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Exact and heuristic solutions of a discrete competitive location model with ParetoHuff customer choice rule J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200925
Pascual Fernández; Blas Pelegrín; Algirdas Lančinskas; Julius ŽilinskasAn entering firm wants to compete for market share of an area by opening some new facilities selected among a finite set of potential locations (discrete space). Customers are spatially separated and there already are other firms operating in that area. In this paper, we use a variant of the well know Huff (proportional) customer choice rule, the so called ParetoHuff, which have had little attention

Variable metric techniques for forwardbackward methods in imaging J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200925
S. Bonettini; F. Porta; V. Ruggiero; L. ZanniVariable metric techniques are a crucial ingredient in many first order optimization algorithms. In practice, they consist in a rule for computing, at each iteration, a suitable symmetric, positive definite scaling matrix to be multiplied to the gradient vector. Besides quasiNewton BFGS techniques, which represented the stateoftheart since the 70’s, new approaches have been proposed in the last

Efficient energy stable scheme for volumeconserved phasefield elastic bending energy model of lipid vesicles J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200924
Xi Li; Tongmao Li; Rungting Tu; Kejia Pan; Chuanjun Chen; Xiaofeng YangIn this paper, we consider numerical approximations of the volumeconserved phasefield elastic bending energy model for lipid vesicles where a nonlocal term is added to the model such that the total volume can be conserved precisely. We further develop two linear and unconditionally energy stable schemes by combining the recently developed IEQ and SAV approaches with the stabilization technique, where

On computing the analyticsignal backbone of the unforced harmonic oscillator J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200922
Joseph P. Wright; Peng F. Tang; JinSong Pei; François GayBalmaz; Joseph P. HavlicekBackbone curves are usually obtained by analyzing nonlinear oscillators (e.g., the Duffing equation) whereas the backbones of linear oscillators are incidental byproducts of such studies. Nevertheless, we focus on the harmonic oscillator, a linear, homogeneous constantcoefficient secondorder ordinary differential equation. The backbone of the sinusoidally forced harmonic oscillator is well known

Superlinear convergence of Broyden’s method and BFGS algorithm using Kantorovichtype assumptions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200921
S.H. Lui; Sarah NatajBroyden’s method is a quasiNewton method which is used to solve a system of nonlinear equations. Almost all convergence theories in the literature assume existence of a root and bounds on the nonlinear function and its derivative in some neighbourhood of the root. All these conditions cannot be checked in practice. The motivation of this work is to derive a local convergence theory where all assumptions

On Bernoulli matrix polynomials and matrix exponential approximation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200919
E. Defez; J. Ibáñez; P. AlonsoJordá; José M. Alonso; J. PeinadoWe present in this paper a new method based on Bernoulli matrix polynomials to approximate the exponential of a matrix. The developed method has given rise to two new algorithms whose efficiency and precision are compared to the most efficient implementations that currently exist. For that, a stateoftheart test matrix battery, that allows deeply exploring the highlights and downsides of each method

A secondorder adaptive grid method for a nonlinear singularly perturbed problem with an integral boundary condition J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200919
Zhongdi Cen; LiBin Liu; Aimin XuIn this paper, a nonlinear singularly perturbed problem with an integral boundary condition is studied. A hybrid finite difference method based on the midpoint difference method and the upwind difference scheme is constructed. An adaptive grid generation algorithm is generated by equidistributing a monitor function. The convergence analysis of the hybrid difference method on the adaptive grid is derived

Memory and media coverage effect on an HIV/AIDS epidemic model with treatment J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200919
Sanaa Moussa SalmanA novel HIV/AIDS infection model incorporating memory and media coverage effect is formulated. First, we introduce fractionalorder derivative to the model. The basic reproduction number R 0 is calculated using the next generation matrix method. Existence, uniqueness, and positivity of the solution of the model are investigated. Existence and local stability analysis of the equilibria of the model

