{"title":"Some bivariate Schur-constant distributions and application to life insurance","authors":"Altan Tuncel, Tugba Aktas Aslan","doi":"10.1016/j.cam.2024.116296","DOIUrl":"10.1016/j.cam.2024.116296","url":null,"abstract":"<div><div>Schur-constant models play a particular role when modelling time in fields such as actuarial science, insurance, reliability and survival models. These models describe random lifetimes with a certain dependence. In this study, a relation between proportional hazard rate distributions and Schur-constant models is established. Bivariate Schur-constant models, whose marginals are proportional hazard rate distributed, are introduced. Then, the dependency analysis in life insurances is performed through Schur-constant and copula models. It is revealed that there are differences in pricing when individuals' future lifetimes are dependent.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142426761","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Third order two-step Runge–Kutta–Chebyshev methods","authors":"Andrew Moisa","doi":"10.1016/j.cam.2024.116291","DOIUrl":"10.1016/j.cam.2024.116291","url":null,"abstract":"<div><div>The well-known high order stabilized codes (such as DUMKA and ROCK) have several drawbacks: numerically obtained stability polynomials (which do not have a closed analytic form), poor internal stability and convergence. RKC-type methods have much better computational properties. However, these types of methods currently have a second order maximum. In this paper, a family of third order stabilized methods with an explicit analytical solution of stability polynomials is presented. This was made possible by usage of two-step Runge–Kutta methods. A new code TSRKC3 is proposed, illustrated by several examples, and compared to existing programs.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142326350","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Rational C1 cubic Powell–Sabin B-splines with application to representation of ruled surfaces","authors":"Jan Grošelj, Ada Šadl Praprotnik","doi":"10.1016/j.cam.2024.116292","DOIUrl":"10.1016/j.cam.2024.116292","url":null,"abstract":"<div><div>This paper defines rational <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> cubic Powell–Sabin splines and analyses their basic properties. A rational B-spline basis is established and an algorithm for determining the corresponding control points and weights by using the blossoming operator is presented. The capability of the introduced splines to represent rational cubic triangular Bézier patches and quadratic NURPS is discussed and explicit conversion formulas are provided. Moreover, the application of the rational <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> cubic Powell–Sabin splines to representation of ruled surfaces is studied, showing that the cubic splines can give smoother parametrizations than the NURPS.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Finite-frequency model order reduction of linear and bilinear systems via low-rank approximation","authors":"Qiu-Yan Song, Umair Zulfiqar, Xin Du","doi":"10.1016/j.cam.2024.116287","DOIUrl":"10.1016/j.cam.2024.116287","url":null,"abstract":"<div><div>In this paper, we first investigate the finite-frequency model order reduction for linear systems based on low-rank Gramian approximations. An efficient algorithm for computing low-rank approximations of the finite-frequency and frequency-dependent Gramians based on Laguerre functions is proposed. The approach constructs the low-rank decomposition factors of the finite-frequency Gramians or frequency-dependent Gramians through a recursive formula of Laguerre functions expansion coefficient vectors and then combines the low-rank square root method and frequency-dependent balanced truncation method to obtain the reduced-order models. In this process, it avoids dealing with the matrix-valued functions and solving the related (generalized) Lyapunov matrix equations directly, making them computationally efficient. Furthermore, the above method is successfully extended to bilinear systems, and a corresponding efficient computation method for low-rank approximations of the finite-frequency Gramians of bilinear systems is derived. Finally, some numerical simulations are provided to illustrate the effectiveness of our proposed algorithms.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Global error bound estimates algorithm for an R0-type generalized LCP over polyhedral cone and its applications","authors":"Hongchun Sun , Yiju Wang , Jiakang Du","doi":"10.1016/j.cam.2024.116288","DOIUrl":"10.1016/j.cam.2024.116288","url":null,"abstract":"<div><div>For the generalized linear complementarity problem over a polyhedral cone (GLCP), by making a characterization of <span><math><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span>-matrix, we derive a necessary and sufficient condition for the boundedness of the level set of the natural residual function of the GLCP, and based on this, we establish a global error bound for the <span><math><mrow><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub><mo>−</mo></mrow></math></span>type GLCP. Compared with the existing results, the requirements imposed on the GLCP such as the non-degenerateness of the solution and the full-column rank of the underlying matrix are removed. As an application of the obtained results, we show the global linear convergence of the matrix splitting algorithm for the GLCP. Some numerical experiments are provided to show the validity of the obtained results.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142358459","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Finite difference methods for stochastic Helmholtz equation driven by white noise","authors":"Yanzhen Cui, Shibing Tang , Chao Zhang","doi":"10.1016/j.cam.2024.116286","DOIUrl":"10.1016/j.cam.2024.116286","url":null,"abstract":"<div><div>In this paper, we propose two numerical methods for the stochastic Helmholtz equation driven by white noise. We obtain the approximate stochastic problem by approximating the white noise with piecewise constant process, provide some regularity of its solution and the truncation error between the approximate stochastic problem and the original problem. The limitation on the wave number <span><math><mi>k</mi></math></span> of the finite difference method (FDM) is analyzed and a stochastic finite difference (SFD) scheme is presented. The error analysis shows that the stochastic finite difference method is efficient with a certain convergence rate. Numerical experiments are provided to examine our theoretical results.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142320199","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Poisson noise removal based on non-convex hybrid regularizers","authors":"Xiang Yu , Yehui Peng , Penglin Lou , Bozhong Huang","doi":"10.1016/j.cam.2024.116289","DOIUrl":"10.1016/j.cam.2024.116289","url":null,"abstract":"<div><div>The presence of TV regularizer always induces an unsatisfactory staircase effect. To overcome the staircase while better sustaining edge information, this work proposes a novel model for Poisson noise removal. The model is based on non-convex mixed regularizers, which involves introducing a non-convex penalty into a composition of the total variation and the higher-order total variation. The iterative reweighted <span><math><msub><mrow><mi>l</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span> algorithm was used to convert the non-convex model into a convex one. The classic alternating direction method of multipliers was then employed to obtain approximate solutions of the model. When applying this model to degraded images contaminated by Poisson noise of medium to high intensity, its performance in noise suppression was tested. The regularizer was compared with others in the terms of the visual effect of the picture, time cost, and several commonly accepted quantitative indicators for evaluation, such as peak signal-to-noise ratio, feature similarity index and structural similarity index. Numerical experiments showed that the present model not only eliminates block artifacts but also retains sharp edges.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142326348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Robust H∞ control for LFC of discrete T–S fuzzy MAPS with DFIG and time-varying delays","authors":"Zixiang Shen, Guo Chen","doi":"10.1016/j.cam.2024.116271","DOIUrl":"10.1016/j.cam.2024.116271","url":null,"abstract":"<div><div>The <span><math><msub><mrow><mi>H</mi></mrow><mrow><mi>∞</mi></mrow></msub></math></span> LFC control problem for a class of nonlinear power systems with time-varying delays is under study. Considering uncertainties arising from nonlinear issues such as the generation rate constraint (GRC) and governor dead band (GDB), as well as the high variability of renewable energy sources like wind power, the model is transformed into a discrete-time Takagi–Sugeno (T–S) fuzzy model with parameter uncertainty. By constructing a Lyapunov–Krasovskii functional, and employing difference inequalities and generalized cross-convex matrix inequalities, sufficient conditions for the asymptotic stability of power systems are provided. Based on the obtained conditions, a controller is designed to ensure the asymptotic stability of Multi-Area Power Systems (MAPS), with the performance index being <span><math><msub><mrow><mi>H</mi></mrow><mrow><mi>∞</mi></mrow></msub></math></span>. Finally, simulation results demonstrate the correctness and effectiveness of the theorem.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142312507","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mohamed Aziz Boukraa , Laëtitia Caillé , Franck Delvare
{"title":"Fading regularization method for an inverse boundary value problem associated with the biharmonic equation","authors":"Mohamed Aziz Boukraa , Laëtitia Caillé , Franck Delvare","doi":"10.1016/j.cam.2024.116285","DOIUrl":"10.1016/j.cam.2024.116285","url":null,"abstract":"<div><div>In this paper, we propose a numerical algorithm that combines the fading regularization method with the method of fundamental solutions (MFS) to solve a Cauchy problem associated with the biharmonic equation. We introduce a new stopping criterion for the iterative process and compare its performance with previous criteria. Numerical simulations using MFS validate the accuracy of this stopping criterion for both compatible and noisy data and demonstrate the convergence, stability, and efficiency of the proposed algorithm, as well as its ability to deblur noisy data.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142322079","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Backward behavior and determining functionals for chevron pattern equations","authors":"V.K. Kalantarov , H.V. Kalantarova , O. Vantzos","doi":"10.1016/j.cam.2024.116282","DOIUrl":"10.1016/j.cam.2024.116282","url":null,"abstract":"<div><div>The paper is devoted to the study of the backward behavior of solutions of the initial boundary value problem for the chevron pattern equations under homogeneous Dirichlet’s boundary conditions. We prove that, as <span><math><mrow><mi>t</mi><mo>→</mo><mi>∞</mi></mrow></math></span>, the asymptotic behavior of solutions of the considered problem is completely determined by the dynamics of a finite set of functionals. Furthermore, we provide numerical evidence for the blow-up of certain solutions of the backward problem in finite time in 1D.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142358527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}