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An accelerated augmented Lagrangian algorithm with adaptive orthogonalization strategy for bound and equality constrained quadratic programming and its application to largescale contact problems of elasticity J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210326
Zdeněk Dostál, Oldřich VlachAugmented Lagrangian method is a well established tool for the solution of optimization problems with equality constraints. If combined with effective algorithms for the solution of bound constrained quadratic programming problems, it can solve efficiently very large problems with bound and linear equality constraints. The point of this paper is to show that the performance of the algorithm can be

Approximating the solution of threedimensional nonlinear Fredholm integral equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210410
Manochehr KazemiThe purpose of this study is to construct a new efficient iterative method of successive approximation based on the threepoint Simpson quadrature rule for solving threedimensional nonlinear Fredholm integral equations. We have also provided the convergence and error analysis of the proposed method. Furthermore, we present the numerical stability analysis of the method with respect to the choice of

Thermodynamically consistent algorithms for models of incompressible multiphase polymer solutions with a variable mobility J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210410
Xiaowen Shen, Qi WangWe present a general strategy for developing structure and property preserving numerical algorithms for thermodynamically consistent models of incompressible multiphase polymer solutions with a variable mobility. We first present a formalism to derive thermodynamically consistent, incompressible, multiphase polymer models. Then, we develop the general strategy, known as the supplementary variable method

On an eigenvectordependent nonlinear eigenvalue problem from the perspective of relative perturbation theory J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210410
Ninoslav Truhar, RenCang LiWe are concerned with the eigenvectordependent nonlinear eigenvalue problem (NEPv) H(V)V=VΛ, where H(V)∈ℂn×n is a Hermitian matrixvalued function of V∈ℂn×k with orthonormal columns, i.e., VHV=Ik, k≤n (usually k≪n). Sufficient conditions on the solvability and solution uniqueness of NEPv are obtained, based on the wellknown results from the relative perturbation theory. These results are complementary

A strongly convergent Krasnosel’skiǐManntype algorithm for finding a common fixed point of a countably infinite family of nonexpansive operators in Hilbert spaces J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210410
Radu Ioan Boţ, Dennis MeierIn this article, we propose a Krasnosel’skiǐManntype algorithm for finding a common fixed point of a countably infinite family of nonexpansive operators (Tn)n≥0 in Hilbert spaces. We formulate an asymptotic property which the family (Tn)n≥0 has to fulfill such that the sequence generated by the algorithm converges strongly to the element in ⋂n≥0FixTn with minimum norm. Based on this, we derive a

Pollution and accuracy of solutions of the Helmholtz equation: A novel perspective from the eigenvalues J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210410
V. Dwarka, C. VuikIn researching the Helmholtz equation, the focus has either been on the accuracy of the numerical solution (pollution) or the acceleration of the convergence of a preconditioned Krylovbased solver (scalability). While it is widely recognized that the convergence properties can be investigated by studying the eigenvalues, information from the eigenvalues is not used in studying the numerical dispersion

New models for multiclass networks J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210326
Omar De la Cruz Cabrera, Jiafeng Jin, Lothar ReichelMany complex phenomena can be modeled by networks, that is, by a set of nodes connected by edges. Networks are represented by graphs, and several algebraic and analytical methods have been developed for their study. However, in order to obtain a more useful representation of a system, it is often appropriate to include more information about the nodes and/or edges, and those additions make it necessary

On a weighted timefractional asymptotical regularization method J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
Xiangtuan Xiong, Xuemin Xue, Zhenping LiIn this paper we study a weighted timefractional asymptotical regularization method for solving linear illposed problems Ax=y where only noisy data yδ with ‖yδ−y‖≤δ are available and A is a linear bounded operator. This regularization method can be considered as a preconditioned version for the newlydeveloped timefractional asymptotical regularization method. Error analysis and numerical tests

