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Numerical Solution of the 2-Hessian Equation by a NewtonâÂÂs Algorithm 用NewtonÃⅱÂÂs算法求解2-Hessian方程
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/21689679.1000393
Haj Ea, H. Khalil, M. Hossein
{"title":"Numerical Solution of the 2-Hessian Equation by a NewtonâÂÂs Algorithm","authors":"Haj Ea, H. Khalil, M. Hossein","doi":"10.4172/21689679.1000393","DOIUrl":"https://doi.org/10.4172/21689679.1000393","url":null,"abstract":"The elliptic 2-Hessian equation is a fully nonlinear partial differential equation that is related, for example, to intrinsic curvature for three dimensional manifolds. We solve numerically this equation with periodic boundary condition and with Dirichlet boundary condition using a Newton’s algorithm. We verify numerically, by introducing finite difference schemes, the convergence of the algorithm which is obtained in few iterations.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"1 1","pages":"1-3"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80666381","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}
引用次数: 0
Extreme Value Modelling for Measuring Financial Risk with Application to Selected Philippine Stocks 金融风险的极值模型与菲律宾股票之应用
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000404
Velasco Aaf, Lapuz Dkp
{"title":"Extreme Value Modelling for Measuring Financial Risk with Application to Selected Philippine Stocks","authors":"Velasco Aaf, Lapuz Dkp","doi":"10.4172/2168-9679.1000404","DOIUrl":"https://doi.org/10.4172/2168-9679.1000404","url":null,"abstract":"Extreme value theory (EVT) provides techniques for estimating models that predict events occurring at extremely low probabilities. In this paper, Peaks Over Threshold (POT) method of Extreme Value Theory was utilized. A conditional approach of the EVT was applied with the aid of ARMA-GARCH models to correct for the effects of autocorrelation and conditional heteroscedastic terms. Maximum likelihood estimates of model parameters for the fitted Generalized Pareto Distribution (GPD) were computed. These techniques were applied to the daily returns of Bangko de Oro, Mega World Corporation, Semirara Mining and Power Corporation, SM Investments Corporation, and Universal Robina Corporation. A comparison of value at risk (VaR) estimates showed that as becomes smaller, VaR estimates under normal distribution tend to underestimate VaR while estimates under EVT approaches the empirical results. Backtesting using the Basel Committee three-zone approach to assess the accuracy of VaR models reveal that VaR models under normality are not able to capture extreme returns and therefore underestimate tail risk while VaR models under EVT have high probability of model accuracy.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"58 1","pages":"1-13"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84895893","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}
引用次数: 1
Simulation of Dimple Characteristics on the Trajectories of a Dimpled Sphere (Golf Ball) in Motion 酒窝球(高尔夫球)运动轨迹的酒窝特性仿真
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000386
M. Wainaina, M. Kimathi, D. Malonza
{"title":"Simulation of Dimple Characteristics on the Trajectories of a Dimpled Sphere (Golf Ball) in Motion","authors":"M. Wainaina, M. Kimathi, D. Malonza","doi":"10.4172/2168-9679.1000386","DOIUrl":"https://doi.org/10.4172/2168-9679.1000386","url":null,"abstract":"A mathematical model describing the flight motion of a golf ball is developed, and the effects of dimple characteristics are studied. Using the Newton’s second law of motion, the equations governing the motion of the golf ball are developed in three dimensions. In this development the size, depth and number of dimples are taken into account. By varying the dimple size, depth and number, the effects of these characteristics are simulated via a MatLab code in which the Dormand-Prince Runge Kutta method is implemented to solve the model equations. The results of the numerical simulations that show how the golf ball trajectory is influenced by the dimple characteristics such as dimple depth, size and number within the accepted range of the Reynolds number are displayed and discussed.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"76 1","pages":"1-9"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91026033","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}
引用次数: 0
Unsteady Natural Convection Flow through a Vertical Channel: Due to the Combined Effects of Variable Viscosity and Thermal Radiation 垂直通道中的非定常自然对流流动:由于变粘度和热辐射的联合作用
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000403
Ajibade Ao, Bichi Ya
