Fractional Variational Iteration Method and Its Application to Fractional Partial Differential Equation

Asma Ali Elbeleze, Adem Kılıçman and Bachok M. Taib

Mathematical Problems in Engineering, 2013, vol. 2013, 1-10

Abstract:

We use the fractional variational iteration method (FVIM) with modified Riemann-Liouville derivative to solve some equations in fluid mechanics and in financial models. The fractional derivatives are described in Riemann-Liouville sense. To show the efficiency of the considered method, some examples that include the fractional Klein-Gordon equation, fractional Burgers equation, and fractional Black-Scholes equation are investigated.

Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:543848

DOI: 10.1155/2013/543848

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