Effects of different discretisations of the Laplacian upon stochastic simulations of reaction–diffusion systems on both static and growing domains J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210409
Bartosz J. Bartmanski, Ruth E. BakerBy discretising space into compartments and letting system dynamics be governed by the reaction–diffusion master equation, it is possible to derive and simulate a stochastic model of reaction and diffusion on an arbitrary domain. However, there are many implementation choices involved in this process, such as the choice of discretisation and method of derivation of the diffusive jump rates, and it

A structured quasi–Newton algorithm with nonmonotone search strategy for structured NLS problems and its application in robotic motion control J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210408
Mahmoud Muhammad Yahaya, Poom Kumam, Aliyu Muhammed Awwal, Sani AjiThis article proposes a structured diagonal Hessian approximation for solving non–linear leastsquares (NLS) problems. We devised a modified structured matrix that satisfies the weak secant equation. This structured matrix is then used to derive the structured diagonal approximation of the Hessian in a similar pattern as the paper of Andrei (2019). By solving a minimization problem, we derived the

Positivity preserving truncated Euler–Maruyama Method for stochastic Lotka–Volterra competition model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210326
Xuerong Mao, Fengying Wei, Teerapot WiriyakraikulThe wellknown stochastic Lotka–Volterra model for interacting multispecies in ecology has some typical features: highly nonlinear, positive solution and multidimensional. The known numerical methods including the tamed/truncated Euler–Maruyama (EM) applied to it do not preserve its positivity. The aim of this paper is to modify the truncated EM to establish a new positive preserving truncated EM

Projected exponential Runge–Kutta methods for preserving dissipative properties of perturbed constrained Hamiltonian systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210323
Ashish BhattPreserving conservative and dissipative properties of dynamical systems is desirable in numerical integration. To this end, we develop and implement numerical methods that preserve the exact rate of dissipation in certain qualitative properties of dissipatively perturbed constrained Hamiltonian systems, which are shown to be conformal symplectic. Projection methods based on exponential Runge–Kutta

Structural analysis of integrodifferential–algebraic equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210329
Reza Zolfaghari, Jacob Taylor, Raymond J. SpiteriWe describe a method for analyzing the structure of a system of nonlinear integrodifferential–algebraic equations (IDAEs) that generalizes the Σmethod for the structural analysis of differential–algebraic equations. The method is based on the sparsity pattern of the IDAE and the νsmoothing property of a Volterra integral operator. It determines which equations and how many times they need to be

Numerical simulation of separation induced laminar to turbulent transition over an airfoil J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210323
Jiří Holman, Jiří FürstThe article deals with the numerical simulation of flows with laminar to turbulent transition due to the separation of boundary layer. Mathematical model consists of the Reynolds averaged Navier–Stokes equations which are completed by the explicit algebraic Reynolds stress model (EARSM) of turbulence. The EARSM model is enhanced with algebraic model of bypass transition which is further modified by

A transformed stochastic Euler scheme for multidimensional transmission PDE J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210322
Pierre Étoré, Miguel MartinezIn this paper we consider multidimensional Partial Differential Equations (PDE) of parabolic type in divergence form. The coefficient matrix of the divergence operator is assumed to be discontinuous along some smooth interface. At this interface, the solution of the PDE presents a compatibility transmission condition of its conormal derivatives (multidimensional diffraction problem). We prove an

A fast multi grid algorithm for 2D diffeomorphic image registration model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
Huan Han, Andong WangIn Han and Wang (2020), a 2D diffeomorphic image registration model is proposed to eliminate mesh folding. To solve the 2D diffeomorphic model, a diffeomorphic fractionalorder image registration algorithm(DFIRA for short) is proposed in Han and Wang (2020). DFIRA achieves a satisfactory image registration result but it costs too much CPU time. To accelerate DFIRA, we propose a fast multi grid algorithm

