首页 > 最新文献

International Journal of Computer Mathematics最新文献

英文 中文
Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient 具有超线性漂移系数的分数阶布朗运动随机微分方程的截断Euler-Maruyama方法
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-10-03 DOI: 10.1080/00207160.2023.2266757
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
AbstractIn this paper, we propose a truncated Euler-Maruyama scheme for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Meanwhile, the convergence rate of the numerical method is established. Numerical example is demonstrated to verify the theoretical results.Keywords: Truncated Euler–Maruyamastochastic differential equationfractional Brownian motionconvergence rateDisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis work was supported by the National Natural Science Foundation of China (11871343).5. References
摘要本文提出了具有超线性漂移系数的分数阶布朗运动随机微分方程的截断Euler-Maruyama格式。同时,确定了数值方法的收敛速度。通过数值算例验证了理论结果。关键词:截断欧拉-马鲁雅随机微分方程分数布朗运动收敛率免责声明作为对作者和研究人员的服务,我们提供此版本的已接受稿件(AM)。在最终出版版本记录(VoR)之前,将对该手稿进行编辑、排版和审查。在制作和印前,可能会发现可能影响内容的错误,所有适用于期刊的法律免责声明也与这些版本有关。4 .国家自然科学基金(11871343)资助。参考文献
{"title":"Truncated Euler–Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient","authors":"Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo","doi":"10.1080/00207160.2023.2266757","DOIUrl":"https://doi.org/10.1080/00207160.2023.2266757","url":null,"abstract":"AbstractIn this paper, we propose a truncated Euler-Maruyama scheme for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. Meanwhile, the convergence rate of the numerical method is established. Numerical example is demonstrated to verify the theoretical results.Keywords: Truncated Euler–Maruyamastochastic differential equationfractional Brownian motionconvergence rateDisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis work was supported by the National Natural Science Foundation of China (11871343).5. References","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135739674","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}
引用次数: 1
Effective numerical computation of p(x)-Laplace equations in 2D 二维p(x)-拉普拉斯方程的有效数值计算
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-10-01 DOI: 10.1080/00207160.2023.2263103
Adriana Aragón, Julián Fernández Bonder, Diana Rubio
In this article we implement a method for the computation of a nonlinear elliptic problem with nonstandard growth driven by the Laplacian operator. Our implementation is based in the decomposition–coordination method that allows us, via an iterative process, to solve in each step a linear differential equation and a nonlinear algebraic equation. Our code is implemented in MatLab in two dimensions and turns out to be extremely efficient from the computational point of view.
{"title":"Effective numerical computation of p(x)-Laplace equations in 2D","authors":"Adriana Aragón, Julián Fernández Bonder, Diana Rubio","doi":"10.1080/00207160.2023.2263103","DOIUrl":"https://doi.org/10.1080/00207160.2023.2263103","url":null,"abstract":"In this article we implement a method for the computation of a nonlinear elliptic problem with nonstandard growth driven by the Laplacian operator. Our implementation is based in the decomposition–coordination method that allows us, via an iterative process, to solve in each step a linear differential equation and a nonlinear algebraic equation. Our code is implemented in MatLab in two dimensions and turns out to be extremely efficient from the computational point of view.","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"3 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135323624","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}
引用次数: 0
Linear and Nonlinear Dirichlet-Neumann Method in Multiple Subdomains for the Cahn-Hilliard Equation Cahn-Hilliard方程多子域的线性和非线性Dirichlet-Neumann方法
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-29 DOI: 10.1080/00207160.2023.2266068
Gobinda Garai, Bankim C. Mandal
AbstractIn this paper, we propose and present a non-overlapping substructuring type iterative algorithm for the Cahn-Hilliard (CH) equation, which is a prototype for phase-field models. It is of great importance to develop efficient numerical methods for the CH equation, given the range of applicability of CH equation has. Here we present a formulation for the linear and non-linear Dirichlet-Neumann (DN) method applied to the CH equation and study the convergence behaviour in one and two spatial dimension in multiple subdomains. We show numerical experiments to illustrate our theoretical findings and effectiveness of the method.Keywords: Dirichlet-NeumannCahn-Hilliard equationParallel computingDomain decompositionConvergence analysisAMS subject classifications: 65M5565Y0565M15DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThe authors would like to thank the CSIR India (File No:09/1059(0019)/2018-EMR-I) and DST-SERB (File No: SRG/2019/002164) for the financial assistance and IIT Bhubaneswar for research facility.