{"title":"Unsteady Natural Convection Flow through a Vertical Channel: Due to the Combined Effects of Variable Viscosity and Thermal Radiation","authors":"Ajibade Ao, Bichi Ya","doi":"10.4172/2168-9679.1000403","DOIUrl":"https://doi.org/10.4172/2168-9679.1000403","url":null,"abstract":"The paper investigates unsteady natural convection flow through a vertical channel due to the combined effects of variable viscosity and thermal radiation. The fluid considered in this study is an optically dense viscous incompressible fluid with all its properties assumed to be constant except for its viscosity which depends linearly with its temperature. Non-linear Rosseland approximation is used to describe the radiative heat flux in the energy equation. The mathematical model capturing the present physical situation is highly non-linear due to the presence of thermal radiation effects. The governing equations for the flow formation are solved by the Adomian decomposition method (ADM). Effects of the controlling physical parameters involved in the velocity and temperature fields are presented graphically and discussed. In the course of investigation, it was found that; the fluid velocity increases with increase in thermal radiation and viscosity variation parameters while the fluid temperature increases with increase in thermal radiation.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"10 1","pages":"1-8"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79101676","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}
引用次数: 3
Quasi-Coordinated Search for a Randomly Located Targe 随机定位目标的准协调搜索
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000395
Teamah Aeam, Gabal Hma, Elbery Ab
{"title":"Quasi-Coordinated Search for a Randomly Located Targe","authors":"Teamah Aeam, Gabal Hma, Elbery Ab","doi":"10.4172/2168-9679.1000395","DOIUrl":"https://doi.org/10.4172/2168-9679.1000395","url":null,"abstract":"In this paper we describe the quasi-coordinated search problem for a lost located target on one of n-disjoint lines in which any information of the target position is not available to the searchers all the time. Every two searchers on each line cooperate together to find the location of the lost target as soon as possible where the motion of every two searchers on each line are independent for the motion of the other searchers on another lines. The purpose of this paper is to formulate a search problem and find the expected value of the first meeting time between one of the searchers and the target. Also, we show the existence of the optimal search plan which minimizes the expected value of the first meeting time and find it.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"116 1","pages":"1-7"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89332546","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}
引用次数: 0
A Methodology for Calculating Customer Credit Score Based on Customer Lifetime Value Model 基于客户终身价值模型的客户信用评分计算方法
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000381
Ghassempouri M, Hoseini Sms
{"title":"A Methodology for Calculating Customer Credit Score Based on Customer Lifetime Value Model","authors":"Ghassempouri M, Hoseini Sms","doi":"10.4172/2168-9679.1000381","DOIUrl":"https://doi.org/10.4172/2168-9679.1000381","url":null,"abstract":"Proper customer relationship management is among the facets that contribute to productivity at institutions. It is a requirement for customer relationship managers, especially at financial and credit institutions and at banks, to calculate and determine the customer’s creditworthiness and credit score. The aim of this study is to present a solution for calculating the customers’ value and their credit score without incurring the costs for collecting extra information. The primary source of data for this study is operation system database. Due to differences among operation systems, a comprehensive schema of the database is defined first. Only conventional indices and variables have been used in this schema, so that the presented solution can be generalized and will be applicable to most economic institutions. The calculation of the customer’s creditworthiness is performed with regard to the three variables of the “recency” of contact, the “frequency” of transactions, and the “monetary” amount. The collected data is divided into the two populations of “good” and “bad” customers. Variables from those two populations that possess significant differences are identified using statistical methods. Those variables are used in determining the customer’s credit score. Next, a solution is presented for comparing the efficiency of the models for the identification of the customer’s credit score. We will test and compare two statistical methods, the Logistic Regression model and the Fisher Discriminant Analysis, and two soft computing methods, the Multilayer Perception Network and the Vector Machine for determining the customer’s credit score. Additionally, a solution is offered for setting the number of layers and the number of neurons in the Multilayer Perception Network.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"1 1","pages":"1-7"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75545112","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}
引用次数: 0
Numerical Technique for a System of Nonlinear Partial Differential Equations of the Time-Fractional Order 时间分数阶非线性偏微分方程组的数值技术
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000398
Kawala Am
