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Analysis of a nonlinear singularly perturbed Volterra integrodifferential equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210115
Sumit; Sunil Kumar; Jesus VigoAguiarWe consider a nonlinear singularly perturbed Volterra integrodifferential equation. The problem is discretized by an implicit finite difference scheme on an arbitrary nonuniform mesh. The scheme comprises of an implicit difference operator for the derivative term and an appropriate quadrature rule for the integral term. We establish both a priori and a posteriori error estimates for the scheme that

A nonlinear random environment INAR(1) model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210115
Predrag M. Popović; Hassan S. Bakouch; Miroslav M. RistićIn this paper we introduce a new integer valued autoregressive model of order one. The specificity of this model is based on its nonlinear structure. The autoregressive component is defined through the binomial thinning operator. Also, an additional process is introduced into the autoregressive component. This random process controls how the previous value influences the next value of the observed

Composite models with underlying folded distributions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210111
S.A. Abu Bakar; S. NadarajahIn this note, we examine the performance of 25 new composite models that are derived from 5 underlying folded distributions for modeling insurance loss data. These models are assessed using standard selection criteria involving the Akaike Information Criteria and the Bayesian Information Criteria as well as proximity to empirical risk estimates. Three models are found significant in improving the goodnessoffit

On the distribution of the likelihood ratio test of independence for random sample size  a computational approach J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210114
Carlos A. Coelho; Filipe J. Marques; Nadab Jorge; Célia NunesThe test of independence of two groups of variables is addressed in the case where the sample size N is considered randomly distributed. This assumption may lead to a more realist testing procedure since in many situations the sample size is not known in advance. Three sample schemes are considered where N may have a Poisson, Binomial or Hypergeometric distribution. For the case of two groups with

Solving fully randomized firstorder linear control systems: Application to study the dynamics of a damped oscillator with parametric noise under stochastic control J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210114
J.C. Cortés; A. NavarroQuiles; J.V. Romero; M.D. RosellóThis paper is devoted to study random linear control systems where the initial condition, the final target, and the elements of matrices defining the coefficients are random variables, while the control is a stochastic process. The socalled Random Variable Transformation technique is adapted to obtain closedform expressions of the probability density functions of the solution and of the control.

A study of the performance of classical minimizers in the Quantum Approximate Optimization Algorithm J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210114
Mario FernándezPendás; Elías F. Combarro; Sofia Vallecorsa; José Ranilla; Ignacio F. RúaThe Quantum Approximate Optimization Algorithm (QAOA) was proposed as a way of finding good, approximate solutions to hard combinatorial optimization problems. QAOA uses a hybrid approach. A parametrized quantum state is repeatedly prepared and measured on a quantum computer to estimate its average energy. Then, a classical optimizer, running in a classical computer, uses such information to decide

Acceleration of implicit schemes for large linear systems of differential–algebraic equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Mouhamad Al Sayed Ali; Miloud SadkaneImplicit schemes for solving largescale linear differential–algebraic systems with constant coefficients necessitate at each integration step the solution of a linear system, typically obtained by a Krylov subspace method such as GMRES. To accelerate the convergence, an approach is proposed that computes good initial guesses for each linear system to be solved in the implicit scheme. This approach

Hydrogenhelium chemical and nuclear galaxy collision: Hydrodynamic simulations on AVX512 supercomputers J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210113
Igor Kulikov; Igor Chernykh; Alexander TutukovA computational hydrodynamic model of interacting galaxies is presented. The interstellar medium (ISM) is described by a model of gravitational multicomponent singlevelocity hydrodynamics. A model based on first moments of the collisionless Boltzmann equation is used to describe the stellar component and dark matter. Subgrid processes of star formation and supernovae feedback, as well as cooling and

LMI stability test for multidimensional linear statespace models J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210113
Aissa Omar Elosmani; Djillali Bouagada; Paul Van Dooren; Kamel BenyettouStability is a basic property of dynamical systems. In this paper we analyze the stability of multidimensional systems and present new sufficient conditions for the asymptotic stability in terms of linear matrix inequalities. We treat both the discretetime and continuoustime cases and also propose variants that require linear matrix inequalities of more moderate size.

