Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.211047.1035
C. Chesneau
. In recent years, efforts have been made to improve the scope of modeling the dependence of well-known copulas by modifying their mathematical structure. This was the case, among others, of the so-called Celebioglu-Cuadras copula. In this article, we make contributions to this subject by (i) significantly improving an existing result from the literature on the admissible values for a modified version of the Celebioglu-Cuadras copula and (ii) studying a generalization of this modified copula using an additional setting shape parameter. The characteristics of the introduced copulas are discussed, including the shapes of the copula-related functions, various symmetry and dependence structure types, copula inequalities, diverse correlation measures, and bivariate distribution generation. In particular, we highlight the fact that they are ideal for modeling a wide variety of negative-type dependencies and offer an interesting alternative to the Celebioglu-Cuadras and Gumbel-Barnett copulas. Several graphics are produced, and digital work is carried out as support.
{"title":"A revisit of the modified Celebioglu-Cuadras copula","authors":"C. Chesneau","doi":"10.21608/ejmaa.2023.211047.1035","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.211047.1035","url":null,"abstract":". In recent years, efforts have been made to improve the scope of modeling the dependence of well-known copulas by modifying their mathematical structure. This was the case, among others, of the so-called Celebioglu-Cuadras copula. In this article, we make contributions to this subject by (i) significantly improving an existing result from the literature on the admissible values for a modified version of the Celebioglu-Cuadras copula and (ii) studying a generalization of this modified copula using an additional setting shape parameter. The characteristics of the introduced copulas are discussed, including the shapes of the copula-related functions, various symmetry and dependence structure types, copula inequalities, diverse correlation measures, and bivariate distribution generation. In particular, we highlight the fact that they are ideal for modeling a wide variety of negative-type dependencies and offer an interesting alternative to the Celebioglu-Cuadras and Gumbel-Barnett copulas. Several graphics are produced, and digital work is carried out as support.","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46111062","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.228645.1056
A. Elsadany, Sara Aljuaidi, A. Elsonbaty, A. Aldurayhim
This work is devoted to present temporal-only and spatio-temporal COVID-19 epidemic models when virus mutations and vaccination in uences are considered. Firstly, the proposed non-di usive COVID19 model is introduced. The nonlinear incidence rate is employed to better model the strict measures forced by governmental authorities to control pandemic spread. The immunity acquired by vaccinations are assumed to be incomplete for realistic considerations. The existence, uniqueness and continuous dependence on initial conditions are studied for the solution. The study of stability along with bifurcation analysis are carried out to investigate the in uences of variations in model’s parameters. Moreover, the basic reproduction number is obtained for the proposed model. The stability regions for equilibrium points are depicted in space of parameters to explore their e ects. Secondly, the di usive version of the model is considered where possible occurrence of Turing instability is investigated. Finally, numerical simulations are employed to verify theoretical results of the work.
{"title":"On spatio-temporal dynamics of COVID-19 epidemic 𝑆𝐸_1𝐸_2𝐼_1𝐼_2𝑅𝑆 model incorporating virus mutations and vaccinations effects","authors":"A. Elsadany, Sara Aljuaidi, A. Elsonbaty, A. Aldurayhim","doi":"10.21608/ejmaa.2023.228645.1056","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.228645.1056","url":null,"abstract":"This work is devoted to present temporal-only and spatio-temporal COVID-19 epidemic models when virus mutations and vaccination in uences are considered. Firstly, the proposed non-di usive COVID19 model is introduced. The nonlinear incidence rate is employed to better model the strict measures forced by governmental authorities to control pandemic spread. The immunity acquired by vaccinations are assumed to be incomplete for realistic considerations. The existence, uniqueness and continuous dependence on initial conditions are studied for the solution. The study of stability along with bifurcation analysis are carried out to investigate the in uences of variations in model’s parameters. Moreover, the basic reproduction number is obtained for the proposed model. The stability regions for equilibrium points are depicted in space of parameters to explore their e ects. Secondly, the di usive version of the model is considered where possible occurrence of Turing instability is investigated. Finally, numerical simulations are employed to verify theoretical results of the work.","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43625409","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.199881.1014
Vuk Stojiljkovic
{"title":"Twice Differentiable Ostrowski Type Tensorial Norm Inequality for Continuous Functions of Selfadjoint Operators in Hilbert Spaces","authors":"Vuk Stojiljkovic","doi":"10.21608/ejmaa.2023.199881.1014","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.199881.1014","url":null,"abstract":"","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":"70 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135762096","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.207101.1030
T. Oyedepo, C. Ishola, A. Ayoade, G. Aji̇leye
. In this study, we present a collocation computational technique for solving Volterra-Fredholm Integro-Differential Equations (VFIDEs) via fourth kind Chebyshev polynomials as basis functions. The method assumed an approximate solution by means of the fourth kind Chebyshev polynomials, which were then substituted into the Volterra-Fredholm Integro-Differential Equations (VFIDEs) under consideration. Thereafter, the resulting equation is collocated at equally spaced points, which results in a system of linear algebraic equations with the unknown Chebyshev coefficients. The system of equations is then solved using the matrix inversion approach to obtain the unknown constants. The unknown constants are then substituted into the assumed approximate solution to obtain the required approximate solution. To test for the accuracy and efficiency of the scheme, six numerical examples were solved, and the results obtained show the method performs excellently compared to the results in the literature. Also, tables are used to outline the methods accuracy and efficiency.
