A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options. Zbl 1437.91455
Roul, Pradip |
|
2020
|
B-spline collocation methods and their convergence for a class of nonlinear derivative dependent singular boundary value problems. Zbl 1429.65164
Roul, Pradip; Prasad Goura, V. M. K. |
|
2019
|
A new numerical approach for solving a class of singular two-point boundary value problems. Zbl 1385.65049
Roul, Pradip; Biswal, Dipak |
|
2017
|
A fourth-order B-spline collocation method and its error analysis for Bratu-type and Lane-Emden problems. Zbl 1499.65329
Roul, Pradip; Thula, Kiran |
|
2019
|
New approach for solving a class of singular boundary value problem arising in various physical models. Zbl 1345.65050
Roul, Pradip; Warbhe, Ujwal |
|
2016
|
A compact finite difference method for a general class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions. Zbl 1429.65165
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2019
|
A novel numerical approach and its convergence for numerical solution of nonlinear doubly singular boundary value problems. Zbl 1342.65164
Roul, Pradip; Warbhe, Ujwal |
|
2016
|
An optimal sixth-order quartic B-spline collocation method for solving Bratu-type and Lane-Emden-type problems. Zbl 1416.65235
Roul, Pradip; Thula, Kiran; Goura, VMK Prasad |
|
2019
|
A new high-order numerical method for solving singular two-point boundary value problems. Zbl 1453.65175
Roul, Pradip; Thula, Kiran |
|
2018
|
A high-order \(B\)-spline collocation method for solving nonlinear singular boundary value problems arising in engineering and applied science. Zbl 1432.65102
Thula, Kiran; Roul, Pradip |
|
2018
|
A new mixed MADM-collocation approach for solving a class of Lane-Emden singular boundary value problems. Zbl 1414.92239
Roul, Pradip |
|
2019
|
A fast and accurate computational technique for efficient numerical solution of nonlinear singular boundary value problems. Zbl 1513.65237
Roul, Pradip |
|
2019
|
A fourth-order non-uniform mesh optimal B-spline collocation method for solving a strongly nonlinear singular boundary value problem describing electrohydrodynamic flow of a fluid. Zbl 1445.65028
Roul, Pradip |
|
2020
|
A sixth-order numerical method for a strongly nonlinear singular boundary value problem governing electrohydrodynamic flow in a circular cylindrical conduit. Zbl 1429.65163
Roul, Pradip; Madduri, Harshita; Kassner, Klaus |
|
2019
|
A fourth order numerical method based on B-spline functions for pricing Asian options. Zbl 1446.65133
Roul, Pradip |
|
2020
|
A fast-converging iterative scheme for solving a system of Lane-Emden equations arising in catalytic diffusion reactions. Zbl 1414.92236
Madduri, Harshita; Roul, Pradip |
|
2019
|
A high order numerical method and its convergence for time-fractional fourth order partial differential equations. Zbl 1433.65243
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A compact finite difference scheme for fractional Black-Scholes option pricing model. Zbl 1467.91215
Roul, Pradip; Goura, V. M. K. Prasad |
|
2021
|
A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option. Zbl 1418.91602
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
On the numerical solution of singular two-point boundary value problems: a domain decomposition homotopy perturbation approach. Zbl 1387.65073
Roul, Pradip |
|
2017
|
Design and stability analysis of an implicit non-standard finite difference scheme for fractional neutron point kinetic equation. Zbl 1428.82076
Roul, Pradip; Prasad Goura, V. M. K.; Madduri, Harshita; Obaidurrahman, K. |
|
2019
|
Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons. Zbl 1446.65117
Roul, Pradip; Rohil, Vikas; Espinosa-Paredes, Gilberto; Prasad Goura, V. M. K.; Gedam, R. S.; Obaidurrahman, K. |
|
2020
|
A new iterative algorithm for a strongly nonlinear singular boundary value problem. Zbl 1458.76083
Roul, Pradip; Madduri, Harshita; Kassner, Klaus |
|
2019
|
Application of homotopy perturbation method to biological population model. Zbl 1205.65290
Roul, Pradip |
|
2010
|
Non-optimal fourth-order and optimal sixth-order B-spline collocation methods for Lane-Emden boundary value problems. Zbl 1477.65118
Roul, Pradip; Thula, Kiran; Agarwal, Ravi |
|
2019
|
Doubly singular boundary value problems with derivative dependent source function: a fast-converging iterative approach. Zbl 1423.34025
