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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: Asma Ali, Elbeleze,, Bachok M., Taib,, Adem, Kilicman,
Format: Article
Language:English
Published: Hindawi Publishing Corporation 2015
Subjects:
Klein-Gordon Equation
Fluid
Discontinuities
Mechanics
Online Access:http://ddms.usim.edu.my/handle/123456789/8206
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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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