Search

Abstract In this article, an efficient and accurate meshless spectral interpolation method is formulated for the numerical solution of time-fractional coupled KdV equations that govern shallow water waves. Meshless shape functions constructed via radial basis functions (RBFs) and point interpolation are used for discretization of the spatial operator. Approximation of fractional temporal derivative is obtained via finite differences of order O (τ 2 − α) and a quadrature formula. The formulated method is applied to various test problems available in the literature for its validation. Approximation quality and efficiency of the method is measured via discrete error norms E 2 , E ∞ and E rms. Convergence analysis of the proposed method in space and time is numerically determined by varying nodal points M and time step-size τ respectively. Stability of the proposed method is discussed and affirmed computationally, which is an important ingredient of the current study. [ABSTRACT FROM AUTHOR]

The current work aims to exploit two techniques namely: Residual Power Series method (RPSM) and collocation based meshfree method, for the solution of time-fractional Black–Scholes models with constant and variable coefficients. Firstly, using RPSM, we obtain exact solutions of the considered models and then numerical solution by meshfree method. Computer simulations are performed for three test problems of European options pricing. The simulations features excellent agreement with exact solutions. Accuracy and efficiency of the proposed numerical method is assessed via E 2 , E ∞ and E rms error norms. Convergence of the proposed methods is also analyzed. [ABSTRACT FROM AUTHOR]

A numerical scheme based on Haar wavelets coupled with finite differences is suggested to study variable order time fractional partial differential equations (TFPDEs). The technique is tested on (1 + 1)-dimensional advection dispersion and (1 + 2)-dimensional advection diffusion equations. In the proposed scheme, time fractional derivative is firstly approximated by quadrature formula, and then finite differences are combined with one and two dimensional Haar wavelets. With the help of suggested method the TFPDEs convert to a system of algebraic equations which is easily solvable. Also convergence of the proposed scheme has been discussed which is an important part of the present work. For validation, the obtained results are matched with earlier work and exact solutions. Computations illustrate that the proposed scheme has better outcomes. [ABSTRACT FROM AUTHOR]