Roul, Pradip |
|
2019
|
A new highly accurate domain decomposition optimal homotopy analysis method and its convergence for singular boundary value problems. Zbl 1402.65087
Roul, Pradip; Madduri, Harshita |
|
2018
|
Analytical approach for nonlinear partial differential equations of fractional order. Zbl 1284.35228
Roul, Pradip |
|
2013
|
A sixth order numerical method and its convergence for generalized Black-Scholes PDE. Zbl 1437.65110
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
Numerical solutions of time fractional degenerate parabolic equations by variational iteration method with Jumarie-modified Riemann-Liouville derivative. Zbl 1218.35015
Roul, Pradip |
|
2011
|
An optimal iterative algorithm for solving Bratu-type problems. Zbl 1433.65097
Roul, Pradip; Madduri, Harshita |
|
2019
|
A new high order numerical approach for a class of nonlinear derivative dependent singular boundary value problems. Zbl 1477.65117
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2019
|
A high order numerical scheme for solving a class of non-homogeneous time-fractional reaction diffusion equation. Zbl 07776029
Roul, Pradip; Goura, V. M. K. Prasad |
|
2021
|
Numerical solutions of systems of nonlinear integro-differential equations by homotopy-perturbation method. Zbl 1225.65081
Roul, Pradip; Meyer, Peter |
|
2011
|
A high-order B-spline collocation scheme for solving a nonhomogeneous time-fractional diffusion equation. Zbl 1512.65155
Roul, Pradip; Goura, VMK Prasad |
|
2021
|
A fast-converging recursive approach for Lane-Emden type initial value problems arising in astrophysics. Zbl 1436.65084
Roul, Pradip; Madduri, Harshita; Agarwal, Ravi |
|
2019
|
Design and analysis of a high order computational technique for time-fractional Black-Scholes model describing option pricing. Zbl 1527.91180
Roul, Pradip |
|
2022
|
A numerical technique based on B-spline for a class of time-fractional diffusion equation. Zbl 1533.65199
Roul, Pradip; Prasad Goura, V. M. K.; Cavoretto, Roberto |
|
2023
|
A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation. Zbl 1502.65071
Roul, Pradip; Rohil, Vikas |
|
2022
|
A new approximate method and its convergence for a strongly nonlinear problem governing electrohydrodynamic flow of a fluid in a circular cylindrical conduit. Zbl 1428.76174
Roul, Pradip; Madduri, Harshita |
|
2019
|
An efficient numerical method based on exponential B-spline basis functions for solving a class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions. Zbl 1512.65156
Roul, Pradip; Kumari, Trishna; Goura, VMK Prasad |
|
2021
|
A quartic trigonometric B-spline collocation method for a general class of nonlinear singular boundary value problems. Zbl 1482.92129
Roul, Pradip; Kumari, Trishna |
|
2022
|
A Bessel collocation method for solving Bratu’s problem. Zbl 1448.65078
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A robust adaptive moving mesh technique for a time-fractional reaction-diffusion model. Zbl 07840929
Roul, Pradip |
|
2022
|
A sixth order optimal B-spline collocation method for solving Bratu’s problem. Zbl 1462.65094
Roul, Pradip; Goura, V. M. K. Prasad |
|
2020
|
Spectral semi-discretization algorithm for a class of nonlinear parabolic PDEs with applications. Zbl 1510.65260
Izadi, Mohammad; Roul, Pradip |
|
2022
|
A highly accurate and computationally efficient technique for solving the electrohydrodynamic flow in a circular cylindrical conduit. Zbl 1498.65123
Izadi, Mohammad; Roul, Pradip |
|
2022
|
An efficient numerical approach for solving a general class of nonlinear singular boundary value problems. Zbl 1491.65070
Roul, Pradip; Kumari, Trishna; Prasad Goura, V. M. K. |
|
2021
|
A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation. Zbl 1524.65391
Roul, Pradip; Rohil, Vikas |
|
2022
|
A high order numerical technique and its analysis for nonlinear generalized Fisher’s equation. Zbl 1524.65680
Roul, Pradip; Rohil, Vikas |
|
2022
|
A computational technique for solving the time-fractional Fokker-Planck equation. Zbl 1538.65427
Roul, Pradip; Kumari, Trishna; Rohil, Vikas |
|
2022
|
A fast numerical scheme for solving singular boundary value problems arising in various physical models. Zbl 1492.65211
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
