10 papers
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…
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…
Long-time error estimate and decay of finite element method to a generalized viscoelastic flow
Yingwen Guo, Yinnian He, Wenlin Qiu +1
This work analyzes the finite element approximation to a viscoelastic flow model, which generalizes the Navier-Stokes equation and Oldroyd's model by introducing the tempered power…
Optimal control of variable-exponent subdiffusion
Yiqun Li, Mengmeng Liu, Wenlin Qiu +1
This work investigates the optimal control of the variable-exponent subdiffusion, which extends the work [Gunzburger and Wang, SIAM J. Control Optim. 2019] to the variable-exponent…
Numerical analysis for subdiffusion problem with non-positive memory
Wenlin Qiu, Xiangcheng Zheng
This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such…