
Abstract
We use the fractional variational iteration method (FVIM) with modified Riemann-Liouville derivative to solve some equations in fluid mechanics and in financial models. The fractional derivatives are described in Riemann-Liouville sense. To show the efficiency of the considered method, some examples that include the fractional Klein-Gordon equation, fractional Burgers equation, and fractional Black-Scholes equation are investigated.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| DOI Number: | https://doi.org/10.1155/2013/543848 |
| Publisher: | Hindawi Publishing Corporation |
| Keywords: | Black Scholes equations; Fractional derivatives; Fractional partial differential equations; Klein-Gordon equation; Variational iteration method. |
| Depositing User: | Umikalthom Abdullah |
| Date Deposited: | 01 Jul 2014 23:48 |
| Last Modified: | 09 Sep 2015 01:47 |
| Altmetrics: | http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1155/2013/543848 |
| URI: | http://psasir.upm.edu.my/id/eprint/30124 |
| Statistic Details: | View Download Statistic |
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