摘要本文提出并提出了一种求解Cahn-Hilliard (CH)方程的非重叠子结构型迭代算法,这是相场模型的一个原型。考虑到CH方程的适用范围,开发有效的数值方法对求解CH方程具有重要意义。本文给出了用于CH方程的线性和非线性Dirichlet-Neumann (DN)方法的一个公式,并研究了CH方程在多子域中的一维和二维空间收敛性。通过数值实验来说明我们的理论发现和方法的有效性。关键词:Dirichlet-NeumannCahn-Hilliard方程并行计算域分解收敛分析ams主题分类:65m5565y0565m15免责声明作为对作者和研究人员的服务,我们提供此版本的接受稿件(AM)。在最终出版版本记录(VoR)之前,将对该手稿进行编辑、排版和审查。在制作和印前,可能会发现可能影响内容的错误,所有适用于期刊的法律免责声明也与这些版本有关。作者要感谢CSIR印度(文件号:09/1059(0019)/2018-EMR-I)和st -塞族(文件号:SRG/2019/002164)的资助和IIT Bhubaneswar的研究设施。
{"title":"Linear and Nonlinear Dirichlet-Neumann Method in Multiple Subdomains for the Cahn-Hilliard Equation","authors":"Gobinda Garai, Bankim C. Mandal","doi":"10.1080/00207160.2023.2266068","DOIUrl":"https://doi.org/10.1080/00207160.2023.2266068","url":null,"abstract":"AbstractIn this paper, we propose and present a non-overlapping substructuring type iterative algorithm for the Cahn-Hilliard (CH) equation, which is a prototype for phase-field models. It is of great importance to develop efficient numerical methods for the CH equation, given the range of applicability of CH equation has. Here we present a formulation for the linear and non-linear Dirichlet-Neumann (DN) method applied to the CH equation and study the convergence behaviour in one and two spatial dimension in multiple subdomains. We show numerical experiments to illustrate our theoretical findings and effectiveness of the method.Keywords: Dirichlet-NeumannCahn-Hilliard equationParallel computingDomain decompositionConvergence analysisAMS subject classifications: 65M5565Y0565M15DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThe authors would like to thank the CSIR India (File No:09/1059(0019)/2018-EMR-I) and DST-SERB (File No: SRG/2019/002164) for the financial assistance and IIT Bhubaneswar for research facility.","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135247591","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}
引用次数: 0
General Solution of Two-dimensional Singular Fractional Linear Continuous-Time System Using the conformable derivative and Sumudu transform 二维奇异分数阶线性连续系统的符合导数和Sumudu变换通解
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-28 DOI: 10.1080/00207160.2023.2262056
Kamel Benyettou, Djillali Bouagada, Mohammed Amine Ghezzar
AbstractThe effectiveness of this paper lies in presenting a new solution for the singular fractional two dimensional linear continuous-time systems using the conformable derivative and Sumudu transform. The proposed technique combines the new advantageous features of conformal derivative and double-delta-Kronecker, which efficiently handles singularities and Sumudu transform, and provides an efficient solution for 2D singular Fornasini-Marchesini fractional models. Applying these approaches, we then derive new explicit expressions for the fundamental matrices of the considered model. The applicability and usefulness of our proposed methods are validated and evaluated by numerical simulations in order to show the accuracy of the obtained results.Keywords: Fractional linear systemsConformable derivativeDouble Laplace transformDouble Sumudu transformFornasini-Marchesini modelsFundamental matrixSingular systemsDisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis paper presents research results of the ACSY-Team (Analysis & Control systems team) and of the doctorial training on the Operational Research from the Pure and Applied mathematics Laboratory UMAB and Decision Support funded by the General Directorate for Scientific Research and Technological Development of Algeria (DGRSDT) and supported by National Higher School of Mathematics (NHSM), University of Mostaganem Abdelhamid Ibn Badis (UMAB) and initiated by the concerted research project on Control and Systems theory (PRFU Project Code C00L03UN270120200003).
