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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Bibliographic Details
Main Authors: Elbeleze, Asma Ali, Kilicman, Adem, M. Taib, Bachok
Format: Article
Language:English
English
Published: Hindawi Publishing Corporation 2013
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.