ClenshawCurtis algorithms for an efficient numerical approximation of singular and highly oscillatory Fourier transform integrals J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200918
I. Kayijuka; Ş.M. Ege; A. Konuralp; F.S. TopalThis paper investigates the implementation of ClenshawCurtis algorithms on singular and highly oscillatory integrals for efficient evaluation of the finite Fouriertype transform of integrands with endpoint singularities. In these methods, integrands are truncated by orthogonal polynomials and special function series term by term. Then their singularity types are computed using third and fourthorder

Analytical solutions of linear fractional partial differential equations using fractional Fourier transform J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200918
Teekam Chand Mahor; Rajshree Mishra; Renu Jainindent This paper discusses the analytical solutions of fractional partial differential equations using Integral Transform method.The fractional derivatives are considered with reference to modified Riemann–Liouville derivatives. Fractional Fourier transform (FrFT) is applied to solve fractional heat diffusion, fractional wave, fractional telegraph and fractional kinetic equations. The method proposed

A hybrid DBHVNS for highend equipment production scheduling with machine failures and preventive maintenance activities J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200912
Shaojun Lu; Jun Pei; Xinbao Liu; Panos M. PardalosThe highend equipment features with high value, complicated manufacturing process, and high status, and it thus brings a huge challenge to increase reliability, quality, and productivity during the production. In order to tackle this challenge and achieve automation, integration, and intelligence this paper proposes a hybrid metaheuristic for an integrated order scheduling and maintenance planning

Spectral Galerkin schemes for a class of multiorder fractional pantograph equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200905
M.M. Alsuyuti; E.H. Doha; S.S. EzzEldien; I.K. YoussefIn this paper, we study and present a spectral numerical technique for solving a general class of multiorder fractional pantograph equations with varying coefficients and systems of pantograph equations. In this study, the spectral Galerkin approach in combination with the properties of shifted Legendre polynomials is used to reduce such equations to systems of algebraic equations, which are solved

Isogeometric dual reciprocity boundary element method for solving transient heat conduction problems with heat sources J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200915
Bo Yu; Geyong Cao; Wendong Huo; Huanlin Zhou; Elena AtroshchenkoUp to now, the isogeometric boundary element method (IGBEM) has been widely applied in different fields, and the solved problems are basically independent of time. But an excellent numerical method is more than that, so it is necessary to explore a new IGBEM which can solve timedomain problems. Based on this, the isogeometric dual reciprocity boundary element method (IGDRBEM) is proposed to solve

Numerical analysis of fractional Volterra integral equations via Bernstein approximation method J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200914
Fuat UstaIn this study, Bernstein approximation method has been applied along with Riemann–Liouville fractional integral operator to solve both the second and the first kind of fractional Volterra integral equations (2nd FVIEs and 1st FVIEs respectively). In order to show the applicability and efficiency of the proposed technique, some convergence analysis has been provided. Illustrative numerical experiments

Optimization of blockchain investment portfolio under artificial bee colony algorithm J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200912
Yulin Deng; Hongfeng Xu; Jie WuTo improve the security of asset securitization and reduce investment risk, the risk reduction methods of asset securitization are investigated. First, the risk and return of investment are measured using multiple methods, and several portfolio methods are introduced. Second, there are problems of fraud risk, underlying assets, and asymmetry risk when assets are being transformed into securitization

Model selection based on penalized ϕdivergences for multinomial data J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200912
M.V. AlbaFernández; M.D. JiménezGamero; F. JiménezJiménezA test approach to the model selection problem for multinomial data based on penalized ϕdivergences is proposed. The test statistic is a sample version of the difference of the distances between the population and each competing model. The null distribution of the test statistic is derived, showing that it depends on whether the competing models intersect or not and whether certain parameter is positive

