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Stability analysis of inverse Lax–Wendroff boundary treatment of high order compact difference schemes for parabolic equations J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210729
Tingting Li, Jianfang Lu, ChiWang ShuIn this paper, we study the stability of a numerical boundary treatment of high order compact finite difference methods for parabolic equations. The compact finite difference schemes could achieve very high order accuracy with relatively small stencils. To match the convergence order of the compact schemes in the interior domain, we take the simplified inverse Lax–Wendroff (SILW) procedure (Tan et

Variational approach for rigid coregistration of optical/SAR satellite images in agricultural areas J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210720
Volodymyr Hnatushenko, Peter Kogut, Mykola UvarovIn this paper the problem of Synthetic Aperture Radar (SAR) and optical satellite images coregistration is considered. Because of the distinct natures of SAR and optical images, there exist huge radiometric and geometric differences between such images. As a result, the traditional registration approaches are no longer applicable in this case and it makes the registration process challenging. Mostly

Oscillation mitigation of hyperbolicitypreserving intrusive uncertainty quantification methods for systems of conservation laws J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210728
Jonas Kusch, Louisa SchlachterIn this article we study intrusive uncertainty quantification schemes for systems of conservation laws with uncertainty. While intrusive methods inherit certain advantages such as adaptivity and an improved accuracy, they suffer from two key issues. First, intrusive methods tend to show oscillations, especially at shock structures and second, standard intrusive methods can lose hyperbolicity. The aim

Minimization of the pLaplacian first eigenvalue for a twophase material J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210709
Juan CasadoDíaz, Carlos Conca, Donato VásquezVarasWe study the problem of minimizing the first eigenvalue of the pLaplacian operator for a twophase material in a bounded open domain Ω⊂RN, N⩾2 assuming that the amount of the best material is limited. We provide a relaxed formulation of the problem and prove some smoothness results for these solutions. As a consequence we show that if Ω is of class C1,1, simply connected with connected boundary, then

Higher Order Composite DG approximations of Gross–Pitaevskii ground state: Benchmark results and experiments J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210727
C. Engström, S. Giani, L. GrubišićDiscontinuous Galerkin composite finite element methods (DGCFEM) are designed to tackle approximation problems on complicated domains. Partial differential equations posed on complicated domain are common when there are mesoscopic or local phenomena which need to be modeled at the same time as macropscopic phenomena. In this paper, an optical lattice will be used to illustrate the performance of the

Efficient and accurate algorithms for solving the Bethe–Salpeter eigenvalue problem for crystalline systems J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210727
Peter Benner, Carolin PenkeOptical properties of materials related to light absorption and scattering are explained by the excitation of electrons. The Bethe–Salpeter equation is the stateoftheart approach to describe these processes from first principles (ab initio), i.e. without the need for empirical data in the model. To harness the predictive power of the equation, it is mapped to an eigenvalue problem via an appropriate

Heuristic parameter choice rule for solving linear illposed integral equations in finite dimensional space J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210727
Rong Zhang, Bing ZhouA new heuristic parameter choice rule is proposed, which is an important process in solving the linear illposed integral equation. Based on multiscale Galerkin projection, we establish the error upper bound between the approximate solution obtained by this rule and the exact solution. Under certain condition, we prove that the approximate solution obtained by this rule can reach the optimal convergence

The refined error bounds for linear complementarity problems of H+matrices J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210726
XianPing WuBased on the absolute value equation for minimizing two vectors, we present error bounds for the linear complementarity problems with an H+matrix. Some of the computable bounds are given by providing the particular diagonal parameter matrix D. The proposed bounds improve some existing ones when D is chosen properly.

