对于分数抛物线部分微分方程的Galerkin-有限差异方法
Md Shorif Hossan1, Trishna Datta1, Md Shafiqul Islam1
1Department of Applied Mathematics, University of Dhaka, Dhaka, Bangladesh.
MethodsX
|December 13, 2024
概括
本研究介绍了一种新的数值方法,结合了Galerkin和有限差异技术来解决分数局部微分方程,为扩散和财务模型提供准确的解决方案.
科学领域:
- 数字分析 数字分析
- 分数微积分的计算.
- 部分微分方程 部分微分方程
背景情况:
- 分数扩散方程模型异常运输现象.
- 对于分数PDEs的现有方法在效率和准确性方面存在局限性.
- 超扩散和亚扩散行为以分数顺序捕获.
研究的目的:
- 开发和分析一种混合数值方法来解决时间和空间分数抛物线部分微分方程.
- 将拟议的方法应用于分数Black-Scholes模型和其他数值示例.
- 评估新技术的准确性和融合性.
主要方法:
- 使用加勒金加权余数方法与修改的伯努利多项式进行空间分离的综合方法.
- 时间分数导数的有限差异近似.
- 方法的时间部分的收分析.
主要成果:
- 拟议的混合方法有效地接近分数抛物线PDEs的解决方案.
- 数值实验,包括分数黑斯科尔斯模型,证明了相当大的准确性.
- 结果以表格数据和3D可视化为准,以提高清晰度.
结论:
- 综合的Galerkin和有限差异方法为分数PDEs提供了强大的和准确的方法.
- 该技术显示出在金融和物理领域应用的巨大潜力.
- 该研究通过比较分析和可视化验证了该方法的有效性.
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