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  Subjects -> ENGINEERING (Total: 2266 journals)
    - CHEMICAL ENGINEERING (190 journals)
    - CIVIL ENGINEERING (181 journals)
    - ELECTRICAL ENGINEERING (100 journals)
    - ENGINEERING (1197 journals)
    - ENGINEERING MECHANICS AND MATERIALS (390 journals)
    - HYDRAULIC ENGINEERING (55 journals)
    - INDUSTRIAL ENGINEERING (64 journals)
    - MECHANICAL ENGINEERING (89 journals)

ENGINEERING (1197 journals)                  1 2 3 4 5 6 | Last

Showing 1 - 200 of 1205 Journals sorted alphabetically
3 Biotech     Open Access   (Followers: 7)
3D Research     Hybrid Journal   (Followers: 19)
AAPG Bulletin     Full-text available via subscription   (Followers: 5)
AASRI Procedia     Open Access   (Followers: 14)
Abstract and Applied Analysis     Open Access   (Followers: 3)
Aceh International Journal of Science and Technology     Open Access   (Followers: 2)
ACS Nano     Full-text available via subscription   (Followers: 207)
Acta Geotechnica     Hybrid Journal   (Followers: 6)
Acta Metallurgica Sinica (English Letters)     Hybrid Journal   (Followers: 5)
Acta Polytechnica : Journal of Advanced Engineering     Open Access   (Followers: 1)
Acta Scientiarum. Technology     Open Access   (Followers: 3)
Acta Universitatis Cibiniensis. Technical Series     Open Access  
Active and Passive Electronic Components     Open Access   (Followers: 7)
Adaptive Behavior     Hybrid Journal   (Followers: 10)
Adıyaman Üniversitesi Mühendislik Bilimleri Dergisi     Open Access  
Adsorption     Hybrid Journal   (Followers: 4)
Advanced Engineering Forum     Full-text available via subscription   (Followers: 4)
Advanced Science     Open Access   (Followers: 4)
Advanced Science Focus     Free   (Followers: 3)
Advanced Science Letters     Full-text available via subscription   (Followers: 4)
Advanced Science, Engineering and Medicine     Partially Free   (Followers: 6)
Advanced Synthesis & Catalysis     Hybrid Journal   (Followers: 17)
Advances in Artificial Neural Systems     Open Access   (Followers: 3)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Engineering Software     Hybrid Journal   (Followers: 25)
Advances in Fuel Cells     Full-text available via subscription   (Followers: 14)
Advances in Fuzzy Systems     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 9)
Advances in Heat Transfer     Full-text available via subscription   (Followers: 18)
Advances in Human Factors/Ergonomics     Full-text available via subscription   (Followers: 22)
Advances in Magnetic and Optical Resonance     Full-text available via subscription   (Followers: 7)
Advances in Natural Sciences: Nanoscience and Nanotechnology     Open Access   (Followers: 28)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in OptoElectronics     Open Access   (Followers: 5)
Advances in Physics Theories and Applications     Open Access   (Followers: 13)
Advances in Polymer Science     Hybrid Journal   (Followers: 40)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Remote Sensing     Open Access   (Followers: 34)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aerobiologia     Hybrid Journal   (Followers: 1)
African Journal of Science, Technology, Innovation and Development     Hybrid Journal   (Followers: 4)
AIChE Journal     Hybrid Journal   (Followers: 28)
Ain Shams Engineering Journal     Open Access   (Followers: 5)
Akademik Platform Mühendislik ve Fen Bilimleri Dergisi     Open Access  
Alexandria Engineering Journal     Open Access  
AMB Express     Open Access   (Followers: 1)
American Journal of Applied Sciences     Open Access   (Followers: 28)
American Journal of Engineering and Applied Sciences     Open Access   (Followers: 11)
American Journal of Engineering Education     Open Access   (Followers: 9)
American Journal of Environmental Engineering     Open Access   (Followers: 16)
American Journal of Industrial and Business Management     Open Access   (Followers: 23)
Analele Universitatii Ovidius Constanta - Seria Chimie     Open Access  
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of Regional Science     Hybrid Journal   (Followers: 7)
Annals of Science     Hybrid Journal   (Followers: 7)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applicable Analysis: An International Journal     Hybrid Journal   (Followers: 1)
Applied Catalysis A: General     Hybrid Journal   (Followers: 5)
Applied Catalysis B: Environmental     Hybrid Journal   (Followers: 6)
Applied Clay Science     Hybrid Journal   (Followers: 4)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Magnetic Resonance     Hybrid Journal   (Followers: 3)
Applied Nanoscience     Open Access   (Followers: 8)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Physics Research     Open Access   (Followers: 4)
Applied Sciences     Open Access   (Followers: 3)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arabian Journal for Science and Engineering     Hybrid Journal   (Followers: 5)
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Archives of Foundry Engineering     Open Access  
Archives of Thermodynamics     Open Access   (Followers: 8)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
ASEE Prism     Full-text available via subscription   (Followers: 2)
Asian Engineering Review     Open Access  
Asian Journal of Applied Science and Engineering     Open Access   (Followers: 1)
Asian Journal of Applied Sciences     Open Access   (Followers: 2)
Asian Journal of Biotechnology     Open Access   (Followers: 7)
Asian Journal of Control     Hybrid Journal  
Asian Journal of Current Engineering & Maths     Open Access  
Asian Journal of Technology Innovation     Hybrid Journal   (Followers: 9)
Assembly Automation     Hybrid Journal   (Followers: 2)
at - Automatisierungstechnik     Hybrid Journal   (Followers: 1)
ATZagenda     Hybrid Journal  
ATZextra worldwide     Hybrid Journal  
Australasian Physical & Engineering Sciences in Medicine     Hybrid Journal   (Followers: 1)
Australian Journal of Multi-Disciplinary Engineering     Full-text available via subscription   (Followers: 2)
Autonomous Mental Development, IEEE Transactions on     Hybrid Journal   (Followers: 7)
Avances en Ciencias e Ingeniería     Open Access  
Balkan Region Conference on Engineering and Business Education     Open Access   (Followers: 1)
Bangladesh Journal of Scientific and Industrial Research     Open Access  
Basin Research     Hybrid Journal   (Followers: 3)
Batteries     Open Access   (Followers: 3)
Bautechnik     Hybrid Journal   (Followers: 1)
Bell Labs Technical Journal     Hybrid Journal   (Followers: 24)
Beni-Suef University Journal of Basic and Applied Sciences     Open Access   (Followers: 3)
BER : Manufacturing Survey : Full Survey     Full-text available via subscription   (Followers: 2)
BER : Motor Trade Survey     Full-text available via subscription   (Followers: 1)
BER : Retail Sector Survey     Full-text available via subscription   (Followers: 2)
BER : Retail Survey : Full Survey     Full-text available via subscription   (Followers: 2)
BER : Survey of Business Conditions in Manufacturing : An Executive Summary     Full-text available via subscription   (Followers: 3)
BER : Survey of Business Conditions in Retail : An Executive Summary     Full-text available via subscription   (Followers: 3)
Bharatiya Vaigyanik evam Audyogik Anusandhan Patrika (BVAAP)     Open Access   (Followers: 1)
Biofuels Engineering     Open Access  
Biointerphases     Open Access   (Followers: 1)
Biomaterials Science     Full-text available via subscription   (Followers: 8)
Biomedical Engineering     Hybrid Journal   (Followers: 16)
Biomedical Engineering and Computational Biology     Open Access   (Followers: 13)
Biomedical Engineering Letters     Hybrid Journal   (Followers: 5)
Biomedical Engineering, IEEE Reviews in     Full-text available via subscription   (Followers: 16)
Biomedical Engineering, IEEE Transactions on     Hybrid Journal   (Followers: 31)
Biomedical Engineering: Applications, Basis and Communications     Hybrid Journal   (Followers: 5)
Biomedical Microdevices     Hybrid Journal   (Followers: 8)
Biomedical Science and Engineering     Open Access   (Followers: 4)
Biomedizinische Technik - Biomedical Engineering     Hybrid Journal  
Biomicrofluidics     Open Access   (Followers: 4)
BioNanoMaterials     Hybrid Journal   (Followers: 1)
Biotechnology Progress     Hybrid Journal   (Followers: 39)
Boletin Cientifico Tecnico INIMET     Open Access  
Botswana Journal of Technology     Full-text available via subscription  
Boundary Value Problems     Open Access   (Followers: 1)
Brazilian Journal of Science and Technology     Open Access   (Followers: 2)
Broadcasting, IEEE Transactions on     Hybrid Journal   (Followers: 10)
Bulletin of Canadian Petroleum Geology     Full-text available via subscription   (Followers: 14)
Bulletin of Engineering Geology and the Environment     Hybrid Journal   (Followers: 3)
Bulletin of the Crimean Astrophysical Observatory     Hybrid Journal  
Cahiers, Droit, Sciences et Technologies     Open Access  
Calphad     Hybrid Journal  
Canadian Geotechnical Journal     Full-text available via subscription   (Followers: 14)
Canadian Journal of Remote Sensing     Full-text available via subscription   (Followers: 40)
Case Studies in Engineering Failure Analysis     Open Access   (Followers: 7)
Case Studies in Thermal Engineering     Open Access   (Followers: 4)
Catalysis Communications     Hybrid Journal   (Followers: 6)
Catalysis Letters     Hybrid Journal   (Followers: 3)
Catalysis Reviews: Science and Engineering     Hybrid Journal   (Followers: 8)
Catalysis Science and Technology     Free   (Followers: 6)
Catalysis Surveys from Asia     Hybrid Journal   (Followers: 3)
Catalysis Today     Hybrid Journal   (Followers: 5)
CEAS Space Journal     Hybrid Journal  
Cellular and Molecular Neurobiology     Hybrid Journal   (Followers: 4)
Central European Journal of Engineering     Hybrid Journal   (Followers: 1)
CFD Letters     Open Access   (Followers: 6)
Chaos : An Interdisciplinary Journal of Nonlinear Science     Hybrid Journal   (Followers: 2)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Engineering     Open Access   (Followers: 2)
Chinese Science Bulletin     Open Access   (Followers: 1)
Ciencia e Ingenieria Neogranadina     Open Access  
Ciencia en su PC     Open Access   (Followers: 1)
Ciencias Holguin     Open Access   (Followers: 1)
CienciaUAT     Open Access  
Cientifica     Open Access  
CIRP Annals - Manufacturing Technology     Full-text available via subscription   (Followers: 10)
CIRP Journal of Manufacturing Science and Technology     Full-text available via subscription   (Followers: 13)
City, Culture and Society     Hybrid Journal   (Followers: 20)
Clay Minerals     Full-text available via subscription   (Followers: 9)
Clean Air Journal     Full-text available via subscription   (Followers: 2)
Coal Science and Technology     Full-text available via subscription   (Followers: 4)
Coastal Engineering     Hybrid Journal   (Followers: 10)
Coastal Engineering Journal     Hybrid Journal   (Followers: 3)
Coatings     Open Access   (Followers: 2)
Cogent Engineering     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Color Research & Application     Hybrid Journal   (Followers: 1)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 13)
Combustion, Explosion, and Shock Waves     Hybrid Journal   (Followers: 13)
Communications Engineer     Hybrid Journal   (Followers: 1)
Communications in Numerical Methods in Engineering     Hybrid Journal   (Followers: 2)
Components, Packaging and Manufacturing Technology, IEEE Transactions on     Hybrid Journal   (Followers: 23)
Composite Interfaces     Hybrid Journal   (Followers: 5)
Composite Structures     Hybrid Journal   (Followers: 241)
Composites Part A : Applied Science and Manufacturing     Hybrid Journal   (Followers: 174)
Composites Part B : Engineering     Hybrid Journal   (Followers: 215)
Composites Science and Technology     Hybrid Journal   (Followers: 160)
Comptes Rendus Mécanique     Full-text available via subscription   (Followers: 2)
Computation     Open Access  
Computational Geosciences     Hybrid Journal   (Followers: 12)
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computational Science and Discovery     Full-text available via subscription   (Followers: 2)
Computer Applications in Engineering Education     Hybrid Journal   (Followers: 6)
Computer Science and Engineering     Open Access   (Followers: 17)
Computers & Geosciences     Hybrid Journal   (Followers: 25)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 5)
Computers and Electronics in Agriculture     Hybrid Journal   (Followers: 4)
Computers and Geotechnics     Hybrid Journal   (Followers: 8)
Computing and Visualization in Science     Hybrid Journal   (Followers: 6)
Computing in Science & Engineering     Full-text available via subscription   (Followers: 25)
Conciencia Tecnologica     Open Access  
Concurrent Engineering     Hybrid Journal   (Followers: 3)
Continuum Mechanics and Thermodynamics     Hybrid Journal   (Followers: 6)
Control and Dynamic Systems     Full-text available via subscription   (Followers: 7)
Control Engineering Practice     Hybrid Journal   (Followers: 40)
Control Theory and Informatics     Open Access   (Followers: 7)
Corrosion Science     Hybrid Journal   (Followers: 24)
CT&F Ciencia, Tecnologia y Futuro     Open Access  
CTheory     Open Access  
Current Applied Physics     Full-text available via subscription   (Followers: 4)

