Hamza Mourad, Said Fahim, Adriana Burlea‐Schiopoiu, M. Lahby, Abdelbaki Attioui
In recent times, all world banks have been threatened by the liquidity risk problem. This phenomenon represents a devastating financial threat to banks and may lead to irrecoverable consequences in case of negligence or underestimation. In this article, we study a mathematical model that describes the contagion of liquidity risk in the banking system based on the SIR epidemic model simulation. The model consists of three ordinary differential equations illustrating the interaction between banks susceptible or affected by liquidity risk and tending towards bankruptcy. We have demonstrated the bornness and positivity of the solutions, and we have mathematically analyzed this system to demonstrate how to control the banking system’s stability. Numerical simulations have been illustrated by using real data to support the analytical results and prove the effects of different system parameters studied on the contagion of liquidity risk.
{"title":"Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System","authors":"Hamza Mourad, Said Fahim, Adriana Burlea‐Schiopoiu, M. Lahby, Abdelbaki Attioui","doi":"10.1155/2022/5382153","DOIUrl":"https://doi.org/10.1155/2022/5382153","url":null,"abstract":"In recent times, all world banks have been threatened by the liquidity risk problem. This phenomenon represents a devastating financial threat to banks and may lead to irrecoverable consequences in case of negligence or underestimation. In this article, we study a mathematical model that describes the contagion of liquidity risk in the banking system based on the SIR epidemic model simulation. The model consists of three ordinary differential equations illustrating the interaction between banks susceptible or affected by liquidity risk and tending towards bankruptcy. We have demonstrated the bornness and positivity of the solutions, and we have mathematically analyzed this system to demonstrate how to control the banking system’s stability. Numerical simulations have been illustrated by using real data to support the analytical results and prove the effects of different system parameters studied on the contagion of liquidity risk.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"86 1","pages":"5382153:1-5382153:11"},"PeriodicalIF":0.0,"publicationDate":"2022-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73333924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper demonstrates the applicability of the large parameter spectral perturbation method (LSPM) to a coupled system of partial differential equations that cannot be solved exactly. The LSPM is a numerical method that employs the Chebyshev spectral collocation method in the solution of a sequence of ordinary differential equations (ODEs) that are derived from decomposing coupled systems of nonlinear partial differential equations (PDEs) using series expansion about a large parameter. The validity of the LSPM is applied to the problem of boundary layer flow and heat transfer in a micropolar fluid past a permeable flat plate in the presence of heat generation and thermal radiation. The coupled nature of the PDEs that define the problem under investigation precludes the option of using series-based methods that seek to generate analytical solutions even in the presence of small or large parameters. The present study demonstrates that the LSPM can easily overcome this limitation while giving very accurate results in a computationally efficient manner. For qualitative validation of the results and the numerical method used, calculations were carried out to graphically obtain the velocity, microrotation, and temperature profiles for selected physical parameter values. The results obtained were found to correlate with the results from a published literature. For quantitative confirmation of our findings, the LSPM numerical solutions were again validated against known results from the literature and against results obtained using the multidomain bivariate spectral quasilinearisation method (MD-BSQLM), and the results were observed to be in perfect agreement. Further accuracy validation is displayed by using residual error and solution error analysis on the governing PDEs and their underlying solutions. This study’s findings indicate that the heat generation and thermal radiation parameters have related effects on the temperature profile, enhancing both the fluid temperature and the thermal boundary layer thickness.
{"title":"A Chebyshev Spectral Collocation Method-Based Series Approach for Boundary Layer Flow and Heat Transfer in a Micropolar Fluid past a Permeable Flat Plate","authors":"T. M. Agbaje, G. Makanda","doi":"10.1155/2022/4943306","DOIUrl":"https://doi.org/10.1155/2022/4943306","url":null,"abstract":"This paper demonstrates the applicability of the large parameter spectral perturbation method (LSPM) to a coupled system of partial differential equations that cannot be solved exactly. The LSPM is a numerical method that employs the Chebyshev spectral collocation method in the solution of a sequence of ordinary differential equations (ODEs) that are derived from decomposing coupled systems of nonlinear partial differential equations (PDEs) using series expansion about a large parameter. The validity of the LSPM is applied to the problem of boundary layer flow and heat transfer in a micropolar fluid past a permeable flat plate in the presence of heat generation and thermal radiation. The coupled nature of the PDEs that define the problem under investigation precludes the option of using series-based methods that seek to generate analytical solutions even in the presence of small or large parameters. The present study demonstrates that the LSPM can easily overcome this limitation while giving very accurate results in a computationally efficient manner. For qualitative validation of the results and the numerical method used, calculations were carried out to graphically obtain the velocity, microrotation, and temperature profiles for selected physical parameter values. The results obtained were found to correlate with the results from a published literature. For quantitative confirmation of our findings, the LSPM numerical solutions were again validated against known results from the literature and against results obtained using the multidomain bivariate spectral quasilinearisation method (MD-BSQLM), and the results were observed to be in perfect agreement. Further accuracy validation is displayed by using residual error and solution error analysis on the governing PDEs and their underlying solutions. This study’s findings indicate that the heat generation and thermal radiation parameters have related effects on the temperature profile, enhancing both the fluid temperature and the thermal boundary layer thickness.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"49 1","pages":"4943306:1-4943306:24"},"PeriodicalIF":0.0,"publicationDate":"2022-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84910119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Minimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector x such that it minimizes a sum of Euclidean norms of systems of equations. In this paper, we propose a modification of the MSEN problem, which we call the problem of minimizing a sum of squared Euclidean norms with rank constraint, or simply the MSSEN-RC problem. The objective of the MSSEN-RC problem is to obtain a vector x and rank-constrained matrices A 1 , ⋯ , A p such that they minimize a sum of squared Euclidean norms of systems of equations. Additionally, we present an algorithm based on the regularized alternating least-squares (RALS) method for solving the MSSEN-RC problem. We show that given the existence of critical points of the alternating least-squares method, the limit points of the converging sequences of the RALS are the critical points of the objective function. Finally, we show numerical experiments that demonstrate the efficiency of the RALS method.
