Moroccan Journal of Pure and Applied Analysis最新文献_第6页

Integral inequalities via harmonically h-convexity 调和h-凸的积分不等式

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-03-30 DOI: 10.2478/mjpaa-2021-0026

M. Merad, B. Meftah, A. Souahi

引用次数: 0

Some results about Lipschitz p-Nuclear Operators 关于Lipschitz p-核算子的一些结果

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-03-30 DOI: 10.2478/mjpaa-2021-0025

Khedidja Bey, A. Belacel

引用次数: 0

Some fixed point theorems of rational type contraction in b-metric spaces b-度量空间中有理型收缩的几个不动点定理

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-03-30 DOI: 10.2478/mjpaa-2021-0023

Merdaci Seddik, Hamaizia Taieb

引用次数: 5

Combining the cross-entropy algorithm and ∈-constraint method for multiobjective optimization 结合交叉熵算法和∈约束方法进行多目标优化

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-01-29 DOI: 10.2478/mjpaa-2021-0019

Abdelmajid Ezzine, A. Alla, N. Raissi

引用次数: 0

A Partition of unity finite element method for valuation American option under Black-Scholes model Black-Scholes模型下美式期权定价的单位分割有限元方法

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-01-29 DOI: 10.2478/mjpaa-2021-0021

Zaineb El kharrazi, Nouh Izem, Mustapha Malek, S. Saoud

{"title":"A Partition of unity finite element method for valuation American option under Black-Scholes model","authors":"Zaineb El kharrazi, Nouh Izem, Mustapha Malek, S. Saoud","doi":"10.2478/mjpaa-2021-0021","DOIUrl":"https://doi.org/10.2478/mjpaa-2021-0021","url":null,"abstract":"Abstract In this paper, we present an intelligent combination of partition of unity (PU) and finite element (FE) methods for valuing American option pricing problems governed by the Black-Scholes (BS) model. The model is based on a partial differential equation (PDE) from which one can deduce the Black-Scholes formula, which gives a theoretical estimated value of options using current stock prices, expected dividends, the option’s strike price, expected interest rates, time to expiration and expected volatility. Although the finite element method (FEM) seems to be an alternative tool for pricing options with a few applications reported in the literature, this combination called the Partition of Unity Finite Element Method (PUFEM) appears to offer many of the desired properties. The main advantage of the proposed approach is its ability to locally refine the solution by adapting an incorporated specific class of enrichment in the finite element space instead of generating a new fine mesh for the problem under study. Numerical computations are carried out to show a huge reduction in the number of degrees of freedom required to achieve a fixed accuracy which confirms that the PUFE method used is very efficient and gives better accuracy than the conventional FE method.","PeriodicalId":36270,"journal":{"name":"Moroccan Journal of Pure and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2021-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49101051","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: 2

Limit cycles of discontinuous piecewise linear differential systems formed by centers or Hamiltonian without equilibria separated by irreducible cubics 不连续分段线性微分系统的极限环，该系统由中心或无平衡点的哈密顿系统组成，并被不可约立方分割

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-01-29 DOI: 10.2478/mjpaa-2021-0017

Loubna Damene, R. Benterki

引用次数: 2

Generalized functional inequalities in Banach spaces Banach空间中的广义泛函不等式

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-01-29 DOI: 10.2478/mjpaa-2021-0022

H. Dimou, Y. Aribou, S. Kabbaj

引用次数: 0

Entropy and renormalized solutions for some nonlinear anisotropic elliptic equations with variable exponents and L1-data 一类变指数和L1数据的非线性各向异性椭圆型方程的熵和重整化解

Moroccan Journal of Pure and Applied Analysis Pub Date : 2021-01-29 DOI: 10.2478/mjpaa-2021-0018

M. Moumni, Deval Sidi Mohamed

引用次数: 0

Further generalized refinement of Young’s inequalities for τ -mesurable operators τ-可测算子的Young不等式的进一步广义精化

Moroccan Journal of Pure and Applied Analysis Pub Date : 2020-12-28 DOI: 10.2478/mjpaa-2021-0015

M. Ighachane, M. Akkouchi

{"title":"Further generalized refinement of Young’s inequalities for τ -mesurable operators","authors":"M. Ighachane, M. Akkouchi","doi":"10.2478/mjpaa-2021-0015","DOIUrl":"https://doi.org/10.2478/mjpaa-2021-0015","url":null,"abstract":"Abstract In this paper, we prove that if a, b > 0 and 0 ≤ v ≤ 1. Then for all positive integer m (1) - For v ∈ v∈[ 0,12n ] v in left[ {0,{1 over {{2^n}}}} right] , we have (avb1-v)m+∑k=1n2k-1vm(bm-(ab2k-1-1)m2k)2≤(va+(1-v)b)m. {left( {{a^v}{b^{1 - v}}} right)^m} + sumlimits_{k = 1}^n {{2^{k - 1}}{v^m}{{left( {sqrt {{b^m}} - root {{2^k}} of {left( {a{b^{2k - 1}} - 1} right)m} } right)}^2} le {{left( {va + left( {1 - v} right)b} right)}^m}.} (2) - For v ∈ v∈[ 2n-12n,1 ] v in left[ {{{{2^n} - 1} over {{2^n}}},1} right] , we have (avb1-v)m+∑k=1n2k-1(1-v)m(am-(ba2k-1-1)m2k)2≤(va+(1-v)b)m, {left( {{a^v}{b^{1 - v}}} right)^m} + sumlimits_{k = 1}^n {{2^{k - 1}}{{left( {1 - v} right)}^m}{{left( {sqrt {{a^m}} - root {{2^k}} of {left( {b{a^{2k - 1}} - 1} right)m} } right)}^2} le {{left( {va + left( {1 - v} right)b} right)}^m},} we also prove two similar inequalities for the cases v ∈ v∈[ 2n-12n,12 ] v in left[ {{{{2^n} - 1} over {{2^n}}},{1 over 2}} right] and v ∈ v∈[ 12,2n+12n ] v in left[ {{1 over 2},{{{2^n} + 1} over {{2^n}}}} right] . These inequalities provides a generalization of an important refinements of the Young inequality obtained in 2017 by S. Furuichi. As applications we shall give some refined Young type inequalities for the traces, determinants, and p-norms of positive τ-measurable operators.","PeriodicalId":36270,"journal":{"name":"Moroccan Journal of Pure and Applied Analysis","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-12-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44487637","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

A new class of mixed fractional differential equations with integral boundary conditions 一类新的具有积分边界条件的混合分数阶微分方程

Moroccan Journal of Pure and Applied Analysis Pub Date : 2020-12-28 DOI: 10.2478/mjpaa-2021-0016

Djiab Somia, N. Brahim

引用次数: 1