        1 2 3 4 5 6 | Last

Journal Cover Computers & Mathematics with Applications
  [SJR: 1.092]   [H-I: 84]   [5 followers]  Follow
    
   Full-text available via subscription Subscription journal  (Not entitled to full-text)
   ISSN (Print) 0898-1221
   Published by Elsevier Homepage  [3043 journals]
  • On the finite element method for a nonlocal degenerate parabolic problem
    • Abstract: Publication date: Available online 10 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Rui M.P. Almeida, Stanislav N. Antontsev, José C.M. Duque
      The aim of this paper is the numerical study of a class of nonlinear nonlocal degenerate parabolic equations. The convergence and error bounds of the solutions are proved for a linearized Crank–Nicolson–Galerkin finite element method with polynomial approximations of degree k ≥ 1 . Some explicit solutions are obtained and used to test the implementation of the method in Matlab environment.

      PubDate: 2017-03-13T01:34:27Z
       
  • Invariant sets and attractors for Hanusse-type chemical systems with
           diffusions
    • Abstract: Publication date: Available online 9 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Gheorghe Moroşanu, Mihai Nechita
      We are concerned with Hanusse-type chemical models with diffusions. We show that some bounded invariant sets ⊂ R N found for the ODE Hanusse-type models (corresponding to the case when diffusions are neglected) can be used to define invariant sets ⊂ L ∞ ( Ω ) N with respect to the corresponding Hanusse-type PDE models (involving diffusions), where Ω ⊂ R n , n ≤ 3 , denotes the reaction domain. Simulations for both the ODE and PDE Hanusse-type models are performed for suitable coefficients of the polynomials representing the reaction terms, showing that the attractors for the ODE model are also attractors, in fact the only attractors, for the PDE model.

