scholarly journals Application of the Laplace Homotopy Perturbation Method to the Black–Scholes Model Based on a European Put Option with Two Assets

Mathematics ◽  
2019 ◽  
Vol 7 (4) ◽  
pp. 310 ◽  
Author(s):  
Din Prathumwan ◽  
Kamonchat Trachoo
Keyword(s):  
Approximate Solution ◽  
Perturbation Method ◽  
Explicit Solution ◽  
Homotopy Perturbation Method ◽  
Approximation Methods ◽  
Numerical Examples ◽  
Homotopy Perturbation ◽  
Put Option ◽  
Black Scholes Model ◽  
Black Scholes

In this paper, the Laplace homotopy perturbation method (LHPM) is applied to obtain the approximate solution of Black–Scholes partial differential equations for a European put option with two assets. Different from all other approximation methods, LHPM provides a simple way to get the explicit solution which is represented in the form of a Mellin–Ross function. The numerical examples represent that the solution from the proposed method is easy and effective.

scholarly journals Approximate Solution of Nonlinear Integral Equations of the Second Kind by Using Homotopy Perturbation Method

2017 ◽  
Vol 65 (2) ◽  
pp. 151-155
Author(s):  
MM Hasan ◽  
MA Matin
Keyword(s):  
Integral Equation ◽  
Exact Solution ◽  
Approximate Solution ◽  
Perturbation Method ◽  
Fredholm Integral Equation ◽  
Homotopy Perturbation Method ◽  
Nonlinear Integral Equations ◽  
Numerical Examples ◽  
Homotopy Perturbation ◽  
Nonlinear Fredholm Integral Equation

In this paper, we apply Homotopy perturbation method (HPM) for obtaining approximate solution of nonlinear Fredholm integral equation of the second kind. Finally, some numerical examples are provided, and the obtained numerical approximations are compared with the corresponding exact solution. Dhaka Univ. J. Sci. 65(2): 151-155, 2017 (July)

scholarly journals Approximate solution for fractional attractor one-dimensional Keller-Segel equations using homotopy perturbation sumudu transform method

2020 ◽  
Vol 9 (1) ◽  
pp. 370-381
Author(s):  
Dinkar Sharma ◽  
Gurpinder Singh Samra ◽  
Prince Singh
Keyword(s):  
Approximate Solution ◽  
Perturbation Method ◽  
Homotopy Perturbation Method ◽  
Simple Technique ◽  
Nonlinear Partial Differential Equations ◽  
Transform Method ◽  
Present Scheme ◽  
One Dimensional ◽  
Homotopy Perturbation ◽  
Sumudu Transform

AbstractIn this paper, homotopy perturbation sumudu transform method (HPSTM) is proposed to solve fractional attractor one-dimensional Keller-Segel equations. The HPSTM is a combined form of homotopy perturbation method (HPM) and sumudu transform using He’s polynomials. The result shows that the HPSTM is very efficient and simple technique for solving nonlinear partial differential equations. Test examples are considered to illustrate the present scheme.

scholarly journals A Reliable Treatment of Homotopy Perturbation Method for Solving the Nonlinear Klein-Gordon Equation of Arbitrary (Fractional) Orders

2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
A. M. A. El-Sayed ◽  
A. Elsaid ◽  
D. Hammad
Keyword(s):  
Differential Equation ◽  
Partial Differential Equation ◽  
Perturbation Method ◽  
Homotopy Perturbation Method ◽  
Gordon Equation ◽  
Numerical Examples ◽  
Homotopy Perturbation ◽  
Klein Gordon ◽  
Fractional Orders ◽  
Klein Gordon Equation

The reliable treatment of homotopy perturbation method (HPM) is applied to solve the Klein-Gordon partial differential equation of arbitrary (fractional) orders. This algorithm overcomes the difficulty that arises in calculating complicated integrals when solving nonlinear equations. Some numerical examples are presented to illustrate the efficiency of this technique.

scholarly journals Second Approximate Solution of Duffing Equation with Strong Nonlinearity by Homotopy Perturbation Method

