Journal: Journal of Computational and Applied Mathematics

Found 190 papers in total
A group of knowledge-incorporated multiple criteria linear programming classifiers
A group of knowledge-incorporated multiple criteria linear programming classifiers
2011,
Classification is a main data mining task, which aims at predicting the class label of...
A new Lagrangian net algorithm for solving max-bisection problems
A new Lagrangian net algorithm for solving max-bisection problems
2011,
The max‐bisection problem is an NP ‐hard combinatorial optimization...
Multi-stage solvers optimized for damping and propagation
Multi-stage solvers optimized for damping and propagation
2011,
Explicit multi‐stage solvers are routinely used to solve the...
Second-order characteristic schemes in time and age for a nonlinear age-structured population model
Second-order characteristic schemes in time and age for a nonlinear age-structured population model
2011,
In this paper, we analyze two new second‐order characteristic schemes in time...
Semismooth Newton and Newton iterative methods for HJB equation
Semismooth Newton and Newton iterative methods for HJB equation
2011,
In this paper, some semismooth methods are considered to solve a nonsmooth equation...
Stochastic mathematical programs with hybrid equilibrium constraints
Stochastic mathematical programs with hybrid equilibrium constraints
2011,
This paper considers a stochastic mathematical program with hybrid equilibrium...
Evaluating American put options on zero-coupon bonds by a penalty method
Evaluating American put options on zero-coupon bonds by a penalty method
2011,
In this paper, American put options on zero‐coupon bonds are priced under a...
FFT based option pricing under a mean reverting process with stochastic volatility and jumps
FFT based option pricing under a mean reverting process with stochastic volatility and jumps
2011,
Numerous studies present strong empirical evidence that certain financial assets may...
Global asymptotic stability of stochastic Cohen‐Grossberg-type BAM neural networks with mixed delays: An LMI approach
Global asymptotic stability of stochastic Cohen‐Grossberg-type BAM neural networks with mixed delays: An LMI approach
2011,
In this paper, we consider the stochastic Cohen–Grossberg‐type BAM neural...
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps
2011,
Recently, numerical solutions of stochastic differential equations have received a...
A posteriori error estimates for hp finite element solutions of convex optimal control problems
A posteriori error estimates for hp finite element solutions of convex optimal control problems
2011,
In this paper, we present a posteriori error analysis for h p finite element...
A novel dynamic model of pseudo random number generator
A novel dynamic model of pseudo random number generator
2011,
An interesting hierarchy of random number generators is introduced in this paper based...
Algorithms for approximating minimization problems in Hilbert spaces
Algorithms for approximating minimization problems in Hilbert spaces
2011,
In this paper, we study the following minimization problem min x ∈ F i x ( S ) ∩ Ω μ 2...
A penalty function method based on smoothing lower order penalty function
A penalty function method based on smoothing lower order penalty function
2011,
The paper introduces a smoothing technique for a lower order penalty function for...
The mean-absolute deviation portfolio selection problem with interval-valued returns
The mean-absolute deviation portfolio selection problem with interval-valued returns
2011,
In real‐world investments, one may care more about the future earnings than the...
Symmetry analysis of a model of stochastic volatility with time-dependent parameters
Symmetry analysis of a model of stochastic volatility with time-dependent parameters
2011,
We provide the solutions for the Heston model of stochastic volatility when the...
Optimization of parameters for curve interpolation by cubic splines
Optimization of parameters for curve interpolation by cubic splines
2011,
In this paper, we present an interpolation method for curves from a data set by means...
A modified SLP algorithm and its global convergence
A modified SLP algorithm and its global convergence
2011,
This paper concerns a filter technique and its application to the trust region method...
A multigrid method for constrained optimal control problems
A multigrid method for constrained optimal control problems
2011,
We present numerical results which show that the proposed multigrid method possesses...
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
2011,
The subject of this paper is the analytic approximation method for solving stochastic...
Exact distribution of the product of mm gamma and nn Pareto random variables
Exact distribution of the product of mm gamma and nn Pareto random variables
2011,
Exact expressions are derived for the probability density function (pdf), cumulative...
Imprecise set and fuzzy valued probability
Imprecise set and fuzzy valued probability
2011,
Set valued probability and fuzzy valued probability theory is used for analyzing and...
On flexible progressive censoring
On flexible progressive censoring
2011,
In life testing experiment under the setup of progressive Type II censoring we...
Fuzzy symmetric solutions of fuzzy linear systems
Fuzzy symmetric solutions of fuzzy linear systems
2011,
In this paper, we propose a simple and practical method to solve a fuzzy linear system...
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