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The purpose of this study is to explore numerical scrutinization of micropolar and Walters-B non-Newtonian fluids motion under the influence of thermal radiation and chemical reaction.

The two fluids micropolar and Walters-B liquid are considered to start flowing from the slot to the stretching sheet. A magnetic field of constant strength is imposed on their flow transversely. The problems on heat and mass transport are set up with thermal, chemical reaction, heat generation, etc. to form partial differential equations. These equations were simplified into a dimensionless form and solved using spectral homotopy analysis method (SHAM). SHAM uses the basic concept of both Chebyshev pseudospectral method and homotopy analysis method to obtain numerical computations of the problem.

The outcomes for encountered flow parameters for temperature, velocity and concentration are presented with the aid of figures. It is observed that both the velocity and angular velocity of micropolar and Walters-B and thermal boundary layers increase with increase in the thermal radiation parameter. The decrease in velocity and decrease in angular velocity occurred are a result of increase in chemical reaction. It is hoped that the present study will enhance the understanding of boundary layer flow of micropolar and Walters-B non-Newtonian fluid under the influences of thermal radiation, thermal conductivity and chemical reaction as applied in various engineering processes.

All results are presented graphically and all physical quantities are computed and tabulated.

Financial mathematics is one of the most rapidly evolving fields in today’s banking and cooperative industries. In the current study, a new fractional differentiation operator with a nonsingular kernel based on the Robotnov fractional exponential function (RFEF) is considered for the Black–Scholes model, which is the most important model in finance. For simulations, homotopy perturbation and the Laplace transform are used and the obtained solutions are expressed in terms of the generalized Mittag-Leffler function (MLF).

The homotopy perturbation method (HPM) with the help of the Laplace transform is presented here to check the behaviours of the solutions of the Black–Scholes model. HPM is well known for its accuracy and simplicity.

In this attempt, the exact solutions to a famous financial market problem, namely, the BS option pricing model, are obtained using homotopy perturbation and the LT method, where the fractional derivative is taken in a new YAC sense. We obtained solutions for each financial market problem in terms of the generalized Mittag-Leffler function.

The Black–Scholes model is presented using a new kind of operator, the Yang-Abdel-Aty-Cattani (YAC) operator. That is a new concept. The revised model is solved using a well-known semi-analytic technique, the homotopy perturbation method (HPM), with the help of the Laplace transform. Also, the obtained solutions are compared with the exact solutions to prove the effectiveness of the proposed work. The different characteristics of the solutions are investigated for different values of fractional-order derivatives.