Numerical solution of partial differential equations with the help of fuzzy transform technique
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61988987%3A17610%2F17%3AA1801N3J" target="_blank" >RIV/61988987:17610/17:A1801N3J - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/FUZZ-IEEE.2017.8015742" target="_blank" >http://dx.doi.org/10.1109/FUZZ-IEEE.2017.8015742</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/FUZZ-IEEE.2017.8015742" target="_blank" >10.1109/FUZZ-IEEE.2017.8015742</a>
Alternative languages
Result language
angličtina
Original language name
Numerical solution of partial differential equations with the help of fuzzy transform technique
Original language description
In this paper, we propose a numerical method based on the F-transform for solving a certain type of partial differential equations (PDEs) with Dirichlet boundary conditions and initial conditions. We show how the PDEs after the application of the Crank-Nicolson scheme for time discretization can be approximated by a system of linear equations with the direct F-transform components as their variables. The numerical solution of PDEs is obtained by solving the system of linear equations and the application of the inverse F-transform. The proposed method is then adjusted to the two-dimensional boundary value problem illustrated on two examples including the Black-Scholes equation well-known in financial modeling.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proc. of the IEEE International Conference on Fuzzy Systems (FUZZ-IEEE) 2017
ISBN
978-1-5090-6034-4
ISSN
1098-7584
e-ISSN
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Number of pages
6
Pages from-to
1-6
Publisher name
Institute of Electrical and Electronics Engineers Inc.
Place of publication
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Event location
Naples, Italy
Event date
Jul 9, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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