On the RiemannHilbert problem for the mixed ChenLeeLiu derivative nonlinear Schrödinger equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210113
Beibei Hu; Ling Zhang; Ning ZhangIn this work, a matrix RiemannHilbert problem of a mixed ChenLeeLiu derivative nonlinear Schrödinger (CLLNLS in brief) equation on the halfline is established by the unified transformation approach. the solution satisfying an initial–boundary value data of the CLLNLS equation is reconstructed by solving the matrix RiemannHilbert problem. Especially, the spectral functions are not independent

Spearman’s footrule and Gini’s gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist’s beta J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210113
Damjana Kokol Bukovšek; Tomaž Košir; Blaž Mojškerc; Matjaž OmladičCopulas are becoming an essential tool in analyzing data thus encouraging interest in related questions. In the early stage of exploratory data analysis, say, it is helpful to know local copula bounds with a fixed value of a given measure of association. These bounds have been computed for Spearman’s rho, Kendall’s tau, and Blomqvist’s beta. The importance of another two measures of association, Spearman’s

Fast multiscale contrast independent preconditioners for linear elastic topology optimization problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210101
Miguel Zambrano; Sintya Serrano; Boyan S. Lazarov; Juan GalvisThe goal of this work is to present a fast and viable approach for the numerical solution of the highcontrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an adjoint analysis, which requires the numerical solution of large highcontrast linear elastic problems with features spanning several length scales. The size of the

An efficient numerical method for pricing American put options under the CEV model J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201222
JungKyung LeeThe constant elasticity of variance (CEV) model is a practical approach to option pricing by fitting to the implied volatility smile. However, pricing American options is computationally intensive because no analytical formulas are available. In this paper, we present numerical methods to find the optimal exercise boundary with respect to an American put option under the CEV model. This problem corresponds

Approximation of hysteresis functional J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201228
Malgorzata Peszynska; Ralph E. ShowalterWe develop a practical discrete model of hysteresis based on nonlinear play and generalized play, for use in firstorder conservation laws with applications to adsorption–desorption hysteresis models. The model is easy to calibrate from sparse data, and offers rich secondary curves. We compare it with discrete regularized Preisach models. We also prove wellposedness and numerical stability of the

Exponential integrators for largescale stiff Riccati differential equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201229
Dongping Li; Xiuying Zhang; Renyun LiuRiccati differential equations arise in many different areas and are particularly important within the field of control theory. In this paper we consider numerical integration for largescale systems of stiff Riccati differential equations. We show how to apply exponential Rosenbrocktype integrators to get approximate solutions. Two typical exponential integration schemes are considered. The implementation

Sharp H1norm error estimates of two timestepping schemes for reaction–subdiffusion problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201228
Jincheng Ren; Honglin Liao; Jiwei Zhang; Zhimin ZhangDue to the intrinsically initial singularity of solution and the discrete convolution form in numerical Caputo derivatives, the traditional H1norm analysis (corresponding to the case for a classical diffusion equation) to the time approximations of a fractional subdiffusion problem always leads to suboptimal error estimates (a loss of time accuracy). To recover the theoretical accuracy in time, we

Incremental DC optimization algorithm for largescale clusterwise linear regression J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201229
Adil M. Bagirov; Sona Taheri; Emre CimenThe objective function in the nonsmooth optimization model of the clusterwise linear regression (CLR) problem with the squared regression error is represented as a difference of two convex functions. Then using the difference of convex algorithm (DCA) approach the CLR problem is replaced by the sequence of smooth unconstrained optimization subproblems. A new algorithm based on the DCA and the incremental

DCAbased algorithms for DC fitting J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Vinh Thanh Ho; Hoai An Le Thi; Tao Pham DinhWe investigate a nonconvex, nonsmooth optimization approach based on DC (Difference of Convex functions) programming and DCA (DC Algorithm) for the socalled DC fitting problem, which aims to fit a given set of data points by a DC function. The problem is tackled as minimizing the squared Euclidean norm fitting error. It is formulated as a DC program for which a standard DCA scheme is developed. Furthermore

