Pub Date : 2024-07-01DOI: 10.1080/00207160.2024.2372420
Weiguo Li, Wendi Bao, Lili Xing, Zhiwei Guo
In this paper, several Kaczmarz-type numerical methods for solving the matrix equations AX = B and XA = C are proposed, where the coefficient matrix A may be full rank or deficient rank. These meth...
本文提出了几种求解矩阵方程 AX = B 和 XA = C 的 Kaczmarz 型数值方法，其中系数矩阵 A 可以是全秩或缺秩矩阵。这些方法...
{"title":"Kaczmarz-type methods for solving matrix equations","authors":"Weiguo Li, Wendi Bao, Lili Xing, Zhiwei Guo","doi":"10.1080/00207160.2024.2372420","DOIUrl":"https://doi.org/10.1080/00207160.2024.2372420","url":null,"abstract":"In this paper, several Kaczmarz-type numerical methods for solving the matrix equations AX = B and XA = C are proposed, where the coefficient matrix A may be full rank or deficient rank. These meth...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"30 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141887336","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-30DOI: 10.1080/00207160.2024.2371604
Yaser Rostami, Khosrow Maleknejad
Variable-order time fractional Volterra–Fredholm integral partial differential equations with weakly singular kernels are taken into account as results of modeling diverse physical phenomena. In or...
{"title":"Approximate solution to solve singular variable-order fractional Volterra–Fredholm integral partial differential equations type defined using hybrid functions","authors":"Yaser Rostami, Khosrow Maleknejad","doi":"10.1080/00207160.2024.2371604","DOIUrl":"https://doi.org/10.1080/00207160.2024.2371604","url":null,"abstract":"Variable-order time fractional Volterra–Fredholm integral partial differential equations with weakly singular kernels are taken into account as results of modeling diverse physical phenomena. In or...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"195 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141517088","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This work aims to implement a one-step block method with three optimized hybrid points for solving singularly perturbed nonlinear initial value problems on non-uniform meshes. The basic properties ...
{"title":"An optimized hybrid block method for solving nonlinear singularly perturbed problems using non-uniform Jain-type meshes","authors":"Morteza Bisheh-Niasar, Saeedeh Khaziravi, Higinio Ramos","doi":"10.1080/00207160.2024.2371606","DOIUrl":"https://doi.org/10.1080/00207160.2024.2371606","url":null,"abstract":"This work aims to implement a one-step block method with three optimized hybrid points for solving singularly perturbed nonlinear initial value problems on non-uniform meshes. The basic properties ...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"25 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-26DOI: 10.1080/00207160.2024.2363467
Leonardo Perotti, Lech A. Grzelak
We propose a new, data-driven approach for efficient pricing of – fixed- and floating-strike – discrete arithmetic Asian and Lookback options when the underlying process is driven by the Heston mod...
{"title":"On pricing of discrete Asian and Lookback options under the Heston model","authors":"Leonardo Perotti, Lech A. Grzelak","doi":"10.1080/00207160.2024.2363467","DOIUrl":"https://doi.org/10.1080/00207160.2024.2363467","url":null,"abstract":"We propose a new, data-driven approach for efficient pricing of – fixed- and floating-strike – discrete arithmetic Asian and Lookback options when the underlying process is driven by the Heston mod...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"25 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-06-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141531035","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-30DOI: 10.1080/00207160.2024.2360026
Haijian Yang, Tian-Hao Ma, Feng-Nan Hwang, Xiao-Chuan Cai
We aim to develop efficient and robust algorithms for nonsmooth nonlinear systems arising from complementarity problems. The semismooth Newton algorithm is popular due to its reliability and effici...
