Pub Date : 2024-03-13DOI: 10.1080/00207160.2024.2325676
Kumar Rajeev Ranjan, S. Gowrisankar
A reaction–diffusion problem with discontinuous source term and Dirichlet's boundary conditions on the unit square is considered in this paper. The proposed problem has been discretized using a com...
{"title":"Robust convergence result of discontinuous Galerkin stabilization method for two-dimensional reaction–diffusion equation with discontinuous source term","authors":"Kumar Rajeev Ranjan, S. Gowrisankar","doi":"10.1080/00207160.2024.2325676","DOIUrl":"https://doi.org/10.1080/00207160.2024.2325676","url":null,"abstract":"A reaction–diffusion problem with discontinuous source term and Dirichlet's boundary conditions on the unit square is considered in this paper. The proposed problem has been discretized using a com...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140115146","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 : 2024-03-12DOI: 10.1080/00207160.2024.2327612
Guohe Deng, Shuai Liu
Vanilla options become effective immediately after they are entered, while some exotic options will only come to effective some time after they are bought or sold. Forward starting options are one ...
{"title":"Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate","authors":"Guohe Deng, Shuai Liu","doi":"10.1080/00207160.2024.2327612","DOIUrl":"https://doi.org/10.1080/00207160.2024.2327612","url":null,"abstract":"Vanilla options become effective immediately after they are entered, while some exotic options will only come to effective some time after they are bought or sold. Forward starting options are one ...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140115391","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 : 2024-03-11DOI: 10.1080/00207160.2024.2327615
Minoo Kamrani, Kristian Debrabant, Nahid Jamshidi
We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>12, which arise e.g. from sp...
{"title":"Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise","authors":"Minoo Kamrani, Kristian Debrabant, Nahid Jamshidi","doi":"10.1080/00207160.2024.2327615","DOIUrl":"https://doi.org/10.1080/00207160.2024.2327615","url":null,"abstract":"We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>12, which arise e.g. from sp...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140098164","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 : 2024-03-07DOI: 10.1080/00207160.2024.2326926
A. A. Alderremy, J. F. Gómez-Aguilar, Zulqurnain Sabir, Shaban Aly, J. E. Lavín-Delgado, José R. Razo-Hernández
This paper shows the outcomes of computer virus propagation (CVP) model, represented with susceptible, exposed, infected, quarantine and recovered computers (SEIRQ), classes based mathematical mode...
{"title":"Numerical performances based artificial neural networks to deal with the computer viruses spread on the complex networks","authors":"A. A. Alderremy, J. F. Gómez-Aguilar, Zulqurnain Sabir, Shaban Aly, J. E. Lavín-Delgado, José R. Razo-Hernández","doi":"10.1080/00207160.2024.2326926","DOIUrl":"https://doi.org/10.1080/00207160.2024.2326926","url":null,"abstract":"This paper shows the outcomes of computer virus propagation (CVP) model, represented with susceptible, exposed, infected, quarantine and recovered computers (SEIRQ), classes based mathematical mode...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140076214","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 : 2024-03-07DOI: 10.1080/00207160.2024.2326607
Juan A. Aledo, Carlos Andreu-Vilarroig, Juan-Carlos Cortés, Juan C. Orengo, Rafael-Jacinto Villanueva
The increase in antibiotic resistance in recent years, mainly due to the non-rational use of antibiotics, is one of the most important global public health threats. In this paper, we propose a math...
{"title":"A random mathematical model to describe the antibiotic resistance depending on the antibiotic consumption: the Acinetobacter baumannii colistin-resistant case in Valencia, Spain","authors":"Juan A. Aledo, Carlos Andreu-Vilarroig, Juan-Carlos Cortés, Juan C. Orengo, Rafael-Jacinto Villanueva","doi":"10.1080/00207160.2024.2326607","DOIUrl":"https://doi.org/10.1080/00207160.2024.2326607","url":null,"abstract":"The increase in antibiotic resistance in recent years, mainly due to the non-rational use of antibiotics, is one of the most important global public health threats. In this paper, we propose a math...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140071608","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 : 2024-03-06DOI: 10.1080/00207160.2024.2326608
Meiyu Cheng, Wei Zhang, Rui Li
In this paper, we concern the strong convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching (SPDEs-MS). We present the bala...