Convergence analysis of constraint energy minimizing generalized multiscale finite element method for a linear stochastic parabolic partial differential equation driven by additive noises J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Shan Zhang; Xiaofei Guan; Lijian JiangIn this paper, we present a constraint energy minimizing generalized multiscale finite element method (CEMGMsFEM) for solving a linear stochastic parabolic partial differential equation driven by additive noises. When the diffusion coefficient in the stochastic parabolic partial differential equation varies in multiple scales, it is very challenging to resolve all scales for the model using traditional

Spectral collocation method for stochastic partial differential equations with fractional Brownian motion J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210101
Mahdieh Arezoomandan; Ali R. SoheiliIn this paper, we consider the numerical approximation of stochastic partial differential equations driven by infinite dimensional fractional Brownian motion with Hurst index H>12. A Fourier spectral collocation approximation is used in space and semiimplicit Euler method is applied for the temporal approximation. Our aim is to investigate the convergence of the proposed method. Optimal strong convergence

Highly efficient and stable numerical algorithm for a twocomponent phasefield crystal model for binary alloys J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210112
Shizhuan Han; Qiongwei Ye; Xiaofeng YangThis paper considers the numerical approximation of a twocomponent phasefield crystal model consisting of two coupled nonlinear CahnHilliard equations of binary alloys. We develop a highly efficient timemarching scheme with secondorder accuracy based on the SAV approach, in which two additional stabilization terms are introduced to improve stability, thus allowing large time steps. Unconditional

Mixed GMsFEM for linear poroelasticity problems in heterogeneous porous media J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210112
Xia Wang; Eric Chung; Shubin Fu; Zhaoqin HuangAccurate numerical simulations of interaction between fluid and solid play an important role in applications. The task is challenging in practical scenarios as the media are usually highly heterogeneous with very large contrast. To overcome this computational challenge, various multiscale methods are developed. In this paper, we consider a class of linear poroelasticity problems in high contrast heterogeneous

An incremental aggregated proximal ADMM for linearly constrained nonconvex optimization with application to sparse logistic regression problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210112
Zehui Jia; Jieru Huang; Zhongming WuWe propose an incremental aggregated proximal alternating direction method of multipliers (IAPADMM) for solving a class of nonconvex optimization problems with linear constraints. The new method inherits the advantages of the classical alternating direction method of multipliers and the incremental aggregated proximal method, which have been well studied for structured optimization problems. With some

A comparison of element agglomeration algorithms for unstructured geometric multigrid J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210112
S. Dargaville; A.G. Buchan; R.P. SmedleyStevenson; P.N. Smith; C.C. PainThis paper compares the performance of seven different element agglomeration algorithms on unstructured triangular/tetrahedral meshes when used as part of a geometric multigrid. Five of these algorithms come from the literature on AMGe multigrid and mesh partitioning methods. The resulting multigrid schemes are tested matrixfree on two problems in 2D and 3D taken from radiation transport applications;

An approximate factorisation of three bivariate Bernstein basis polynomials defined in a triangular domain J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210112
Martin Bourne; Joab R. Winkler; Yi SuThis paper considers an approximate factorisation of three bivariate Bernstein basis polynomials that are defined in a triangular domain. This problem is important for the computation of the intersection points of curves in computeraided design systems, and it reduces to the determination of an approximate greatest common divisor (AGCD) d(y) of the polynomials. The Sylvester matrix and its subresultant

Relative error stability and instability of matrix exponential approximations for stiff numerical integration of longtime solutions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210111
Stefano MasetWe study the relative error in the numerical integration of the longtime solution of a linear ordinary differential equation y′(t)=Ay(t),t≥0, where A is a normal matrix. The numerical longtime solution is obtained by using at any step an approximation of the matrix exponential. This paper analyzes the relative error in the stiff situation and it shows that, in this situation, some Astable approximants

