Applications of Modified Bessel Polynomials to Solve a Nonlinear Chaotic Fractional-Order System in the Financial Market: Domain-Splitting Collocation Techniques

Applications of Modified Bessel Polynomials to Solve a Nonlinear Chaotic Fractional-Order System in the Financial Market: Domain-Splitting Collocation Techniques

We propose two accurate and efficient spectral collocation techniques based on a (novel) domain-splitting strategy to handle a nonlinear fractional system consisting of three ODEs arising in financial modeling and with chaotic behavior. One of the major numerical difficulties in designing traditiona...

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Bibliographic Details
Main Authors: Mohammad Izadi, Hari Mohan Srivastava
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Computation
Subjects:
collocation points
Liouville-Caputo fractional operator
chaotic system
convergent analysis
financial model
modified Bessel functions
Online Access:https://www.mdpi.com/2079-3197/11/7/130

Internet

https://www.mdpi.com/2079-3197/11/7/130

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