发布求助
文献互助 智能选刊 最新文献

International Journal of Computer Mathematics最新文献

筛选
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
International Journal of Computer Mathematics Pub Date : 2023-10-03 DOI: 10.1080/00207160.2023.2266757
Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo
{"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
International Journal of Computer Mathematics Pub Date : 2023-10-01 DOI: 10.1080/00207160.2023.2263103
Adriana Aragón, Julián Fernández Bonder, Diana Rubio
{"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
International Journal of Computer Mathematics Pub Date : 2023-09-29 DOI: 10.1080/00207160.2023.2266068
Gobinda Garai, Bankim C. Mandal
{"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
International Journal of Computer Mathematics Pub Date : 2023-09-28 DOI: 10.1080/00207160.2023.2262056
Kamel Benyettou, Djillali Bouagada, Mohammed Amine Ghezzar
{"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
International Journal of Computer Mathematics Pub Date : 2023-09-25 DOI: 10.1080/00207160.2023.2260007
Khedidja Kherchouche, Azzeddine Bellour, Pedro Lima
{"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
International Journal of Computer Mathematics Pub Date : 2023-09-21 DOI: 10.1080/00207160.2023.2260011
Zhousheng Ruana, Zhenxing Chena, Min Luoa, Wen Zhang
{"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
International Journal of Computer Mathematics 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
International Journal of Computer Mathematics Pub Date : 2023-09-06 DOI: 10.1080/00207160.2023.2254412
Jinfeng Zhou, Xian-Ming Gu, Yong-Liang Zhao, Hu Li
{"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
International Journal of Computer Mathematics 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
International Journal of Computer Mathematics Pub Date : 2023-08-15 DOI: 10.1080/00207160.2023.2248288
Jixiao Guo, Yanping Chen, Jianwei Zhou, Yuanfei Huang
{"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
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
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
请完成安全验证×
相关产品
×
本文献相关产品
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 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信