Masayuki Kageyama, Takayuki Fujii, K. Kanefuji, H. Tsubaki
{"title":"Conditional Value-at-Risk for Random Immediate Reward Variables in Markov Decision Processes","authors":"Masayuki Kageyama, Takayuki Fujii, K. Kanefuji, H. Tsubaki","doi":"10.4236/ajcm.2011.13021","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13021","url":null,"abstract":"We consider risk minimization problems for Markov decision processes. From a standpoint of making the risk of random reward variable at each time as small as possible, a risk measure is introduced using conditional value-at-risk for random immediate reward variables in Markov decision processes, under whose risk measure criteria the risk-optimal policies are characterized by the optimality equations for the discounted or average case. As an application, the inventory models are considered.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115297592","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}
{"title":"Quasi-Reversibility Regularization Method for Solving a Backward Heat Conduction Problem","authors":"Ailin Qian, Jian-feng Mao","doi":"10.4236/ajcm.2011.13018","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13018","url":null,"abstract":"Non-standard backward heat conduction problem is ill-posed in the sense that the solution(if it exists) does not depend continuously on the data. In this paper, we propose a regularization strategy-quasi-reversibility method to analysis the stability of the problem. Meanwhile, we investigate the roles of regularization parameter in this method. Numerical result show that our algorithm is effective and stable.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"65 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125745074","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}
{"title":"Haar Wavelet Quasilinearization Approach for Solving Nonlinear Boundary Value Problems","authors":"Harpreet Kaur, R. C. Mittal, Vinod Mishra","doi":"10.4236/ajcm.2011.13020","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13020","url":null,"abstract":"Objective of our paper is to present the Haar wavelet based solutions of boundary value problems by Haar collocation method and utilizing Quasilinearization technique to resolve quadratic nonlinearity in y. More accurate solutions are obtained by wavelet decomposition in the form of a multiresolution analysis of the function which represents solution of boundary value problems. Through this analysis, solutions are found on the coarse grid points and refined towards higher accuracy by increasing the level of the Haar wavelets. A distinctive feature of the proposed method is its simplicity and applicability for a variety of boundary conditions. Numerical tests are performed to check the applicability and efficiency. C++ program is developed to find the wavelet solution.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"172 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122639306","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}
{"title":"Simulation of Human Phonation with Vocal Nodules","authors":"S. Deguchi, Yukihito Kawahara","doi":"10.4236/ajcm.2011.13022","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13022","url":null,"abstract":"The geometric and biomechanical properties of the larynx strongly influence voice quality and efficiency. A physical understanding of phonation natures in pathological conditions is important for predictions of how voice disorders can be treated using therapy and rehabilitation. Here, we present a continuum-based numerical model of phonation that considers complex fluid-structure interactions occurring in the airway. This model considers a three-dimensional geometry of vocal folds, muscle contractions, and viscoelastic properties to provide a realistic framework of phonation. The vocal fold motion is coupled to an unsteady compressible respiratory flow, allowing numerical simulations of normal and diseased phonations to derive clear relationships between actual laryngeal structures and model parameters such as muscle activity. As a pilot analysis of diseased phonation, we model vocal nodules, the mass lesions that can appear bilaterally on both sides of the vocal folds. Comparison of simulations with and without the nodules demonstrates how the lesions affect vocal fold motion, consequently restricting voice quality. Furthermore, we found that the minimum lung pressure required for voice production increases as nodules move closer to the center of the vocal fold. Thus, simulations using the developed model may provide essential insight into complex phonation phenomena and further elucidate the etiologic mechanisms of voice disorders.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116959579","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}
{"title":"A Fourth Order Improved Numerical Scheme for the Generalized Burgers - Huxley Equation","authors":"A. G. Bratsos","doi":"10.4236/ajcm.2011.13017","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13017","url":null,"abstract":"A fourth order finite-difference scheme in a two-time level recurrence relation is proposed for the numerical solution of the generalized Burgers--Huxley equation. The resulting nonlinear system, which is analysed for stability, is solved using an improved predictor-corrector method. The efficiency of the proposed method is tested to the kink wave using both appropriate boundary values and conditions. The results arising from the experiments are compared with the relevant ones known in the available bibliography.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126138230","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}