      PubDate: 2017-03-13T01:34:27Z
       
  • Optimal non-dissipative discontinuous Galerkin methods for Maxwell’s
           equations in Drude metamaterials
    • Abstract: Publication date: Available online 9 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Jichun Li, Cengke Shi, Chi-Wang Shu
      Simulation of electromagnetic wave propagation in metamaterials leads to more complicated time domain Maxwell’s equations than the standard Maxwell’s equations in free space. In this paper, we develop and analyze a non-dissipative discontinuous Galerkin (DG) method for solving the Maxwell’s equations in Drude metamaterials. Previous discontinuous Galerkin methods in the literature for electromagnetic wave propagation in metamaterials were either non-dissipative but sub-optimal, or dissipative and optimal. Our method uses a different and simple choice of numerical fluxes, achieving provable non-dissipative stability and optimal error estimates simultaneously. We prove the stability and optimal error estimates for both semi- and fully discrete DG schemes, with the leap-frog time discretization for the fully discrete case. Numerical results are given to demonstrate that the DG method can solve metamaterial Maxwell’s equations effectively.

      PubDate: 2017-03-13T01:34:27Z
       
  • Analysis of a space–time continuous Galerkin method for
           convection-dominated Sobolev equations
    • Abstract: Publication date: Available online 9 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Zhihui Zhao, Hong Li, Zhendong Luo
      The convergence of space–time continuous Galerkin (STCG) method for the Sobolev equations with convection-dominated terms is studied in this article. It allows variable time steps and the change of the spatial mesh from one time interval to the next, which can make this method suitable for numerical simulations on unstructured grids. We prove the existence and uniqueness of the approximate solution and get the optimal convergence rates in L ∞ ( H 1 ) norm which do not require any restriction assumptions on the space and time mesh size. Finally, some numerical examples are designed to validate the high efficiency of the method showed herein and to confirm the correctness of the theoretical analysis.

      PubDate: 2017-03-13T01:34:27Z
       
  • Computationally efficient adaptive time step method for the
           Cahn–Hilliard equation
    • Abstract: Publication date: Available online 8 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Yibao Li, Yongho Choi, Junseok Kim
      In this work, we propose a fast and efficient adaptive time step procedure for the Cahn–Hilliard equation. The temporal evolution of the Cahn–Hilliard equation has multiple time scales. For spinodal decomposition simulation, an initial random perturbation evolves on a fast time scale, and later coarsening evolves on a very slow time scale. Therefore, if a small time step is used to capture the fast dynamics, the computation is quite costly. On the other hand, if a large time step is used, fast time evolutions may be missed. Hence, it is essential to use an adaptive time step method to simulate phenomena with multiple time scales. The proposed time adaptivity algorithm is based on the discrete maximum norm of the difference between two consecutive time step numerical solutions. Numerical experiments in one, two, and three dimensions are presented to demonstrate the performance and effectiveness of the adaptive time-stepping algorithm.

      PubDate: 2017-03-13T01:34:27Z
       
  • Traveling waves in a nonlocal dispersal SIRH model with relapse
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Cheng-Cheng Zhu, Wan-Tong Li, Fei-Ying Yang
      This paper is concerned with traveling wave solutions of a nonlocal dispersal Susceptible–Infective–Removal–Healing (for short SIRH ) model with relapse. It is found that the existence and nonexistence of traveling waves of the system are not only determined by the critical wave speed c ∗ , but also by the basic reproduction number R 0 of the corresponding system of ordinary differential equations. More precisely, we use Schauder’s fixed-point theorem to obtain the existence of traveling waves for R 0 > 1 and c > c ∗ , and the nonexistence of traveling waves for R 0 > 1 and 0 < c < c ∗ . Some numerical simulations and discussions are also provided to illustrate our analytical results.

      PubDate: 2017-03-08T12:58:43Z
       
  • The solutions to linear matrix equations AX=B,YA=D with k-involutory
           symmetries
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Wei-Ru Xu, Guo-Liang Chen
      Let R ∈ C m × m and S ∈ C n × n be nontrivial k -involutions if their minimal polynomials are both x k − 1 for some k ≥ 2 , i.e., R k − 1 = R − 1 ≠ ± I and S k − 1 = S − 1 ≠ ± I . We say that A ∈ C m × n is ( R , S , μ ) -symmetric if R A S − 1 = ζ μ A , and A is ( R , S , α , μ ) -symmetric if R A S − α = ζ μ A with α , μ ∈ { 0 , 1 , … , k − 1 } and α ≠ 0 . Let S be one of the subsets of all ( R , S , μ ) -symmetric and ( R , S , α , μ ) -symmetric matrices. Given X ∈ C n × r , Y ∈ C s × m , B ∈ C m × r and D ∈ C s × n , we characterize the matrices A in S that minimize ‖ A X − B ‖ 2 + ‖ Y A − D ‖ 2 (Frobenius norm) under the assumption that R and S are unitary. Moreover, among the set S ( X , Y , B , D )
      PubDate: 2017-03-08T12:58:43Z
       
  • Construction of equilibrated singular basis functions without a priori
           knowledge of analytical singularity order
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): N. Noormohammadi, B. Boroomand
      In this paper a novel method is presented to construct singular basis functions for solving harmonic and bi-harmonic problems with weak singularities. Such bases are found without any knowledge of the singularity order. The singular bases are constructed by choosing a series as a tensor product of Chebyshev polynomials and trigonometrical functions, in radial and angular directions respectively, and applying weak form of the governing equation. With such features, the singular bases are categorized as the equilibrated basis functions. The constructed singular functions can be utilized as a complementary part to the smooth part of the approximation in the solution of problems with singularities. To demonstrate the efficiency of employing such singular bases, they are used in a boundary node method. Through the solution of some examples, selected from the well-known literature, the capability of the method is shown. It will be demonstrated that the main function and its derivatives are excellently approximated at very close neighborhood of the singular point. The method may especially be found useful for those who research on the eXtended Finite Element Method or similar ideas.

      PubDate: 2017-03-08T12:58:43Z
       
  • Multiphase injector modelling for automotive SCR systems: A full factorial
           design of experiment and optimization
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Azael Capetillo, Fernando Ibarra
      Advances in emission control technologies have seen the introduction of Selective Catalyst Reduction (SCR) systems as a method for NOx decontamination in light and heavy duty vehicles. SCR systems make use of a urea–water solution (UWS) injected directly into the exhaust gas stream for the reduction of NOx contaminants to Nitrogen (N2) over a monolith catalyst [2]. The effectiveness of an SCR system depends on many factors including the type of catalysts, the injection and mixing pattern of the UWS, temperature and more [1]. Spray analysis involves multi-phase flow phenomena and requires the numerical solution of the conservation and transport equations for the gas and the liquid phase simultaneously. Spray/wall interaction mechanisms such as droplet splash, spread, rebound or stick are complex to model and directly affected by the injection parameters [4]. The accurate modelling of the UWS injector can help in the prediction of phenomena such as wall film formation, droplet evaporation and urea crystallization [7]. This study presents a series of multi-phase numerical analyses, computed with the commercial software AVL Fire 2014 v, to measure the impact of injection velocity, spray angle and droplet size, in the overall performance of an SCR system. The analysis consisted of a completely mixed turbulent flow, solved using a two equations turbulence model ( k − z e t a − f ) . The interaction of the injected particles was solved with an Euler/Lagrange approach, the liquid phase calculation was based on the statistical Discrete Droplet Method interacting with the numerical solution of the conservation equations of the flow pattern. It was found that the injection parameters had an impact on the final results of the ammonia uniformity index (NH 3 UI) and wall film formation on the SCR system. The method applied in this work successfully predicted the performance of an SCR system. Moreover, a series of response surfaces were created based on a linear regression model which allowed for further design optimization outside of the initial experimental space.

