5 papers · 2 filters
Numerical approximations for a hyperbolic integrodifferential equation with a non-positive variable-sign kernel and nonlinear-nonlocal damping
Wenlin Qiu, Xiangcheng Zheng, Kassem Mustapha
This work considers the Galerkin approximation and analysis for a hyperbolic integrodifferential equation, where the non-positive variable-sign kernel and nonlinear-nonlocal dampin…
A multiscale Abel kernel and application in viscoelastic problem
Wenlin Qiu, Tao Guo, Yiqun Li +2
We consider the variable-exponent Abel kernel and demonstrate its multiscale nature in modeling crossover dynamics from the initial quasi-exponential behavior to long-term power-la…
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…
Numerical analysis of high-order methods for variable-exponent fractional diffusion-wave equation
Wenlin Qiu, Xiangcheng Zheng
This work considers the variable-exponent fractional diffusion-wave equation, which describes, e.g. the propagation of mechanical diffusive waves in viscoelastic media with varying…
Local modification of subdiffusion by initial Fickian diffusion: Multiscale modeling, analysis and computation
Xiangcheng Zheng, Yiqun Li, Wenlin Qiu
We propose a local modification of the standard subdiffusion model by introducing the initial Fickian diffusion, which results in a multiscale diffusion model. The developed model…