{"title":"A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint","authors":"Pablo Soto-Quiros","doi":"10.1155/2022/4838182","DOIUrl":"https://doi.org/10.1155/2022/4838182","url":null,"abstract":"Minimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector \u0000 \u0000 x\u0000 \u0000 such that it minimizes a sum of Euclidean norms of systems of equations. In this paper, we propose a modification of the MSEN problem, which we call the problem of minimizing a sum of squared Euclidean norms with rank constraint, or simply the MSSEN-RC problem. The objective of the MSSEN-RC problem is to obtain a vector \u0000 \u0000 x\u0000 \u0000 and rank-constrained matrices \u0000 \u0000 \u0000 \u0000 A\u0000 \u0000 \u0000 1\u0000 \u0000 \u0000 ,\u0000 ⋯\u0000 ,\u0000 \u0000 \u0000 A\u0000 \u0000 \u0000 p\u0000 \u0000 \u0000 \u0000 such that they minimize a sum of squared Euclidean norms of systems of equations. Additionally, we present an algorithm based on the regularized alternating least-squares (RALS) method for solving the MSSEN-RC problem. We show that given the existence of critical points of the alternating least-squares method, the limit points of the converging sequences of the RALS are the critical points of the objective function. Finally, we show numerical experiments that demonstrate the efficiency of the RALS method.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"67 1","pages":"4838182:1-4838182:14"},"PeriodicalIF":0.0,"publicationDate":"2022-05-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85060584","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Hepatitis B and HIV/AIDS coinfections are common globally due to their similar mode of transmission. Since HIV infection modifies the course of HBV infection by increasing the rate of chronicity, prolonging HBV viremia, and increasing liver disease-associated deaths, individuals with coinfection of both diseases have a higher tendency of developing cirrhosis of the liver, higher levels of HBV DNA, reduced rate of clearance of the hepatitis B e antigen (HBeAg), and more likely to die than an individual with a single infection. This nature of HBV-HIV/AIDS coinfection motivated us to conduct this study. In this paper, we proposed and rigorously analyzed a deterministic mathematical model with the aim of investigating the effect of vaccination against hepatitis B virus and treatment for all infections on the transmission dynamics of HBV-HIV/AIDS coinfection in a population. We proved that the solutions of the submodels and the coinfection model are positive and bounded. The models are studied qualitatively using the stability theory of differential equations, and the effective reproduction numbers of the models are derived using the next generation matrix method. Stability of the equilibria of the submodels and the coinfection model is analyzed using Routh-Hurwitz criteria. The disease-free and endemic equilibria of the submodels and the coinfection model are computed, and both local and global asymptotic stability conditions for those equilibria are discussed. We performed a sensitivity analysis to illustrate the influence of different parameters on the effective reproduction number of HBV-HIV/AIDS coinfection model, and we identified the most sensitive parameters are ω B and ω H , which are the effective contact rates for HBV and HIV transmission, respectively. The numerical simulation of the model is done using MATLAB, and the findings from the simulations are discussed. It is observed that if the vaccination and treatment rates are increased, then the number of individuals susceptible to both infections and HBV-HIV/AIDS coinfection decreases and even falls to zero over time. Hence, it is concluded that vaccination against hepatitis B virus infection, treatment of hepatitis B and HIV/AIDS infections, and HBV-HIV/AIDS infection at the highest possible rate is very essential to control the spread of HBV-HIV/AIDS coinfection as an important public health problem.