A high accuracy numerical approach for electro-hydrodynamic flow of a fluid in an ion-drag configuration in a circular cylindrical conduit. Zbl 1469.65127
Roul, Pradip; Prasad Goura, V. M. K.; Kassner, Klaus |
|
2021
|
An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options. Zbl 1471.91620
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
Numerical solution of doubly singular boundary value problems by finite difference method. Zbl 1476.65144
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A superconvergent B-spline technique for second order nonlinear boundary value problems. Zbl 1510.65159
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model. Zbl 1503.65268
Roul, Pradip; Prasad Goura, V. M. K. |
|
2023
|
A new approach based on shifted Vieta-Fibonacci-quasilinearization technique and its convergence analysis for nonlinear third-order Emden-Fowler equation with multi-singularity. Zbl 1502.65049
Izadi, Mohammad; Roul, Pradip |
|
2023
|
A robust numerical technique and its analysis for computing the price of an Asian option. Zbl 1492.91431
Roul, Pradip |
|
2022
|
An efficient numerical scheme and its analysis for the multiterm time-fractional convection-diffusion-reaction equation. Zbl 1530.65093
Roul, Pradip; Rohil, Vikas |
|
2023
|
Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution. Zbl 1539.65111
Roul, Pradip |
|
2024
|
A fourth-order numerical method for solving a class of derivative-dependent nonlinear singular boundary value problems. Zbl 1513.65238
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2022
|
A high-order efficient technique and its convergence analysis for Bratu-type and Lane-Emden-type problems. Zbl 1527.65057
Roul, Pradip; Goura, V. M. K. Prasad |
|
2022
|
A novel approach for solving nonlinear singular boundary value problems arising in various physical models. Zbl 1503.65145
Roul, Pradip |
|
2022
|
A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation. Zbl 07745943
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2023
|
Design and analysis of efficient computational techniques for solving a temporal-fractional partial differential equation with the weakly singular solution. Zbl 1539.65111
Roul, Pradip |
|
2024
|
A numerical technique based on B-spline for a class of time-fractional diffusion equation. Zbl 1533.65199
Roul, Pradip; Prasad Goura, V. M. K.; Cavoretto, Roberto |
|
2023
|
An efficient numerical scheme and its stability analysis for a time-fractional reaction diffusion model. Zbl 1503.65268
Roul, Pradip; Prasad Goura, V. M. K. |
|
2023
|
A new approach based on shifted Vieta-Fibonacci-quasilinearization technique and its convergence analysis for nonlinear third-order Emden-Fowler equation with multi-singularity. Zbl 1502.65049
Izadi, Mohammad; Roul, Pradip |
|
2023
|
An efficient numerical scheme and its analysis for the multiterm time-fractional convection-diffusion-reaction equation. Zbl 1530.65093
Roul, Pradip; Rohil, Vikas |
|
2023
|
A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation. Zbl 07745943
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2023
|
Design and analysis of a high order computational technique for time-fractional Black-Scholes model describing option pricing. Zbl 1527.91180
Roul, Pradip |
|
2022
|
A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation. Zbl 1502.65071
Roul, Pradip; Rohil, Vikas |
|
2022
|
A quartic trigonometric B-spline collocation method for a general class of nonlinear singular boundary value problems. Zbl 1482.92129
Roul, Pradip; Kumari, Trishna |
|
2022
|
A robust adaptive moving mesh technique for a time-fractional reaction-diffusion model. Zbl 07840929
Roul, Pradip |
|
2022
|
Spectral semi-discretization algorithm for a class of nonlinear parabolic PDEs with applications. Zbl 1510.65260
Izadi, Mohammad; Roul, Pradip |
|
2022
|
A highly accurate and computationally efficient technique for solving the electrohydrodynamic flow in a circular cylindrical conduit. Zbl 1498.65123
Izadi, Mohammad; Roul, Pradip |
|
2022
|
A high-order numerical scheme based on graded mesh and its analysis for the two-dimensional time-fractional convection-diffusion equation. Zbl 1524.65391
Roul, Pradip; Rohil, Vikas |
|
2022
|
A high order numerical technique and its analysis for nonlinear generalized Fisher’s equation. Zbl 1524.65680