{"title":"Numerical Technique for a System of Nonlinear Partial Differential Equations of the Time-Fractional Order","authors":"Kawala Am","doi":"10.4172/2168-9679.1000398","DOIUrl":"https://doi.org/10.4172/2168-9679.1000398","url":null,"abstract":"In this article, generalized differential transform method (GDTM) has been employed to obtain traveling wave solutions for some Systems of nonlinear wave equations of time-fractional order. This demonstrates the validity and great potential of the generalized differential transform method (GDTM) for solving system of nonlinear fractional partial differential equations NFDEs. Thus NFDEs can be easily solved with less computational work for any analytic nonlinearity due to the properties and available algorithms of the generalized differential transform method (GDTM). The fractional derivative is described in the Caputo fractional derivative sense. The solutions are obtained in the form of rapidly convergent infinite series with easily computable terms.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"120 1","pages":"1-6"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77885724","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}
引用次数: 0
R-Generalized Fuzzy Closed Sets with Respect to an Ideal in Fuzzy Topological Spaces 模糊拓扑空间中关于理想的r -广义模糊闭集
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000392
S. My
{"title":"R-Generalized Fuzzy Closed Sets with Respect to an Ideal in Fuzzy Topological Spaces","authors":"S. My","doi":"10.4172/2168-9679.1000392","DOIUrl":"https://doi.org/10.4172/2168-9679.1000392","url":null,"abstract":"The work in this paper is a generalization The concept of r-generalized fuzzy closed sets in fuzzy topological spaces was introduced by Kim. In this paper, we introduce and study the concept of r-generalized fuzzy closed sets with respect to an ideal in an ideal fuzzy topological space in Sostak sense.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"16 1","pages":"1-4"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86295587","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}
引用次数: 1
Mathematical Modeling of Airflow on Respiratory Narrowing Due to Mumps Using Finite Element Method 基于有限元法的腮腺炎呼吸狭窄气流数学模型
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000382
A. Fatahillah, Dafik, S. Aisyah
{"title":"Mathematical Modeling of Airflow on Respiratory Narrowing Due to Mumps Using Finite Element Method","authors":"A. Fatahillah, Dafik, S. Aisyah","doi":"10.4172/2168-9679.1000382","DOIUrl":"https://doi.org/10.4172/2168-9679.1000382","url":null,"abstract":"Mumps can cause narrowing of the airway respiratory when the swelling occurs toward the chest because it can suppress the airways (trachea). This research will be constructed a mathematical model airway on respiratory narrowing due to mumps and solve it by using finite element method. The main problem in this research, how the results of simulation analysis airflow velocity airway on respiratory narrowing due to mumps are influenced by the size of radius of respiratory tract and the initial velocity. After the simulated, will be searched a relative error to be compared with the value of tolerance. Based on the simulation result using MATLAB found that the first simulation influence the size of radius with an initial velocity 0.4 m/s during normal condition (r=0.025 m) velocity in the narrowing airway 0.4010 m/s. If r=0.020 m and r=0.015 m the velocity will be increased being 1.0060 m/s and 3.2199 m/s with relative error value 0.005964. The second simulation an initial velocity and r=0.01631 m and velocity are 0.2 m/s, 0.4 m/s and 0.6 m/s found that the velocity in the narrowing airways increase being 1.0024 m/s, 2.2982 m/s and 4.0929 m/s with relative error value 0.002394.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"21 1","pages":"1-5"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81848248","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}
引用次数: 0
Hybrid Block Method Algorithms for Solution of First Order Initial Value Problems in Ordinary Differential Equations 常微分方程一阶初值问题的混合块算法
Journal of Applied and Computational Mathematics Pub Date : 2018-01-01 DOI: 10.4172/2168-9679.1000390
G. Ajileye, Amoo Sa, Ogwumu Od
{"title":"Hybrid Block Method Algorithms for Solution of First Order Initial Value Problems in Ordinary Differential Equations","authors":"G. Ajileye, Amoo Sa, Ogwumu Od","doi":"10.4172/2168-9679.1000390","DOIUrl":"https://doi.org/10.4172/2168-9679.1000390","url":null,"abstract":"In this paper, we consider the derivation of hybrid block method for the solution of general first order Initial Value Problem (IVP) in Ordinary Differential Equation. We adopted the method of Collocation and Interpolation of power series approximation to generate the continuous formula. The properties and feature of the method are analyzed and some numerical examples are also presented to illustrate the accuracy and effectiveness of the method.","PeriodicalId":15007,"journal":{"name":"Journal of Applied and Computational Mathematics","volume":"25 1-2 1","pages":"1-3"},"PeriodicalIF":0.0,"publicationDate":"2018-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85946078","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}
引用次数: 8
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