Applied and Computational Mathematics

Volume 4, Issue 3, June 2015

  • An Hermitian Boundary Integral Hybrid Formulation for Nonlinear Fisher-Type Equations

    Okey Oseloka Onyejekwe

    Issue: Volume 4, Issue 3, June 2015
    Pages: 83-99
    Received: 20 March 2015
    Accepted: 29 March 2015
    Published: 18 April 2015
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    Abstract: This paper explores the application of an Hermitian hybrid boundary integral formulation for handling Fisher-type equations. The Hermite system incorporates the problem unknowns with their space derivatives and as a consequence produces a relatively larger coefficient matrix than the corresponding linear approximation. However by adopting a finite ... Show More
  • Second Law Analysis of Buoyancy Driven Unsteady Channel Flow of Nanofluids with Convective Cooling

    Michael Hamza Mkwizu, Oluwole Daniel Makinde, Yaw Nkansah-Gyekye

    Issue: Volume 4, Issue 3, June 2015
    Pages: 100-115
    Received: 30 March 2015
    Accepted: 12 April 2015
    Published: 21 April 2015
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    Abstract: We investigate the combined effects of buoyancy force and convective cooling on entropy generation in unsteady channel flow of water based nanofluids containing Copper (Cu) and Alumina (Al2O3) as nanoparticles. Both first and second laws of thermodynamics are utilised to analyze the model problem. Using a semi discretization finite difference metho... Show More
  • Study on Dynamic Risk Measurement Based on ARMA-GJR-AL Model

    Hong Zhang, Li Zhou, Jian Guo

    Issue: Volume 4, Issue 3, June 2015
    Pages: 116-121
    Received: 30 March 2015
    Accepted: 16 April 2015
    Published: 27 April 2015
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    Abstract: This paper established the ARMA-GJR-AL model of dynamic risk VaR and CVaR measurement. Considering from aspects of the correlation and volatility and residual distribution characteristics, studying the dynamic risk measures of VaR and CVaR based on ARMA-GJR-AL model. Through empirical research, Risk prediction and accuracy of inspection are given o... Show More
  • Exact and Solitary Wave Solutions to the Generalized Fifth-order KdV Equation by Using the Modified Simple Equation Method

    M. Ashrafuzzaman Khan, M. Ali Akbar

    Issue: Volume 4, Issue 3, June 2015
    Pages: 122-129
    Received: 10 April 2015
    Accepted: 21 April 2015
    Published: 30 April 2015
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    Abstract: Although the modified simple equation (MSE) method effectively provides exact traveling wave solutions to nonlinear evolution equations (NLEEs) in the field of engineering and mathematical physics, it has some limitations. When the balance number is greater than one, usually the method does not give any solution. In this article, we have exposed a ... Show More
  • Empirical Analysis of the Fractal Features Analysis on London Gold Futures Market

    Hong Zhang, Li Zhou, Jian Guo

    Issue: Volume 4, Issue 3, June 2015
    Pages: 130-134
    Received: 5 April 2015
    Accepted: 14 April 2015
    Published: 4 May 2015
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    Abstract: In this paper, we study the fractal characteristics of the futures market. We take the empirical study on London Gold Futures yield by Rescaled Range Analysis, analyzing the fractal characteristics of the futures market. We further determine fractal characteristics and the structure of the nonlinear time series through random disturb the original t... Show More
  • Hydrogen-Natural Gas Mixture Leak Detection Using Reduced Order Modelling

    Norazlina Subani, Norsarahaida Amin, Baba Galadima Agaie

    Issue: Volume 4, Issue 3, June 2015
    Pages: 135-144
    Received: 20 April 2015
    Accepted: 6 May 2015
    Published: 16 May 2015
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    Abstract: Transient pressure wave detection analysis to detect the location of leakage on a pipeline containinghydrogen-natural gas mixture is presented. The transient pressure wave is generated either by rapid or sudden closure of the downstream shut-off valve. The governing equations of unsteady, compressible and isothermal one-dimensional flow are solved ... Show More
  • Meshless Local Petrov-Galerkin Method for Scattering from 2-D Rectangular Cavities in a Ground Plane

    Meiling Zhao, Li Li

    Issue: Volume 4, Issue 3, June 2015
    Pages: 145-151
    Received: 2 April 2015
    Accepted: 29 April 2015
    Published: 23 May 2015
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    Abstract: In this paper, we develop the meshless local Petrov-Galerkin formulation of the scattering from rectangular cavities embedded in a ground plane. The electromagnetic scattering by the cavity is governed by the Helmholtz equation along with Sommerfeld's radiation conditions imposed at infinity. The MLPG method is a truly meshless method wherein no el... Show More
  • Volterra Integral Equations with Vanishing Delay