{"title":"Operator Splitting Method for Coupled Problems: Transport and Maxwell Equations","authors":"J. Geiser","doi":"10.4236/ajcm.2011.13019","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13019","url":null,"abstract":"In this article a new approach is considered for implementing operator splitting methods for transport problems, influenced by electric fields. Our motivation came to model PE-CVD (plasma-enhanced chemical vapor deposition) processes, means the flow of species to a gas-phase, which are influenced by an electric field. Such a field we can model by wave equations. The main contributions are to improve the standard discretization schemes of each part of the coupling equation. So we discuss an improvement with implicit Runge- Kutta methods instead of the Yee’s algorithm. Further we balance the solver method between the Maxwell and Transport equation.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"205 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115032713","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}
{"title":"Computing the Moore-Penrose Inverse of a Matrix Through Symmetric Rank-One Updates","authors":"Xuzhou Chen, J. Ji","doi":"10.4236/ajcm.2011.13016","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13016","url":null,"abstract":"This paper presents a recursive procedure to compute the Moore-Penrose inverse of a matrix A. The method is based on the expression for the Moore-Penrose inverse of rank-one modified matrix. The computational complexity of the method is analyzed and a numerical example is included. A variant of the algorithm with lower computational complexity is also proposed. Both algorithms are tested on randomly generated matrices. Numerical performance confirms our theoretic results.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"6 3","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131450963","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}
{"title":"Computational Optimization of Manufacturing Batch Size and Shipment for an Integrated EPQ Model with Scrap","authors":"Y. Chiu, Hong-Dar Lin, M. Hwang, N. Pan","doi":"10.4236/ajcm.2011.13023","DOIUrl":"https://doi.org/10.4236/ajcm.2011.13023","url":null,"abstract":"This paper employs mathematical modeling and algebraic approach to derive the optimal manufacturing batch size and number of shipment for a vendor-buyer integrated economic production quantity (EPQ) model with scrap. Unlike the conventional method by using differential calculus to determine replenishment lot size and optimal number of shipments for such an integrated system, this paper proposes a straightforward algebraic approach to replace the use of calculus on the total cost function for solving the optimal production- shipment policies. A simpler form for computing long-run average cost for such a vendor- buyer integrated EPQ problem is also provided.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127793387","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}
{"title":"Numerical Solution of Nonlinear Fredholm-Volterra Integtral Equations via Piecewise Constant Function by Collocation Method","authors":"A. Shahsavaran","doi":"10.4236/ajcm.2011.12014","DOIUrl":"https://doi.org/10.4236/ajcm.2011.12014","url":null,"abstract":"In this work, we present a computational method for solving nonlinear Fredholm-Volterra integral equations of the second kind which is based on replacement of the unknown function by truncated series of well known Block-Pulse functions (BPfs) expansion. Error analysis is worked out that shows efficiency of the method. Finally, we also give some numerical examples.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121206151","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}
{"title":"Methods of Approximation in hpk Framework for ODEs in Time Resulting from Decoupling of Space and Time in IVPs","authors":"K. Surana, L. Euler, J. Reddy, A. Romkes","doi":"10.4236/ajcm.2011.12009","DOIUrl":"https://doi.org/10.4236/ajcm.2011.12009","url":null,"abstract":"The present study considers mathematical classification of the time differential operators and then applies methods of approximation in time such as Galerkin method ( GM ), Galerkin method with weak form ( / GM WF ), Petrov-Galerkin method ( PGM ), weighted residual method (WRY ), and least squares method or process ( LSM or LSP ) to construct finite element approximations in time. A correspondence is established between these integral forms and the elements of the calculus of variations: 1) to determine which methods of approximation yield unconditionally stable (variationally consistent integral forms, VC ) computational processes for which types of operators and, 2) to establish which integral forms do not yield unconditionally stable computations (variationally inconsistent integral forms, VIC ). It is shown that variationally consistent time integral forms in hpk framework yield computational processes for ODEs in time that are unconditionally stable, provide a mechanism of higher order global differentiability approximations as well as higher degree local approximations in time, provide control over approximation error when used as a time marching process and can indeed yield time accurate solutions of the evolution. Numerical studies are presented using standard model problems from the literature and the results are compared with Wilson’s method as well as Newmark method to demonstrate highly meritorious features of the proposed methodology.","PeriodicalId":359476,"journal":{"name":"Am. J. Comput. Math.","volume":"82 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129434410","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}