Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients

Moutsinga, Claude Rodrigue Bambe; Pindza, Edson; Maré, Eben

doi:10.1016/j.jksus.2016.09.004

Cited by 12 publications

(3 citation statements)

References 27 publications

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“…Beberapa peneliti menggunakan metode ini untuk menentukan solusi sistem persamaan differensial. Di antara penerapan metode ini yaitu untuk masalah epidemik dan predator-prey [11], [12], solusi sistem stiff persamaan differensial biasa [13]- [15], untuk sistem persamaan differensial pecahan [16], untuk sistem persamaan differensial integro [17], [18], untuk sistem persamaan differensial parsial [19], untuk model SEIR [20], solusi persamaan Burger [21], untuk sistem reaksi difusi nonlinear pecahan [22] dan model difusi untuk masalah keuangan [23].…”

Section: Pendahuluanunclassified

Solusi Model Merokok Menggunakan Metode Perturbasi Homotopi

Riyadi

Daswa

Putri

2021

LIMITS

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Artikel ini meninjau masalah dinamika perilaku merokok. Metode perturbasi homotopi diterapkan untuk menghitung solusi sistem persamaan differensial pada masalah tersebut. Hasil ini kemudian dibandingkan dengan hasil dari metode numerik. Hasil menunjukkan bahwa solusi metode perturbasi homotopi cenderung menghasilkan kecocokan yang baik terhadap solusi numerik pada beberapa selang waktu. Kata Kunci: metode perturbasi homotopi, sistem persamaan differensial, model merokok

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Section: Pendahuluanunclassified

Solusi Model Merokok Menggunakan Metode Perturbasi Homotopi

Riyadi

Daswa

Putri

2021

LIMITS

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“…Attempts to solve FDEs has been an ongoing active topic of research. There are several analytical methods such as Adomian decomposition methods, homotopy-perturbation methods, variational iteration method and homotopy analysis methods [16,17,18,19]. In general, most FDEs do not have exact analytical solutions, so approximations and numerical techniques must be used.…”

Section: Introductionmentioning

confidence: 99%

Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations

2022

Appl. Math. Inf. Sci.

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The cryptocurrency market has grown exponentially since its inception in 2009. Asset price movements in this emerging market have been the subject of several research studies aimed at explaining their patterns. This article proposes a robust fractional time spectral method for studying a three-dimensional fractional differential equation which describes the flow and stability of cryptocurrency assets. The method relies on the fractional spectral integration matrix operator. We demonstrate the efficiency of the numerical method with comparison to existing methods.

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“…The DTM and the LADM are two important and efficient tools to solve the linear and non-linear problems arising in the mathematics, physics and engineering [6,7,29,34,35,40,43]. Specially, the LADM [12,15,31] obtained by combining the Adomian decomposition method [1,3,4,16,39,44] and the Laplace transformations [18] similar to the HATM [8,24,27,28], Laplace homotopy perturbation method [13,38,42] and so on.…”

Section: Introductionmentioning

confidence: 99%

Numerical Approximation of Modiﬁed Non-linear SIR Model of Computer Viruses

Noeiaghdam

2019

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In this paper, the non-linear modified epidemiological model of computer viruses is illustrated. For this aim, two semi-analytical methods, the differential transform method (DTM) and the Laplace-Adomian decomposition method (LADM) are applied. The numerical results are estimated for different values of iterations and compared to the results of the LADM and the homotopy analysis transform method (HATM). Also, graphs of residual errors and phase portraits of approximate solutions for n = 5, 10, 15 are demonstrated. The numerical approximations show the performance of the LADM in comparison to the LADM and the HATM.

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Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients

Cited by 12 publications

References 27 publications

Solusi Model Merokok Menggunakan Metode Perturbasi Homotopi

Solusi Model Merokok Menggunakan Metode Perturbasi Homotopi

Numerical Simulations of Cryptocurrency Asset Flow Fractional Differential Equations

Numerical Approximation of Modiﬁed Non-linear SIR Model of Computer Viruses

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