      PubDate: 2017-03-08T12:58:43Z
       
  • Closed-form formulas vs. PDE based numerical solution for the FRAP data
           processing: Theoretical and practical comparison
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Štěpán Papáček, Benn Macdonald, Ctirad Matonoha
      Fluorescence recovery after photobleaching (FRAP) is a widely used method to analyze (usually using fluorescence microscopy) the mobility of either fluorescently tagged or autofluorescent (e.g., photosynthetic) proteins in living cells. The FRAP method resides in imaging the recovery of fluorescence intensity over time in a region of interest previously bleached by a high-intensity laser pulse. While the basic principles of FRAP are simple and the experimental setup is usually fixed, quantitative FRAP data analysis is not well developed. Different models and numerical procedures are used for the underlying model parameter estimation without knowledge of how robust the methods are, i.e., the parameter inference step is not currently well established. In this paper we rigorously formulate the inverse problem of model parameter estimation (including the sensitivity analysis), making possible the comparison of different FRAP parameter inference methods. Then, in a study on simulated data, we focus on how three different methods for inference influence the error in parameter estimation. We demonstrate both theoretically and empirically that our new method based on a solution of a general initial–boundary value problem for the Fick diffusion partial differential equation exhibits less bias and narrower confidence intervals of the estimated diffusion parameter, than two closed formula methods.

      PubDate: 2017-03-08T12:58:43Z
       
  • Regularity estimates and optimal finite element methods in Wp1 on
           polygonal domains
    • Abstract: Publication date: Available online 6 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Guanghao Jin, Young-Ju Lee, Hengguang Li
      Consider the Poisson equation with the Dirichlet boundary condition on a bounded convex polygonal domain Ω ⊂ R 2 . We investigate the finite element approximation of singular solutions that are due to the non-smoothness of the domain in the W p 1 norm ( 1 < p ≤ ∞ ). In particular, with analysis in weighted Sobolev spaces and weighted Hölder spaces, we provide regularity requirements on the given data and specific parameter-selection criteria for graded meshes, such that the resulting numerical approximation achieves the optimal convergence rate in W p 1 . Sample results from various numerical tests are provided to confirm the theory.

      PubDate: 2017-03-08T12:58:43Z
       
  • Oscillation criteria for impulsive partial fractional differential
           equations
    • Abstract: Publication date: Available online 2 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): A. Raheem, Md. Maqbul
      In this paper, we established some sufficient conditions for oscillation of solutions of a class of impulsive partial fractional differential equations with forcing term subject to Robin and Dirichlet boundary conditions by using differential inequality method. As an application, we included an example to illustrate the main result.

      PubDate: 2017-03-08T12:58:43Z
       
  • Numerical analysis of a dynamic bilateral thermoviscoelastic contact
           problem with nonmonotone friction law
    • Abstract: Publication date: 1 March 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 5
      Author(s): Krzysztof Bartosz, David Danan, Paweł Szafraniec
      We study a fully dynamic thermoviscoelastic contact problem. The contact is assumed to be bilateral and frictional, where the friction law is described by a nonmonotone relation between the tangential stress and the tangential velocity. Weak formulation of the problem leads to a system of two evolutionary, possibly nonmonotone subdifferential inclusions of parabolic and hyperbolic type, respectively. We study both semidiscrete and fully discrete approximation schemes, and bound the errors of the approximate solutions. Under regularity assumptions imposed on the exact solution, optimal order error estimates are derived for the linear element solution. This theoretical result is illustrated numerically.

      PubDate: 2017-03-08T12:58:43Z
       
  • Study on fractional non-autonomous evolution equations with delay
    • Abstract: Publication date: 1 March 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 5
      Author(s): Pengyu Chen, Xuping Zhang, Yongxiang Li
      In this paper, we deal with a class of nonlinear time fractional non-autonomous evolution equations with delay by introducing the operators ψ ( t , s ) , φ ( t , η ) and U ( t ) , which are generated by the operator − A ( t ) and probability density function. The definition of mild solutions for studied problem was given based on these operators. Combining the techniques of fractional calculus, operator semigroups, measure of noncompactness and fixed point theorem with respect to k -set-contractive, we obtain new existence result of mild solutions with the assumptions that the nonlinear term satisfies some growth condition and noncompactness measure condition and the closed linear operator − A ( t ) generates an analytic semigroup for every t > 0 . The results obtained in this paper improve and extend some related conclusions on this topic. At last, by utilizing the abstract result obtained in this paper, the existence of mild solutions for a class of nonlinear time fractional reaction–diffusion equation introduced in Ouyang (2011) is obtained.

      PubDate: 2017-03-08T12:58:43Z
       
  • Exact discretization of fractional Laplacian
    • Abstract: Publication date: 1 March 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 5
      Author(s): Vasily E. Tarasov
      An exact discretization of fractional-order Laplacian for N -dimensional space is suggested. Particular solutions of fractional-order partial difference equations with the proposed discrete Laplace operators are suggested.

      PubDate: 2017-03-08T12:58:43Z
       
  • Variational approach and exact solutions for a generalized coupled
           Zakharov–Kuznetsov system
    • Abstract: Publication date: 1 March 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 5
      Author(s): O.P. Porogo, B. Muatjetjeja, A.R. Adem
      In the present paper, we obtain a variational principle for a generalized coupled Zakharov–Kuznetsov system, which does not admit any Lagrangian formulation in its present form. The eminent Noether‘s theorem will then be employed to compensate for this approach. In addition, exact solutions will be constructed for the generalized coupled Zakharov–Kuznetsov system using the Kudryashov method and the Jacobi elliptic function method.

      PubDate: 2017-03-08T12:58:43Z
       
  • Applications of linear superposition principle to resonant solitons and
           complexitons
    • Abstract: Publication date: Available online 1 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Yuan Zhou, Wen-Xiu Ma
      We apply the linear superposition principle to Hirota bilinear equations and generalized bilinear equations. By extending the linear superposition principle to complex field, we construct complex exponential wave function solutions first and then get complexions by taking pairs of conjugate parameters. A few examples of mixed resonant solitons and complexitons to Hirota and generalized bilinear differential equations are presented.

      PubDate: 2017-03-08T12:58:43Z
       
  • From geometric design to numerical analysis: A direct approach using the
           Finite Cell Method on Constructive Solid Geometry
    • Abstract: Publication date: Available online 1 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Benjamin Wassermann, Stefan Kollmannsberger, Tino Bog, Ernst Rank
      During the last ten years, increasing efforts were made to improve and simplify the process from Computer Aided Design (CAD) modeling to a numerical simulation. It has been shown that the transition from one model to another, i.e. the meshing, is a bottle-neck. Several approaches have been developed to overcome this time-consuming step, e.g. Isogeometric Analysis (IGA), which applies the shape functions used for the geometry description (typically B-Splines and NURBS) directly to the numerical analysis. In contrast to IGA, which deals with boundary represented models (B-Rep), our approach focuses on parametric volumetric models such as Constructive Solid Geometries (CSG). These models have several advantages, as their geometry description is inherently watertight and they provide a description of the models’ interior. To be able to use the explicit mathematical description of these models, we employ the Finite Cell Method (FCM). Herein, the only necessary input is a reliable statement whether an (integration-) point lies inside or outside of the geometric model. This paper mainly discusses such point-in-membership tests on various geometric objects like sweeps and lofts, as well as several geometric operations such as filleting or chamfering. We demonstrate that, based on the information of the construction method of these objects, the point-in-membership-test can be carried out efficiently and robustly.