Mathematical modelling and numerical bifurcation analysis of inbreeding and interdisciplinarity dynamics in academia J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200911
Stefano Mazzoleni; Lucia Russo; Francesco Giannino; Gerardo Toraldo; Constantinos SiettosWe address a mathematical model to approximate in a coarse qualitative the interaction between inbreedinglobbying and interdisciplinarity in academia and perform a one and twoparameter numerical bifurcation analysis to analyse its dynamics. Disciplinary diversity is a necessary condition for the development of interdisciplinarity, which is being recognized today as the key to establish a vibrant

Application of the asymptotic homogenization in a parametric space to the modeling of structurally heterogeneous materials J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200911
A.N. Vlasov; D.B. VolkovBogorodskyAn asymptotic averaging of differential equations with fast oscillating quasiperiodic coefficients socalled “the asymptotic averaging in parametric space” is developed. The system of equations corresponding to structurally heterogeneous thermoelastic media with smoothly varying microstructures is considered. Such materials are usually treated as functionally graded ones. Their description is satisfied

Errata to “On the construction of Lyapunov functions with computer assistance” [J. Comp. Appl. Math. 319 (2017) 385412] J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200909
Kaname Matsue; Tomohiro Hiwaki; Nobito YamamotoThis note states the correction of arguments in the proof of Theorem 3.2 in the original paper.

A fast twopoint gradient method for solving nonsmooth nonlinear illposed problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200910
Haie Long, Bo Han, Li LiWe propose and analyze a fast twopoint gradient (TPG) method for solving nonsmooth illposed inverse problems where the forward operator is merely directionally but not Gâteaux differentiable. This method is seen as a combination of a derivativefree Landweber iteration and a general case of Nesterov’s acceleration scheme. Since the forward mapping is not Gâteaux differentiable in our case, the standard

Subspace adaptivity in RosenbrockKrylov methods for the time integration of initial value problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200908
Paul Tranquilli; Ross Glandon; Adrian SanduThe RosenbrockKrylov family of time integration schemes is an extension of RosenbrockW methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work proposes an extension of RosenbrockKrylov methods to address stability questions which arise for methods making use of inexact linear system solution strategies. Two

A fuzzy DEA slacksbased approach J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200908
Manuel AranaJiménez; M. Carmen SánchezGil; Sebastián LozanoThis paper deals with the problem of efficiency assessment using Data Envelopment Analysis (DEA) when the input and output data are given as fuzzy sets. In particular, a fuzzy extension of the measure of inefficiency proportions, a wellknown slacksbased additive inefficiency measure, is considered. The proposed approach also provides fuzzy input and output targets. Computational experiences and comparison

Memorydependent derivative versus fractional derivative (I): Difference in temporal modeling J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200909
JinLiang Wang, HuiFeng LiSince the memorydependent derivative (MDD) was developed in 2011, it has become a new branch of Fractional Calculus which is still in the ascendant nowadays. How to understand MDD and fractional derivative (FD)? What are the advantages and disadvantages for them? How do they behave in Modeling? These questions guide going deep into the illustration of memory effect. Though the FD is defined on an

Almost strictly sign regular rectangular matrices J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200903
P. Alonso; J.M. Peña; M.L. SerranoAlmost strictly sign regular matrices are sign regular matrices with a special zero pattern and whose nontrivial minors are nonzero. In this paper we provide several properties of almost strictly sign regular rectangular matrices of maximal rank and analyze their QR factorization.

On the orthogonality and convolution orthogonality via the KontorovichLebedev transform J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200903
Semyon YakubovichNotions of orthogonality and convolution orthogonality are explored with the use of the KontorovichLebedev transform and its convolution. New classes of the corresponding orthogonal polynomials and functions are investigated. Integral representations, orthogonality relations and explicit expressions are established.