On the dissipativity of some Caputo timefractional subdiffusion models in multiple dimensions: Theoretical and numerical investigations J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210726
A.S. Hendy, Mahmoud A. Zaky, J.E. MacíasDíazIn this work, we consider multidimensional diffusionreaction equations with timefractional partial derivatives of the Caputo type and orders of differentiation in (0,1). The models are extensions of various wellknown equations from mathematical physics, biology, and chemistry. In the present manuscript, we will impose initial–boundary data on a closed and bounded spatial multidimensional domain

Nonlinear Kaczmarz algorithms and their convergence J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210704
Qifeng Wang, Weiguo Li, Wendi Bao, Xingqi GaoThis paper proposes a class of randomized Kaczmarz algorithms for obtaining isolated solutions of largescale wellposed or overdetermined nonlinear systems of equations. This type of algorithm improves the classic Newton method. Each iteration only needs to calculate one row of the Jacobian instead of the entire matrix, which greatly reduces the amount of calculation and storage. Therefore, these

Extension of complex step finite difference method to Jacobianfree Newton–Krylov method J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210715
Ziyun Kan, Ningning Song, Haijun Peng, Biaosong ChenJacobianfree Newton–Krylov (JFNK) method is a popular approach to solve nonlinear algebraic equations arising from computational physics. The key issue is the calculation of Jacobianvector product, commonly done through finite difference methods. However, these approaches suffer from both truncation error and roundoff error, and the accuracy heavily depends on a sophisticated choice of the difference

Finite element simulation of quasistatic tensile fracture in nonlinear strainlimiting solids with the phasefield approach J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210714
Sanghyun Lee, Hyun Chul Yoon, S.M. MallikarjunaiahWe investigate a quasistatic tensile fracture in nonlinear strainlimiting solids by coupling with the phasefield approach. A classical model for the growth of fractures in an elastic material is formulated in the framework of linear elasticity for deformation systems. This linear elastic fracture mechanics (LEFM) model is derived based on the assumption of small strain. However, the boundary value

A modified SORlike method for absolute value equations associated with second order cones J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210723
Baohua Huang, Wen LiIn this paper, we propose a modified SORlike method for solving absolute value equations associated with second order cones (SOCAVE in short), which is obtained by reformulating the SOCAVE as a twobytwo block nonlinear equation. The convergence analysis and error estimation of this method are established under mild assumptions on system matrix and iteration parameters. And, the optimal iteration

Convergence rates for iteratively regularized Gauss–Newton method subject to stability constraints J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210722
Gaurav Mittal, Ankik Kumar GiriIn this paper we formulate the convergence rates of the iteratively regularized Gauss–Newton method by defining the iterates via convex optimization problems in a Banach space setting. We employ the concept of conditional stability to deduce the convergence rates in place of the well known concept of variational inequalities. To validate our abstract theory, we also discuss an illposed inverse problem

A novel finite difference technique with error estimate for time fractional partial integrodifferential equation of Volterra type J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210722
S. Santra, J. MohapatraThe main purpose of this work is to study the numerical solution of a time fractional partial integrodifferential equation of Volterra type, where the time derivative is defined in Caputo sense. Our method is a combination of the classical L1 scheme for temporal derivative, the general second order central difference approximation for spatial derivative and the repeated quadrature rule for integral

Convergence of a finite volume scheme for immiscible compressible twophase flow in porous media by the concept of the global pressure J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210713
Brahim Amaziane, Mladen Jurak, Ivana RadišićThis paper deals with development and analysis of a finite volume (FV) method for the coupled system describing immiscible compressible twophase flow, such as watergas, in porous media, capillary and gravity effects being taken into account. We investigate a fully coupled fully implicit cellcentered “phasebyphase” FV scheme for the discretization of such system. The main goal is to incorporate

Deflated preconditioned Conjugate Gradient methods for noise filtering of lowfield MR images J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210722
Xiujie Shan, Martin B. van GijzenWe study efficient implicit methods to denoise lowfield MR images using a nonlinear diffusion operator as a regularizer. This problem can be formulated as solving a nonlinear reaction–diffusion equation. After discretisation, a laggeddiffusion approach is used which requires a linear system solve in every nonlinear iteration. The choice of diffusion model determines the denoising properties, but