Moments of order statistics and krecord values arising from the complementary beta distribution with application J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210111
Roghaye Makouei; Hossein Jabbari Khamneei; Mahdi SalehiThe order statistics (OSs) arise in both practical and theoretical aspects including goodnessoffit tests, characterizations of probability distributions and some estimation approaches such as the Lmoments method. Most of these instances are connected with moments of OSs. The records and krecord statistics, also called kth record values in the literature, are other important topics related to the

Error analysis of symmetric linear/bilinear partially penalized immersed finite element methods for Helmholtz interface problems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210111
Ruchi Guo; Tao Lin; Yanping Lin; Qiao ZhuangThis article presents an error analysis of the symmetric linear/bilinear partially penalized immersed finite element (PPIFE) methods for interface problems of Helmholtz equations. Under the assumption that the exact solution possesses a usual piecewise H2 regularity, the optimal error bounds for the PPIFE solutions are derived in an energy norm and the usual L2 norm. A numerical example is conducted

Convergence of the CEMGMsFEM for Stokes flows in heterogeneous perforated domains J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201223
Eric Chung; Jiuhua Hu; SaiMang PunIn this paper, we consider the incompressible Stokes flow problem in a perforated domain and employ the constraint energy minimizing generalized multiscale finite element method (CEMGMsFEM) to solve this problem. The proposed method provides a flexible and systematical approach to construct crucial divergencefree multiscale basis functions for approximating the velocity field. These basis functions

Efficient matrix assembly in isogeometric analysis with hierarchical Bsplines J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210109
Maodong Pan; Bert Jüttler; Angelos MantzaflarisHierarchical Bsplines that allow local refinement have become a promising tool for developing adaptive isogeometric methods. Unfortunately, similar to tensorproduct Bsplines, the computational cost required for assembling the system matrices in isogeometric analysis with hierarchical Bsplines is also high, particularly if the spline degree is increased. To address this issue, we propose an efficient

Timevarying lag cointegration J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210109
Philip Hans FransesThis paper proposes an alternative estimation method for cointegration, which allows for variation in the leads and lags in the cointegration relation. The method is more powerful than a standard method. Illustrations to annual inflation rates for Japan and the USA and to seasonal cointegration for quarterly consumption and income in Japan shows its ease of use and empirical merits.

A secondorder numerical method for space–time variableorder diffusion equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201228
Shujuan Lü; Tao Xu; Zhaosheng FengIn this paper, we propose a secondorder finite difference scheme to study a class of space–time variableorder fractional diffusion equation, and show that the scheme is not only unconditionally stable but also convergent with the convergence order O(τ2+h2) under certain conditions. Some numerical examples are illustrated which are in good agreement with our theoretical results.

CEV model equipped with the longmemory J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Somayeh Fallah; Farshid MehrdoustIn this paper, we define the mixed fractional Constant Elasticity of Variance (CEV) process exploiting a transfer equation. This transformation enables us to shift nonlinearity from the volatility coefficient into the drift one and accordingly, the problem can be more easily studied. We confirm the existence of a unique positive solution to the transfer equation and verify the conditions under which

A dynamic pricing game for general insurance market J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201227
Danping Li; Bin Li; Yang ShenInsurance contracts pricing, that is determining the risk loading added to the expected loss, plays a fundamental role in insurance business. It covers the loss from adverse claim experience and generates a profit. As market competition is a key component in the pricing exercise, this paper proposes a novel dynamic pricing game model with multiple insurers who are competing with each other to sell

An αrobust finite element method for a multiterm timefractional diffusion problem J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Chaobao Huang; Martin Stynes; Hu ChenA timefractional initial–boundary problem is considered on a bounded spatial domain Ω⊂Rd, where d∈{1,2,3} and Ω is convex or smooth. The differential equation is ∑i=1lqiDtαiu(x,t)−Δu(x,t)=f, where each Dtαi is a Caputo derivative with 0<αl<⋯<α1<1 and the qi are positive constants. A new error analysis is given for the numerical method (L1 scheme in time, finite elements in space) of Huang and Stynes

