Journal of the Nigerian Mathematical Society最新文献_第4页

Analysis of skin friction in MHD Falker–Skan flow problem MHD Falker-Skan流动问题的表面摩擦分析

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2014.11.001

R.A. Oderinu, Y.A.S. Aregbesola

引用次数: 2

Heat transfer with radiation and temperature dependent heat source in MHD free convection flow in a porous medium between two vertical wavy walls 两个垂直波壁间多孔介质中MHD自由对流的辐射和温度相关热源传热

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2014.12.001

M.S. Dada , A.B. Disu

引用次数: 13

Radiation, inclined magnetic field and cross-diffusion effects on flow over a stretching surface 辐射、倾斜磁场和交叉扩散对拉伸表面流动的影响

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2015.02.003

C.S.K. Raju , N. Sandeep , C. Sulochana , V. Sugunamma , M. Jayachandra Babu

引用次数: 85

Implicit two-derivative Runge–Kutta collocation methods for systems of initial value problems 初值问题系统的隐式二阶龙格-库塔配置方法

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2015.01.001

D.G. Yakubu, A.M. Kwami

{"title":"Implicit two-derivative Runge–Kutta collocation methods for systems of initial value problems","authors":"D.G. Yakubu, A.M. Kwami","doi":"10.1016/j.jnnms.2015.01.001","DOIUrl":"10.1016/j.jnnms.2015.01.001","url":null,"abstract":"<div><p>We introduce a new class of implicit two-derivative Runge–Kutta collocation methods designed for the numerical solution of systems of equations and show how they have been implemented in an efficient parallel computing environment. We also discuss the difficulty associated with large systems and how, in this case, one must take advantage of the second derivative terms in the methods. We consider two modified versions of the methods which are suitable for solving stable systems. The first modification involves the introduction of collocation at the two end points of the integration interval in addition to the Gaussian interior collocation points and the second involves the introduction of a different class of basic second derivative methods. With these modifications, fewer function evaluations per step are achieved, resulting into methods that are cheap and easy to implement. The stability properties of these methods are investigated and numerical results are given for each of the modified version to illustrate the computational efficiency of the modified methods.</p></div>","PeriodicalId":17275,"journal":{"name":"Journal of the Nigerian Mathematical Society","volume":"34 2","pages":"Pages 128-142"},"PeriodicalIF":0.0,"publicationDate":"2015-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jnnms.2015.01.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76573469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 6

MHD radiative boundary layer flow of nanofluid past a vertical plate with internal heat generation/absorption, viscous and ohmic dissipation effects 纳米流体通过垂直板的MHD辐射边界层流动，具有内部热产生/吸收、粘性和欧姆耗散效应

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2015.04.001

B. Ganga , S. Mohamed Yusuff Ansari , N. Vishnu Ganesh , A.K. Abdul Hakeem

{"title":"MHD radiative boundary layer flow of nanofluid past a vertical plate with internal heat generation/absorption, viscous and ohmic dissipation effects","authors":"B. Ganga , S. Mohamed Yusuff Ansari , N. Vishnu Ganesh , A.K. Abdul Hakeem","doi":"10.1016/j.jnnms.2015.04.001","DOIUrl":"10.1016/j.jnnms.2015.04.001","url":null,"abstract":"<div><p>A mathematical analysis has been carried out to investigate the effects of internal heat generation/absorption, viscous and ohmic dissipations on steady two-dimensional radiative MHD boundary-layer flow of a viscous, incompressible, electrically conducting nanofluid over a vertical plate. A system of governing nonlinear PDEs is converted into a set of nonlinear ODEs by suitable similarity transformations and then solved analytically using HAM and numerically by the fourth order Runge–Kutta integration scheme with shooting method. The effects of different controlling parameters on the dimensionless velocity, temperature and nanoparticle volume fraction profiles are discussed graphically. The reduced Nusslet number and the local Sherwood number are also discussed graphically. It is found that the presence of viscous dissipation, heat generation and magnetic field accelerates the temperature and decelerates the nanosolid volume fraction profile. Furthermore, comparisons have been made with bench mark solutions for a special case and obtained a very good agreement.</p></div>","PeriodicalId":17275,"journal":{"name":"Journal of the Nigerian Mathematical Society","volume":"34 2","pages":"Pages 181-194"},"PeriodicalIF":0.0,"publicationDate":"2015-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jnnms.2015.04.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78464698","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 50

A t-distribution based particle filter for univariate and multivariate stochastic volatility models 基于t分布的单变量和多变量随机波动模型粒子滤波