    Xiaoxuan Li, Weishan Zheng, Jiena Wu

    Issue: Volume 4, Issue 3, June 2015
    Pages: 152-161
    Received: 29 March 2015
    Accepted: 6 May 2015
    Published: 27 May 2015
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    Abstract: In this article, we use a Chebyshev spectral-collocation method to solve the Volterra integral equations with vanishing delay. Then a rigorous error analysis provided by the proposed method shows that the numerical error decay exponentially in the infinity norm and in the Chebyshev weighted Hilbert space norm. Numerical results are presented, which... Show More
  • Taylor-SPH Method for Viscoplastic Damage Material

    Hajar Idder, Mokhtar Mabssout

    Issue: Volume 4, Issue 3, June 2015
    Pages: 162-173
    Received: 8 May 2015
    Accepted: 17 May 2015
    Published: 29 May 2015
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    Abstract: In this paper, we apply the meshless method Taylor-SPH to solve the propagation of shock wave in viscoplastic material coupled to damage. The equations are written in terms of stress and velocity. Taylor-SPH method is based on the Taylor series expansion of stress and velocity and on the corrected SPH approximation. Numerical stability of the metho... Show More
  • Option Pricing Variance Reduction Techniques Under the Levy Process

    Li Zhou, Hong Zhang, Jian Guo, Shucong Ming

    Issue: Volume 4, Issue 3, June 2015
    Pages: 174-180
    Received: 8 May 2015
    Accepted: 20 May 2015
    Published: 29 May 2015
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    Abstract: After the 2008 financial crisis, the global derivatives trading volume in options proportion is growing, more and more investors build portfolios using options to hedge or arbitrage, our futures and stock options will soon open. Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly. In this c... Show More
  • Modelling Infectiology and Optimal Control of Dengue Epidemic

    Laurencia Ndelamo Massawe, Estomih S. Massawe, Oluwole Daniel Makinde

    Issue: Volume 4, Issue 3, June 2015
    Pages: 181-191
    Received: 12 May 2015
    Accepted: 22 May 2015
    Published: 3 June 2015
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    Abstract: A mathematical model is presented to examine the interaction between human and vector populations. The model consists of five control strategies i.e. campaign aimed in educating careless individuals as a mean of minimizing or eliminating mosquito-human contact, control effort aimed at reducing mosquito-human contact, the control effort for removing... Show More
  • Modelling Infectiology of Dengue Epidemic

    Laurencia Ndelamo Massawe, Estomih S. Massawe, Oluwole Daniel Makinde

    Issue: Volume 4, Issue 3, June 2015
    Pages: 192-206
    Received: 13 May 2015
    Accepted: 26 May 2015
    Published: 8 June 2015
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    Abstract: In this paper a mathematical model for the transmission dynamics of dengue fever disease is presented. We present a SITR (susceptible, infected, treated, recovery) and ASI (aquatic, susceptible, infected) epidemic model to describe the interaction between human and dengue fever mosquito populations. In order to assess the transmission of Dengue fev... Show More
  • Some Convalescent Methods for the Solution of Systems of Linear Equations

    M. Rafique, Sidra Ayub

    Issue: Volume 4, Issue 3, June 2015
    Pages: 207-213
    Received: 16 May 2015
    Accepted: 26 May 2015
    Published: 9 June 2015
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    Abstract: In a variety of problems in the fields of physical sciences, engineering, economics, etc., we are led to systems of linear equations, Ax = b, comprising n linear equations in n unknowns x1, x2, …, xn, where A = [aij] is an nxn coefficient matrix, and x = [x1 x2 . . .xn]T, b = [b1 b2 . . .bn]T are the column vectors. There are many analytical as wel... Show More
  • Hedging Stock Options Using Futures Contracts on the Stock

    Mihai Grigore Bunea Domsa

    Issue: Volume 4, Issue 3, June 2015
    Pages: 214-219
    Received: 8 May 2015
    Accepted: 20 May 2015
    Published: 16 June 2015
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    Abstract: The aim of this paper is to present the price and replicating strategy for an European option on spot (or cash) underlier with continuous dividend yield, when the instrument used in the dynamic hedging of the option is a futures contract on the respective underlier. It formalizes the heuristic practice among option traders to replicate options on a... Show More
  • Ill-Posed Algebraic Systems with Noise Data

    Vladimir V. Ternovski, Mikhail M. Khapaev, Alexander S. Grushicin

    Issue: Volume 4, Issue 3, June 2015
    Pages: 220-224
    Received: 31 May 2015
    Accepted: 6 June 2015
    Published: 19 June 2015
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    Abstract: Finding a numerical solution of linear algebraic equations is known to present an ill-posed in the sense that small perturbation in the right hand side may lead to large errors in the solution. It is important to verify the accuracy of an approximate solution by taking into account all possible errors in the elements of the matrix, and of the vecto... Show More