      PubDate: 2017-03-08T12:58:43Z
       
  • Periodic and solitary wave solutions for a generalized
           variable-coefficient Boiti–Leon–Pempinlli system
    • Abstract: Publication date: Available online 1 March 2017
      Source:Computers & Mathematics with Applications
      Author(s): Rehab M. El-Shiekh
      In this paper, a generalized variable-coefficient Boiti–Leon–Pempinlli (BLP) system is studied via the modified Clarkson and Kruskal (CK) direct reduction method connected with homogeneous balance (HB) method, which can describe the water waves in fluid physics. A direct similarity reduction to nonlinear ordinary differential system is obtained. By solving the reduced ordinary differential system, new analytical solutions (including solitary and periodic types) in terms of Jacobi elliptic functions are given for the variable-coefficient BLP system.

      PubDate: 2017-03-08T12:58:43Z
       
  • Stress and flux reconstruction in Biot’s poro-elasticity problem with
           application to a posteriori error analysis
    • Abstract: Publication date: Available online 27 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Rita Riedlbeck, Daniele A. Di Pietro, Alexandre Ern, Sylvie Granet, Kyrylo Kazymyrenko
      We derive equilibrated reconstructions of the Darcy velocity and of the total stress tensor for Biot’s poro-elasticity problem. Both reconstructions are obtained from mixed finite element solutions of local Neumann problems posed over patches of elements around mesh vertices. The Darcy velocity is reconstructed using Raviart–Thomas finite elements and the stress tensor using Arnold–Winther finite elements so that the reconstructed stress tensor is symmetric. Both reconstructions have continuous normal component across mesh interfaces. Using these reconstructions, we derive a posteriori error estimators for Biot’s poro-elasticity problem, and we devise an adaptive space–time algorithm driven by these estimators. The algorithm is illustrated on test cases with analytical solution, on the quarter five-spot problem, and on an industrial test case simulating the excavation of two galleries.

      PubDate: 2017-03-08T12:58:43Z
       
  • Efficient and fast numerical method for pricing discrete double barrier
           option by projection method
    • Abstract: Publication date: Available online 27 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Rahman Farnoosh, Amirhossein Sobhani, Mohammad Hossein Beheshti
      In this paper, we introduce a new and considerably fast numerical method based on projection method in pricing discrete double barrier option. According to the Black–Scholes framework, the price of option in each monitoring dates is the solution of well-known partial differential equation that can be expressed recursively upon the heat equation solution. These recursive solutions are approximated by projection method and expressed in operational matrix form. The most important advantage of this method is that its computational time is nearly fixed against monitoring dates increase. Afterward, in implementing projection method we use Legendre polynomials as an orthogonal basis. Finally, the numerical results show the validity and efficiency of presented method in comparison with some others.

      PubDate: 2017-03-08T12:58:43Z
       
  • An efficient phase-field-based multiple-relaxation-time lattice Boltzmann
           model for three-dimensional multiphase flows
    • Abstract: Publication date: Available online 27 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): H. Liang, B.C. Shi, Z.H. Chai
      In this paper, an efficient phase-field-based lattice Boltzmann (LB) model with multiple-relaxation-time (MRT) collision operator is developed for the simulation of three-dimensional multiphase flows. This model is an extension of our previous two-dimensional model (Liang et al., 2014) to the three dimensions using the D3Q7 (seven discrete velocities in three dimensions) lattice for the Cahn–Hilliard equation and the D3Q15 lattice for the Navier–Stokes equations. Due to the less lattice-velocity directions used, the computational efficiency can be significantly improved in the study of three-dimensional multiphase flows, and simultaneously the present model can recover the Cahn–Hilliard equation and the Navier–Stokes equations correctly through the Chapman–Enskog procedure. We compare the present MRT model with its single-relaxation-time version and the previous LB model by using two benchmark interface-tracking problems, and numerical results show that the present MRT model can achieve a significant improvement in the accuracy and stability of the interface capturing. The developed model can also be able to deal with multiphase fluids with high viscosity ratio, which is demonstrated by the simulation of the layered Poiseuille flow and Rayleigh–Taylor instability at various viscosity ratios. The numerical results are found to be in good agreement with the analytical solutions or some available results. In addition, it is also found that the instability induces a more complex structure of the interface at a low viscosity.

      PubDate: 2017-03-08T12:58:43Z
       
  • Fast algorithms for intersection of non-matching grids using Plücker
           coordinates
    • Abstract: Publication date: Available online 27 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Jan Březina, Pavel Exner
      The XFEM and Mortar methods can be used in combination with non-matching or non-conforming grids to deal with problems on complex geometries. However the information about the mesh intersection must be provided. We present algorithms for intersections between 1d and 2d unstructured multi component simplicial meshes and their intersections with a background unstructured 3d mesh. A common algorithm based on the advancing front technique is used for the efficient selection of candidate pairs among simplicial elements. Bounding interval hierarchy (BIH) of axes aligned bounding boxes (AABB) of elements is used to initialize the front tracking algorithm. The family of element intersection algorithms is built upon a line–triangle intersection algorithm based on the Plücker coordinates. These algorithms combined with the advancing front technique can reuse the results of calculations performed on the neighboring elements and reduce the number of arithmetic operations. Barycentric coordinates on each of the intersecting elements are provided for every intersection point. Benchmarks of the element intersection algorithms are presented and three variants of the global intersection algorithm are compared on the meshes raising from hydrogeological applications.

      PubDate: 2017-03-08T12:58:43Z
       
  • Boundary element method for a free boundary problem modeling three
           dimensional tumor growth
    • Abstract: Publication date: Available online 27 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Yarong Zhang, Yinnian He, Hongbin Chen
      In the mathematical model of tumor growth, the initial boundary surface of the three dimensional tumor domain is known, but the tumor domain and its boundary surface change over time in a way that is unknown in advance. People are concerned whether the tumor is likely to spread or shrink and how the tumor will change. In this article, by the boundary element method, the free boundary problem in the three-dimensional tumor domain will be solved via the integration on a two-dimensional boundary surfaces (at the expense of singularity in the Green’s functions). We will numerically compute and graphically show the changing boundary surfaces of the three dimensional tumor domain over time. We will numerically analyze the trend of tumor growth with varying proliferation rate μ . Our numerical approach Professor Bei Hu proposed is new and our numerical experiments contribute to the prediction of tumor growth in clinical medicine.