An improved quasireversibility method for a terminalboundary value multispecies model with white Gaussian noise J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200903
Nguyen Huy Tuan, Vo Anh Khoa, Phan Thi Khanh Van, Vo Van AuUpon the recent development of the quasireversibility method for terminal value parabolic problems in Nguyen et al. (2019), it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In this paper, we positively unravel this open question by focusing on a coupled system of Dirichlet reaction–diffusion equations with additive white Gaussian noise

Internet financial risk management and control based on improved rough set algorithm J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200903
Meng Qi, Yunfan Gu, Qiong WangWith the development of the Internet, Internet finance in new P2P modes will face a great many difficulties and opportunities; so, relevant risk earlywarning models need to be researched and analyzed. The earlywarning analysis will not only be helpful for P2P, the new mode, but will also be worth learning by the whole Internet financial industries, and there will be a particular demonstration effect

Generalized lowerorder penalty algorithm for solving secondorder cone mixed complementarity problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200902
Zijun Hao; Zhongping Wan; Xiaoni Chi; ZhengFen JinThe secondorder cone mixed complementarity problems (SOCMCPs) can directly present the KKT conditions of the secondorder cone programming, and have broad range of applications. We establish the generalized lowerorder penalty algorithm in this article for solving the SOCMCPs. By using the proposed algorithm, the SOCMCP is converted to asymptotic lowerorder penalty equations (LOPEs). Under the assumption

Strongly convergent error analysis for a spatially semidiscrete approximation of stochastic partial differential equations with nonglobally Lipschitz continuous coefficients J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200902
Xu Yang, Weidong ZhaoWe study a spatially semidiscrete approximation of nonlinear stochastic partial differential equations (SPDEs) driven by multiplicative noise under weak assumptions on the coefficients avoiding the standard global Lipschitz assumption in the literature. The discretization in space is done by a piecewise linear finite element method. Under some suitable regularity assumption for the exact solution,

Adaptive coded aperture design for compressive computed tomography J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200901
Andrés Jerez, Miguel Márquez, Henry ArguelloComputed tomography (CT) is a noninvasive scanning technique that allows the visualization of the internal structure of an object from Xray projections. These projections are frequently affected by different artifacts, including the beam hardening (BH) effect, among others. The BH effect is produced by high Xray attenuation due to dense elements inside the object of interest. Traditionally, BH artifacts

On the approximation of the Black and Scholes call function J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200828
Giuseppe Orlando, Giovanni TaglialatelaThe Black and Scholes call function is widely used for pricing and hedging. In this paper we present a new global approximating formula for the Black and Scholes call function that can be useful for deriving the risk of options i.e. the implied volatility. Lastly we compare, by numerical tests, our results with some popular methods available in literature (which are generally local) and we show, through

A moving mesh refinement based optimal accurate uniformly convergent computational method for a parabolic system of boundary layer originated reaction diffusion problems with arbitrary small diffusion terms J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
Deepti Shakti; Jugal Mohapatra; Pratibhamoy Das; Jesus VigoAguiarIn this paper, a system of time dependent boundary layer originated reaction dominated problems with diffusion parameters of different magnitudes, is considered for numerical analysis. The presence of these parameters lead to the boundary layer phenomena. Here, an optimal order uniformly accurate boundary layer adaptive method moving mesh method is proposed. This method is able to capture the layer

Application of genetic algorithm and BP neural network in supply chain finance under information sharing J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
Bin SangThe supply chain finance industry will generate the flow of funds and commodities when providing financing services to small and mediumsized enterprises (SMEs). At this time, banks will face multiple risks such as policy, operation, market and credit. The investigation on supply chain finance under information sharing from the aspect of credit risk assessment will be conducted. The genetic algorithm

Impact of cost–benefit analysis on financial benefit evaluation of investment projects under back propagation neural network J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
Xin Jin, Qian Liu, Huizhen LongIn order to realize the financial benefit evaluation of the investment project, the investment project of power transmission and transformation of a power grid enterprise in Sichuan province is taken as an example. First, the overall cost of the investment project is analyzed and introduced, and the sales revenue, running costs, taxes and surcharges in the four years from 2016 to 2019 are calculated