A novel linearized power flow approach for transmission and distribution networks J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
B. Sereeter, A.S. Markensteijn, M.E. Kootte, C. VuikPower flow computations are important for operation and planning of the electricity grid, but are computationally expensive because of nonlinearities and the size of the system of equations. Linearized methods reduce computational time but often have the disadvantage that they are not applicable to general grids. In this paper we propose a novel linearized power flow (LPF) technique that is able to

Efficient block splitting iteration methods for solving a class of complex symmetric linear systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
ZhengGe HuangIn this paper, we first propose a new block splitting (NBS) iteration method for solving the large sparse complex symmetric linear systems. The NBS iteration method avoids complex arithmetic compared with the combination method of real part and imaginary part (CRI) one established by Wang et al. (2017). The unconditional convergence and the quasioptimal parameter of the NBS iteration method are given

Newtonbased matrix splitting method for generalized absolute value equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
ShiLiang Wu, CuiXia Li, HongYu ZhouIn this paper, based on the previous published work by Wang et al. [Modified Newtontype iteration methods for generalized absolute value equations, Wang et al. (2019), by using the matrix splitting technique, Newtonbased matrix splitting iterative method is established to solve the generalized absolute value equation. The proposed method not only covers the above modified Newtontype iterative method

Scattered data interpolation: Strictly positive definite radial basis/cardinal functions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
Saeed Kazem, A. HatamRadial basis functions is a simple and accurate method for multivariate interpolation but the ill–conditioning situation due to their interpolation matrices, discourages an acceptable approximation for both large number of nodes or flat function interpolation. In current work, a new type of basis named well–conditioned RBFs (WRBFs) were created by adding the strictly positive definite Radial Basis

Convergence rates of the KaczmarzTanabe method for linear systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210401
Chuangang KangIn this paper, we investigate the KaczmarzTanabe method for exact and inexact linear systems. The KaczmarzTanabe method is derived from the Kaczmarz method, but is more stable than that. We analyze the convergence and the convergence rate of the KaczmarzTanabe method based on the singular value decomposition theory, and discover two important factors, i.e., the second maximum singular value of Q

Spectral properties of hypercubes with applications J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210322
Yangyang Chen, Yi Zhao, Xinyu HanIn this paper, we study spectral properties of the hypercubes, a special kind of Cayley graphs. We determine explicitly all the eigenvalues and their corresponding multiplicities of the normalized Laplacian matrix of the hypercubes by a recursive method. As applications of these results, we derive the explicit formula to the eigentime identity for random walks on the hypercubes and show that it grows

A stabilizer free weak Galerkin finite element method on polytopal mesh: Part II J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210331
Xiu Ye, Shangyou ZhangA stabilizer free weak Galerkin (WG) finite element method on polytopal mesh has been introduced in Part I of this paper (Ye and Zhang (2020)). Removing stabilizers from discontinuous finite element methods simplifies formulations and reduces programming complexity. The purpose of this paper is to introduce a new WG method without stabilizers on polytopal mesh that has convergence rates one order higher

Steklov eigenvalues for the Lamé operator in linear elasticity J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210331
Sebastián DomínguezIn this paper we introduce the notion of Steklov eigenvalues for the Lamé operator in the theory of linear elasticity. In this eigenproblem the spectral parameter appears on a Robin boundary condition, linking the traction and the displacement. We investigate the spectrum of this problem and study the existence of eigenpairs on Lipschitz domains as well as show that any conforming Galerkin method is

Pricing external barrier options under a stochastic volatility model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210319
Donghyun Kim, JiHun Yoon, ChangRae ParkAn external barrier option has a random variable which determines whether the option is knockin or knockout. In this paper, we deal with the pricing of the external barrier option under a stochastic volatility model incorporated by a fast meanreverting process. By using a singular perturbation method (asymptotic analysis) on the given partial differential equation for the option price, and applying

