Author name: WebMaster2

An Approximate Analytic Solution for the Multidimensional Fractional-Order Time and Space Burger Equation Based on Caputo-Katugampola Derivative

An Approximate Analytic Solution for the Multidimensional Fractional-Order Time and Space Burger Equation Based on Caputo-Katugampola Derivative Wannika Sawangtong, Akpan N. Ikot, Panumart Sawangtong The (n+1)-dimensional space and time fractional-order Burger equation with Caputo-Katugampola derivative is tackled using the generalized Laplace homotopy perturbation procedure (GLHPM) to derive an approximate analytic solution. The coefficients of this …

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An Analysis of the Fractional-Order Option Pricing Problemvfor Two Assets by the Generalized Laplace Variational Iteration Approach

An Analysis of the Fractional-Order Option Pricing Problemvfor Two Assets by the Generalized Laplace Variational Iteration Approach Sivaporn Ampun, Panumart Sawangtong, and Wannika Sawangtong The Black–Scholes equation is a fundamental model in option pricing theory. This manuscript introduces a novel approach by formulating the classical Black–Scholes equation as a fractional-order equation using the generalized Riemann–Liouville …

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Study of Non-Newtonian blood flow – heat transfer characteristics in the human coronary system withan external magnetic field

Study of Non-Newtonian blood flow – heat transfer characteristics in the human coronary system with an external magnetic field Nattawan Chuchalerm, Wannika Sawangtong, Benchawan Wiwatanapataphee and Thanongchai Siriapisith Coronary artery disease (CAD) is a leading cause of death globally, prompting innovative treatment approaches combining biotechnology and tissue engineering. Magnetic therapy is increasingly used to prevent …

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Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing 

Title: Analysis of option-like fund performance fees in asset management via Monte Carlo actuarial distortion pricing Authors: Gareth W. Peters, Mantana Chudtong and Andrea De Gaetano                  In this work, we analyze the management and performance fees for asset managers and investment funds is undertaken. While fund fees …

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ภาควิชาคณิตศาสตร์ ขอแสดงความยินดีกับ ผู้ช่วยศาสตราจารย์ ดร.สัญญพงศ์ เพชรร่มโพธิ์ ที่ได้รับรางวัลการวิจัยแห่งชาติ ประจำปีงบประมาณ 2567 ประเภทรางวัลวิทยานิพนธ์ ระดับดี (สาขาเศรษฐศาสตร์)

Special Seminar by Assoc. Prof. Dr. Georgy Sofronov

Title: Change-point detection problems Speaker: Assoc. Prof. Dr. Georgy Sofronov School of Mathematical and Physical Sciences Macquarie University, NSW, Australia Date: Wed, 31 January 2024 Time: 14:00-15:00 PM Room: M301 Abstract: Change-point problems (or break point problems, disorder problems) can be considered one of the central issues of mathematical statistics, connecting asymptotic statistical theory and …

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