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2014.11.002

E.B. Nkemnole , O. Abass

{"title":"A t-distribution based particle filter for univariate and multivariate stochastic volatility models","authors":"E.B. Nkemnole , O. Abass","doi":"10.1016/j.jnnms.2014.11.002","DOIUrl":"10.1016/j.jnnms.2014.11.002","url":null,"abstract":"<div><p>Stochastic Volatility (SV) model usually assumes that the distribution of asset returns conditional on the latent volatility is normal. Previous approaches to estimation of SV model have mostly focused on Gaussian filters in practice. This paper analyzes SV model with the student-t distribution and compares the distribution with mixture-of-normal distributions of Kim and Stoffer [22]. A Sequential Monte Carlo with Expectation–Maximization (SMCEM) technique based on student-t distribution is developed to estimate the parameters for the extended volatility model. The SMC method, or particle filter based on student-t distribution, which is heavier tailed than Gaussians, provides an approximate solution to non-Gaussian estimation problem and hence more robust. Our empirical analysis indicates that extension of the SV model such as a specification of the error term with student-t distribution in the return equation dominates the normal mixture distribution. Additionally, the t-distribution based particle filter is applied to a multivariate stochastic volatility model. It is again shown that the student-t based algorithm performs quite well in explaining the joint dynamics in the volatility of a set of four exchange rates series.</p></div>","PeriodicalId":17275,"journal":{"name":"Journal of the Nigerian Mathematical Society","volume":"34 2","pages":"Pages 227-242"},"PeriodicalIF":0.0,"publicationDate":"2015-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jnnms.2014.11.002","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87102444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

Vortical structures on spherical surfaces 球面上的螺旋结构

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2014.12.002

E.O. Ifidon, E.O. Oghre

{"title":"Vortical structures on spherical surfaces","authors":"E.O. Ifidon, E.O. Oghre","doi":"10.1016/j.jnnms.2014.12.002","DOIUrl":"10.1016/j.jnnms.2014.12.002","url":null,"abstract":"<div><p>A nonlinear elliptic partial differential equation (pde) is obtained as a generalization of the planar Euler equation to the surface of the sphere. A general solution of the pde is found and specific choices corresponding to Stuart vortices are shown to be determined by two parameters <span><math><mi>λ</mi></math></span> and <span><math><mi>N</mi></math></span> which characterizes the solution. For <span><math><mi>λ</mi><mo>=</mo><mn>1</mn></math></span> and <span><math><mi>N</mi><mo>=</mo><mn>0</mn></math></span> or <span><math><mi>N</mi><mo>=</mo><mo>−</mo><mn>1</mn></math></span>, the solution is globally valid everywhere on the sphere but corresponds to stream functions that are simply constants. The solution is however non-trivial for all integral values of <span><math><mi>N</mi><mo>≥</mo><mn>1</mn></math></span> and <span><math><mi>N</mi><mo>≤</mo><mo>−</mo><mn>2</mn></math></span>. In this case, the solution is valid everywhere on the sphere except at the north and south poles where it exhibits point-vortex singularities with equal circulation. The condition for the solutions to satisfy the Gauss constraint is shown to be independent of the value of the parameter <span><math><mi>N</mi></math></span>. Finally, we apply the general methods of Wahlquist and Estabrook to this equation for the determination of (pseudo) potentials. A realization of this algebra would allow the determination of Bäcklund transformations to evolve more general vortex solutions than those presented in this paper.</p></div>","PeriodicalId":17275,"journal":{"name":"Journal of the Nigerian Mathematical Society","volume":"34 2","pages":"Pages 216-226"},"PeriodicalIF":0.0,"publicationDate":"2015-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jnnms.2014.12.002","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85404953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

Third Hankel determinant for bounded turning functions of order alpha 阶有界旋转函数的第三种汉克尔行列式

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2015.03.001

D. Vamshee Krishna , B. Venkateswarlu , T. RamReddy

引用次数: 49

A family of Continuous Third Derivative Block Methods for solving stiff systems of first order ordinary differential equations 一类求解一阶常微分方程刚性系统的连续三阶块法

Journal of the Nigerian Mathematical Society Pub Date : 2015-08-01 DOI: 10.1016/j.jnnms.2015.06.002

O.A. Akinfenwa, B. Akinnukawe, S.B. Mudasiru

引用次数: 13

Bootstrap method for minimum message length autoregressive model order selection 最小消息长度自回归模型顺序选择的自举方法

Journal of the Nigerian Mathematical Society Pub Date : 2015-04-01 DOI: 10.1016/j.jnnms.2014.10.010

T.O. Olatayo, K.K. Adesanya

{"title":"Bootstrap method for minimum message length autoregressive model order selection","authors":"T.O. Olatayo, K.K. Adesanya","doi":"10.1016/j.jnnms.2014.10.010","DOIUrl":"10.1016/j.jnnms.2014.10.010","url":null,"abstract":"<div><p>Minimum Message Length MML87 is an information theoretical criterion for model selection and point estimation. In principle, it is a method of inductive inference, and is used in a wide range of approximations and algorithm to determine the ideal model for any given data. In this study, MML87 model selection criterion was investigated and compared with other notably model selection criteria such as Akaike information criterion (AIC), Bayesian information criterion (BIC), Corrected Akaike information criterion (AICc), and Hannan–Quinn (HQ), using Bootstrap Simulation Technique to simulate autoregressive model of order <span><math><mi>P</mi></math></span>. We specified three different counts systems as under inferred, correctly inferred and over inferred. Based on the candidate model explored with autoregressive model and the aggregate true model explored, with the estimated parameters. MML87 performed better than all other model selection criteria through the negative log likelihood function and the mean square prediction error estimated. It is more efficient and correctly inferred.</p></div>","PeriodicalId":17275,"journal":{"name":"Journal of the Nigerian Mathematical Society","volume":"34 1","pages":"Pages 106-114"},"PeriodicalIF":0.0,"publicationDate":"2015-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.jnnms.2014.10.010","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76591166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2