Stable numerical evaluation of multidegree Bsplines J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210721
Carolina Vittoria Beccari, Giulio CasciolaMultidegree splines are piecewise polynomial functions having sections of different degrees. They offer significant advantages over the classical uniformdegree framework, as they allow for modeling complex geometries with fewer degrees of freedom and, at the same time, for a more efficient engineering analysis. Moreover they possess a set of basis functions with similar properties to standard Bsplines

On a new variant of Arnoldi method for approximation of eigenpairs J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210721
Bo Feng, Gang WuThe Arnoldi method is a commonly used technique for finding a few eigenpairs of large, sparse and nonsymmetric matrices. Recently, a new variant of Arnoldi method (NVRA) was proposed. In NVRA, the modified Ritz vector is used to take the place of the Ritz vector by solving a minimization problem. Moreover, it was shown that if the refined Arnoldi method converges, then the NVRA method also converges

Optimization of selected operation characteristics of array antennas J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210713
Iveta Petrasova, Pavel Karban, Petr Kropik, David Panek, Ivo DolezelMethod of optimizing the distance between individual elements in the antenna array is presented. Based on the verification of the analytical model for one defined rectangular patch antenna and subsequently for the antenna array, the sweep analysis was performed for variant voltage and phase values on each element of the array. The results were used as the input parameters for creating a surrogate model

Default and prepayment options pricing and default probability valuation under VG model J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210714
Bilgi Yilmaz, A. Alper Hekimoglu, A. Sevtap SelcukKestelIn this paper, a new approach, the Variance Gamma (VG) model, which is used to capture unexpected shocks (e.g., Covid19) in housing markets, is proposed to contribute to the standard optionbased mortgage valuation methods. Based on the VG model, the closedform solutions are performed for pricing mortgage default and prepayment options. It solves the options pricing equations explicitly and illustrates

An unfitted HDG method for Oseen equations J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210710
Manuel Solano, Felipe Vargas M.We propose and analyze a high order unfitted hybridizable discontinuous Galerkin method to numerically solve Oseen equations in a domain Ω having a curved boundary. The domain is approximated by a polyhedral computational domain not necessarily fitting Ω. The boundary condition is transferred to the computational domain through line integrals over the approximation of the gradient of the velocity and

Parallel tridiagonal matrix inversion with a hybrid multigridThomas algorithm method J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210705
J.T. Parker, P.A. Hill, D. Dickinson, B.D. DudsonTridiagonal matrix inversion is an important operation with many applications. It arises frequently in solving discretized onedimensional elliptic partial differential equations, and forms the basis for many algorithms for block tridiagonal matrix inversion for discretized PDEs in higherdimensions. In such systems, this operation is often the scaling bottleneck in parallel computation. In this paper

Analysis of dual Bernstein operators in the solution of the fractional convection–diffusion equation arising in underground water pollution J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210716
K. Sayevand, J. Tenreiro Machado, I. MastiThe Bernstein operators (BO) are not orthogonal, but they have duals, which are obtained by a linear combination of BO. In recent years dual BO have been adopted in computer graphics, computer aided geometric design, and numerical analysis. This paper presents a numerical method based on the Bernstein operational matrices to solve the time–space fractional convection–diffusion equation. A generalization

Spectral method for the twodimensional time distributedorder diffusionwave equation on a semiinfinite domain J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210709
Hui Zhang, Fawang Liu, Xiaoyun Jiang, Ian TurnerThe time distributedorder diffusionwave equation describes radial groundwater flow to or from a well. In the paper, an alternating direction implicit (ADI) Legendre–Laguerre spectral scheme is proposed for the twodimensional time distributedorder diffusionwave equation on a semiinfinite domain. The Gauss quadrature formula has a higher computational accuracy than the Composite Trapezoid formula

New algorithms for approximation of Bessel transforms with high frequency parameter J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210708
Sakhi Zaman, SirajulIslam, Muhammad Munib Khan, Imtiaz AhmadAccurate algorithms are proposed for approximation of integrals involving highly oscillatory Bessel function of the first kind over finite and infinite domains. Accordingly, Bessel oscillatory integrals having high oscillatory behavior are transformed into oscillatory integrals with Fourier kernel by using complex line integration technique. The transformed integrals contain an inner nonoscillatory

