• Title/Summary/Keyword: computational mathematics

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WIENER-HOPF EQUATIONS TECHNIQUE FOR VARIATIONAL INEQUALITIES

  • Noor, Muhammad Aslam
    • Journal of applied mathematics & informatics
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    • v.7 no.3
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    • pp.813-831
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    • 2000
  • In recent years, the theory of Wiener-Hopf equations has emerged as a novel and innovative technique for developing efficient and powerful numerical methods for solving variational inequalities and complementarity problems. In this paper, we provide an account of some of the fundamental aspects of the Wiener-Hopf equations with major emphasis on the formulation, computational algorithms, various generalizations and their applications. We also suggest some open problems for further research with sufficient information and references.

A HYBRID METHOD FOR REGULARIZED STRUCTURED LINEAR TOTAL LEAST NORM

  • KWON SUNJOO
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.621-637
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    • 2005
  • A hybrid method solving regularized structured linear total least norm (RSTLN) problems, which have highly ill-conditioned coefficient matrix with special structures, is suggested and analyzed. This scheme combining RSTLN algorithm and separation by parts guarantees the convergence of parameters and has an advantages in reducing the residual norm and relative error of solutions. Computational tests for problems arisen in signal processing and image formation process confirm that the presenting method is effective for more accurate solutions to (R)STLN problem than the (R)STLN algorithm.

ERROR ESTIMATION OVER THE POLYGONAL DOMAINS BY THE FINITE ELEMENT METHOD

  • Kim, Chang-Geun
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.311-320
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    • 2002
  • For second order linear elliptic problems over smooth domains, it is well known that the rate of convergence of the error in the $L_2$norm is one order higher than that in the $H^1$norm. For polygonal domains with reentrant corners, it has been shown in [15] that this extra order cannot be fully recovered when the h-version is used. We present theoretical and computational examples showing the sharpness of our results.

ON SOME COMPUTATIONAL ALGORITHMS FOR n-FOLD IDEALS IN BCK-ALGEBRAS

  • Lele, Celestin;Moutari, Salissou
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.369-383
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    • 2007
  • This paper is devoted to the foldness theory of implicative ideals in BCK-algebras. We use the fuzzy point concept to give some characterizations of fuzzy n-fold implicative ideals and establish some relationships with various n-fold ideals. We also construct some algorithms for studying the foldness of implicative ideals in BCK-algebras.

COMPUTATION OF ADDED MASS AND DAMPING COEFFICIENTS DUE TO A HEAVING CYLINDER

  • Bhatta Dambaru D.
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.127-140
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    • 2007
  • We present the boundary value problem (BVP) for the heave motion due to a vertical circular cylinder in water of finite depth. The BVP is presented in terms of velocity potential function. The velocity potential is obtained by considering two regions, namely, interior region and exterior region. The solutions for these two regions are obtained by the method of separation of variables. The analytical expressions for the hydrodynamic coefficients are derived. Computational results are presented for various depth to radius and draft to radius ratios.

LONG TIME BEHAVIOR OF SOLUTIONS TO SEMILINEAR HYPERBOLIC EQUATIONS INVOLVING STRONGLY DEGENERATE ELLIPTIC DIFFERENTIAL OPERATORS

  • Luyen, Duong Trong;Yen, Phung Thi Kim
    • Journal of the Korean Mathematical Society
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    • v.58 no.5
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    • pp.1279-1298
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    • 2021
  • The aim of this paper is to prove the existence of the global attractor of the Cauchy problem for a semilinear degenerate hyperbolic equation involving strongly degenerate elliptic differential operators. The attractor is characterized as the unstable manifold of the set of stationary points, due to the existence of a Lyapunov functional.

AN EFFICIENT HYBRID NUMERICAL METHOD FOR THE TWO-ASSET BLACK-SCHOLES PDE

  • DELPASAND, R.;HOSSEINI, M.M.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.25 no.3
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    • pp.93-106
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    • 2021
  • In this paper, an efficient hybrid numerical method for solving two-asset option pricing problem is presented based on the Crank-Nicolson and the radial basis function methods. For this purpose, the two-asset Black-Scholes partial differential equation is considered. Also, the convergence of the proposed method are proved and implementation of the proposed hybrid method is specifically studied on Exchange and Call on maximum Rainbow options. In addition, this method is compared to the explicit finite difference method as the benchmark and the results show that the proposed method can achieve a noticeably higher accuracy than the benchmark method at a similar computational time. Furthermore, the stability of the proposed hybrid method is numerically proved by considering the effect of the time step size to the computational accuracy in solving these problems.

LOCAL STABILITY OF CAUCHY FUNCTIONAL EQUATION

  • Park, Kyoo-Hong;Lee, Young-Whan;Ji, Kyoung-Sihn
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.581-590
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    • 2001
  • In this paper we prove a local stability of Gavruta’s theorem for the generalized Hyers-Ulam-Rassias Stability of Cauchy functional equation.