Roul, Pradip; Rohil, Vikas |
|
2022
|
A computational technique for solving the time-fractional Fokker-Planck equation. Zbl 1538.65427
Roul, Pradip; Kumari, Trishna; Rohil, Vikas |
|
2022
|
A fast numerical scheme for solving singular boundary value problems arising in various physical models. Zbl 1492.65211
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
An efficient numerical method based on redefined cubic B-spline basis functions for pricing Asian options. Zbl 1471.91620
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
A superconvergent B-spline technique for second order nonlinear boundary value problems. Zbl 1510.65159
Roul, Pradip; Prasad Goura, V. M. K. |
|
2022
|
A robust numerical technique and its analysis for computing the price of an Asian option. Zbl 1492.91431
Roul, Pradip |
|
2022
|
A fourth-order numerical method for solving a class of derivative-dependent nonlinear singular boundary value problems. Zbl 1513.65238
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2022
|
A high-order efficient technique and its convergence analysis for Bratu-type and Lane-Emden-type problems. Zbl 1527.65057
Roul, Pradip; Goura, V. M. K. Prasad |
|
2022
|
A novel approach for solving nonlinear singular boundary value problems arising in various physical models. Zbl 1503.65145
Roul, Pradip |
|
2022
|
A compact finite difference scheme for fractional Black-Scholes option pricing model. Zbl 1467.91215
Roul, Pradip; Goura, V. M. K. Prasad |
|
2021
|
A high order numerical scheme for solving a class of non-homogeneous time-fractional reaction diffusion equation. Zbl 07776029
Roul, Pradip; Goura, V. M. K. Prasad |
|
2021
|
A high-order B-spline collocation scheme for solving a nonhomogeneous time-fractional diffusion equation. Zbl 1512.65155
Roul, Pradip; Goura, VMK Prasad |
|
2021
|
An efficient numerical method based on exponential B-spline basis functions for solving a class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions. Zbl 1512.65156
Roul, Pradip; Kumari, Trishna; Goura, VMK Prasad |
|
2021
|
An efficient numerical approach for solving a general class of nonlinear singular boundary value problems. Zbl 1491.65070
Roul, Pradip; Kumari, Trishna; Prasad Goura, V. M. K. |
|
2021
|
A high accuracy numerical approach for electro-hydrodynamic flow of a fluid in an ion-drag configuration in a circular cylindrical conduit. Zbl 1469.65127
Roul, Pradip; Prasad Goura, V. M. K.; Kassner, Klaus |
|
2021
|
A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options. Zbl 1437.91455
Roul, Pradip |
|
2020
|
A fourth-order non-uniform mesh optimal B-spline collocation method for solving a strongly nonlinear singular boundary value problem describing electrohydrodynamic flow of a fluid. Zbl 1445.65028
Roul, Pradip |
|
2020
|
A fourth order numerical method based on B-spline functions for pricing Asian options. Zbl 1446.65133
Roul, Pradip |
|
2020
|
A high order numerical method and its convergence for time-fractional fourth order partial differential equations. Zbl 1433.65243
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option. Zbl 1418.91602
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons. Zbl 1446.65117
Roul, Pradip; Rohil, Vikas; Espinosa-Paredes, Gilberto; Prasad Goura, V. M. K.; Gedam, R. S.; Obaidurrahman, K. |
|
2020
|
A sixth order numerical method and its convergence for generalized Black-Scholes PDE. Zbl 1437.65110
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A Bessel collocation method for solving Bratu’s problem. Zbl 1448.65078
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
A sixth order optimal B-spline collocation method for solving Bratu’s problem. Zbl 1462.65094
Roul, Pradip; Goura, V. M. K. Prasad |
|
2020
|
Numerical solution of doubly singular boundary value problems by finite difference method. Zbl 1476.65144
Roul, Pradip; Prasad Goura, V. M. K. |
|
2020
|
B-spline collocation methods and their convergence for a class of nonlinear derivative dependent singular boundary value problems. Zbl 1429.65164
Roul, Pradip; Prasad Goura, V. M. K. |
|
2019
|
A fourth-order B-spline collocation method and its error analysis for Bratu-type and Lane-Emden problems. Zbl 1499.65329
Roul, Pradip; Thula, Kiran |
|
2019
|
