In this paper, we introduce the nabla fractional derivative and integral on time scales in Riemann-Liouville sense. We also Gr\"unwald-Letnikov Some of basic properties theorems related to calculus are discussed.

The immiscible displacement of oil by water through a porous and permeable reservoir rock can be described by the use of a fractional flow curves (fw versus Sw). Water flooding project parameters can be obtained from the fractional flow curve. However, developing a representative fractional flow curve for a specific reservoir can be quite challenging when fluid and special core analysis data is...

Chaos synchronization of coupled fractional order differential equation is receiving increasing attention because of its potential applications in secure communications and control processing. The aim of this paper is synchronization between two identical or different delay fractional-order chaotic systems in finite time. At first, the predictor-corrector method is used to obtain the solutions ...

We study the space discretization of the Cauchy problem for a second order linear parabolic PDE, with one spatial dimension and unbounded time and space-dependent coefficients. The PDE free term and the initial data are also allowed to grow. Under the assumption that the PDE does not degenerate, the problem’s weak solution is approximated in space, with finite-difference methods. The rate of co...

We study the space discretization of the Cauchy problem for a second order linear parabolic PDE, with one spatial dimension and unbounded time and space-dependent coefficients. The equation free term and the initial data are also allowed to grow. Under a nondegeneracy assumption, we consider the PDE solvability in the framework of the variational approach, and approximate in space the PDE probl...

We present a highly efficient parallelization of the computation of the price of exotic cross-currency interest rate derivatives with path-dependent features via a Partial Differential Equation (PDE) approach. In particular, we focus on the parallel pricing on Graphics Processing Unit (GPU) clusters of long-dated foreign exchange (FX) interest rate derivatives, namely Power-Reverse Dual-Currenc...

‎in the present paper we consider a time-fractional inverse diffusion problem‎, ‎where data is given at $x=1$ and the solution is required in the interval $0