• Journal of applied mathematics & informatics
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• v.7 no.2
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• pp.409-438
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• 2000

In this paper we develop a new procedure to control stepsize for Runge- Kutta methods applied to both ordinary differential equations and semi-explicit index 1 differential-algebraic equation In contrast to the standard approach, the error control mechanism presented here is based on monitoring and controlling both the local and global errors of Runge- Kutta formulas. As a result, Runge-Kutta methods with the local-global stepsize control solve differential of differential-algebraic equations with any prescribe accuracy (up to round-off errors)

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.45-57
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• 2001

A parametric scheme is proposed for the numerical solution of the nonlinear Boussinesq equation. The numerical method is developed by approximating the time and the space partical derivatives by finite-difference re placements and the nonlinear term by an appropriate linearized scheme. The resulting finite-difference method is analyzed for local truncation error and stability. The results of a number of numerical experiments are given for both the single and the double-soliton wave. AMS Mathematics Subject Classification : 65J15, 47H17, 49D15.

• Journal of applied mathematics & informatics
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• v.8 no.1
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• pp.71-80
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• 2001

The purpose of this paper is to give the classification of homogeneous integral table algebras of degree 5 containing a faithful real element of which 2. In fact, these algebras are classified to exact isomorphism, that is the sets of structure constants which arise from the given basis are completely determined. This is work towards classifying homogeneous integral table algebras of degree 5. AMS Mathematics Subject Classification : 20C05, 20C99.

• Journal of applied mathematics & informatics
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• v.31 no.3_4
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• pp.545-558
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• 2013

In this paper, the formulas for calculating the extremal ranks and inertias of the Hermitian least squares solutions to matrix equation AX = B are established. In particular, the necessary and sufficient conditions for the existences of the positive and nonnegative definite solutions to this matrix equation are given. Meanwhile, the least squares problem of the above matrix equation with Hermitian R-symmetric and R-skew symmetric constraints are also investigated.

• Kyungpook Mathematical Journal
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• v.52 no.4
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• pp.359-373
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• 2012

The block LU factorization is used to solve the coupled Stokes equations arisen from an optimal control problem subject to Stokes equations. The convergence of the spectral element solution is proved. Some numerical evidences are provided for the model coupled Stokes equations. Moreover, as an application, this algorithm is performed for an optimal control problem.

• Journal of applied mathematics & informatics
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• v.8 no.3
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• pp.1027-1033
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• 2001

In this paper we obtain the necessary and sufficient conditions for convergence concerning the Mann iterative sequences with errors for the class of continuous accretive operators in smooth Banach spaces.

• Journal of applied mathematics & informatics
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• v.7 no.1
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• pp.29-40
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• 2000

We provide semilocal convergence theorems for Newton-like methods in Banach space using outer and generalized inverses. In contrast to earlier results we use hypotheses on the second instead of the first Frechet-derivative. This way our Newton-Kantorovich hypotheses differ from earlier ones. Our results can be used to solve undetermined systems, nonlinear least square problems and ill-posed nonlinear operator equations.

• Journal of applied mathematics & informatics
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• v.7 no.1
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• pp.41-60
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• 2000

In this paper we consider a series of algorithms for calculating radicals of matrix polynomial equations. A particular aspect of this problem arise in author's work. concerning parameter identification of linear dynamic stochastic system. Special attention is given of searching the solution of an equation in a neighbourhood of some initial approximation. The offered approaches and algorithms allow us to receive fast and quite exact solution. We give some recommendations for application of given algorithms.

• Journal of applied mathematics & informatics
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• v.7 no.1
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• pp.101-113
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• 2000

In this paper, we introduce and study a new class of variational inclusions, called the set-valued quasi variational inclusions. The resolvent operator technique is used to establish the equivalence between the set-valued variational inclusions and the fixed point problem. This equivalence is used to study the existence of a solution and to suggest a number of iterative algorithms for solving the set-valued variational inclusions. We also study the convergence criteria of these algorithms.

• Journal of applied mathematics & informatics
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• v.12 no.1_2
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• pp.211-218
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• 2003

Let H be a Hilbert space, X be a real Banach space, A : H \longrightarrow X be an operator with D(A) dense in H, G： H \longrightarrow H be positive definite, $\chi$ $\in$ D(A) and b $\in$ H. Consider the quadratic programming problem: QP： Minimize $\frac{1}{2}$〈p, $\chi$〉 + 〈$\chi$, G$\chi$〉 subject to A$\chi$= b In this paper, we obtain an explicit solution to the above problem using generalized inverses.