摘要本文的有效性在于利用适形导数和Sumudu变换,给出了奇异分数阶二维线性连续系统的一种新的解。该方法结合了保角导数和双delta- kronecker的新优势,有效地处理了奇异性和Sumudu变换,为二维奇异Fornasini-Marchesini分数阶模型提供了一种有效的求解方法。应用这些方法,我们为所考虑的模型的基本矩阵推导出新的显式表达式。通过数值模拟验证了所提方法的适用性和有效性,从而表明所得结果的准确性。关键词:分数阶线性系统合导双拉普拉斯变换双Sumudu变换fornasini - marchesini模型基本矩阵奇异系统免责声明作为对作者和研究人员的服务,我们提供这个版本的接受稿件(AM)。在最终出版版本记录(VoR)之前,将对该手稿进行编辑、排版和审查。在制作和印前,可能会发现可能影响内容的错误,所有适用于期刊的法律免责声明也与这些版本有关。本文介绍了acsy团队(分析与控制系统团队)的研究成果,以及由阿尔及利亚科学研究与技术发展总局(DGRSDT)资助,国家高等数学学院(NHSM)支持的纯数学与应用数学实验室(UMAB和决策支持)的运筹学博士培训的研究成果。Mostaganem Abdelhamid Ibn Badis大学(UMAB),由控制与系统理论协同研究项目(PRFU项目代码C00L03UN270120200003)发起。
{"title":"General Solution of Two-dimensional Singular Fractional Linear Continuous-Time System Using the conformable derivative and Sumudu transform","authors":"Kamel Benyettou, Djillali Bouagada, Mohammed Amine Ghezzar","doi":"10.1080/00207160.2023.2262056","DOIUrl":"https://doi.org/10.1080/00207160.2023.2262056","url":null,"abstract":"AbstractThe effectiveness of this paper lies in presenting a new solution for the singular fractional two dimensional linear continuous-time systems using the conformable derivative and Sumudu transform. The proposed technique combines the new advantageous features of conformal derivative and double-delta-Kronecker, which efficiently handles singularities and Sumudu transform, and provides an efficient solution for 2D singular Fornasini-Marchesini fractional models. Applying these approaches, we then derive new explicit expressions for the fundamental matrices of the considered model. The applicability and usefulness of our proposed methods are validated and evaluated by numerical simulations in order to show the accuracy of the obtained results.Keywords: Fractional linear systemsConformable derivativeDouble Laplace transformDouble Sumudu transformFornasini-Marchesini modelsFundamental matrixSingular systemsDisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis paper presents research results of the ACSY-Team (Analysis & Control systems team) and of the doctorial training on the Operational Research from the Pure and Applied mathematics Laboratory UMAB and Decision Support funded by the General Directorate for Scientific Research and Technological Development of Algeria (DGRSDT) and supported by National Higher School of Mathematics (NHSM), University of Mostaganem Abdelhamid Ibn Badis (UMAB) and initiated by the concerted research project on Control and Systems theory (PRFU Project Code C00L03UN270120200003).","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135343614","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}
引用次数: 0
Numerical solution of nonlinear third kind Volterra integral equations using an iterative collocation method 非线性第三类Volterra积分方程的迭代配点法数值解
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-25 DOI: 10.1080/00207160.2023.2260007
Khedidja Kherchouche, Azzeddine Bellour, Pedro Lima
AbstractIn this paper, we discuss the application of an iterative collocation method based on the use of Lagrange polynomials for the numerical solution of a class of nonlinear third kind Volterra integral equations. The approximate solution is given by explicit formulas. The error analysis of the proposed numerical method is studied theoretically. Some numerical examples are given to confirm our theoretical results.Keywords: Nonlinear third kind Volterra integral equationCollocation methodIterative methodLagrange polynomialsConvergence analysis.DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThe third author (P. Lima) acknowledges financial support from FCT, through projects UIDB/04621/2020, UIDP/04621/2020.