{"title":"COLLOCATION COMPUTATIONAL ALGORITHM FOR VOLTERRA-FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS","authors":"T. Oyedepo, C. Ishola, A. Ayoade, G. Aji̇leye","doi":"10.21608/ejmaa.2023.207101.1030","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.207101.1030","url":null,"abstract":". In this study, we present a collocation computational technique for solving Volterra-Fredholm Integro-Differential Equations (VFIDEs) via fourth kind Chebyshev polynomials as basis functions. The method assumed an approximate solution by means of the fourth kind Chebyshev polynomials, which were then substituted into the Volterra-Fredholm Integro-Differential Equations (VFIDEs) under consideration. Thereafter, the resulting equation is collocated at equally spaced points, which results in a system of linear algebraic equations with the unknown Chebyshev coefficients. The system of equations is then solved using the matrix inversion approach to obtain the unknown constants. The unknown constants are then substituted into the assumed approximate solution to obtain the required approximate solution. To test for the accuracy and efficiency of the scheme, six numerical examples were solved, and the results obtained show the method performs excellently compared to the results in the literature. Also, tables are used to outline the methods accuracy and efficiency.","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47179119","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.207356.1031
Priyanka V
. In this Article, we analyses a uniqueness of meromorphic functions of certain differential polynomials that share a nonzero finite value or have the same fixed points with the same of L-functions. The results in this paper extend the corresponding results from Xiao-Min Li, Fang Liu, Hong-Xun .
{"title":"RESULTS ON CERTAIN DIFFERENTIAL POLYNOMIALS OF L-FUNCTIONS SHARING A FINITE VALUE","authors":"Priyanka V","doi":"10.21608/ejmaa.2023.207356.1031","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.207356.1031","url":null,"abstract":". In this Article, we analyses a uniqueness of meromorphic functions of certain differential polynomials that share a nonzero finite value or have the same fixed points with the same of L-functions. The results in this paper extend the corresponding results from Xiao-Min Li, Fang Liu, Hong-Xun .","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135806205","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.303645
Hussaini Joshua, A. Adeniji, M. Mogbonju, M. Hameed
. In this paper, a brief study of certain properties of bounded turning functions is carried out. Furthermore, bound to the famous Fekete - Szego functional H 2 (1) = | a 3 − ta 22 | , with t real and the Second Hankel Determinant H 2 (2) = | a 2 a 4 − a 23 | for functions of bounded turning of order β associated with Salagean differential operator are obtained using a succinct mathematical approach.