Modulating functions based differentiator of the pseudostate for a class of fractional order linear systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
YanQiao Wei, DaYan Liu, Driss Boutat, HaoRan Liu, Chunwan LvIn this paper, an algebraic and robust fractional order differentiator is designed for a class of fractional order linear systems with an arbitrary differentiation order in [0,2]. It is designed to estimate the fractional derivative of the pseudostate with an arbitrary differentiation order as well as the one of the output. In particular, it can also estimate the pseudostate. Different from our previous

How to count the number of zeros that a polynomial has on the unit circle? J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
R.S. VieiraThe classical problem of counting the number of real zeros of a real polynomial was solved a long time ago by Sturm. The analogous problem of counting the number of zeros that a polynomial has on the unit circle is, however, still an open problem. In this paper, we show that the second problem can be reduced to the first one through the use of a suitable pair of Möbius transformations – often called

Efficient numerical computation of the basic reproduction number for structured populations. J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
Dimitri Breda,Francesco Florian,Jordi Ripoll,Rossana VermiglioAs widely known, the basic reproduction number plays a key role in weighing birth/infection and death/recovery processes in several models of population dynamics. In this general setting, its characterization as the spectral radius of next generation operators is rather elegant, but simultaneously poses serious obstacles to its practical determination. In this work we address the problem numerically

The triple moving average control chart J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200827
Vasileios Alevizakos, Kashinath Chatterjee, Christos KoukouvinosThe moving average (MA) and double moving average (DMA) control charts are a good alternative to the Shewhart chart to detect small to moderate shifts of the process mean more quickly. In this article, we propose the triple moving average (TMA) control chart to improve the detection ability of the MA chart. It is shown that the proposed chart is more effective than the MA and DMA charts in detecting

A Galerkincharacteristic unified finite element method for moving thermal fronts in porous media J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200825
Loubna Salhi; Mofdi ElAmrani; Mohammed SeaidWe investigate the performance of a unified finite element method for the numerical solution of moving fronts in porous media under nonisothermal flow conditions. The governing equations consist of coupling the Darcy equation for the pressure to two convection–diffusionreaction equations for the temperature and depth of conversion. The aim is to develop a nonoscillatory unified Galerkincharacteristic

An ensemble Kalman filter implementation based on the Ledoit and Wolf covariance matrix estimator J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200824
Elias D. NinoRuiz, Luis Guzman, Daladier JabbaIn this paper, we propose an efficient and practical implementation of the ensemble Kalman filter (EnKF) via the distributionfree Ledoit and Wolf (LW) covariance matrix estimator. Initially, we develop a tractable implementation of the LW estimator in highdimensional probability spaces such as those found in the context of operational data assimilation. We employ this wellconditioned, fullrank

A table of shortperiod Tausworthe generators for Markov chain quasiMonte Carlo J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200822
Shin HaraseWe consider the problem of estimating expectations by using Markov chain Monte Carlo methods and improving the accuracy by replacing IID uniform random points with quasiMonte Carlo (QMC) points. Recently, it has been shown that Markov chain QMC remains consistent when the driving sequences are completely uniformly distributed (CUD). However, the definition of CUD sequences is not constructive, so

A computational approach to nonsmooth optimization by diffusion equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200822
Jinghao ZhuIn this paper we consider the problem for finding the global minimum value of a continuous function over Rn. We show that, under a growth condition, the objective function which is nonsmooth in general has a global minimizer on a closed ball. We pose a nonlinear diffusion equation concerning the optimization problem. A quasiextremal flow is defined and constructed by the diffusion equation for an

Modified Douglas splitting method for differential matrix equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200821
Hao Chen, Ying WangIn this paper, we consider a modified Douglas splitting method for a class of differential matrix equations, including differential Lyapunov and differential Riccati equations. The method we consider is based on a natural threeterm splitting of the equations. The implementation of the algorithm requires only the solution of a linear algebraic system with multiple righthand sides in each time step

An appealing technique for designing optimal large experiments with threelevel factors J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200821
A.M. ElsawahExperimental design is arguably the most commonly used and effective methodology in scientific investigations and industrial applications. Realworld experiments may have hundreds or even thousands of input variables (factors) and thus a large number of observations (experimental runs) is needed to gain a better understanding of the phenomena under the investigation and estimate the most important