A compact finite difference method for a general class of nonlinear singular boundary value problems with Neumann and Robin boundary conditions. Zbl 1429.65165
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2019
|
An optimal sixth-order quartic B-spline collocation method for solving Bratu-type and Lane-Emden-type problems. Zbl 1416.65235
Roul, Pradip; Thula, Kiran; Goura, VMK Prasad |
|
2019
|
A new mixed MADM-collocation approach for solving a class of Lane-Emden singular boundary value problems. Zbl 1414.92239
Roul, Pradip |
|
2019
|
A fast and accurate computational technique for efficient numerical solution of nonlinear singular boundary value problems. Zbl 1513.65237
Roul, Pradip |
|
2019
|
A sixth-order numerical method for a strongly nonlinear singular boundary value problem governing electrohydrodynamic flow in a circular cylindrical conduit. Zbl 1429.65163
Roul, Pradip; Madduri, Harshita; Kassner, Klaus |
|
2019
|
A fast-converging iterative scheme for solving a system of Lane-Emden equations arising in catalytic diffusion reactions. Zbl 1414.92236
Madduri, Harshita; Roul, Pradip |
|
2019
|
Design and stability analysis of an implicit non-standard finite difference scheme for fractional neutron point kinetic equation. Zbl 1428.82076
Roul, Pradip; Prasad Goura, V. M. K.; Madduri, Harshita; Obaidurrahman, K. |
|
2019
|
A new iterative algorithm for a strongly nonlinear singular boundary value problem. Zbl 1458.76083
Roul, Pradip; Madduri, Harshita; Kassner, Klaus |
|
2019
|
Non-optimal fourth-order and optimal sixth-order B-spline collocation methods for Lane-Emden boundary value problems. Zbl 1477.65118
Roul, Pradip; Thula, Kiran; Agarwal, Ravi |
|
2019
|
Doubly singular boundary value problems with derivative dependent source function: a fast-converging iterative approach. Zbl 1423.34025
Roul, Pradip |
|
2019
|
An optimal iterative algorithm for solving Bratu-type problems. Zbl 1433.65097
Roul, Pradip; Madduri, Harshita |
|
2019
|
A new high order numerical approach for a class of nonlinear derivative dependent singular boundary value problems. Zbl 1477.65117
Roul, Pradip; Prasad Goura, V. M. K.; Agarwal, Ravi |
|
2019
|
A fast-converging recursive approach for Lane-Emden type initial value problems arising in astrophysics. Zbl 1436.65084
Roul, Pradip; Madduri, Harshita; Agarwal, Ravi |
|
2019
|
A new approximate method and its convergence for a strongly nonlinear problem governing electrohydrodynamic flow of a fluid in a circular cylindrical conduit. Zbl 1428.76174
Roul, Pradip; Madduri, Harshita |
|
2019
|
A new high-order numerical method for solving singular two-point boundary value problems. Zbl 1453.65175
Roul, Pradip; Thula, Kiran |
|
2018
|
A high-order \(B\)-spline collocation method for solving nonlinear singular boundary value problems arising in engineering and applied science. Zbl 1432.65102
Thula, Kiran; Roul, Pradip |
|
2018
|
A new highly accurate domain decomposition optimal homotopy analysis method and its convergence for singular boundary value problems. Zbl 1402.65087
Roul, Pradip; Madduri, Harshita |
|
2018
|
A new numerical approach for solving a class of singular two-point boundary value problems. Zbl 1385.65049
Roul, Pradip; Biswal, Dipak |
|
2017
|
On the numerical solution of singular two-point boundary value problems: a domain decomposition homotopy perturbation approach. Zbl 1387.65073
Roul, Pradip |
|
2017
|
New approach for solving a class of singular boundary value problem arising in various physical models. Zbl 1345.65050
Roul, Pradip; Warbhe, Ujwal |
|
2016
|
A novel numerical approach and its convergence for numerical solution of nonlinear doubly singular boundary value problems. Zbl 1342.65164
Roul, Pradip; Warbhe, Ujwal |
|
2016
|
Analytical approach for nonlinear partial differential equations of fractional order. Zbl 1284.35228
Roul, Pradip |
|
2013
|
Numerical solutions of time fractional degenerate parabolic equations by variational iteration method with Jumarie-modified Riemann-Liouville derivative. Zbl 1218.35015
Roul, Pradip |
|
2011
|
Numerical solutions of systems of nonlinear integro-differential equations by homotopy-perturbation method. Zbl 1225.65081
Roul, Pradip; Meyer, Peter |
|
2011
|
Application of homotopy perturbation method to biological population model. Zbl 1205.65290
Roul, Pradip |
|
2010
|
