Fractional variational iteration method and its application to fractional partial differential equation (Q473794)

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scientific article; zbMATH DE number 6372491
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    Fractional variational iteration method and its application to fractional partial differential equation
    scientific article; zbMATH DE number 6372491

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      Fractional variational iteration method and its application to fractional partial differential equation (English)
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      24 November 2014
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      Summary: 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.
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