Convergence rates of a family of barycentric rational Hermite interpolants and their derivatives J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210330
Ke Jing, Ning KangIt is wellknown that the FloaterHormann interpolants give better results than other interpolants, especially in the case of equidistant points. In this paper, we generalize it to the Hermite case and establish a family of barycentric rational Hermite interpolants rm that do not suffer from divergence problems, unattainable points and occurrence of real poles. Furthermore, if the order m of the Hermite

Certified numerical algorithm for isolating the singularities of the plane projection of generic smooth space curves J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210329
George Krait, Sylvain Lazard, Guillaume Moroz, Marc PougetIsolating the singularities of a plane curve is the first step towards computing its topology. For this, numerical methods are efficient but not certified in general. We are interested in developing certified numerical algorithms for isolating the singularities. In order to do so, we restrict our attention to the special case of plane curves that are projections of smooth curves in higher dimensions

Computation of scattering matrices and their derivatives for waveguides J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210329
Greg RoddickThis paper describes a new method to calculate the stationary scattering matrix and its derivatives for Euclidean waveguides. This is an adaptation and extension to a procedure developed by Levitin and Strohmaier which was used to compute the stationary scattering matrix on surfaces with hyperbolic cusps (Levitin and Strohmaier, 2019), but limited to those surfaces. At the time of writing, these procedures

Machine learning feature analysis illuminates disparity between E3SM climate models and observed climate change J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210329
J. Jake Nichol, Matthew G. Peterson, Kara J. Peterson, G. Matthew Fricke, Melanie E. MosesIn September of 2020, Arctic sea ice extent was the secondlowest on record. State of the art climate prediction uses Earth system models (ESMs), driven by systems of differential equations representing the laws of physics. Previously, these models have tended to underestimate Arctic sea ice loss. The issue is grave because accurate modeling is critical for economic, ecological, and geopolitical planning

Recovery of bivariate functions from the values of its Radon transform using Laplace inversion J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210328
Robert M. Mnatsakanov, Rafik H. AramyanThe problems of recovering a multivariate function f from the scaled values of its Laplace and Radon transforms are studied, and two novel methods for approximating and estimating the unknown function are proposed. Moreover, using the empirical counterparts of the Laplace transform of the underlying function, a new estimate of the Radon transform itself is obtained. Under smoothed conditions on the

A fractionalorder quasireversibility method to a backward problem for the time fractional diffusion equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210318
Wanxia Shi, Xiangtuan Xiong, Xuemin XueIn this paper, we consider the regularization of the backward problem of diffusion process with timefractional derivative. Since the equation under consideration involves the timefractional derivative, we introduce a new perturbation which is related to the timefractional derivative into the original equation. This leads to a fractionalorder quasireversibility method. In theory, we give the regularity

Efficiency of nonparametric finite elements for optimalorder enforcement of Dirichlet conditions on curvilinear boundaries J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210312
Vitoriano Ruas, Marco Antonio Silva RamosIn recent papers (see e.g. Ruas (2020a) and Ruas (2020b)) a nonparametric technique of the Petrov–Galerkin type was analyzed, whose aim is the accuracy enhancement of higher order finite element methods to solve boundary value problems with Dirichlet conditions, posed in smooth curved domains. In contrast to parametric elements, it employs straightedged triangular or tetrahedral meshes fitting the

On effects of perforated domains on parameterdependent free vibration J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210305
Stefano Giani, Harri HakulaFree vibration characteristics of thin perforated shells of revolution vary depending not only on the dimensionless thickness of the shell but also on the perforation structure. All holes are assumed to be free, that is, without any kinematical constraints. For a given configuration there exists a critical value of the dimensionless thickness below which homogenisation fails, since the modes do not

A variable timestepping algorithm for the unsteady Stokes/Darcy model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210320
Yi Qin, Yanren Hou, Wenlong Pei, Jian LiThis report considers a variable timestepping algorithm proposed by Dahlquist, Liniger and Nevanlinna and discusses its application to the unsteady Stokes/Darcy model. Although longtime forgotten and little explored, the algorithm performs advantages in variable timestepping analysis of various fluid flow systems, including the coupled Stokes/Darcy model. We first prove that the approximate solutions

An efficient predictor–corrector iterative scheme for solving Wiener–Hopf problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210324
M.A. HernándezVerón, N. RomeroWe propose an efficient iterative scheme to solve numerically a quadratic matrix equation related to the noisy Wiener–Hopf problems for Markov chains. We improve the efficiency and the accuracy of the wellknown Newton’s method, frequently used in the literature. We provide a semilocal convergence result for this iterative scheme, where we establish domains of existence and uniqueness of solution.