An inverse eigenvalue problem for modified pseudoJacobi matrices J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
WeiRu Xu; Natália Bebiano; GuoLiang ChenIn this paper, we investigate an inverse eigenvalue problem for matrices that are obtained from pseudoJacobi matrices by only modifying the (1,r)th and (r,1)th entries, 3≤r≤n. Necessary and sufficient conditions under which the problem is solvable are derived. Uniqueness results are presented and an algorithm to reconstruct the matrices from the given spectral data is proposed. Illustrative examples

A QCQPbased splitting SQP algorithm for twoblock nonconvex constrained optimization problems with application J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210107
Jinbao Jian; Pengjie Liu; Jianghua Yin; Chen Zhang; Miantao ChaoThis paper discusses a class of twoblock nonconvex smooth optimization problems with nonlinear constraints. Based on a quadratically constrained quadratic programming (QCQP) approximation, an augmented Lagrangian function (ALF), and a Lagrangian splitting technique into smallscale subproblems, we propose a novel sequential quadratic programming (SQP) algorithm. First, inspired by the augmented Lagrangian

A new upwind weak Galerkin finite element method for linear hyperbolic equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210106
Ahmed ALTaweel; Lin MuIn this paper, we develop a new upwind weak Galerkin finite element scheme for linear hyperbolic equations. The upwindtype stabilizer is imposed in the scheme. An error estimate is investigated for a suitable norm. Finally, numerical examples are presented for validating the theoretical conclusions.

Development and preliminary assessment of the opensource CFD toolkit SU2 for rotorcraft flows J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
Myles Morelli; Tommaso Bellosta; Alberto GuardoneComputational aerodynamic analyses of rotorcraft main rotor blades are performed in both hover and forward flight. The opensource SU2 code is used for rotor performance prediction. The core of the code is the set of RANS equations, which are solved for determining the flow. In hover, both steadystate and timeaccurate modelling techniques of varying complexity are used and assessed. Simulation specific

Superconvergence recovery of cubic edge elements for Maxwell’s equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210104
C. Wu; H. Zeng; Y. Huang; N. Yi; J. YuanIn this article, a new recovery method is designed and analyzed for curl conforming elements on cuboid mesh. The proposed recovery method fully exploits the potential of symmetry to obtain the superconvergence of recovered edge finite element solution in discrete ℓ2 norm. The idea is to identify a symmetry subdomain such that a polynomial of the same degree is recovered by local L2 projection, based

Unconditionally energy stable discontinuous Galerkin schemes for the CahnHilliard equation J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210104
Hailiang Liu; Peimeng YinIn this paper, we introduce novel discontinuous Galerkin (DG) schemes for the CahnHilliard equation, which arises in many applications. The method is designed by integrating the mixed DG method for the spatial discretization with the Invariant Energy Quadratization (IEQ) approach for the time discretization. Coupled with a spatial projection, the resulting IEQDG schemes are shown to be unconditionally

Nonintrusive framework of reducedorder modeling based on proper orthogonal decomposition and polynomial chaos expansion J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210104
Xiang Sun; Xiaomin Pan; JungIl ChoiWe propose a nonintrusive reducedoder modeling method based on proper orthogonal decomposition (POD) and polynomial chaos expansion (PCE) for stochastic representations in uncertainty quantification (UQ) analysis. Firstly, POD provides an optimally ordered basis from a set of selected fullorder snapshots. Truncating this optimal basis, we construct a reducedorder model with undetermined coefficients

Robust error analysis of H(div)conforming DG method for the timedependent incompressible Navier–Stokes equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210104
Yongbin Han; Yanren HouIn this paper, we mainly consider the velocity error analysis of H(div)conforming DG method for the semidiscrete timedependent Navier–Stokes equations. Firstly, we prove that the L∞(0,T;L2(Ω)) error of the velocity is optimal and pressurerobust, but the constants in the velocity error bound are dependent on the inverse power of the viscosity, so it is not semirobust. Secondly, we focus on pressurerobust