摘要本文讨论了基于拉格朗日多项式的迭代配点法在求解一类非线性第三类Volterra积分方程中的应用。近似解由显式公式给出。从理论上对所提出的数值方法进行了误差分析。数值算例验证了理论结果。关键词:非线性第三类Volterra积分方程;搭配法;迭代法;免责声明作为对作者和研究人员的服务,我们提供了这个版本的已接受的手稿(AM)。在最终出版版本记录(VoR)之前,将对该手稿进行编辑、排版和审查。在制作和印前,可能会发现可能影响内容的错误,所有适用于期刊的法律免责声明也与这些版本有关。第三作者(P. Lima)感谢FCT通过UIDB/04621/2020、UIDP/04621/2020项目提供的资金支持。
{"title":"Numerical solution of nonlinear third kind Volterra integral equations using an iterative collocation method","authors":"Khedidja Kherchouche, Azzeddine Bellour, Pedro Lima","doi":"10.1080/00207160.2023.2260007","DOIUrl":"https://doi.org/10.1080/00207160.2023.2260007","url":null,"abstract":"AbstractIn this paper, we discuss the application of an iterative collocation method based on the use of Lagrange polynomials for the numerical solution of a class of nonlinear third kind Volterra integral equations. The approximate solution is given by explicit formulas. The error analysis of the proposed numerical method is studied theoretically. Some numerical examples are given to confirm our theoretical results.Keywords: Nonlinear third kind Volterra integral equationCollocation methodIterative methodLagrange polynomialsConvergence analysis.DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThe third author (P. Lima) acknowledges financial support from FCT, through projects UIDB/04621/2020, UIDP/04621/2020.","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135768938","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}
引用次数: 0
On the simultaneous reconstruction of the initial diffusion time and source term for the time-fractional diffusion equation 时间分数扩散方程初始扩散时间和源项的同时重建
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-21 DOI: 10.1080/00207160.2023.2260011
Zhousheng Ruana, Zhenxing Chena, Min Luoa, Wen Zhang
AbstractFacing application in real world, a simultaneous identification problem of determining the initial diffusion time (or the length of diffusion time) and source term in a time fractional diffusion equation is investigated. First the simultaneous reconstruction problem is proposed by translating the Caputo fractional derivative. Then the uniqueness results for the simultaneous identification problem are proven by the technique of analytic continuation and the Laplace transformation method. Next the Lipschitz continuousness of the observation operator is derived, and an alternating direction inversion algorithm is proposed to solve the simultaneous identification problem. At last, several numerical examples are computed to show the efficiency and stability of the reconstruction algorithm.Keywords: Simultaneous identificationthe length of diffusion timeinverse source problemuniquenesstime-fractional diffusion equation2000 MR Subject Classification: 65M0665M1265M32DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis work is supported by National Natural Science Foundation of China (12061008, 11861007, 11961002), Natural Science Foundation of Jiangxi Province of China (20202BABL 201004).
摘要面对实际应用,研究了时间分数阶扩散方程中初始扩散时间(或扩散时间长度)和源项的同时辨识问题。首先,通过卡普托分数阶导数的平移,提出了同步重构问题。然后利用解析延拓技术和拉普拉斯变换方法证明了该问题的唯一性结果。其次,推导了观测算子的Lipschitz连续性,并提出了一种交替方向反演算法来解决同步识别问题。最后,通过算例验证了重构算法的有效性和稳定性。关键词:同时识别扩散时间长度逆源问题唯一性时间分数扩散方程2000 MR主题分类:65m0665m1265m32免责声明作为对作者和研究人员的服务,我们提供此版本的接受稿件(AM)。在最终出版版本记录(VoR)之前,将对该手稿进行编辑、排版和审查。在制作和印前,可能会发现可能影响内容的错误,所有适用于期刊的法律免责声明也与这些版本有关。国家自然科学基金(12061008,11861007,11961002)和江西省自然科学基金(20202BABL 201004)资助。
{"title":"On the simultaneous reconstruction of the initial diffusion time and source term for the time-fractional diffusion equation","authors":"Zhousheng Ruana, Zhenxing Chena, Min Luoa, Wen Zhang","doi":"10.1080/00207160.2023.2260011","DOIUrl":"https://doi.org/10.1080/00207160.2023.2260011","url":null,"abstract":"AbstractFacing application in real world, a simultaneous identification problem of determining the initial diffusion time (or the length of diffusion time) and source term in a time fractional diffusion equation is investigated. First the simultaneous reconstruction problem is proposed by translating the Caputo fractional derivative. Then the uniqueness results for the simultaneous identification problem are proven by the technique of analytic continuation and the Laplace transformation method. Next the Lipschitz continuousness of the observation operator is derived, and an alternating direction inversion algorithm is proposed to solve the simultaneous identification problem. At last, several numerical examples are computed to show the efficiency and stability of the reconstruction algorithm.Keywords: Simultaneous identificationthe length of diffusion timeinverse source problemuniquenesstime-fractional diffusion equation2000 MR Subject Classification: 65M0665M1265M32DisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also. AcknowledgmentsThis work is supported by National Natural Science Foundation of China (12061008, 11861007, 11961002), Natural Science Foundation of Jiangxi Province of China (20202BABL 201004).","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136129480","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}
引用次数: 0
Conservative second-order finite difference method for Camassa–Holm equation with periodic boundary condition 具有周期边界条件的Camassa-Holm方程的保守二阶有限差分法
IF 1.8 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-08 DOI: 10.1080/00207160.2023.2254413
Yufeng Xu, Pintao Zhao, Zhijian Ye, Zhoushun Zheng
{"title":"Conservative second-order finite difference method for Camassa–Holm equation with periodic boundary condition","authors":"Yufeng Xu, Pintao Zhao, Zhijian Ye, Zhoushun Zheng","doi":"10.1080/00207160.2023.2254413","DOIUrl":"https://doi.org/10.1080/00207160.2023.2254413","url":null,"abstract":"","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"18 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90502472","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}
引用次数: 0
A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model 缓变时间分数阶Black-Scholes模型的非等时间步长快速紧凑差分格式
4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-09-06 DOI: 10.1080/00207160.2023.2254412
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao, Hu Li
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to approximate the solution of the tempered time-fractional B-S model. To achieve high-order accuracy in space and overcome the weak initial singularity of exact solution, we combine the compact difference operator with L1-type approximation under nonuniform time steps to yield the numerical scheme. The convergence of the proposed difference scheme is proved to be unconditionally stable. Moreover, the kernel function in the tempered Caputo fractional derivative is approximated by sum-of-exponentials, which leads to a fast unconditionally stable compact difference method that reduces the computational cost. Finally, numerical results demonstrate the effectiveness of the proposed methods.