      PubDate: 2017-03-08T12:58:43Z
       
  • Multigrid defect correction and fourth-order compact scheme for
           Poisson’s equation
    • Abstract: Publication date: Available online 24 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Stéphane Abide, Belkacem Zeghmati
      This paper presents an analysis of a multigrid defect correction to solve a fourth-order compact scheme discretization of the Poisson’s equation. We focus on the formulation, which arises in the velocity/pressure decoupling methods encountered in computational fluid dynamics. Especially, the Poisson’s equation results of the divergence/gradient formulation and Neumann boundary conditions are prescribed. The convergence rate of a multigrid defect correction is investigated by means of an eigenvalues analysis of the iteration matrix. The stability and the mesh-independency are demonstrated. An improvement of the convergence rate is suggested by introducing the damped Jacobi and Incomplete Lower Upper smoothers. Based on an eigenvalues analysis, the optimal damping parameter is proposed for each smoother. Numerical experiments confirm the findings of this analysis for periodic domain and uniform meshes which are the working assumptions. Further numerical investigations allow us to extend the results of the eigenvalues analysis to Neumann boundary conditions and non-uniform meshes. The Hodge–Helmholtz decomposition of a vector field is carried out to illustrate the computational efficiency, especially by making comparisons with a second-order discretization of the Poisson’s equation solved with a state of art of algebraic multigrid method.

      PubDate: 2017-03-08T12:58:43Z
       
  • Comparison of approaches for random PDE optimization problems based on
           different matching functionals
    • Abstract: Publication date: Available online 24 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Hyung-Chun Lee, Max D. Gunzburger
      In this article, we consider an optimal control problem for an elliptic partial differential equation with random inputs. To determine an applicable deterministic control f ˆ ( x ) , we consider the four cases which we compare for efficiency and feasibility. We prove the existence of optimal states, adjoint states and optimality conditions for each cases. We also derive the optimality systems for the four cases. The optimality system is then discretized by a standard finite element method and sparse grid collocation method for physical space and probability space, respectively. The numerical experiments are performed for their efficiency and feasibility.

      PubDate: 2017-03-08T12:58:43Z
       
  • An hp finite element method for a 4th order singularly perturbed boundary
           value problem in two dimensions
    • Abstract: Publication date: Available online 24 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): P. Constantinou, C. Xenophontos
      We consider a fourth order singularly perturbed boundary value problem posed in a square and the approximation of its solution by the h p version of the finite element method on the so-called Spectral Boundary Layer mesh. We show that the method converges uniformly, with respect to the singular perturbation parameter, at an exponential rate when the error is measured in the energy norm. Our theoretical findings are illustrated through a numerical example.

      PubDate: 2017-03-08T12:58:43Z
       
  • Control of the Black–Scholes equation
    • Abstract: Publication date: Available online 24 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Claire David
      The purpose of this work is to apply the results developed by Chemin and David (2013, 2015), to the Black–Scholes equation. This latter equation being directly linked to the heat equation, it enables us to propose a new approach allowing to control properties of the solution by means of a shape parameter.

      PubDate: 2017-03-08T12:58:43Z
       
  • Peter Monk and inverse scattering theory
    • Abstract: Publication date: Available online 24 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): David Colton
      Peter Monk has made numerous significant contributions to the field of inverse scattering theory. In the following I try to highlight Peter’s most significant achievements in this area with emphasis on the renaissance that took place in the mathematical and numerical treatment of inverse scattering problems that began in the mid 1980s.

      PubDate: 2017-03-08T12:58:43Z
       
  • Spline-based DQM for multi-dimensional PDEs: Application to biharmonic and
           Poisson equations in 2D and 3D
    • Abstract: Publication date: Available online 23 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): M. Ghasemi
      The idea of differential quadrature is used to construct a new algorithm for the solution of differential equations. To determine the weighting coefficients of DQM, B-spline basis functions of degree r are used as test functions. The method is constructed on a set of points mixed from grid points and mid points of a uniform partition. Using the definition of B-splines interpolation as alternative, some error bounds are obtained for DQM. The method is successfully implemented on nonlinear boundary value problems of order m . Also the application of the proposed method to approximate the solution of multi-dimensional elliptic PDEs is included in the paper. As test problem, some examples of biharmonic and Poisson equations are solved in 2D and 3D. The results are compared with some existing methods to show the efficiency and performance of the proposed algorithm. Also some examples of time dependent PDEs are solved to compare the results with other existing spline based DQ methods.

      PubDate: 2017-03-08T12:58:43Z
       
  • LAVIR—Locally adaptive variational image registration
    • Abstract: Publication date: Available online 21 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Celia A.Z. Barcelos
      Variational methods for image registration involve minimizing a nonconvex functional with respect to the unknown displacement between two given images. In this paper, we present a new non-parametric image registration method posed as an optimization procedure, which combines a matching criterium and a smoothing term in an appropriate manner. Through the use of a weight function the model produces a smooth mapping between the two images, S and T , pointwise guided by the gradient variation of the target image S , the balance between the smoothing on the displacement vector field and the matching criterium allows for the occurrence of large deformations. We also present a framework for the fast linearized alternating direction method of multipliers (ADMM) for the numerical solution of the proposed model. The basic idea of the proposed algorithm is to incorporate an acceleration scheme into linearized ADMM. Experiments with both synthetic and real images in different domains illustrate that the proposed approach is efficient and effective.

      PubDate: 2017-03-08T12:58:43Z
       
  • An hp-Galerkin method with fast solution for linear peridynamic models in
           one dimension
    • Abstract: Publication date: Available online 21 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Zhengguang Liu, Aijie Cheng, Hong Wang
      The computational work and memory requirement are bottlenecks for Galerkin finite element methods for peridynamic models because of their non-locality. In this paper, fast Galerkin and h p -Galerkin finite element methods are introduced and analyzed to solve a steady-state peridynamic model. We present a fast solution technique to accelerate non-square Toeplitz matrix–vector multiplications arising from piecewise-linear, piecewise-quadratic and piecewise-cubic Galerkin methods. This fast solution technique is based on a fast Fourier transform and depends on the special structure of coefficient matrices, and it helps to reduce the computational work from O ( N 3 ) required by traditional methods to O ( N l o g 2 N ) and the memory requirement from O ( N 2 ) to O ( N ) without using any lossy compression, where N is the number of unknowns. The peridynamic model admits solutions having jump discontinuities. For problems with discontinuous solutions, we therefore introduce a piecewise-constant Galerkin method and give an h - and p -refinement algorithm. Then, we develop fast h p -Galerkin methods based on hybrid piecewise-constant/piecewise-linear and piecewise-constant/piecewise-quadratic finite element approximations. The new method reduces the computational work from O ( N 3 ) required by the traditional methods to O ( N l o g 2 N ) and the memory requirement from O ( N 2 ) to O ( N ) .

      PubDate: 2017-03-08T12:58:43Z
       
  • A rational high-order compact difference method for the steady-state
           stream function–vorticity formulation of the Navier–Stokes equations
    • Abstract: Publication date: Available online 16 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): P.X. Yu, Z.F. Tian, Hongjie Zhang
      A rational high-order compact (RHOC) finite difference (FD) method on the nine-point stencil is proposed for solving the steady-state two-dimensional Navier–Stokes equations in the stream function–vorticity form. The resulting system of algebra equations can be solved by using the point-successive over- or under-relaxation (SOR) iteration. Numerical experiments, involving two linear and two nonlinear problems with their analytical solutions and two flow problems including the lid driven cavity and backward-facing step flows, are carried out to validate the performance of the newly proposed method. Numerical solutions of the driven cavity problem with different grid mesh sizes (maximum being 513 × 513 ) for Reynolds numbers ranging from 0 to 17500 are obtained and compared with some of the accurate results available in the literature.