A new fractional collocation method for a system of multiorder fractional differential equations with variable coefficients J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200817
A. Faghih, P. MokhtaryThis paper is concerned with a new fractional Jacobi collocation method for solving a system of multiorder fractional differential equations with variable coefficients. The existence, uniqueness, and smoothness results are rigorously studied. From the numerical point of view, first a new interpolation operator based on the orthogonal fractional Jacobi functions as well as its approximation properties

Total controllability of neutral fractional differential equation with noninstantaneous impulsive effects J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200817
Vipin Kumar, Muslim Malik, Amar DebboucheIn this article, we establish some sufficient conditions for total controllability of a neutral fractional differential system with impulsive conditions in the finitedimensional spaces. This type of controllability concerns the controllability problem not only at the final time but also at the impulse time. We use MittagLeffler matrix function, nonlinear functional analysis, controllability Grammian

Coupling nonlinear electric fields and temperature to enhance drug transport: An accurate numerical tool J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200814
J.A. Ferreira, P. de Oliveira, G. Pena, E. SilveiraThe main motivation of the present work is the numerical study of a system of Partial Differential Equations that governs drug transport, through a target tissue or organ, when enhanced by the simultaneous action of an electric field and a temperature rise. The electric field, while forcing charged drug molecules through the tissue or the organ, thus creating a convection field, also leads to a rise

Strong convergence analysis for Volterra integrodifferential equations with fractional Brownian motions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200814
Zhanwen Yang, Huizi Yang, Zichen YaoIn this paper, we continue investigating the strong convergence order of the Euler method for Volterra integrodifferential equations with fractional Brownian motions. The strong convergence order for a longmemory process is improved by the method with distributions of the centered Gaussian processes. Moreover, for a shortmemory process, the optimal strong convergence order of the method with distributions

Asymptotic expansion and quadrature rule for a class of singularoscillatoryBesseltype transforms J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200812
Ruyun Chen, Di Yu, Juan ChenIn this paper we mainly focus on the asymptotic expansion and quadrature rule for a class of singularoscillatoryBesseltype transforms. The asymptotic expansion in inverse powers of the frequency ω is obtained after avoiding the singularities. Then, based on the asymptotic expansion, we successfully construct a socalled modified Filontype quadrature rule. Meanwhile, we also give the corresponding

Approximation of functions over manifolds: A Moving LeastSquares approach J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200811
Barak Sober, Yariv Aizenbud, David LevinWe present an algorithm for approximating a function defined over a ddimensional manifold utilizing only noisy function values at locations sampled from the manifold with noise. To produce the approximation we do not require knowledge about the local geometry of the manifold or its local parameterizations. We do require, however, knowledge regarding the manifold’s intrinsic dimension d. We use the

Truncated EM numerical method for generalised AitSahaliatype interest rate model with delay J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200811
Coffie Emmanuel, Xuerong MaoThe original AitSahalia model of the spot interest rate proposed by AitSahalia assumes constant volatility. As supported by several empirical studies, volatility is never constant in most financial markets. From application viewpoint, it is important we generalise the AitSahalia model to incorporate volatility as a function of delay in the spot rate. In this paper, we study analytical properties

Quintic Bspline collocation method to solve ndimensional stochastic ItôVolterra integral equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200811
Farshid Mirzaee, Sahar AlipourIn this paper, the ndimensional stochastic ItôVolterra integral equation is numerically solved via quintic Bspline collocation method. To reach this aim, the quintic Bspline interpolation, Gauss–Legendre quadrature formula and Itô approximation are presented. By using the quintic Bspline collocation method, ndimensional stochastic ItôVolterra integral equation can be reduced to a linear or nonlinear