Numerical verification for asymmetric solutions of the Hénon equation on bounded domains J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210705
Taisei Asai, Kazuaki Tanaka, Shin’ichi OishiThe Hénon equation, a generalized form of the Emden equation, admits symmetrybreaking bifurcation for a certain ratio of the transverse velocity to the radial velocity. Therefore, it has asymmetric solutions on a symmetric domain even though the Emden equation has no asymmetric unidirectional solution on such a domain. We discuss a numerical verification method for proving the existence of solutions

A residualdriven adaptive Gaussian mixture approximation for Bayesian inverse problems J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210705
Yuming Ba, Lijian JiangIn this article, we develop a residualdriven adaptive Gaussian mixture approximation (RDAGMA) for Bayesian inverse problems. The posterior distribution is often nonGaussian in practical Bayesian inference. To obtain a good approximation of the posterior, we provide the adaptive Gaussian mixture approximation (GMA) based on a residual. For GMA, the clustering of ensemble samples provides the predictor

Recursive approximating to the finitetime Gerber–Shiu function in Lévy risk models under periodic observation J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210704
Jiayi Xie, Zhimin ZhangIn this paper, we study the finitetime ruin problems in the spectrally negative Lévy risk models. Suppose that the surplus process of an insurance company is observed periodically in a finitetime interval, and ruin is declared as soon as the observed surplus level is negative. A finitetime Gerber–Shiu expected discounted penalty function is studied. After approximating the common density function

Numerical analysis of a porous–elastic model for convection enhanced drug delivery J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210705
J.A. Ferreira, L. Pinto, R.F. SantosConvection enhanced drug delivery (CED) is a technique used to make therapeutic agents reach, through a catheter, sites of difficult access. The name of this technique comes from the convective flow originated by a pressure gradient induced at the tip of the catheter. This flow enhances passive diffusion and allows a more efficient spread of the agents by the target site. CED is particularly useful

Multidimensional thermal structures in the singularly perturbed stationary models of heat and mass transfer with a nonlinear coefficient of thermal conductivity J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210715
M.A. Davydova, S.A. ZakharovaA new approach to the study of multidimensional singularly perturbed problems of nonlinear heat conduction is proposed, based on the further development and use of asymptotic analysis methods. We study the question of the existence of classical Lyapunov stable stationary solutions with boundary and internal transition layers (stationary thermal structures) of the nonlinear heat transfer equation. We

Necessary conditions for the extremum in nonsmooth problems of variational calculus J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210706
Misir J. Mardanov, Telman K. Melikov, Samin T. MalikIn the paper, we proposed an approach for studying strong and weak extremums in nonsmooth vector problems of calculus of variation, namely, in classic variational problems with fixed ends and with a free right end, and also in a variational problem with higher derivatives. The essence of the proposed approach is to introduce a Weierstrass type variation characterized by a numerical parameter. Necessary

Hybrid absorbing boundary conditions of PML and CRBC J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210706
Seungil KimIn this paper we introduce a hybrid absorbing boundary condition (HABC) by combining perfectly matched layer (PML) and complete radiation boundary condition (CRBC) for solving a onedimensional diffraction grating problem. The new boundary condition is devised in such a way that it can enjoy relative advantages from both methods. The wellposedness of the problem with HABC and the convergence of approximate

Hyperbolic interpolatory geometric subdivision schemes J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210706
Taoufik Ahanchaou, Aziz IkemakhenThe study of planar and spherical geometric subdivision schemes was done in Dyn and Hormann (2012); Bellaihou and Ikemakhen (2020). In this paper we complete this study by examining the hyperbolic case. We define general interpolatory geometric subdivision schemes generating curves on the hyperbolic plane by using geodesic polygons and the hyperbolic trigonometry. We show that a hyperbolic interpolatory

Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210702
Utku Erdogan, Gabriel J. LordWe introduce a tamed exponential time integrator which exploits linear terms in both the drift and diffusion for Stochastic Differential Equations (SDEs) with a one sided globally Lipschitz drift term. Strong convergence of the proposed scheme is proved, exploiting the boundedness of the geometric Brownian motion (GBM) and we establish order 1 convergence for linear diffusion terms. In our implementation

An adaptive Euler–Maruyama scheme for McKeanVlasov SDEs with superlinear growth and application to the meanfield FitzHugh–Nagumo model J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210713
Christoph Reisinger, Wolfgang StockingerIn this paper, we introduce fully implementable, adaptive Euler–Maruyama schemes for McKeanVlasov stochastic differential equations (SDEs) assuming only a standard monotonicity condition on the drift and diffusion coefficients but no global Lipschitz continuity in the state variable for either, while global Lipschitz continuity is required for the measure component only. We prove moment stability

Computing tensor Zeigenvalues via shifted inverse power method J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210703
Zhou Sheng, Qin NiThe positive definiteness of an even degree homogeneous polynomial plays an important role in the stability study of nonlinear autonomous systems via Lyapunov’s direct method in automatic control, the detection of P or P0 tensor in tensor complementarity problems and spectral hypergraph theory, and more. Owing to the positive definiteness of an even degree homogeneous polynomial is equivalent to that

Solution of fuzzy fractional order differential equations by fractional Mellin transform method J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210712
Noreen Azhar, Saleem IqbalThis paper deals with the application of fuzzy Mellin transform for fuzzy valued functions. It is an attempt to investigate fuzzy Mellin transform in fractional sense and called fuzzy fractional Mellin transform. Some techniques are proposed for the solution of fuzzy fractional order differential equations by using leftsided Riemann–Liouville fractional derivative. Moreover, some illustrative examples

Nonlocal boundary value problems for hyperbolic equations with a Caputo fractional derivative J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210703
Elimhan N. Mahmudov, Shakir Sh. YusubovIn this paper, we study local and nonlocal boundary value problems for hyperbolic equations of general form with variable coefficients and a Caputo fractional derivative. To study the stated problem, a certain fractionalorder functional space is introduced. The problem posed is reduced to an integral equation, and the existence of its solution is proved using an a priori estimate.

Numerical versus asymptotic sequential interval estimation of population sizes J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210703
Ivair R. Silva, Debanjan Bhattacharjee, Nitis MukhopadhyayThe challenge of estimating a population size (N) is usually faced with the wellestablished markrecapture sampling scheme. The basic idea is to tag t items of the population and then observe the number of tagged items appearing in a subsequent random sample. The frequencies of tagged versus nontagged items are informative to estimate N. For construction of fixedwidth and fixedaccuracy confidence

Stability analysis of a class of integral equations with not necessarily differentiable solutions J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210625
Aldo Jonathan MuñozVázquez, Guillermo FernándezAnaya, Oscar MartínezFuentesThis paper proposes the study of a newer class of integrodifferential operators, which allow analysing a more general family of dynamical systems, with not necessarily integerorder differentiable solutions, and based on Volterra integral equations of the second kind. One of the main advantages of the present study is that the proposed operators include, in particular cases, some classical and modern

Bounding the Lebesgue constant for a barycentric rational trigonometric interpolant at periodic wellspaced nodes J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210623
JeanPaul Berrut, Giacomo ElefanteA wellknown result in linear approximation theory states that the norm of the operator, known as the Lebesgue constant, of polynomial interpolation on an interval grows only logarithmically with the number of nodes, when these are Chebyshev points. Results like this are important for studying the conditioning of the approximation. A cosine change of variable shows that polynomial interpolation at

Isogeometric boundary element analysis based on UEsplines J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210624
Meie Fang, Weiyin MaUEsplines are generalizations of uniform polynomial splines, trigonometric splines, hyperbolic splines and exponential splines defined as parametric splines in nonrational form. At the same time, they can exactly represent a wide class of basic analytic shapes commonly used in engineering applications. Further, UEsplines with uniform knot intervals can be conveniently generated by subdivision methods

