Fractional variational iteration method and its application to fractional partial differential equation
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...
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Main Authors: | , , |
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Format: | Article |
Language: | English English |
Published: |
Hindawi Publishing Corporation
2013
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Online Access: | http://psasir.upm.edu.my/id/eprint/30124/1/Fractional%20variational%20iteration%20method%20and%20its%20application%20to%20fractional%20partial%20differential%20equation.pdf http://psasir.upm.edu.my/id/eprint/30124/ http://www.hindawi.com/journals/mpe/2013/543848/ |
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Summary: | 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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