Black-Scholes (B-S)方程最近被推广为一种缓变时间分数B-S方程,成为期权定价中一个有趣的数学模型。在本研究中,我们提供了一种快速的数值方法来逼近回火时间分数B-S模型的解。为了在空间上达到高阶精度,克服精确解的弱初始奇异性,我们将紧差分算子与非均匀时间步长下的l1型近似相结合,给出了数值格式。证明了差分格式的收敛性是无条件稳定的。此外,调质Caputo分数阶导数中的核函数用指数和逼近,从而得到了一种快速、无条件稳定的紧差分方法,降低了计算量。最后,数值结果验证了所提方法的有效性。
{"title":"A fast compact difference scheme with unequal time-steps for the tempered time-fractional Black-Scholes model","authors":"Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao, Hu Li","doi":"10.1080/00207160.2023.2254412","DOIUrl":"https://doi.org/10.1080/00207160.2023.2254412","url":null,"abstract":"The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to approximate the solution of the tempered time-fractional B-S model. To achieve high-order accuracy in space and overcome the weak initial singularity of exact solution, we combine the compact difference operator with L1-type approximation under nonuniform time steps to yield the numerical scheme. The convergence of the proposed difference scheme is proved to be unconditionally stable. Moreover, the kernel function in the tempered Caputo fractional derivative is approximated by sum-of-exponentials, which leads to a fast unconditionally stable compact difference method that reduces the computational cost. Finally, numerical results demonstrate the effectiveness of the proposed methods.","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-09-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135098101","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}
引用次数: 1
Mathematical modelling of frailty, dependency and mortality in a 70-year-old general population. 70岁普通人群虚弱、依赖和死亡率的数学模型。
IF 1.8 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-08-16 DOI: 10.1080/00207160.2023.2248303
S. Camacho Torregrosa, C. Santamaría Navarro, X. Albert Ros
{"title":"Mathematical modelling of frailty, dependency and mortality in a 70-year-old general population.","authors":"S. Camacho Torregrosa, C. Santamaría Navarro, X. Albert Ros","doi":"10.1080/00207160.2023.2248303","DOIUrl":"https://doi.org/10.1080/00207160.2023.2248303","url":null,"abstract":"","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"20 1","pages":""},"PeriodicalIF":1.8,"publicationDate":"2023-08-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73796739","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}
引用次数: 0
The virtual element method for solving two-dimensional fractional cable equation on general polygonal meshes 一般多边形网格上二维分数阶索方程的虚元法
IF 1.8 4区 数学 Q2 MATHEMATICS, APPLIED Pub Date : 2023-08-15 DOI: 10.1080/00207160.2023.2248288
Jixiao Guo, Yanping Chen, Jianwei Zhou, Yuanfei Huang
In this paper, the conforming virtual element method (VEM) is considered to solve the two-dimensional fractional cable equation involving two Riemann–Liouville fractional derivatives. We adopt the Backward Euler Method and the classical scheme for the numerical discrete scheme of the time derivative. Meanwhile, the conforming VEM, which is generated for arbitrary order of accuracy and the arbitrary polygonal meshes, is analysed for the discretization of the spatial direction. Based on the energy projection operator, the fully discrete formula is proved to be unconditionally stable, and the optimal convergence results are derived with regard to the -norm in detail. Finally, some numerical experiments are implemented to verify the theoretical results.
