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Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market
Springer Science and Business Media LLC - Tập 38 - Trang 1-24 - 2019
Ahmad Golbabai, Omid Nikan, Touraj Nikazad
The price variation of the correlated fractal transmission system is used to deduce the fractional Black–Scholes model that has an $$\alpha $$ -order time fractional derivative. The fractional Black–Scholes model is employed to price American or E...... hiện toàn bộ
Digitizations associated with several types of digital topological approaches
Springer Science and Business Media LLC - Tập 36 - Trang 571-597 - 2015
Jeong Min Kang, Sang-Eon Han, Kyung Chan Min
When digitizing subspaces in the Euclidean subspace in a certain digital topological approach, we are strongly required to preserve topological properties of the given spaces such as connectedness. Thus the present paper studies four kinds of local rules associated with lower limit, upper limit, Khalimsky and Marcus Wyse (for short, L-, U-, K- and M-, respectively) topologies which are used for L-...... hiện toàn bộ
Topological entropy of continuous self-maps on a graph
Springer Science and Business Media LLC - Tập 38 - Trang 1-10 - 2019
Juan Luis García Guirao, Jaume Llibre, Wei Gao
Let G be a graph and f be a continuous self-map on G. Using the Lefschetz zeta function of f, we provide a sufficient condition in order that f has positive topological entropy. Moreover, for some classes of graphs we improve this condition making it easier to check.
An inverse time-fractional diffusion problem with Robin boundary condition in two layers spherical domain
Springer Science and Business Media LLC - Tập 40 - Trang 1-21 - 2021
Tran Nhat Luan
In this paper, I am interested in the study of the inverse Cauchy boundary value problem for the time-fractional diffusion equation in two layers spherical domain. Given the data in the first layer, my goal is to recover the temperature distribution and the heat flux in the second layer. First, I prove that the problem is severely ill-posed in the Hadamard sense. After, I propose a truncation-type...... hiện toàn bộ
Modeling and solving the uncapacitated r-allocation p-hub median problem under congestion
Springer Science and Business Media LLC - Tập 40 - Trang 1-28 - 2021
Nader Ghaffarinasab, Alireza Motallebzadeh
The hub location problems deal with determining the optimal location of hub facilities and allocating the demand nodes to these hubs in such a way that the traffic between any origin–destination pair is routed effectively. This paper proposes the uncapacitated r-allocation p-hub median problem under congestion. The problem is formulated as a second-order cone programming and an efficient simulated...... hiện toàn bộ
Computational adaptive multivariable degradation model for improving the remaining useful life prediction in industrial systems
Springer Science and Business Media LLC - Tập 41 - Trang 1-28 - 2022
Adriana Villalón-Falcón, Alberto Prieto-Moreno, Marcos Quiñones-Grueiro, Orestes Llanes-Santiago
Accuracy in predicting the remaining useful life (RUL) of industrial systems is crucial for maintenance tasks. Obtaining models that improve the RUL prediction and that are increasingly adjusting to the reality of the process is an open research problem. This paper proposes an adaptive method for predicting RUL based on modeling the behavior of multiple variables during degradation. The informatio...... hiện toàn bộ
A high-order compact LOD method for solving the three-dimensional reaction–diffusion equation with nonlinear reaction term
Springer Science and Business Media LLC - Tập 42 Số 1 - 2023
Yu Wu, Yongbin Ge, Lin Zhang
Correction to: An elliptic regularity theorem for fractional partial differential operators
Springer Science and Business Media LLC - Tập 37 - Trang 5554-5554 - 2018
Arran Fernandez
The article “An elliptic regularity theorem for fractional partial differential operators”, written by Arran Fernandez, was originally published electronically on the publisher’s internet portal (currently SpringerLink) on May 02, 2018 without open access.
Affine and convex fuzzy subsets of hypervector spaces
Springer Science and Business Media LLC - Tập 40 Số 8 - 2021
O. R. Dehghan
Adjusting the energy of Ball curves by modifying movable control balls
Springer Science and Business Media LLC - Tập 40 - Trang 1-16 - 2021
Huanxin Cao, Hongchan Zheng, Gang Hu, Muhammad Abbas
Ball curve plays a crucial role in modeling tubular shapes with variable thickness. In this paper, energy functionals for curve design are generalized to Ball curves and the variational design of Ball curves is investigated. Given a Ball curve with some of its control balls movable and having variable radiuses, we propose a method to determine the positions and radiuses of the movable control ball...... hiện toàn bộ
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