Multicriteria decision making involving uncertain information via fuzzy ranking and fuzzy aggregation functions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200808
A.F. Roldán López de Hierro; M. Sánchez; C. RoldánMany advances in artificial intelligence and machine learning are based on decision making, especially in uncertain settings. Due to its possible applications, decision making is currently a broad field of study in many areas like Computation, Economics and Business Management. The first techniques appeared in scenarios where information was modeled by real numbers. In all cases, one of the key steps

Optimal order finite difference/local discontinuous Galerkin method for variableorder timefractional diffusion equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200808
Leilei Wei, Yanfang YangIn this paper, an accurate numerical method is presented to solve a class of variableorder fractional diffusion problem. The problem first is discretized by a finite difference method in temporal direction, and then a local discontinuous Galerkin method in space. The stability and L2 convergence of the proposed scheme are derived for all variableorder α(t)∈(0,1). We prove that the scheme is of accuracyorder

Decoupled modified characteristic FEMs for fully evolutionary Navier–Stokes–Darcy model with the Beavers–Joseph interface condition J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200808
Luling Cao, Yinnian He, Jian Li, Di YangIn this paper, we develop the numerical theory of decoupled modified characteristic FEMs for the fully evolutionary Navier–Stokes–Darcy model with the Beavers–Joseph interface condition. Based on lagging interface coupling terms, the system is decoupled, which means that the Navier–Stokes equations and the Darcy equation are solved in each time step, respectively. In particular, the Navier–Stokes equations

A hybridizable discontinuous Galerkin Generalized Multiscale Finite element method for highly heterogeneous linear elasticity problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200807
Weijun Ma, Shubin FuIn this paper, we consider a multiscale hybridizable discontinuous Galerkin (HDG) for heterogeneous linear elasticity problem in a mixed formulation. Within the framework of HDG, the entire problem can be decomposed into a global problem defined in coarse interfaces and several local problems in coarse elements. Our goal here is to propose a multiscale basis space defined in the coarse interface. We

Symplectic Runge–Kutta discretization of a regularized forward–backward sweep iteration for optimal control problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200807
Xin Liu, Jason FrankLi et al. (2018) have proposed a regularization of the forward–backward sweep iteration for solving the Pontryagin maximum principle in optimal control problems. The authors prove the global convergence of the iteration in the continuous time case. In this article we show that their proof can be extended to the case of numerical discretization by symplectic Runge–Kutta pairs. We demonstrate the convergence

Novel local tuning techniques for speeding up onedimensional algorithms in expensive global optimization using Lipschitz derivatives J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200806
Yaroslav D. Sergeyev, Maria Chiara Nasso, Marat S. Mukhametzhanov, Dmitri E. KvasovLipschitz global optimization is an important research field with numerous applications in engineering, electronics, machine learning, optimal decision making, etc. In many of these applications, even in the univariate case, evaluations of the objective functions and derivatives are often time consuming and the number of function evaluations executed by algorithms is extremely high due to the presence

Highly efficient and linear numerical schemes with unconditional energy stability for the anisotropic phasefield crystal model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200806
Qi Li, Xi Li, Xiaofeng Yang, Liquan MeiIn this paper, we consider numerical approximations for the anisotropic phasefield crystal model. The model is a sixthorder nonlinear equation with an anisotropic Laplace operator. To develop easytoimplement and unconditionally energy stable time marching schemes, we combine the scalar auxiliary variable (SAV) approach with the stabilization method, where two extra stabilization terms are added

Inner product free iterative solution and elimination methods for linear systems of a threebythree block matrix form J. Comput. Appl. Math. (IF 2.037) Pub Date : 20200806
Owe Axelsson, ZhaoZheng Liang, Jakub Kruzik, David HorakLarge scale systems of algebraic equations are frequently solved by iterative solution methods, such as the conjugate gradient method for symmetric or a generalized conjugate gradient or generalized minimum residual method for nonsymmetric linear systems. In practice, to get an acceptable elapsed computing time when solving large scale problems, one shall use parallel computer platforms. However, such