Low regularity primal–dual weak Galerkin finite element methods for convection–diffusion equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210316
Chunmei Wang, Ludmil ZikatanovWe consider finite element discretizations for convection–diffusion problems under low regularity assumptions. The derivation and analysis use the primal–dual weak Galerkin (PDWG) finite element framework. The Euler–Lagrange formulation resulting from the PDWG scheme yields a system of equations involving not only the equation for the primal variable but also its adjoint for the dual variable. We show

Solving elliptic eigenproblems with adaptive multimesh hpFEM J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210313
Stefano Giani, Pavel SolinThis paper proposes a novel adaptive higherorder finite element (hpFEM) method for solving elliptic eigenvalue problems, where n eigenpairs are calculated simultaneously, but on individual higherorder finite element meshes. The meshes are automatically hprefined independently of each other, with the goal to use an optimal mesh sequence for each eigenfunction. The method and the adaptive algorithm

Modelling of acoustic waves in homogenized fluidsaturated deforming poroelastic periodic structures under permanent flow J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210324
Eduard Rohan, Robert Cimrman, Salah NailiAcoustic waves in a poroelastic medium with periodic structure are studied with respect to permanent seepage flow which modifies the wave propagation. The effective medium model is obtained using the homogenization of the linearized fluid–structure interaction problem while respecting the advection phenomenon in the Navier–Stokes equations. For linearization of the micromodel, an acoustic approximation

A pseudospectral method for option pricing with transaction costs under exponential utility J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210309
Javier de Frutos, Víctor GatónThis paper concerns the design of a Fourier based pseudospectral numerical method for the model of European option pricing with transaction costs under exponential utility derived by Davis, Panas and Zariphopoulou in Davis et al. (1993). Computing the option price involves solving two stochastic optimal control problems. With an exponential utility function, the dimension of the problem can be reduced

A generalized optimal fourthorder finite difference scheme for a 2D Helmholtz equation with the perfectly matched layer boundary condition J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210309
Hatef Dastour, Wenyuan LiaoA crucial part of successful wave propagation related inverse problems is an efficient and accurate numerical scheme for solving the seismic wave equations. In particular, the numerical solution to a multidimensional Helmholtz equation can be troublesome when the perfectly matched layer (PML) boundary condition is implemented. In this paper, we present a general approach for constructing fourthorder

Generalized SAV approaches for gradient systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210310
Qing Cheng, Chun Liu, Jie ShenWe propose in this paper three generalized auxiliary scalar variable (GSAV) approaches for developing, efficient energy stable numerical schemes for gradient systems. The first two GSAV approaches allow a range of functions in the definition of the SAV variable, furthermore, the second GSAV approach only requires the total free energy to be bounded from below as opposed to the requirement that the

A stabilizer free weak Galerkin finite element method on polytopal mesh: Part III J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210317
Xiu Ye, Shangyou ZhangA weak Galerkin (WG) finite element method without stabilizers was introduced in Ye and Zhang (2020) on polytopal mesh. Then it was improved in Ye and Zhang (2021) with order one superconvergence. The goal of this paper is to develop a new stabilizer free WG method on polytopal mesh. This method has convergence rates two orders higher than the optimal convergence rates for the corresponding WG solution

