Adomian decomposition method for solving the diffusion–convection–reaction equations

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摘要

Adomian decomposition method is used to solve the explicit and numerical solutions of three types of the diffusion–convection–reaction (DECR) equations. The calculations are carried out for three different types of the DCRE such as, the Black–Scholes equation used in financial market option pricing, Fokker–Planck (FP) equation for lazer filed and Fokker–Planck equation from plasma physics. The behaviour of the approximate solutions of the distribution functions is shown graphically and compared with that obtained by other theories such as the variational iteration method.

论文关键词:Diffusion–convection reaction,Black–Scholes model,Adomian decomposition

论文评审过程:Available online 28 December 2005.

论文官网地址:https://doi.org/10.1016/j.amc.2005.09.105