3 papers
math.NA2025
Variable-order fractional wave equation: Analysis, numerical approximation, and fast algorithm
Jinhong Jia, Chuanting Jiang, Yiqun Li +2
We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical pro…
math.NA2025
Multiscale solution decomposition of nonlocal-in-time problems with application in numerical computation
Mengmeng Liu, Jie Ma, Wenlin Qiu +1
This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original…
math.NA2024
Generalizing subdiffusive Black-Scholes model by variable exponent: Model transformation and numerical approximation
Meihui Zhang, Yaxue Liu, Mengmeng Liu +2
This work generalizes the subdiffusive Black-Scholes model by introducing the variable exponent in order to provide adequate descriptions for the option pricing, where the variable…