An index detecting algorithm for a class of TCP(A,q) equipped with nonsingular Mtensors J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210313
Hongjin He, Xueli Bai, Chen Ling, Guanglu ZhouAs a generalization of the wellknown linear complementarity problem, tensor complementarity problem (TCP) has been studied extensively in the literature from theoretical perspective. In this paper, we consider a class of TCPs equipped with nonsingular (not necessarily symmetric) Mtensors. The considered TCPs can be regarded as a special class of nonlinear complementarity problems (NCPs), but the

A multistage deep learning based algorithm for multiscale model reduction J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210227
Eric Chung, Wing Tat Leung, SaiMang Pun, Zecheng ZhangIn this work, we propose a multistage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the proposed strategy shares an (almost) identical network structure and predicts the same reduced order model of the multiscale problem. The output of the previous stage will be combined with an intermediate layer for the current stage

Analytical valuation of vulnerable European and Asian options in intensitybased models J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210116
Xingchun WangIn this paper, we investigate European and Asian options with default risk in an intensitybased model. By breaking down the risk into idiosyncratic and systematic components, we describe the underlying asset price using a twofactor stochastic volatility model and incorporate the correlation between the underlying asset and default risk. In the proposed framework, we obtain explicit pricing formulae

Tools for analyzing the intersection curve between two quadrics through projection and lifting J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210303
Laureano GonzalezVega, Alexandre TrocadoThis article introduces several efficient and easytouse tools to analyze the intersection curve between two quadrics, on the basis of the study of its projection on a plane (the socalled cutcurve) to perform the corresponding lifting correctly. This approach is based on an efficient way of determining the topology of the cutcurve through only solving one degree eight (at most) univariate equation

Whitney forms and their extensions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210302
Jonni Lohi, Lauri KettunenWhitney forms are widely known as finite elements for differential forms. Whitney’s original definition yields first order functions on simplicial complexes, and a lot of research has been devoted to extending the definition to nonsimplicial cells and higher order functions. As a result, the term Whitney forms has become somewhat ambiguous in the literature. Our aim here is to clarify the concept of

Numerical approximation of 2D multiterm time and space fractional Bloch–Torrey equations involving the fractional Laplacian J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210301
Tao Xu, Fawang Liu, Shujuan Lü, Vo V. AnhIn this paper, we propose a novel numerical technique to 2D multiterm time and space fractional Bloch–Torrey equations defined on an irregular convex domain. First, we consider the problem with space integral Laplacian operator. We present the semidiscrete and fullydiscrete schemes by using the L1 formula on a temporal graded mesh and an unstructuredmesh Galerkin finite element method (FEM) based

Pricing variable annuity with surrender guarantee J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210226
Junkee Jeon, Minsuk KwakIn this paper we present a variable annuity (VA) contract embedded with a guaranteed minimum accumulated benefit rider that can be chosen to surrender the contract anytime before the maturity. In contrast to the model considered by Bernard et al. (2014), the surrender benefit in our problem is linked to the maximum value between the policyholder’s account value and the guaranteed minimum accumulated

On dynamic weighted extropy J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210301
E.I. Abdul Sathar, R. Dhanya NairIn this paper, we propose a shiftdependent uncertainty measure related to extropy. Dynamic versions of the proposed measure are also considered along with their various properties. Nonparametric estimators for the new measures are also obtained. The methods are illustrated using simulated and real data sets.

A new parameterfree method for Toeplitz systems of weakly nonlinear equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210224
MengJiao Jiang, XuePing GuoBased on the fact that the linear term is strongly dominant over the nonlinear term, by using the approximate inversefree preconditioned conjugate gradient (AIPCG) iteration technique, we establish the PicardAIPCG iteration method to solve Toeplitz systems of weakly nonlinear equations. Since the storage and the accurate computation of Jacobian matrix are not necessary in this method and the only

