Journal: Journal of Computational and Applied Mathematics

Found 190 papers in total
A survey on fuzzy fractional variational problems
A survey on fuzzy fractional variational problems
2014,
This paper focuses on introducing and studying generalized fuzzy Euler–Lagrange...
Local‐global model reduction of parameter-dependent, single-phase flow models via balanced truncation
Local‐global model reduction of parameter-dependent, single-phase flow models via balanced truncation
2014,
In this paper we propose a method for the accurate calculation of output quantities...
Numerical analysis of an energy-like minimization method to solve a parabolic Cauchy problem with noisy data
Numerical analysis of an energy-like minimization method to solve a parabolic Cauchy problem with noisy data
2014,
This paper is concerned with solving the Cauchy problem for the parabolic equation by...
A framework for robust measurement of implied correlation
A framework for robust measurement of implied correlation
2014,
We determine correlation estimates by matching the observed index option price with...
A modified weak Galerkin finite element method for a class of parabolic problems
A modified weak Galerkin finite element method for a class of parabolic problems
2014,
In this paper, we consider the solution of parabolic equation using the modified weak...
Domain decomposition method for image deblurring
Domain decomposition method for image deblurring
2014,
As a fundamental problem in image processing, image deblurring has still attracted a...
A numerical approach to compute the topology of the Apparent Contour of a smooth mapping from ℝ2 to ℝ2
A numerical approach to compute the topology of the Apparent Contour of a smooth mapping from ℝ2 to ℝ2
2014,
A rigorous algorithm for computing the topology of the Apparent Contour of a generic...
On Marshall‐Olkin type distribution with effect of shock magnitude
On Marshall‐Olkin type distribution with effect of shock magnitude
2014,
In classical Marshall–Olkin type shock models and their modifications a system...
Default probabilities of a holding company, with complete and partial information
Default probabilities of a holding company, with complete and partial information
2014,
This paper studies the valuation of credit risk for firms that own several...
A coupled alpha-FEM for dynamic analyses of 2D fluid‐solid interaction problems
A coupled alpha-FEM for dynamic analyses of 2D fluid‐solid interaction problems
2014,
An alpha finite element method using triangular elements ( α FEM‐T3)...
A bootstrapping market implied moment matching calibration for models with time-dependent parameters
A bootstrapping market implied moment matching calibration for models with time-dependent parameters
2014,
Calibration of Markov models with piecewise constant parameters. Use of the additive...
On the performance of anisotropic mesh adaptation for scroll wave turbulence dynamics in reaction‐diffusion systems
On the performance of anisotropic mesh adaptation for scroll wave turbulence dynamics in reaction‐diffusion systems
2014,
Nonlinear reaction–diffusion systems are widely employed to study the...
Efficient pricing of Bermudan options using recombining quadratures
Efficient pricing of Bermudan options using recombining quadratures
2014,
Sullivan (2000) used the Gauss–Legendre quadrature and the Chebyshev...
An improved generalized conjugate residual squared algorithm suitable for distributed parallel computing
An improved generalized conjugate residual squared algorithm suitable for distributed parallel computing
2014,
In this paper, based on GCRS algorithm in Zhang and Zhao (2010) and the ideas in Gu et...
Functionally-fitted block methods for ordinary differential equations
Functionally-fitted block methods for ordinary differential equations
2014,
Functionally‐fitted methods generalize collocation techniques to integrate...
A modified weak Galerkin finite element method
A modified weak Galerkin finite element method
2014,
In this paper we introduce a new discrete weak gradient operator and a new weak...
An almost symmetric Strang splitting scheme for the construction of high order composition methods
An almost symmetric Strang splitting scheme for the construction of high order composition methods
2014,
In this paper we consider splitting methods for nonlinear ordinary differential...
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids
2014,
We derive high‐order compact finite difference schemes for option pricing in...
Implementation of an interior point source in the ultra weak variational formulation through source extraction
Implementation of an interior point source in the ultra weak variational formulation through source extraction
2014,
The Ultra Weak Variational Formulation (UWVF) is a powerful numerical method for the...
A new family of Marshall‐Olkin extended distributions
A new family of Marshall‐Olkin extended distributions
2014,
The purpose of this paper is to introduce, discuss and analyze a new family of...
A hybrid finite difference/control volume method for the three dimensional poroelastic wave equations in the spherical coordinate system
A hybrid finite difference/control volume method for the three dimensional poroelastic wave equations in the spherical coordinate system
2014,
In this paper, we consider the numerical approximation of the three‐dimensional...
Sample size determination for logistic regression
Sample size determination for logistic regression
2014,
The problem of sample size estimation is important in medical applications, especially...
Estimation in multivariate nonnormal distributions with stochastic variance function
Estimation in multivariate nonnormal distributions with stochastic variance function
2014,
In this paper the problem of estimation of location and scatter of multivariate...
Optimal reinsurance‐investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model
Optimal reinsurance‐investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model
2014,
This paper studies the optimal reinsurance and investment problem considering both an...
Papers per page: