{"title":"ALTERNATIVE APPROACH FOR SOLVING A EUROPEAN POWER PUT OPTION MODEL WITH MODIFIED-LOG-POWER PAYOFF FUNCTION","authors":"Fadugba, Ghevariya","doi":"10.32523/2306-6172-2023-11-1-66-78","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-66-78","url":null,"abstract":"The main goal of this paper is to propose an alternative approach based on the celebrated transform of Mellin type (MT) for solving a European Power Put Option Model (EPPOM) in the sense of Modified-Log-Power Payoff Function (MLPPF) under the geometric Brownian motion. The MT has the capability of tackling complex functions by means of its fundamental properties and it is closely related to other well-known transforms such as Laplace and Fourier types. Using the MT inversion formula, convolution property and final time condition, the fundamental valuation formula of EPPOM was obtained. Moreover, the proposed MLPPF was also compared with other existing payoff functions. Also, the prices of EPPO generated by means of MT were compared with that of the celebrated Black-Scholes model. Hence, it is assumed that the underlying asset price pays no dividend yield.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49006472","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":"MATHEMATICAL MODEL OF COVID-19 TRANSMISSIBILITY DURING THE VACCINATION PERIOD","authors":"F. Aqel, A. Hamza, A. Nour Eddine","doi":"10.32523/2306-6172-2023-11-1-4-28","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-4-28","url":null,"abstract":"The aim of this work is to develop a new Reservoir People (RP) transmission mathematical model, to simulate the potential transmission of COVID-19 virus and Delta variant in the Moroccan population during the vaccination period. The originality of this work resides in the fact that the different parameters that appear in the model problem, depend on the period of vaccination. The existence and uniqueness of non-negative normalized solutions are proved. A cost function to minimize with respect to the parameters is defined. To this aim, a novel hybrid algorithm, called Neural Network with Sine-Cosine algorithm (NNSCA) is proposed. The obtained numerical simulation confirms that our model is robust and can efficiently predict the evolution of the virus in Morocco during the vaccination period.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41863891","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":"TRIANGULATION BY THE ADVANCED FRONT METHOD WITH SOME ADDITIONS","authors":"Temirbekov, Kanagatov, Tamabay","doi":"10.32523/2306-6172-2023-11-1-147-162","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-147-162","url":null,"abstract":"The article describes an algorithm for constructing unstructured triangulation mesh using the advanced front method. The method of correcting errors of intersection of edges, which usually occurs while constructing triangular mesh, is presented. The errors and their correction are demonstrated in the form of diagrams. Also, in order to compare the parameters at certain nodes before and after changing the boundary of the elastic domain, the article considers the possibility of constructing an additional mesh when a certain part of the boundary of the domain changes in the direction of increase, while the original mesh in the remaining parts of the domain is not changed. The article contains the results of triangulation of certain examples in the form of diagrams. Taking into account that the triangulation code by the method of advanced front was not found in the open access, the approximate code of triangulation including the above methods was written in the Python programming language and posted on the Internet (the link is provided). The article includes a general description of the code. The matplotlib package was used to visualize the results.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42417247","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":"CONTACT PROBLEM WITH ADHESION AND WEAR IN ELECTRO-VISCOELASTICITY WITH DAMAGE","authors":"Abdelaziz Azeb Ahmed, F. Yazid, F.S. Djeradi","doi":"10.32523/2306-6172-2023-11-1-29-48","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-29-48","url":null,"abstract":"We consider a mathematical model which describes the dynamic process of con- tact between a piezoelectric body and two obstacles. The behavior of the material is modeled with a nonlinear electro-viscoelastic constitutive with law long memory and damage. The mechanical damage of the material, caused by excessive stess or strains, is described by a damage function whose evolution is modeled by an inclusion of parabolic type. The contact is modeled with adhesion and wear. The adhesion field, whose evolution is described by a first order differential equation. The evolution of the wear function is described with Ar- chard’s law. For the variational formulation of the contact problem, we present and prove the existence of a unique weak solution to the problem. The proof is based on arguments of time dependent variational inequalities, parabolic inequalities, differential equations and fixed point arguments.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43980457","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 FLOW EQUATION FOR DYNAMIC GRAPH CONTROL: APPLICATIONS TO SOCIAL NETWORK ANALYSIS","authors":"Falciani, S ́anchez P ́erez","doi":"10.32523/2306-6172-2023-11-1-79-97","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-79-97","url":null,"abstract":"Consider a model of information propagation through a network based on time- dependent directed graphs. Let us consider a pulse that starts at any node and an index—a real function acting on the nodes of the network—that represents the state of a node with respect to the transit of this signal. We present a flow-type equation to be satisfied by these indices, which allows us to unify the method for writing the mathematical formulas describing their evolution, and also to define new indices for global evaluation of the information circulation process. We focus our attention on the dissemination of information through Twitter, showing that PageRank is a basic example of index satisfying the flow equation, and also that we can use the flow equation to generate new meaningful indices in a constructive way.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46684446","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":"RECOVERING OF THE RESERVOIR CONDUCTIVITY BY MEASUREMENTS ON THE SURFACE USING GPR DATA","authors":"M. Shishlenin, Aliya Shakhatova, T. Mirgalikyzy","doi":"10.32523/2306-6172-2023-11-1-124-138","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-124-138","url":null,"abstract":"In this article we consider a mathematical model of interpretation of a geoelectric section based on georadar data. One of the reasons preventing the spread of GPR technologies is the complexity of data interpretation, which requires the involvement of highly qualified specialists. In this regard, the study of the mathematical model and comparison with real georadar data expands the possibilities of interpretation of the georadar. To test the algorithm for solving the inverse problem of determining the electrical conductivity of layered media, data from exploration wells of the Karaganda coal basin field were used. We assume that the medium is horizontally layered and the electromagnetic pa- rameters of the medium depend only the depth. The problem of determining the conductivity is reduced to the problem of minimizing the cost functional by the gra- dient method. The gradient of the functional is calculated through the solution of the adjoint problem, the results of numerical calculations are given.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47920171","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":"DETECTION OF SOURCE TERM IN AN ABSTRACT FRACTIONAL SUBDIVISION MODEL BY THE MODIFIED QUASI-BOUNDARY VALUE METHOD WITH A PRIORI AND A POSTERIORI ESTIMATE","authors":"Meziani, Djemoui, Boussetila","doi":"10.32523/2306-6172-2023-11-1-98-123","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-98-123","url":null,"abstract":"The paper discusses the inverse problem of determining an unknown source term in a fractional elliptic equation from measured internal data. In order to solve the considered problem, a modified quasi-boundary value method is used. Applying this method a regularized solution is constructed. An a priori and a posteriori error estimates between the exact solu- tion and its regularized approximation are obtained. A brief analysis is conducted to clarify the relationship between the suggested regularization method and several standard methods. Moreover, numerical results are presented in the one-dimensional case and two-dimensional case to illustrate the accuracy and efficiency of this method.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46415167","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":"RESTORING THE CO2 CONCENTRATION ON IR–SPECTRA OF THE SOLAR LIGHT TRANSMISSION THROUGH THE ATMOSPHERE BY THE MODIFIED GAUSS–NEWTON METHOD","authors":"G. Skorik, V. Vasin","doi":"10.32523/2306-6172-2023-11-1-139-146","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-1-139-146","url":null,"abstract":"The inverse problem of reconstructing the vertical profiles of CO2 in the atmo- sphere by IR–spectra of the solar light transmission is investigated. To solve this problem, we propose the two-stage method. On the first stage, we use the modified Tikhonov method. On the second stage, to approximate a solution of the regularized equation, we apply the modified Gauss–Newton method. The convergence theorem is formulated and the numerical results for a few of measured spectra are presented.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47816167","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}
A. Saadallah, F. Yazid, Nadhir Chougui, F.S. Djeradi
{"title":"STUDY OF THE VISCOELASTIC PROBLEMS WITH SHORT MEMORY IN A THIN DOMAIN WITH TRESCA BOUNDARY CONDITIONS","authors":"A. Saadallah, F. Yazid, Nadhir Chougui, F.S. Djeradi","doi":"10.32523/2306-6172-2023-11-2-116-129","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-2-116-129","url":null,"abstract":"In this paper, we are interested in the study of the asymptotic behavior of non linear problem in a quasistatic regime in a thin domain with Tresca boundary conditions. In the first step, we derive a variational formulation of the mechanical problem and prove the existence and uniqueness of the weak solution. We study the limit when the ε tends to zero, we prove the convergence of the unknowns which are the displacement and the velocity and we obtain the limit problem and the specific Reynolds equation.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69698565","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}
K.N. Kassylkassova, Zhanna Yessengaliyeva, G. Urazboev, Ayman Kassylkassova
{"title":"OPTIMIZATION METHOD FOR INTEGRATION OF CONVOLUTIONAL AND RECURRENT NEURAL NETWORK","authors":"K.N. Kassylkassova, Zhanna Yessengaliyeva, G. Urazboev, Ayman Kassylkassova","doi":"10.32523/2306-6172-2023-11-2-40-56","DOIUrl":"https://doi.org/10.32523/2306-6172-2023-11-2-40-56","url":null,"abstract":"Abstract In recent years, convolutional neural networks have been widely used in image processing and have shown good results. Particularly useful was their ability to automatically extract image features (textures and shapes of objects). The article proposes a method that improves the accuracy and speed of recognition of an ultra-precise neural network based on image recognition of people’s faces. At first, a recurrent neural network is introduced into the convolutional neural network, thereby studying the characteristics of the image more deeply. Deep image characteristics are studied in parallel using a convolutional and recurrent neural network. In line with the idea of skipping the ResNet convolution layer, a new ShortCut3- ResNet residual module is built. A double optimization model is created to fully optimize the convolution process. A study of the influence of various parameters of a convolutional neural network on network performance is demonstrated, also analyzed using simulation experiments. As a result, the optimal parameters of the convolutional neural network are established. Ex- periments show that the method presented in this paper can study various images of people’s faces regardless of age, gender, and also improves the accuracy of feature extraction and image recognition ability.","PeriodicalId":42910,"journal":{"name":"Eurasian Journal of Mathematical and Computer Applications","volume":null,"pages":null},"PeriodicalIF":0.5,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69698569","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}