PhaseII monitoring of exponentially distributed process based on TypeII censored data for a possible shift in location–scale J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201211
Qi Li; Amitava Mukherjee; Zhi Song; Jiujun ZhangA large number of researches addressed the problem of monitoring statistical processes using complete data. Nevertheless, in engineering applications, especially reliability engineering and lifetime test, we often observe the incomplete or censored sample. In this paper, we introduce three EWMA schemes for monitoring exponentially distributed processes based on typeII censored data. Our proposed procedure

A type III thermoelastic problem with mixtures J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
N. Bazarra; J.R. Fernández; R. QuintanillaIn this work we study a thermoelastic problem involving binary mixtures. Type III thermal theory is considered for the modeling of the heat conduction. Existence, uniqueness and continuous dependence of solutions are proved by using the semigroup theory. Then, the numerical analysis of the resulting variational problem is considered, by using the finite element method for the spatial approximation

Extension of modified Patankar–Runge–Kutta schemes to nonautonomous production–destruction systems based on Oliver’s approach J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201229
Andrés I. Ávila; Galo Javier González; Stefan Kopecz; Andreas MeisterThe mathematical modeling of various real life applications leads to systems of ordinary differential equations which include crucial properties like the positivity of the solution as well as the conservation of mass or energy. Based on the fundamental work of Burchard et al. (2003), unconditionally positive and conservative modified Patankar–Runge–Kutta schemes (MPRK) are available. These methods

Numerical solution of hightemperature gas dynamics problems on highperformance computing systems J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210102
Boris N. Chetverushkin; Olga G. Olkhovskaya; Il’ya P. TsigvintsevThe work is devoted to algorithms for solving hightemperature gas dynamics problems on highperformance computing systems. Energy transfer by radiation is described in the approximation of radiative heat conduction. The algorithm is based on the hyperbolic model of thermal conductivity, which can significantly increase the stability of explicit schemes. Examples of numerical calculations are presented

Computation and verification of contraction metrics for exponentially stable equilibria J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210102
Peter Giesl; Sigurdur Hafstein; Iman MehrabinezhadThe determination of exponentially stable equilibria and their basin of attraction for a dynamical system given by a general autonomous ordinary differential equation can be achieved by means of a contraction metric. A contraction metric is a Riemannian metric with respect to which the distance between adjacent solutions decreases as time increases. The Riemannian metric can be expressed by a matrixvalued

Real forms of the complex Neumann system: A method for finding real roots of polynomial US(λ) J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210102
Tina Novak; Janez ŽerovnikThe topology of ArnoldLiouville level sets of the real forms of the complex generic Neumann system depends indirectly on the positions of the roots of the special polynomial US(λ). For certain polynomials, the existence and positions of the real roots, according to the suitable parameters of the system, is not obvious. In the paper, a method for checking the existence and positions of the real roots

A threelevel finite difference method with preconditioning technique for twodimensional nonlinear fractional complex Ginzburg–Landau equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
Qifeng Zhang; Lu Zhang; Haiwei SunIn the paper, we study twodimensional nonlinear spatial fractional complex Ginzburg–Landau equations. A centered finite difference method is exploited to discretize the spatial variables, while a threelevel finite difference scheme is applied for the time integration. Theoretically, we prove the proposed method is uniquely solvable and unconditionally stable, with second order accuracy on both time

New conformal map for the trapezoidal formula for infinite integrals of unilateral rapidly decreasing functions J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
Tomoaki Okayama; Tomoki Nomura; Saki TsurutaWhile the trapezoidal formula can attain exponential convergence when applied to infinite integrals of bilateral rapidly decreasing functions, it is not capable of this in the case of unilateral rapidly decreasing functions. To address this issue, Stenger proposed the application of a conformal map to the integrand such that it transforms into bilateral rapidly decreasing functions. Okayama and Hanada

Numerical analysis of a parabolic hemivariational inequality for semipermeable media J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
Weimin Han; Cheng WangIn this paper, we consider the numerical solution of a model problem in the form of a parabolic hemivariational inequality that arises in applications of semipermeable media. The model problem is first studied as a particular case of an abstract parabolic hemivariational inequality. A general fully discrete numerical method is introduced for the abstract parabolic hemivariational inequality, where