本文采用符合虚元法求解含有两个Riemann-Liouville分数阶导数的二维分数阶索方程。时间导数的数值离散格式采用后向欧拉法和经典格式。同时,对任意精度阶数和任意多边形网格生成的符合矢量模型进行了空间方向离散化分析。基于能量投影算子,证明了该全离散公式是无条件稳定的,并详细地推导了关于-范数的最优收敛结果。最后通过数值实验对理论结果进行了验证。
{"title":"The virtual element method for solving two-dimensional fractional cable equation on general polygonal meshes","authors":"Jixiao Guo, Yanping Chen, Jianwei Zhou, Yuanfei Huang","doi":"10.1080/00207160.2023.2248288","DOIUrl":"https://doi.org/10.1080/00207160.2023.2248288","url":null,"abstract":"In this paper, the conforming virtual element method (VEM) is considered to solve the two-dimensional fractional cable equation involving two Riemann–Liouville fractional derivatives. We adopt the Backward Euler Method and the classical scheme for the numerical discrete scheme of the time derivative. Meanwhile, the conforming VEM, which is generated for arbitrary order of accuracy and the arbitrary polygonal meshes, is analysed for the discretization of the spatial direction. Based on the energy projection operator, the fully discrete formula is proved to be unconditionally stable, and the optimal convergence results are derived with regard to the -norm in detail. Finally, some numerical experiments are implemented to verify the theoretical results.","PeriodicalId":13911,"journal":{"name":"International Journal of Computer Mathematics","volume":"226 1","pages":"2026 - 2046"},"PeriodicalIF":1.8,"publicationDate":"2023-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80139567","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}
引用次数: 0
期刊
International Journal of Computer Mathematics
全部 Acc. Chem. Res. ACS Applied Bio Materials ACS Appl. Electron. Mater. ACS Appl. Energy Mater. ACS Appl. Mater. Interfaces ACS Appl. Nano Mater. ACS Appl. Polym. Mater. ACS BIOMATER-SCI ENG ACS Catal. ACS Cent. Sci. ACS Chem. Biol. ACS Chemical Health & Safety ACS Chem. Neurosci. ACS Comb. Sci. ACS Earth Space Chem. ACS Energy Lett. ACS Infect. Dis. ACS Macro Lett. ACS Mater. Lett. ACS Med. Chem. Lett. ACS Nano ACS Omega ACS Photonics ACS Sens. ACS Sustainable Chem. Eng. ACS Synth. Biol. Anal. Chem. BIOCHEMISTRY-US Bioconjugate Chem. BIOMACROMOLECULES Chem. Res. Toxicol. Chem. Rev. Chem. Mater. CRYST GROWTH DES ENERG FUEL Environ. Sci. Technol. Environ. Sci. Technol. Lett. Eur. J. Inorg. Chem. IND ENG CHEM RES Inorg. Chem. J. Agric. Food. Chem. J. Chem. Eng. Data J. Chem. Educ. J. Chem. Inf. Model. J. Chem. Theory Comput. J. Med. Chem. J. Nat. Prod. J PROTEOME RES J. Am. Chem. Soc. LANGMUIR MACROMOLECULES Mol. Pharmaceutics Nano Lett. Org. Lett. ORG PROCESS RES DEV ORGANOMETALLICS J. Org. Chem. J. Phys. Chem. J. Phys. Chem. A J. Phys. Chem. B J. Phys. Chem. C J. Phys. Chem. Lett. Analyst Anal. Methods Biomater. Sci. Catal. Sci. Technol. Chem. Commun. Chem. Soc. Rev. CHEM EDUC RES PRACT CRYSTENGCOMM Dalton Trans. Energy Environ. Sci. ENVIRON SCI-NANO ENVIRON SCI-PROC IMP ENVIRON SCI-WAT RES Faraday Discuss. Food Funct. Green Chem. Inorg. Chem. Front. Integr. Biol. J. Anal. At. Spectrom. J. Mater. Chem. A J. Mater. Chem. B J. Mater. Chem. C Lab Chip Mater. Chem. Front. Mater. Horiz. MEDCHEMCOMM Metallomics Mol. Biosyst. Mol. Syst. Des. Eng. Nanoscale Nanoscale Horiz. Nat. Prod. Rep. New J. Chem. Org. Biomol. Chem. Org. Chem. Front. PHOTOCH PHOTOBIO SCI PCCP Polym. Chem.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1