Ergodic numerical approximation to periodic measures of stochastic differential equations J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210624
Chunrong Feng, Yu Liu, Huaizhong ZhaoIn this paper, we consider numerical approximation to periodic measure of a time periodic stochastic differential equations (SDEs) under weakly dissipative condition. For this we first study the existence of the periodic measure ρt and the large time behaviour of U(t+s,s,x)≔Eϕ(Xts,x)−∫ϕdρt, where Xts,x is the solution of the SDEs and ϕ is a test function being smooth and of polynomial growth at infinity

Internality of generalized averaged Gauss quadrature rules and truncated variants for modified Chebyshev measures of the first kind J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210615
Dušan Lj. Djukić, Rada M. Mutavdžić Djukić, Lothar Reichel, Miodrag M. SpalevićIt is desirable that a quadrature rule be internal, i.e., that all nodes of the rule live in the convex hull of the support of the measure. Then the rule can be applied to approximate integrals of functions that have a singularity close to the convex hull of the support of the measure. This paper investigates whether generalized averaged Gauss quadrature formulas for modified Chebyshev measures of

Coupling of the Crank–Nicolson scheme and localized meshless technique for viscoelastic wave model in fluid flow J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210613
O. Nikan, Z. AvazzadehThis paper proposes an efficient localized meshless technique for approximating the viscoelastic wave model. This model is a significant methodology to explain wave propagation in solids modeled with a wide collection of viscoelastic laws. In the first method, a difference scheme with the secondorder accuracy is implemented to obtain a semidiscrete scheme. Then, a localized radial basis function

Approximate pairwise likelihood inference in SGLM models with skew normal latent variables J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210611
Fatemeh Hosseini, Omid KarimiSpatial generalized linear mixed models are commonly employed for modeling discrete spatial responses that are acquired on a continuous area. A standard assumption in these models is that the latent variables are normally distributed, however skewed residuals appear in some spatial generalized linear mixed models. In this study, we consider a closed skew Gaussian random field for the spatial latent

On relaxed filtered Krylov subspace method for nonsymmetric eigenvalue problems J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210617
CunQiang Miao, WenTing WuIn this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of nonsymmetric matrices. As byproducts, the generalizations of the filtered Krylov subspace method and the Chebyshev–Davidson method for solving nonsymmetric eigenvalue problems

Analysis of the Euler and trapezoidal discretization methods for the numerical solution of nonlinear functional Volterra integral equations of Urysohn type J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210618
Sohrab Bazm, Pedro Lima, Somayeh NematiIn this paper, we investigate nonlinear functional Volterra–Urysohn integral equations, a class of nonlinear integral equations of Volterra type. The existence and uniqueness of the solution to the equation is proved by a technique based on the Picard iterative method. For the numerical approximation of the solution, the Euler and trapezoidal discretization methods are utilized which result in a system

Quaternionic step derivative: Machine precision differentiation of holomorphic functions using complex quaternions J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210617
Martin Roelfs, David Dudal, Daan HuybrechsThe known Complex Step Derivative (CSD) method allows easy and accurate differentiation up to machine precision of real analytic functions by evaluating them with a small imaginary step next to the real number line. The current paper proposes that derivatives of holomorphic functions can be calculated in a similar fashion by taking a small step in a quaternionic direction instead. It is demonstrated

Optimal portfolio selection for a definedcontribution plan under two administrative fees and return of premium clauses J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210615
Chong Lai, Shican Liu, Yonghong WuWe study a defined contribution pension system with the return of premium clauses, which is embedded with two administrative fees: the charge on balance and the charge on flow. The fund wealth is invested in financial market with a riskless asset and a risky asset modeled by a constant elasticity of variance process. We use the Weibull model to characterize the force of mortality. The dynamic programming