{"title":"Modeling the Effect of Vaccination and Treatment on the Transmission Dynamics of Hepatitis B Virus and HIV/AIDS Coinfection","authors":"Engida Endriyas Endashaw, T. Mekonnen","doi":"10.1155/2022/5246762","DOIUrl":"https://doi.org/10.1155/2022/5246762","url":null,"abstract":"Hepatitis B and HIV/AIDS coinfections are common globally due to their similar mode of transmission. Since HIV infection modifies the course of HBV infection by increasing the rate of chronicity, prolonging HBV viremia, and increasing liver disease-associated deaths, individuals with coinfection of both diseases have a higher tendency of developing cirrhosis of the liver, higher levels of HBV DNA, reduced rate of clearance of the hepatitis B e antigen (HBeAg), and more likely to die than an individual with a single infection. This nature of HBV-HIV/AIDS coinfection motivated us to conduct this study. In this paper, we proposed and rigorously analyzed a deterministic mathematical model with the aim of investigating the effect of vaccination against hepatitis B virus and treatment for all infections on the transmission dynamics of HBV-HIV/AIDS coinfection in a population. We proved that the solutions of the submodels and the coinfection model are positive and bounded. The models are studied qualitatively using the stability theory of differential equations, and the effective reproduction numbers of the models are derived using the next generation matrix method. Stability of the equilibria of the submodels and the coinfection model is analyzed using Routh-Hurwitz criteria. The disease-free and endemic equilibria of the submodels and the coinfection model are computed, and both local and global asymptotic stability conditions for those equilibria are discussed. We performed a sensitivity analysis to illustrate the influence of different parameters on the effective reproduction number of HBV-HIV/AIDS coinfection model, and we identified the most sensitive parameters are \u0000 \u0000 \u0000 \u0000 ω\u0000 \u0000 \u0000 B\u0000 \u0000 \u0000 \u0000 and \u0000 \u0000 \u0000 \u0000 ω\u0000 \u0000 \u0000 H\u0000 \u0000 \u0000 \u0000 , which are the effective contact rates for HBV and HIV transmission, respectively. The numerical simulation of the model is done using MATLAB, and the findings from the simulations are discussed. It is observed that if the vaccination and treatment rates are increased, then the number of individuals susceptible to both infections and HBV-HIV/AIDS coinfection decreases and even falls to zero over time. Hence, it is concluded that vaccination against hepatitis B virus infection, treatment of hepatitis B and HIV/AIDS infections, and HBV-HIV/AIDS infection at the highest possible rate is very essential to control the spread of HBV-HIV/AIDS coinfection as an important public health problem.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"14 1","pages":"5246762:1-5246762:27"},"PeriodicalIF":0.0,"publicationDate":"2022-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72699240","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper, perturbed Galerkin method is proposed to find numerical solution of an integro-differential equations using fourth kind shifted Chebyshev polynomials as basis functions which transform the integro-differential equation into a system of linear equations. The systems of linear equations are then solved to obtain the approximate solution. Examples to justify the effectiveness and accuracy of the method are presented and their numerical results are compared with Galerkin’s method, Taylor’s series method, and Tau’s method which provide validation for the proposed approach. The errors obtained justify the effectiveness and accuracy of the method.
{"title":"Perturbed Galerkin Method for Solving Integro-Differential Equations","authors":"K. Issa, J. Biazar, T. Agboola, T. Aliu","doi":"10.1155/2022/9748558","DOIUrl":"https://doi.org/10.1155/2022/9748558","url":null,"abstract":"In this paper, perturbed Galerkin method is proposed to find numerical solution of an integro-differential equations using fourth kind shifted Chebyshev polynomials as basis functions which transform the integro-differential equation into a system of linear equations. The systems of linear equations are then solved to obtain the approximate solution. Examples to justify the effectiveness and accuracy of the method are presented and their numerical results are compared with Galerkin’s method, Taylor’s series method, and Tau’s method which provide validation for the proposed approach. The errors obtained justify the effectiveness and accuracy of the method.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"74 1","pages":"9748558:1-9748558:8"},"PeriodicalIF":0.0,"publicationDate":"2022-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90978434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
B. Sasanya, P. Awodutire, O. Ufuoma, O. S. Balogun
Rainfall intensity prediction or forecast is vital in designing hydraulic structures and flood and erosion control structures. In this work, meteorological data were obtained from the National Aeronautics and Space Administration’s (NASA) website. Models estimating maximum rainfall intensities were derived, and some meteorological factors’ effects on the models were tested. The meteorological factors considered include annual relative humidity averages, specific humidity, temperature range at 2 m, maximum temperature, and minimum temperature. This research was aimed at developing a model for estimating maximum rainfall intensities, and the effects of various meteorological factors on the models were investigated. The exponentiated standardized half logistic distribution (ESLD) was used to model the effects of the factors and return periods on 35 years’ (1984–2018) annual maxima monthly rainfall intensities for Port Harcourt metropolis, Nigeria. The model parameters were estimated using the maximum likelihood estimation method. Compared with the results from the five standard distributions, three criteria were used to determine the best-performed distribution. These indicated that the ESLD performed considerably better than the other five compared distributions. Only the return period had significant effects on the model for the rainfall intensity prediction since p <