• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제22권3호
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• pp.163-177
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• 2018

This paper successfully applies the modified Adomian decomposition method to find the approximate solutions of the Caputo fractional integro-differential equations. The reliability of the method and reduction in the size of the computational work give this method a wider applicability. Also, the behavior of the solution can be formally determined by analytical approximation. Moreover, we proved the existence and uniqueness results and convergence of the solution. Finally, an example is included to demonstrate the validity and applicability of the proposed technique.

• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.15-27
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• 2008

We present and discuss an algorithm for the numerical solution of initial value problems of the form $D_*^\alpha$y(t) = f(t, y(t)), y(0) = y0, where $D_*^\alpha$y is the derivative of y of order $\alpha$ in the sense of Caputo and 0<${\alpha}{\leq}1$. The algorithm is based on the fractional Euler's method which can be seen as a generalization of the classical Euler's method. Numerical examples are given and the results show that the present algorithm is very effective and convenient.

• Korean Journal of Mathematics
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• 제27권2호
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• pp.487-503
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• 2019

In this study, the author provided a discussion on one dimensional Laplace and Fourier transforms with their applications. It is shown that the combined use of exponential operators and integral transforms provides a powerful tool to solve space fractional partial differential equation with non - constant coefficients. The object of the present article is to extend the application of the joint Fourier - Laplace transform to derive an analytical solution for a variety of time fractional non - homogeneous KdV. Numerous exercises and examples presented throughout the paper.

• Nonlinear Functional Analysis and Applications
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• 제26권3호
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• pp.497-512
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• 2021

In this paper, we study the analytical and approximate solutions for a fractional quadratic integral equation involving Katugampola fractional integral operator. The existence and uniqueness results obtained in the given arrangement are not only new but also yield some new particular results corresponding to special values of the parameters 𝜌 and ϑ. The main results are obtained by using Banach fixed point theorem, Picard Method, and Adomian decomposition method. An illustrative example is given to justify the main results.

• Nonlinear Functional Analysis and Applications
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• 제29권2호
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• pp.501-515
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• 2024

The primary focus of this paper is to thoroughly examine and analyze a coupled system by a Hilfer-Hadamard-type fractional differential equation with coupled boundary conditions. To achieve this, we introduce an operator that possesses fixed points corresponding to the solutions of the problem, effectively transforming the given system into an equivalent fixed-point problem. The necessary conditions for the existence and uniqueness of solutions for the system are established using Banach's fixed point theorem and Schaefer's fixed point theorem. An illustrate example is presented to demonstrate the effectiveness of the developed controllability results.

• Journal of Applied and Pure Mathematics
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• 제5권3_4호
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• pp.211-222
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• 2023

In this paper, we study the following hybrid Caputo-Fabrizio fractional differential equation: ^𝐶𝓕_α𝕯^θ_ϑ [ω(ϑ) - 𝕱(ϑ, ω(ϑ))] = 𝕲(ϑ, ω(ϑ)), ϑ ∈ 𝕵 := [a, b], ω(α) = 𝜑_α ∈ ℝ, The result is based on a Dhage fixed point theorem in Banach algebra. Further, an example is provided for the justification of our main result.

• 대한수학회보
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• 제55권4호
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• pp.1241-1261
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• 2018

We derive discrete time model of the geometric fractional Brownian motion. It provides numerical pricing scheme of financial derivatives when the market is driven by geometric fractional Brownian motion. With the convergence analysis, we guarantee the convergence of Monte Carlo simulations. The strong convergence rate of our scheme has order H which is Hurst parameter. To obtain our model we need to convert Wick product term of stochastic differential equation into Wick free discrete equation through Malliavin calculus but ours does not include Malliavin derivative term. Finally, we include several numerical experiments for the option pricing.

• Kyungpook Mathematical Journal
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• 제60권3호
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• pp.647-671
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• 2020

In this paper, we consider the Cauchy-type problem for a nonlinear differential equation involving a Ψ-Hilfer fractional derivative and prove the existence and uniqueness of solutions in the weighted space of functions. The Ulam-Hyers and Ulam-Hyers-Rassias stabilities of the Cauchy-type problem is investigated via the successive approximation method. Further, we investigate the dependence of solutions on the initial conditions and their uniqueness using 𝜖-approximated solutions. Finally, we present examples to illustrate our main results.

• 대한수학회지
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• 제57권6호
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• pp.1347-1372
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• 2020

We study bifurcation for the following fractional Schrödinger equation $$\{\left.\begin{eqnarray}(-{\Delta})^su+V(x)u&=&{\lambda}f(u)&&{\text{in}}\;{\Omega}\\u&>&0&&{\text{in}}\;{\Omega}\\u&=&0&&{\hspace{32}}{\text{in}}\;{\mathbb{R}}^n{\backslash}{\Omega}\end{eqnarray}\right$$ where 0 < s < 1, n > 2s, Ω is a bounded smooth domain of ℝⁿ, (-∆)^s is the fractional Laplacian of order s, V is the potential energy satisfying suitable assumptions and λ is a positive real parameter. The nonlinear term f is a positive nondecreasing convex function, asymptotically linear that is $\lim_{t{\rightarrow}+{\infty}}\;{\frac{f(t)}{t}}=a{\in}(0,+{\infty})$. We discuss the existence, uniqueness and stability of a positive solution and we also prove the existence of critical value and the uniqueness of extremal solutions. We take into account the types of Bifurcation problem for a class of quasilinear fractional Schrödinger equations, we also establish the asymptotic behavior of the solution around the bifurcation point.

• Nonlinear Functional Analysis and Applications
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• 제28권4호
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• pp.1017-1034
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• 2023

In this paper, we work two different problems. First, we investigate a new class of fractional differential equations involving Caputo sequential derivative with some (e₁, e₂, θ)-periodic conditions. The existence and uniqueness of solutions are proven. The stability of solutions is also discussed. The second part includes studying traveling wave solutions of a conformable fractional Korteweg-de Vries-Burger (KdV Burger) equation through the Tanh method. Graphs of some of the waves are plotted and discussed, and a conclusion follows.