Journal: Journal of Computational and Applied Mathematics

Found 190 papers in total
Super-efficiency in stochastic data envelopment analysis: An input relaxation approach
Super-efficiency in stochastic data envelopment analysis: An input relaxation approach
2011,
This paper addresses super‐efficiency issue based on input relaxation model in...
An augmented Lagrangian fish swarm based method for global optimization
An augmented Lagrangian fish swarm based method for global optimization
2011,
This paper presents an augmented Lagrangian methodology with a stochastic population...
CMARS and GAM & CQP–Modern optimization methods applied to international credit default prediction
CMARS and GAM & CQP–Modern optimization methods applied to international credit default prediction
2011,
In this paper, we apply newly developed methods called GAM & CQP and CMARS for...
Maximal- and minimal symmetric solutions of fully fuzzy linear systems
Maximal- and minimal symmetric solutions of fully fuzzy linear systems
2011,
In this paper, we shall propose a new method to obtain symmetric solutions of a fully...
Solving optimal control problems for the unsteady Burgers equation in COMSOL Multiphysics
Solving optimal control problems for the unsteady Burgers equation in COMSOL Multiphysics
2011,
The optimal control of unsteady Burgers equation without constraints and with control...
3D extreme value analysis for stock return, interest rate and speed of mean reversion
3D extreme value analysis for stock return, interest rate and speed of mean reversion
2016,
It is important to analyze extreme cases of stock return, interest rate and speed of...
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option
2016,
We propose a second order accurate numerical finite difference method to replace the...
A closed-form formula for the conditional moments of the extended CIR process
A closed-form formula for the conditional moments of the extended CIR process
2016,
In this paper, we derive a simple closed‐form formula for the γ th...
Statistical inference for competing risks model in step-stress partially accelerated life tests with progressively Type-I hybrid censored Weibull life data
Statistical inference for competing risks model in step-stress partially accelerated life tests with progressively Type-I hybrid censored Weibull life data
2016,
In this paper, we discuss the maximum likelihood and Bayesian estimation under the...
Stability of Runge‐Kutta methods for linear impulsive delay differential equations with piecewise constant arguments
Stability of Runge‐Kutta methods for linear impulsive delay differential equations with piecewise constant arguments
2016,
This paper is concerned with a class of linear impulsive delay differential equations...
A generalized multiscale finite element method for poroelasticity problems II: Nonlinear coupling
A generalized multiscale finite element method for poroelasticity problems II: Nonlinear coupling
2016,
In this paper, we consider the numerical solution of some nonlinear poroelasticity...
Dynamical study while searching equilibrium solutions in N-body problem
Dynamical study while searching equilibrium solutions in N-body problem
2016,
The theory of complex dynamics is usually applied to compare the global convergence...
Pricing dynamic fund protections with regime switching
Pricing dynamic fund protections with regime switching
2016,
This paper deals with the valuation of dynamic fund protections in a Markov...
Reconstruction of polygonal shapes from sparse Fourier samples
Reconstruction of polygonal shapes from sparse Fourier samples
2016,
In this paper, we want to reconstruct polygonal shapes in the real plane from as few...
A two-step model reduction approach for mechanical systems with moving loads
A two-step model reduction approach for mechanical systems with moving loads
2016,
We consider model order reduction of mechanical systems with moving loads. Such...
An accelerated-time simulation for traffic flow in a smart city
An accelerated-time simulation for traffic flow in a smart city
2014,
Traffic control is one of the most important problems related with urban development....
A genetic algorithm for optimization of integrated scheduling of cranes, vehicles, and storage platforms at automated container terminals
A genetic algorithm for optimization of integrated scheduling of cranes, vehicles, and storage platforms at automated container terminals
2014,
A new genetic algorithm for the integrated scheduling of handling and storage...
A mathematical and numerical study of the sensitivity of a reduced order model by POD (ROM‐POD), for a 2D incompressible fluid flow
A mathematical and numerical study of the sensitivity of a reduced order model by POD (ROM‐POD), for a 2D incompressible fluid flow
2014,
In this work, we present contributions concerning a mathematical study of the...
A fast and interactive heat conduction simulator on GPUs
A fast and interactive heat conduction simulator on GPUs
2014,
GPU offers a number of unique benefits to scientific simulation and visualization. Its...
Highly flexible and reusable finite element simulations with ViennaX
Highly flexible and reusable finite element simulations with ViennaX
2014,
An approach for increasing the flexibility and reusability of finite element...
A hybrid level set/front tracking approach for finite element simulations of two-phase flows
A hybrid level set/front tracking approach for finite element simulations of two-phase flows
2014,
In this paper we give details on the numerical realization of a new finite element...
Indeterminate constants in numerical approximations of PDEs: A pilot study using data mining techniques
Indeterminate constants in numerical approximations of PDEs: A pilot study using data mining techniques
2014,
Rolle’s theorem, and therefore, Lagrange and Taylor’s theorems are...
On numerical simulation of three-dimensional flow problems by finite element and finite volume techniques
On numerical simulation of three-dimensional flow problems by finite element and finite volume techniques
2014,
This paper is interested in the numerical approximation of the turbulent 3D...
Finite element simulation of three-dimensional particulate flows using mixture models
Finite element simulation of three-dimensional particulate flows using mixture models
2014,
In this paper, we discuss the numerical treatment of three‐dimensional mixture...
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