      PubDate: 2017-03-08T12:58:43Z
       
  • Improving the low Mach number steady state convergence of the cascaded
           lattice Boltzmann method by preconditioning
    • Abstract: Publication date: Available online 16 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Farzaneh Hajabdollahi, Kannan N. Premnath
      Cascaded lattice Boltzmann method (LBM) involves the use of central moments in a multiple relaxation time formulation in prescribing the collision step. When the goal is to simulate low Mach number stationary flows, the greater the disparity between the magnitude of fluid speed and the sound speed, the higher is the numerical stiffness, which results in relatively large number of time steps for convergence of the LBM. One way to improve the steady state convergence of the scheme is to precondition the cascaded LBM, which reduces the disparities between the characteristic speeds or equivalently those between the eigenvalues of the system. In this paper we present a new preconditioned, two-dimensional cascaded LBM, where a preconditioning parameter is introduced into the equilibrium moments as well as the forcing terms. Particular focus is given to preconditioning differently the moments due to forcing at first and second orders so as to avoid any spurious effects in the emergent macroscopic equations. A Chapman–Enskog analysis performed on this approach shows consistency to the preconditioned Navier–Stokes equations. This modified central moment based scheme is then validated for accuracy by comparison against prior analytical or numerical results for certain benchmark problems, including those involving spatially variable body forces. Finally, significant steady state convergence acceleration of the preconditioned cascaded LBM is demonstrated for a set of characteristic parameters.

      PubDate: 2017-03-08T12:58:43Z
       
  • The waterline tree for separable local-volatility models
    • Abstract: Publication date: 15 February 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 4
      Author(s): U Hou Lok, Yuh-Dauh Lyuu
      The implied volatility is the unique volatility value that makes the celebrated Black–Scholes formula yields a traded option’s price. Implied volatilities at varying strike prices and maturities form the implied volatility surface. Empirically, this surface is never flat. The local-volatility (LV) model is an option model that attempts to fit the implied volatility surface. It is popular because the preference freedom of the Black–Scholes model is retained. A tree consistent with the implied volatility surface generated by an LV model is known as implied tree. Past attempts to construct the implied tree, however, are prone to having invalid transition probabilities. In fact, this problem occurs even when the volatility surface is flat as in the Black–Scholes model. This paper unearths a potentially fundamental reason for that failure: the trees contain repelling fixed points. As efficient and valid trees for general LV models remain elusive despite decades of research, this paper turns to separable LV models. An efficient and valid binomial tree is then built for such models. Our novel tree is named the waterline tree because its upper part (the part that is above the water, so to speak) matches the moments of the price, whereas the lower part matches the moments of its logarithmic price. This break from traditional trees ensures that only attracting fixed points remain. Numerical results confirm the excellent performance of the waterline tree.

      PubDate: 2017-03-08T12:58:43Z
       
  • Lower bounds for the blow-up time in a superlinear hyperbolic equation
           with linear damping term
    • Abstract: Publication date: 15 February 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 4
      Author(s): Khadijeh Baghaei
      This paper is concerned with the blow-up of solutions to a superlinear hyperbolic equation with linear damping term u t t − Δ u − ω Δ u t + μ u t = u p − 2 u , in [ 0 , T ] × Ω , where Ω ⊆ R n , n ≥ 1 , is a bounded domain with smooth boundary and T > 0 . Here, ω ≥ 0 and μ > − ω λ 1 , where λ 1 is the first eigenvalue of the operator − Δ under homogeneous Dirichlet boundary conditions. The recent results show that in the case of ω > 0 , if 2 < p < ∞   ( n = 1 , 2 ) or 2 < p ≤ 2 n n − 2   ( n ≥ 3 ) , then the solutions to the above equation blow up in a finite time under some suitable conditions on initial data. In this paper, in the case of ω > 0 , we obtain a lower bound for the blow-up time when the blow-up occurs. This result extends the recent results obtained by Sun et al. (2014) and Guo and Liu (2016).

      PubDate: 2017-03-08T12:58:43Z
       
  • Stability and bifurcation of a ratio-dependent prey–predator system
           with cross-diffusion
    • Abstract: Publication date: 15 February 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 4
      Author(s): Chenglin Li
      This paper is purported to investigate a ratio-dependent prey–predator system with cross-diffusion in a bounded domain under no flux boundary condition. The asymptotical stabilities of nonnegative constant solutions are investigated to this system. Moreover, without estimating the lower bounds of positive solutions, the existence, multiplicity of positive steady states are considered by using fixed points index theory, bifurcation theory, energy estimates and the differential method of implicit function and inverse function.

      PubDate: 2017-03-08T12:58:43Z
       
  • On “small” data blow-up in a three species food chain model
    • Abstract: Publication date: 15 February 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 4
      Author(s): Rana D. Parshad, Emmanuel Quansah, Matthew A. Beauregard, Said Kouachi
      In Parshad et al. (2015) we showed that both the ODE and PDE versions of a classical three species food chain model, possess solutions that blow-up in finite time, for sufficiently large initial data. The object of the current work is to show that solutions to the PDE model can blow-up in finite time for small initial data as well. To the best of our knowledge, this is the first example of “diffusion induced” blow-up phenomenon for small initial data, in a three species system, where the corresponding ODE also has a possibility to blow-up for large initial data.

      PubDate: 2017-03-08T12:58:43Z
       
  • Boundary data identification for an electromagnetic problem by means of
           the potential field method
    • Abstract: Publication date: 15 February 2017
      Source:Computers & Mathematics with Applications, Volume 73, Issue 4
      Author(s): Huai Zhang, Tong Kang, Ran Wang, Yanfang Wang
      This paper is devoted to the study of a boundary data identification for an electromagnetic problem by means of the potential field method (the A - ϕ method). One part of the boundary is over-determined. The other part of the boundary is unreachable and has to be determined as a part of the problem. We design a constructive algorithm by the A - ϕ formulation to solve this problem. The numerical scheme is based on the steepest descent method (SDM) for the minimization of a regularized cost functional, having its derivative determined via an adjoint method. We analyze the properties of the cost functional and prove the convergence of the minimization process. The method is supported by several numerical experiments.

      PubDate: 2017-03-08T12:58:43Z
       
  • Free vibration analysis of embedded single-layered nanoplates and graphene
           sheets by using the multiple time scale method
    • Abstract: Publication date: Available online 3 February 2017
      Source:Computers & Mathematics with Applications
      Author(s): Chih-Ping Wu, Wei-Chen Li
      An asymptotic approach using the Eringen nonlocal elasticity theory and multiple time scale method is developed for the three-dimensional (3D) free vibration analysis of simply-supported, single-layered nanoplates and graphene sheets (GSs) embedded in an elastic medium. In the formulation, the small length scale effect is first introduced to the nonlocal constitutive equations by using a nonlocal parameter, then the mathematical processes of nondimensionalization, asymptotic expansion and successive integration are performed, and finally recurrent sets of motion equations for various order problems are obtained. The interactions between the nanoplates (or GSs) and their surrounding medium are modeled as a two-parameter Pasternak foundation. Nonlocal classical plate theory (CPT) is derived as a first-order approximation of the 3D nonlocal elasticity theory, and the motion equations for higher-order problems retain the same differential operators as those of nonlocal CPT, although with different nonhomogeneous terms. Some 3D nonlocal elasticity solutions of the natural frequency parameters of nanoplates (or GSs) with and without being embedded in the elastic medium and their corresponding through-thickness distributions of modal field variables are given to demonstrate the performance of the 3D asymptotic nonlocal elasticity theory.

      PubDate: 2017-02-04T14:08:10Z
       
  • Minimum-norm Hamiltonian solutions of a class of generalized
           Sylvester-conjugate matrix equations
    • Abstract: Publication date: Available online 25 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Jing-Jing Hu, Chang-Feng Ma
      In this study, we consider the iteration solutions of the generalized Sylvester-conjugate matrix equation: A X B + C X ¯ D = E by a modified conjugate gradient method. When the system is consistent, the convergence theorem shows that a solution can be obtained within finite iterative steps in the absence of round-off error for any initial value given Hamiltonian matrix. Furthermore, we can get the minimum-norm solution X ∗ by choosing a special kind of initial matrix. Finally, some numerical examples are given to demonstrate the algorithm considered is quite effective in actual computation.

      PubDate: 2017-02-04T14:08:10Z
       
  • Using spectral and cumulative spectral entropy to classify anomalous
           diffusion in Sephadex™ gels
    • Abstract: Publication date: Available online 24 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Yingjie Liang, Wen Chen, Belinda S. Akpa, Thomas Neuberger, Andrew G. Webb, Richard L. Magin
      Sephadex™ gel beads are commonly used to separate mixtures of similar molecules based on trapping and size exclusion from internal submicron diameter cavities. Water, as it freely moves through the porous gel and enclosed chambers of Sephadex™ beads, exhibits both normal (Gaussian) and anomalous (non-Gaussian) water diffusion. The apparent diffusion coefficient (ADC) of water in Sephadex™ gels can be measured using magnetic resonance imaging (MRI) by applying diffusion-weighted pulse sequences. This study investigates the relationship between the ADC of water and the complexity (i.e., size and number of cavities) of a series of Sephadex™ beads. We first classified the stochastic movement of water by using the solution to the space and time fractional diffusion equation to extract the ADC and the fractional time and space parameters ( α , β ), which are essentially the order of the respective fractional derivatives in Fick’s second law. From the perspective of the continuous time random walk (CTRW) model of anomalous diffusion, these parameters reflect waiting times (trapping) and jump increments (nano-flow) of the water in the gels. The observed MRI diffusion signal decay represents the Fourier transform of the diffusion propagator (i.e., the characteristic function of the stochastic process). In two series of Sephadex™ gel beads, we observed a strong inverse correlation between bead porosity (which is also responsible for molecular size exclusion) and the fractional order parameters; as the gels become more heterogeneous, the ADC decreases, both α and β are reduced and the diffusion exhibits anomalous (sub-diffusion) behavior. In addition, as a new measure for the structural complexity in Sephadex™ gel beads, we propose using the spectral and the cumulative spectral entropy that are derived from the observed characteristic function. We find that both measures of entropy increase with the porosity and tortuosity of the gel in a manner consistent with fractional order diffusional dynamics.

      PubDate: 2017-02-04T14:08:10Z
       
  • A coupling of weak Galerkin and mixed finite element methods for
           poroelasticity
    • Abstract: Publication date: Available online 24 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Ming Sun, Hongxing Rui
      In this paper, we present a coupling of a weak Galerkin method for the displacement of the solid phase with a standard mixed finite method for the pressure and velocity of the fluid phase in poroelasticity equation. Because our method provides a stable element combination for the mixed linear elasticity problem, it can avoid the poroelasticity locking mathematically. Indeed, uniform-in-time error estimates of all the unknowns are obtained for both semidiscrete scheme and fully discrete scheme without assuming that the constrained specific storage coefficient is uniformly positive. Compared with the method proposed by Jeonghun J. Lee, our method can get the arbitrary convergence order by changing degree of the polynomial. As for the computational cost, we can use the modified weak Galerkin method to eliminate the boundary term and reduce the number of unknowns. In addition, we do not use Gronwall inequality in the error analysis. Finally, the numerical experiments verify the theoretical analysis and show the effectiveness to overcome spurious pressure oscillations.

      PubDate: 2017-02-04T14:08:10Z
       
  • A diffusive toxin producing phytoplankton model with maturation delay and
           three-dimensional patch
    • Abstract: Publication date: Available online 24 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Ruizhi Yang, Ming Liu, Chunrui Zhang
      The dynamics of a diffusive toxin producing phytoplankton model with maturation delay and three-dimensional patch subject to Neumann boundary condition is investigated in this paper. The global stability of boundary equilibrium is obtained. The local stability of the coexistent equilibrium and the existence of Hopf bifurcation are investigated. The conditions for determining the bifurcation direction and the stability of the bifurcating periodic solution are derived.

      PubDate: 2017-02-04T14:08:10Z
       
  • Reduced storage nodal discontinuous Galerkin methods on semi-structured
           prismatic meshes
    • Abstract: Publication date: Available online 24 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Jesse Chan, Zheng Wang, Russell J. Hewett, T. Warburton
      We present a high order time-domain nodal discontinuous Galerkin method for wave problems on hybrid meshes consisting of both wedge and tetrahedral elements. We allow for vertically mapped wedges which can be deformed along the extruded coordinate, and present a simple method for producing quasi-uniform wedge meshes for layered domains. We show that standard mass lumping techniques result in a loss of energy stability on meshes of vertically mapped wedges, and propose an alternative which is both energy stable and efficient. High order convergence is demonstrated, and comparisons are made with existing low-storage methods on wedges. Finally, the computational performance of the method on Graphics Processing Units is evaluated.

      PubDate: 2017-02-04T14:08:10Z
       
  • On the regularity and convergence of solutions to the 3D
           Navier–Stokes–Voigt equations
    • Abstract: Publication date: Available online 23 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Cung The Anh, Pham Thi Trang
      In this paper we consider the 3D Navier–Stokes–Voigt equations with periodic boundary conditions. We first prove the higher-order global regularity, including both Sobolev and Gevrey regularity, of solutions to the Navier–Stokes–Voigt equations. Then we show the convergence of solutions of the 3D Navier–Stokes–Voigt equations to the corresponding strong solution of the limit 3D Navier–Stokes equations on the interval of existence of the latter as the parameter tends to zero.

      PubDate: 2017-02-04T14:08:10Z
       
  • On condition numbers for least squares with quadric inequality constraint
    • Abstract: Publication date: Available online 20 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Huai-An Diao
      In this paper, we will study normwise, mixed and componentwise condition numbers for the linear mapping of the solution for general least squares with quadric inequality constraint (GLSQI) and its standard form (LSQI). We will introduce the mappings from the data space to the interested data space, and the Fréchet derivative of the introduced mapping can deduced through matrix differential techniques. Based on condition number theory, we derive the explicit expressions of normwise, mixed and componentwise condition numbers for the linear function of the solution for GLSQI and LSQI. Also, easier computable upper bounds for mixed and componentwise condition numbers are given. Numerical example shows that the mixed and componentwise condition numbers can tell us the true conditioning of the problem when its data is sparse or badly scaled. Compared with normwise condition numbers, the mixed and componentwise condition number can give sharp perturbation bounds.

      PubDate: 2017-01-22T13:42:38Z
       
  • A tensor product finite element method for the diffraction grating problem
           with transparent boundary conditions
    • Abstract: Publication date: Available online 20 January 2017
      Source:Computers & Mathematics with Applications
      Author(s): Zhi Xia, Kui Du
      We consider the diffraction grating problem in optics, which has been modeled by a boundary value problem governed by a Helmholtz equation with transparent boundary conditions. A tensor-product finite element method is proposed to numerically solve the problem. An FFT-based matrix decomposition algorithm is developed to solve the linear system arising in the vertically layered medium case, which can be used as a preconditioning technique for the general case. Numerical examples are presented to illustrate the accuracy and efficiency of the method.

      PubDate: 2017-01-22T13:42:38Z
       
 
 
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