in the present work, a hybrid of fourier transform and homotopy perturbation method is developed for solving the non-homogeneous partial differential equations with variable coefficients. the fourier transform is employed with combination of homotopy perturbation method (hpm), the so called fourier transform homotopy perturbation method (fthpm) to solve the partial differential equations. the c...

in this paper, installment options on the underlying assetwhich evolves according to black-scholes model and pays constant dividendto its owner will be considered. applying arbitrage pricing theory,the non-homogeneous parabolic partial differential equation governingthe value of installment option is derived. then, penalty method is usedto value the european continuous installment call option.

This study is concerned to check the validity and applicability of a five parameter viscoelastic model for harmonic wave propagating in the non-homogeneous viscoelastic rods of varying density. The constitutive relation for five parameter model is first developed and validity of these relations is checked. The non-homogeneous viscoelastic rods are assumed to be initially unstressed and at rest....

In this paper, installment options on the underlying asset which evolves according to Black-Scholes model and pays constant dividend to its owner will be considered. Applying arbitrage pricing theory, the non-homogeneous parabolic partial differential equation governing the value of installment option is derived. Then, penalty method is used to value the European continuous installment call opt...

In this paper homotopy perturbation method (HPM) is employed to solve two kinds of differential equations: one dimensional non homogeneous parabolic partial differential equation and non linear differential equation. Using the HPM, an exact analytical solution to non homogeneous parabolic partial differential equation and an approximate explicit solution for a non linear differential equation w...

In this study, the general partial differential equation of unsteady groundwater flow through non-homogeneous and anisotropic aquifer was solved by the fully implicit finite difference method with control volume approach. The calibration of permeability and storage coefficients as model parameters was performed by a transformation technique and application of Powell's non-linear optimization me...

the homogeneous balance method can be used to construct exact traveling wave solutions of nonlinear partial differential equations. in this paper, this method is used to construct newsoliton solutions of the (3+1) jimbo--miwa equation.

this paper presents a new numerical method for solution of eikonal equation in two dimensions.in contrast to the previously developed methods which try to define the solution surface by its level sets(contour curves), the developed methodology identifies the solution surface by resorting to its characteristics. the suggested procedure is based on the geometric properties of the solution surface...

the bem is applied to the solution of the torsion problem of non-homogeneous anisotropic non-circular prismatic bars. the problem is formulated in terms of the warping function. this formulation leads to a second order partial differential equation with variable coefficients, subjected to a generalized neumann type boundary condition. the problem is solved using the analog equation method (aem)...

The homogeneous balance method can be used to construct exact traveling wave solutions of nonlinear partial differential equations. In this paper, this method is used to construct new soliton solutions of the (3+1) Jimbo--Miwa equation.