Analysis of an augmented fullymixed finite element method for a bioconvective flows model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210226
Eligio Colmenares, Gabriel N. Gatica, Willian MirandaIn this paper we study a stationary generalized bioconvection problem given by a Navier–Stokes type system coupled to a cell conservation equation for describing the hydrodynamic and microorganisms concentration, respectively, of a culture fluid, assumed to be viscous and incompressible, and in which the viscosity depends on the concentration. The model is rewritten in terms of a firstorder system

Modified Krasnoselski–Mann type iterative algorithm with strong convergence for hierarchical fixed point problem and split monotone variational inclusions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210223
DaoJun WenIn this paper, we introduce a modified Krasnoselski–Mann type method for solving the hierarchical fixed point problem and split monotone variational inclusions in real Hilbert spaces. We prove that the sequence generated by the modified algorithm converges strongly to a common element of the set of hierarchical fixed point problem and split monotone variational inclusions only basing on the coefficients

Characterizations and perturbation analysis of a class of matrices related to coreEP inverses J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210218
Mengmeng Zhou, Jianlong Chen, Néstor ThomeLet A,B∈ℂn×n with ind(A)=k and ind(B)=s and let LB=B2B†○. A new condition (Cs,∗): R(Ak)∩N((Bs)∗)={0} and R(Bs)∩N((Ak)∗)={0}, is defined. Some new characterizations related to coreEP inverses are obtained when B satisfies condition (Cs,∗). Explicit expressions of B†○ and BB†○ are also given. In addition, equivalent conditions, which guarantee that B satisfies condition (Cs,∗), are investigated. We

An inverse problem to determine the shape of a human vocal tract J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210220
Tuncay Aktosun, Paul Sacks, XiaoChuan XuThe inverse problem of determining the crosssectional area of a human vocal tract during the utterance of a vowel is considered. The frequencydependent boundary condition at the lips is expressed in terms of the acoustic impedance of a vibrating piston on an infinite plane baffle. The corresponding pressure at the lips is expressed in terms of the normalized impedance and a key quantity related to

NonArchimedean zerosum games J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210220
Marco Cococcioni, Lorenzo Fiaschi, Luca LambertiniZerosum games are a well known class of game theoretic models, which are widely used in several economics and engineering applications. It is known that any twoplayer finite zerosum game in mixedstrategies can be solved, i.e., one of its Nash equilibria can be found solving a linear programming problem associated to it. The idea of this work is to propose and solve zerosum games which involve

FE numerical simulation of incompressible airflow in the glottal channel periodically closed by selfsustained vocal folds vibration J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210304
Petr Sváček, Jaromír HoráčekIn this paper a simplified mathematical model related to human phonation process is presented. Main attention is paid to the treatment of vocal fold vibrations excited by viscous incompressible airflow, which is stopped (chopped) by their periodical contacts. The Hertz impact model is used in the structural part and two new strategies are suggested to treat the contact phenomena in the fluid model

Tshape inclusion in elastic body with a damage parameter J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210306
Alexander KhludnevWe consider an equilibrium problem for a 2D elastic body with a thin elastic Tshape inclusion. A part of the inclusion is delaminated from the elastic body forming a crack between the inclusion and the surrounding elastic body. Inequality type boundary conditions are imposed at the crack faces preventing interpenetration between the crack faces. The model is characterized by a damage parameter. This

A local projection stabilisation finite element method for the Stokes equations using biorthogonal systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210307
Bishnu P. Lamichhane, Jordan A. ShawCarmodyWe present a stabilised finite element method for the Stokes equations. The stabilisation is based on a biorthogonal system, which preserves the locality of the approach. We present a priori error estimates of the presented scheme and demonstrate some numerical results.

On asymptotic merging of nodes set for multichannel stochastic networks J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210304
H. Livinska, E. LebedevIn this paper, a multichannel queueing network and the problem of asymptotic merging for its set of nodes are considered. Rate of input flow arriving to the network depends on time. Service times in the network nodes are generally distributed. We introduce a multivariate service process as the number of calls being processed in the nodes. Under heavy traffic conditions, functional limit theorems of