. 本文对有界翻转函数的某些性质作了简要的研究。进一步,用简洁的数学方法得到了与Salagean微分算子相关的β阶有界转动函数的Fekete - Szego泛函H 2 (1) = | a 3−ta 22 |与t实数的约束和第二Hankel行列式H 2 (2) = | a 2 a 4−a 23 |。
{"title":"SECOND ORDER HANKEL DETERMINANTS FOR CLASS OF BOUNDED TURNING FUNCTIONS DEFINED BY SĂLĂGEAN DIFFERENTIAL OPERATOR","authors":"Hussaini Joshua, A. Adeniji, M. Mogbonju, M. Hameed","doi":"10.21608/ejmaa.2023.303645","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.303645","url":null,"abstract":". In this paper, a brief study of certain properties of bounded turning functions is carried out. Furthermore, bound to the famous Fekete - Szego functional H 2 (1) = | a 3 − ta 22 | , with t real and the Second Hankel Determinant H 2 (2) = | a 2 a 4 − a 23 | for functions of bounded turning of order β associated with Salagean differential operator are obtained using a succinct mathematical approach.","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42061396","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}
Pub Date : 2023-07-01DOI: 10.21608/ejmaa.2023.216295.1037
Tejal Shah, J. Sharma
. This paper focuses on the numerical solution of the Black-Scholes equation (BSE), which is used in finance to price options. The modified version of BSE to heat equation is subjected to two-time level finite difference method such as the Crank-Nicolson method and three-time level finite difference method such as the DuFort-Frankel method. The error dynamics is represented by the Global Spectral Analysis (GSA) method, which contradict the error dynamics of the von Neumann method, where the signal and error follow the same difference equation. For different maturities, volatilities and interest rates, both techniques are tested for accuracy. For the converted heat equation of BSE, the three-time level method is determined to be more accurate than the two-time level method. Finally, we conclude that risk can be reduced by short-term investment in a low interest, high-volatility market with a good approximation using the three-time level finite difference method for European call option for converted BSE to heat equation.
. 本文主要研究金融学中用于期权定价的Black-Scholes方程(BSE)的数值解。修正后的BSE - to - heat方程分别采用两级有限差分法(如Crank-Nicolson法)和三级有限差分法(如DuFort-Frankel法)。误差动态用全局谱分析(GSA)方法表示,这与冯诺依曼方法的误差动态相矛盾,后者的信号和误差遵循相同的差分方程。对于不同的期限、波动率和利率,这两种技术都要经过准确性测试。对于疯牛病的转换热方程,确定了三时间水平方法比两时间水平方法更精确。最后,我们得出结论,在低利率、高波动的市场中,短期投资可以降低风险,并使用三时间水平有限差分法对转换成热方程的欧洲看涨期权进行很好的近似。
{"title":"Numerical Schemes for Black-Scholes Equation with Error Dynamics","authors":"Tejal Shah, J. Sharma","doi":"10.21608/ejmaa.2023.216295.1037","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.216295.1037","url":null,"abstract":". This paper focuses on the numerical solution of the Black-Scholes equation (BSE), which is used in finance to price options. The modified version of BSE to heat equation is subjected to two-time level finite difference method such as the Crank-Nicolson method and three-time level finite difference method such as the DuFort-Frankel method. The error dynamics is represented by the Global Spectral Analysis (GSA) method, which contradict the error dynamics of the von Neumann method, where the signal and error follow the same difference equation. For different maturities, volatilities and interest rates, both techniques are tested for accuracy. For the converted heat equation of BSE, the three-time level method is determined to be more accurate than the two-time level method. Finally, we conclude that risk can be reduced by short-term investment in a low interest, high-volatility market with a good approximation using the three-time level finite difference method for European call option for converted BSE to heat equation.","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46942821","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}
Pub Date : 2023-01-01DOI: 10.21608/ejmaa.2023.192905.1007
A. El-Sayed, S. Salman, AbdAllah A. F. AbdElfattah
{"title":"On the dynamics of a Riccati differential equation with perturbed delay A. M. A. EL-SAYED, S. M. SALMAN, A. A. F. ABDELFATTAH","authors":"A. El-Sayed, S. Salman, AbdAllah A. F. AbdElfattah","doi":"10.21608/ejmaa.2023.192905.1007","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.192905.1007","url":null,"abstract":"","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68493491","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}
Pub Date : 2023-01-01DOI: 10.21608/ejmaa.2023.284574
{"title":"PROPERTIES OF THE DIRICHLET KERNEL JOSEFINA ALVAREZ AND MARTHA GUZMÁN-PARTIDA","authors":"","doi":"10.21608/ejmaa.2023.284574","DOIUrl":"https://doi.org/10.21608/ejmaa.2023.284574","url":null,"abstract":"","PeriodicalId":91074,"journal":{"name":"Electronic journal of mathematical analysis and applications","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43983750","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}