{"title":"Nonlinearly preconditioned semismooth Newton algorithms for nonlinear nonsmooth systems","authors":"Haijian Yang, Tian-Hao Ma, Feng-Nan Hwang, Xiao-Chuan Cai","doi":"10.1080/00207160.2024.2360026","DOIUrl":"https://doi.org/10.1080/00207160.2024.2360026","url":null,"abstract":"We aim to develop efficient and robust algorithms for nonsmooth nonlinear systems arising from complementarity problems. The semismooth Newton algorithm is popular due to its reliability and effici...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"28 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509700","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-30DOI: 10.1080/00207160.2024.2361064
Xue-Qin Long, Nai-Min Zhang, Xiang Yuan
In this paper, we extend SMSNS [Pourbagher M, Salkuyeh DK. On the solution of a class of complex symmetric linear systems. Appl Math Lett. 2018;76:14–20.] iteration method for solving a class of co...
在本文中，我们扩展了 SMSNS [Pourbagher M, Salkuyeh DK.论一类复杂对称线性系统的求解。Appl Math Lett. 2018;76:14-20.] 迭代法求解一类共...
{"title":"On SMSNSSOR iteration method for solving complex symmetric linear systems","authors":"Xue-Qin Long, Nai-Min Zhang, Xiang Yuan","doi":"10.1080/00207160.2024.2361064","DOIUrl":"https://doi.org/10.1080/00207160.2024.2361064","url":null,"abstract":"In this paper, we extend SMSNS [Pourbagher M, Salkuyeh DK. On the solution of a class of complex symmetric linear systems. Appl Math Lett. 2018;76:14–20.] iteration method for solving a class of co...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"45 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-28DOI: 10.1080/00207160.2024.2358119
Tahar Bechouat, Nadjib Boussetila
This study investigates a numerical method based on the Jacobi–Gauss quadrature for solving Fredholm integral equations of the first kind with a weakly singular kernel by combining the Tikhonov reg...
本研究探讨了一种基于雅各比-高斯正交的数值方法，该方法通过结合Tikhonov reg...
{"title":"On the numerical solution of weakly singular integral equations of the first kind using a regularized projection method","authors":"Tahar Bechouat, Nadjib Boussetila","doi":"10.1080/00207160.2024.2358119","DOIUrl":"https://doi.org/10.1080/00207160.2024.2358119","url":null,"abstract":"This study investigates a numerical method based on the Jacobi–Gauss quadrature for solving Fredholm integral equations of the first kind with a weakly singular kernel by combining the Tikhonov reg...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"198 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141509702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-20DOI: 10.1080/00207160.2024.2353189
Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt
The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the par...
{"title":"A gradient-based calibration method for the Heston model","authors":"Anna Clevenhaus, Claudia Totzeck, Matthias Ehrhardt","doi":"10.1080/00207160.2024.2353189","DOIUrl":"https://doi.org/10.1080/00207160.2024.2353189","url":null,"abstract":"The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the par...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"32 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141531036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-09DOI: 10.1080/00207160.2024.2351132
Zhongdi Cen, Aimin Xu
A singularly perturbed transport equation is considered. A variable two-step backward differentiation formulas (BDF2) on a Shishkin-type mesh is used to discrete the first-order derivatives of the ...
{"title":"A BDF2 method for a singularly perturbed transport equation","authors":"Zhongdi Cen, Aimin Xu","doi":"10.1080/00207160.2024.2351132","DOIUrl":"https://doi.org/10.1080/00207160.2024.2351132","url":null,"abstract":"A singularly perturbed transport equation is considered. A variable two-step backward differentiation formulas (BDF2) on a Shishkin-type mesh is used to discrete the first-order derivatives of the ...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"41 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140937326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-04-19DOI: 10.1080/00207160.2024.2343102
Hsueh-Chen Lee, Hyesuk Lee
This paper demonstrates the mixed formulation of the Brinkman problem using linear equal-order finite element methods in porous media modelling. We introduce Galerkin least-squares (GLS) and least-...
{"title":"Stabilized equal lower-order finite element methods for simulating Brinkman equations in porous media","authors":"Hsueh-Chen Lee, Hyesuk Lee","doi":"10.1080/00207160.2024.2343102","DOIUrl":"https://doi.org/10.1080/00207160.2024.2343102","url":null,"abstract":"This paper demonstrates the mixed formulation of the Brinkman problem using linear equal-order finite element methods in porous media modelling. We introduce Galerkin least-squares (GLS) and least-...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"72 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140626089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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