Estimation of traffic intensity from queue length data in a deterministic single server queueing system J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210611
Saroja Kumar Singh, Sarat Kumar Acharya, Frederico R.B. Cruz, Roberto C. QuininoA certain type of queueing system that is quite common in manufacturing systems occurs when the time between the arrivals of items approximately follows an exponential distribution with rate λ, the services are mechanized and their times may be considered approximately constant (b). In Kendall notation, such a queueing system is well known as an M∕D∕1 queue; despite being one of the simplest queueing

A generalized linear model for multivariate events J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210602
Francesco Zuniga, Tomasz J. Kozubowski, Anna K. PanorskaWe propose a new generalized linear model for modeling multivariate events (N,X,Y), where N is the duration, X is the magnitude, and Y is the maximum of the event. Such events arise, for example, when a process is observed above or below a threshold. Examples include heat waves, flood, draught, or market growth or decline periods. The model is flexible to include different covariates for different

Robust model selection in linear regression models using information complexity J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210528
Yeşim Güney, Hamparsum Bozdogan, Olcay ArslanIn recent years, in the literature of linear regression models, robust model selection methods have received increasing attention when the datasets contain even a small fraction of outliers. Outliers can have a serious impact on statistical inference and the choice of models using model selection criteria. Most of the existing robust informationbased model selection methods are confined to robust

Eulerian–Lagrangian and Eulerian–Eulerian approaches for the simulation of particleladen free surface flows using the lattice Boltzmann method J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210525
Václav Heidler, Ondřej Bublík, Aleš Pecka, Jan VimmrThis paper studies the Eulerian–Lagrangian and Eulerian–Eulerian approaches for the simulation of interaction between free surface flow and particles. The dynamics of the fluid as well as the transport of the particles in the Eulerian description is solved using the lattice Boltzmann method. To minimize artificial diffusion in particle transport the lattice Boltzmann method with directiondependent

Kansa RBF collocation method with auxiliary boundary centres for high order BVPs J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210602
C.S. Chen, Andreas Karageorghis, Lionel AmuzuIn this study we apply a Kansaradial basis function (RBF) collocation method to 2D and 3D boundary value problems (BVPs) governed by high order partial differential equations (PDEs) of order 2N where N∈N,N≥3. As in such problems there are N boundary conditions (BCs), N distinct sets of boundary centres are needed. These could all be placed on the boundary with each set being different to the other

Flowdriven spectral chaos (FSC) method for longtime integration of secondorder stochastic dynamical systems J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210531
Hugo Esquivel, Arun Prakash, Guang LinFor decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality of the probability space is relatively low. The timedependent generalized polynomial chaos (TDgPC) is one such technique that uses an evolving orthogonal basis

A modified LM algorithm for tensor complementarity problems over the circular cone J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210606
Yifen Ke, Changfeng Ma, Huai ZhangThe tensor complementarity problem over circular cone (CCTCP for short) is studied, which is a specially structured nonlinear complementarity problem. Useful properties of the circular cone help to reformulate equivalently CCTCP as an implicit fixedpoint equation. Based on the smoothing functions, we reformulate the obtained fixedpoint equation as a family of parameterized smoothing equations. Moreover

An extended proximal ADMM algorithm for threeblock nonconvex optimization problems J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210605
Chun Zhang, Yongzhong Song, Xingju Cai, Deren HanWe propose a new proximal alternating direction method of multipliers (ADMM) for solving a class of threeblock nonconvex optimization problems with linear constraints. The proposed method updates the third primal variable twice per iteration and introduces semidefinite proximal terms to the subproblems with the first two blocks. The method can be regarded as an extension of the method proposed in

Methodology of determining material parameters based on optimization techniques J. Comput. Appl. Math. (IF 2.621) Pub Date : 20210528
Iveta Petrasova, Vaclav Kotlan, David Panek, Ivo DolezelA methodology for finding unknown or unavailable parts of temperaturedependent material characteristics is presented. Knowledge of these parts is of great importance for solving problems connected with processing of metals at high temperatures where phase changes take place, such as welding or cladding. The paper presents a technique of calibration of these characteristics based on evaluation of experimentally