Time dependent stoploss reinsurance and exposure curves J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201225
Ozenc Murat Mert; A. Sevtap SelcukKestelStoploss contracts are the most commonly used reinsurance agreements in insurance whose important factors are the retention and the maximum (cap) values attained on the random loss, which may occur within the policy period. Therefore, determining and forecasting the loss amounts is an important issue for both the insurer and the reinsurer. Along with many approaches in actuarial literature, we propose

The virtual element method for general elliptic hemivariational inequalities J. Comput. Appl. Math. (IF 2.037) Pub Date : 20210101
Fei Wang; Bangmin Wu; Weimin HanAn abstract framework of the virtual element method is established for solving general elliptic hemivariational inequalities with or without constraint, and a unified a priori error analysis is given for both cases. Then, virtual element methods of arbitrary order are applied to solve three elliptic hemivariational inequalities arising in contact mechanics, and optimal order error estimates are shown

Solving a reaction–diffusion system with chemotaxis and nonlocal terms using Generalized Finite Difference Method. Study of the convergence J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201231
J.J. Benito; A. García; L. Gavete; M. Negreanu; F. Ureña; A.M. VargasIn this paper a parabolic–parabolic chemotaxis system of PDEs that describes the evolution of a population with nonlocal terms is studied. We derive the discretization of the system using the meshless method called Generalized Finite Difference Method. We prove the conditional convergence of the solution obtained from the numerical method to the analytical solution in the twodimensional case. Several

A highorder space–time ultraweak discontinuous Galerkin method for the secondorder wave equation in one space dimension J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201223
Mahboub Baccouch; Helmi TemimiIn this paper, we present and analyze a new space–time ultraweak discontinuous Galerkin (UWDG) finite element method for the secondorder wave equation in one space dimension. The UWDG finite element approximations are used in space variable and also for the temporal approximation. The space–time UWDG discretization is presented in detail, including the definition of the numerical fluxes, which are

Bivariate barycentric rational interpolation method for two dimensional fractional Volterra integral equations J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201223
Hongyan Liu; Jin Huang; Xiaoming HeThe advantages of the barycentric rational interpolation (BRI) introduced by Floater and Hormann include the stability of interpolation, no poles, and high accuracy for any sufficiently smooth function. In this paper we design a transformed BRI scheme to solve two dimensional fractional Volterra integral equation (2DFVIE), whose solution may be nonsmooth since its derivatives may be unbounded near

Datadriven thresholding in denoising with Spectral Graph Wavelet Transform J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201224
Basile de Loynes; Fabien Navarro; Baptiste OlivierThis paper is devoted to adaptive signal denoising in the context of Graph Signal Processing (GSP) using Spectral Graph Wavelet Transform (SGWT). This issue is addressed via a datadriven thresholding process in the transformed domain by optimizing the parameters in the sense of the Mean Square Error (MSE) using the Stein’s Unbiased Risk Estimator (SURE). The SGWT considered is built upon a partition

A twogrid method for levelset based topology optimization with GPUacceleration J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201222
Yixin Li; Bangjian Zhou; Xianliang HuIn this paper, several accelerating strategies for the numerical methods of topology optimization are proposed. In our implementation, the finite element method is used for discretization, and the novelty of this research lies in two aspects. Two different meshes with variable element sizes are used to discretize the state equation and the levelset evolution equation. On the other hand, GPUbased

Efficient secondorder unconditionally stable numerical schemes for the modified phase field crystal model with longrange interaction J. Comput. Appl. Math. (IF 2.037) Pub Date : 20201230
Qi Li; Liquan Mei; Yibao LiIn this paper, we consider numerical approximations for the modified phase field crystal model with longrange interaction, which describes the microphase separation in diblock copolymers. The model is a nonlinear damped wave equation with a nonlocal term that includes both diffusive dynamics and elastic interaction. To develop easytoimplement timestepping schemes with unconditional energy stabilities