1970 ◽  
Vol 30 ◽  
pp. 59-75
Author(s):  
M Alhaz Uddin ◽  
M Abdus Sattar
Keyword(s):  
Approximate Solution ◽  
Nonlinear Systems ◽  
Perturbation Method ◽  
Differential System ◽  
Homotopy Perturbation Method ◽  
Approximate Solutions ◽  
Second Order ◽  
Strong Nonlinearity ◽  
Analytical Technique ◽  
Homotopy Perturbation

 In this paper, the second order approximate solution of a general second order nonlinear ordinary differential system, modeling damped oscillatory process is considered. The new analytical technique based on the work of He’s homotopy perturbation method is developed to find the periodic solution of a second order ordinary nonlinear differential system with damping effects. Usually the second or higher order approximate solutions are able to give better results than the first order approximate solutions. The results show that the analytical approximate solutions obtained by homotopy perturbation method are uniformly valid on the whole solutions domain and they are suitable not only for strongly nonlinear systems, but also for weakly nonlinear systems. Another advantage of this new analytical technique is that it also works for strongly damped, weakly damped and undamped systems. Figures are provided to show the comparison between the analytical and the numerical solutions. Keywords: Homotopy perturbation method; damped oscillation; nonlinear equation; strong nonlinearity. GANIT J. Bangladesh Math. Soc. (ISSN 1606-3694) 30 (2010) 59-75  DOI: http://dx.doi.org/10.3329/ganit.v30i0.8504

scholarly journals The Approximate Solution of Fractional Fredholm Integrodifferential Equations by Variational Iteration and Homotopy Perturbation Methods

2012 ◽  
Vol 2012 ◽  
pp. 1-10 ◽  
Author(s):  
Abdelouahab Kadem ◽  
Adem Kilicman
Keyword(s):  
Approximate Solution ◽  
Perturbation Method ◽  
Iteration Method ◽  
Homotopy Perturbation Method ◽  
Perturbation Methods ◽  
Variational Iteration Method ◽  
Integrodifferential Equations ◽  
Variational Iteration ◽  
Homotopy Perturbation ◽  
Constant Coefficients

Variational iteration method and homotopy perturbation method are used to solve the fractional Fredholm integrodifferential equations with constant coefficients. The obtained results indicate that the method is efficient and also accurate.

scholarly journals An analytical technique for solving general linear integral equations of the second kind and its application in analysis of flash lamp control circuit

2014 ◽  
Vol 62 (3) ◽  
pp. 413-421 ◽  
Author(s):  
E. Hetmaniok ◽  
D. Słota ◽  
T. Trawiński ◽  
R. Wituła
Keyword(s):  
Approximate Solution ◽  
Perturbation Method ◽  
Integral Equations ◽  
Homotopy Perturbation Method ◽  
General Linear ◽  
Practical Application ◽  
Analytical Technique ◽  
Homotopy Perturbation ◽  
Linear Integral ◽  
Linear Integral Equations

Abstract In this paper an application of the homotopy perturbation method for solving the general linear integral equations of the second kind is discussed. It is shown that under proper assumptions the considered equation possesses a unique solution and the series obtained in the homotopy perturbation method is convergent. The error of approximate solution, received by taking only the partial sum of the series, is also estimated. Moreover, there is presented an example of applying the method for approximate solution of an equation which has a practical application for charge calculation in supply circuit of the flash lamps used in cameras.

Solution for Celebrated Blasius Problem Using Homotopy Perturbation Method

2020 ◽  
Vol 12 (2) ◽  
pp. 284-287
Author(s):  
Monika Rani ◽  
Vikramjeet Singh ◽  
Rakesh Goyal
Keyword(s):  
Differential Equation ◽  
Approximate Solution ◽  
Perturbation Method ◽  
High Speed ◽  
Homotopy Perturbation Method ◽  
Initial Slope ◽  
Moving Wall ◽  
Homotopy Perturbation ◽  
Blasius Problem ◽  
Blasius Equation

In this manuscript, we have analyzed Celebrated Blasius boundary problem with moving wall or high speed 2D laminar viscous flow over gasifying flat plate. To find the way out of this nonlinear differential equation, a version of semi-analytical homotopy perturbation method has been applied. It has been observed that the precision of the solution would be achieved with increasing approximations. On comparison with literature, our solution has been proven highly accurate and valid with faster rate of convergence. It has been revealed that the second order approximate solution of Blasius equation in terms of initial slope is obtained as 0.33315 reducing the error by 0.32%.

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