Search Results - "Nikan, Omid"

A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model by Golbabai, Ahmad, Nikan, Omid

“…The mathematical modeling in trade and finance issues is the key purpose in the computation of the value and considering option during preferences in contract…”
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Numerical analysis of COVID-19 model with Caputo fractional order derivative by Shahabifar, Reza, Molavi-Arabshahi, Mahboubeh, Nikan, Omid

“…This paper focuses on the numerical solutions of a six-compartment fractional model with Caputo derivative. In this model, we obtain non-negative and bounded…”
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Solution of generalized fractional Jaulent–Miodek model with uncertain initial conditions by Sartanpara, Parthkumar P., Meher, Ramakanta, Nikan, Omid, Avazzadeh, Zakieh

“…This paper analyses a coupled system of generalized coupled system of fractional Jaulent–Miodek equations, including uncertain initial conditions with fuzzy…”
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Numerically pricing American and European options using a time fractional Black–Scholes model in financial decision-making by Nikan, Omid, Rashidinia, Jalil, Jafari, Hossein

“…The time fractional Black–Scholes equation (TFBSE) is designed to evaluate price fluctuations within a correlated fractal transmission system. This model…”
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Solving Fractional Order Differential Equations by Using Fractional Radial Basis Function Neural Network by Javadi, Rana, Mesgarani, Hamid, Nikan, Omid, Avazzadeh, Zakieh

“…Fractional differential equations (FDEs) arising in engineering and other sciences describe nature sufficiently in terms of symmetry properties. This paper…”
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On Fractional Order Model of Tumor Growth with Cancer Stem Cell by Aliasghari, Ghazaleh, Mesgarani, Hamid, Nikan, Omid, Avazzadeh, Zakieh

“…This paper generalizes the integer-order model of the tumour growth into the fractional-order domain, where the long memory dependence of the fractional…”
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Solitary Wave Solutions of the Generalized Rosenau-KdV-RLW Equation by Avazzadeh, Zakieh, Nikan, Omid, Machado, José A. Tenreiro

“…This paper investigates the solitary wave solutions of the generalized Rosenau–Korteweg-de Vries-regularized-long wave equation. This model is obtained by…”
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Numerical Analysis of Alternating Direction Implicit Orthogonal Spline Collocation Scheme for the Hyperbolic Integrodifferential Equation with a Weakly Singular Kernel by Huang, Qiong, Nikan, Omid, Avazzadeh, Zakieh

“…This paper studies an alternating direction implicit orthogonal spline collocation (ADIOSC) technique for calculating the numerical solution of the hyperbolic…”
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Reconstructing the Unknown Source Function of a Fractional Parabolic Equation from the Final Data with the Conformable Derivative by Nikan, Omid, Binh, Ho Duy, Avazzadeh, Zakieh, Long, Le Dinh

“…The paper’s main purpose is to find the unknown source function for the conformable heat equation. In the case of (Φ,g)∈L2(0,T)×L2(Ω), we give a modified…”
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Approximation of the initial value for damped nonlinear hyperbolic equations with random Gaussian white noise on the measurements by Duc, Phuong Nguyen, Nane, Erkan, Nikan, Omid, Tuan, Nguyen Anh

“…The main goal of this work is to study a regularization method to reconstruct the solution of the backward non-linear hyperbolic equation $ u_{tt} +…”
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Solitary Wave Propagation of the Generalized Rosenau–Kawahara–RLW Equation in Shallow Water Theory with Surface Tension by AL-saedi, Akeel, Nikan, Omid, Avazzadeh, Zakieh, Lopes, António

“…This paper addresses a numerical approach for computing the solitary wave solutions of the generalized Rosenau–Kawahara–RLW model established by coupling the…”
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Numerical Approximation of the Fractional Rayleigh–Stokes Problem Arising in a Generalised Maxwell Fluid by Long, Le Dinh, Moradi, Bahman, Nikan, Omid, Avazzadeh, Zakieh, Lopes, António M.

“…This paper presents a numerical technique to approximate the Rayleigh–Stokes model for a generalised Maxwell fluid formulated in the Riemann–Liouville sense…”
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Investigation and Analysis of Sea Surface Temperature and Precipitation of the Southern Caspian Sea Using Wavelet Analysis by Molavi-Arabshahi, Mahboubeh, Azizpour, Jafar, Nikan, Omid, Naderi Beni, Abdolmajid, Lopes, António M.

“…Most time series from real-world processes are stained with noise. Therefore, much attention should be paid to data noise removal techniques. In this study, we…”
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Hybridization of Block-Pulse and Taylor Polynomials for Approximating 2D Fractional Volterra Integral Equations by Sabegh, Davood Jabari, Ezzati, Reza, Nikan, Omid, Lopes, António M., Galhano, Alexandra M. S. F.

“…This paper proposes an accurate numerical approach for computing the solution of two-dimensional fractional Volterra integral equations. The operational…”
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Second-order accurate, robust and efficient ADI Galerkin technique for the three-dimensional nonlocal heat model arising in viscoelasticity by Luo, Man, Qiu, Wenlin, Nikan, Omid, Avazzadeh, Zakieh

“…•This paper proposes an accurate and robust algorithm for the nonlocal heat equation having a weakly singular kernel.•The spatial discretization is derived by…”
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Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market by Golbabai, Ahmad, Nikan, Omid, Nikazad, Touraj

“…The price variation of the correlated fractal transmission system is used to deduce the fractional Black–Scholes model that has an α -order time fractional…”
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An efficient localized meshless collocation method for the two-dimensional Burgers-type equation arising in fluid turbulent flows by Li, Menglian, Nikan, Omid, Qiu, Wenlin, Xu, Da

“…This paper focusses on the numerical technique based on a localized meshless collocation method for approximating the Burgers-type equation in two dimensions…”
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Numerical analysis on fuzzy fractional human liver model using a novel double parametric approach by Verma, Lalchand, Meher, Ramakanta, Nikan, Omid, Avazzadeh, Zakieh

“…This paper introduces a fractal-fractional order model of the human liver (FFOHLM) incorporating a new fractional derivative operator with a generalized…”
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Numerical modeling of the ion‐acoustic solitary waves arising in nonlinear dispersive system by Nikan, Omid, Yang, Yin, Avazzadeh, Zakieh

“…This paper proposes a numerical scheme for the (2 + 1)‐dimensional nonlinear Zakharov–Kuznetsov–Benjamin–Bona–Mahony equation (ZK‐BBME). The ZK‐BBME represents…”
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Localized meshless approaches based on theta method and BDF2 for nonlinear Sobolev equation arising from fluid dynamics by Guo, Tao, Nikan, Omid, Qiu, Wenlin, Xu, Da

“…This paper formulates the second-order BDF and theta schemes based on an efficient localized meshless technique for computing the approximate solution of the…”
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