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

Author

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  • Asma Ali Elbeleze
  • Adem Kılıçman
  • Bachok M. Taib

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.

Suggested Citation

  • Asma Ali Elbeleze & Adem Kılıçman & Bachok M. Taib, 2013. "Fractional Variational Iteration Method and Its Application to Fractional Partial Differential Equation," Mathematical Problems in Engineering, Hindawi, vol. 2013, pages 1-10, July.
    • Handle: RePEc:hin:jnlmpe:543848
    DOI: 10.1155/2013/543848
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    Cited by:

    1. Kumar, Yashveer & Singh, Vineet Kumar, 2021. "Computational approach based on wavelets for financial mathematical model governed by distributed order fractional differential equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 531-569.

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