{"title":"Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching","authors":"Meiyu Cheng, Wei Zhang, Rui Li","doi":"10.1080/00207160.2024.2326608","DOIUrl":"https://doi.org/10.1080/00207160.2024.2326608","url":null,"abstract":"In this paper, we concern the strong convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching (SPDEs-MS). We present the bala...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140071681","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 : 2024-03-06DOI: 10.1080/00207160.2024.2325125
Zhen Miao, Li Wang, Gao-yuan Cheng, Yao-lin Jiang
In this paper, two model order reduction methods based on Laguerre orthogonal polynomials for parabolic equation constrained optimal control problems are studied. The spatial discrete scheme of the...
{"title":"Model order reduction based on Laguerre orthogonal polynomials for parabolic equation constrained optimal control problems","authors":"Zhen Miao, Li Wang, Gao-yuan Cheng, Yao-lin Jiang","doi":"10.1080/00207160.2024.2325125","DOIUrl":"https://doi.org/10.1080/00207160.2024.2325125","url":null,"abstract":"In this paper, two model order reduction methods based on Laguerre orthogonal polynomials for parabolic equation constrained optimal control problems are studied. The spatial discrete scheme of the...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140076203","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 : 2024-03-04DOI: 10.1080/00207160.2024.2324455
Komal Bansal, Kapil K. Sharma, Aditya Kaushik, Gajendra Babu
The authors present numerical analysis of singularly perturbed parabolic problems. The previous papers in this direction focussed on the convection-diffusion problems with regular type of boundary ...
作者对奇异扰动抛物问题进行了数值分析。该方向的前几篇论文主要关注具有规则类型边界的对流扩散问题。
{"title":"Numerical analysis of singularly perturbed parabolic reaction diffusion differential difference equations","authors":"Komal Bansal, Kapil K. Sharma, Aditya Kaushik, Gajendra Babu","doi":"10.1080/00207160.2024.2324455","DOIUrl":"https://doi.org/10.1080/00207160.2024.2324455","url":null,"abstract":"The authors present numerical analysis of singularly perturbed parabolic problems. The previous papers in this direction focussed on the convection-diffusion problems with regular type of boundary ...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140032928","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 : 2024-03-01DOI: 10.1080/00207160.2024.2323985
Wan Wang, Haixiang Zhang, Ziyi Zhou, Xuehua Yang
In this paper, the H2N2 method and compact finite difference scheme are proposed for the fourth-order time-fractional diffusion-wave equations. In order to improve the efficiency of calculation, a ...
{"title":"A fast compact finite difference scheme for the fourth-order diffusion-wave equation","authors":"Wan Wang, Haixiang Zhang, Ziyi Zhou, Xuehua Yang","doi":"10.1080/00207160.2024.2323985","DOIUrl":"https://doi.org/10.1080/00207160.2024.2323985","url":null,"abstract":"In this paper, the H2N2 method and compact finite difference scheme are proposed for the fourth-order time-fractional diffusion-wave equations. In order to improve the efficiency of calculation, a ...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140033446","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 : 2024-03-01DOI: 10.1080/00207160.2024.2323990
Sachin Sharma, Naina Sharma
In this article, we introduce a novel cubic spline method for the numerical solution of a class of fourth-order time-dependent parabolic partial differential equations. The method employs uniform m...
{"title":"A fast computational technique to solve fourth-order parabolic equations: application to good Boussinesq, Euler-Bernoulli and Benjamin-Ono equations","authors":"Sachin Sharma, Naina Sharma","doi":"10.1080/00207160.2024.2323990","DOIUrl":"https://doi.org/10.1080/00207160.2024.2323990","url":null,"abstract":"In this article, we introduce a novel cubic spline method for the numerical solution of a class of fourth-order time-dependent parabolic partial differential equations. The method employs uniform m...","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140017221","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}