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MATHEMATICS (706 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 7)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 15)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 3)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 27)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (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: 6)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 18)
Advances in Decision Sciences     Open Access   (Followers: 3)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 13)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 2)
Advances in Materials Sciences     Open Access   (Followers: 14)
Advances in Mathematical Physics     Open Access   (Followers: 3)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 5)
Advances in Science and Research (ASR)     Open Access   (Followers: 4)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 11)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Algebra and Logic     Hybrid Journal   (Followers: 5)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 5)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 6)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 8)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 4)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 11)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 2)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 20)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 4)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 1)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 11)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 4)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 1)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 4)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 2)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 8)
Compositio Mathematica     Full-text available via subscription   (Followers: 1)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 8)
Concrete Operators     Open Access   (Followers: 5)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 12)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 10)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 29)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Differential Equations     Open Access  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 4)

        1 2 3 4 | Last

Journal Cover Applications of Mathematics
  [SJR: 0.274]   [H-I: 20]   [1 followers]  Follow
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1572-9109 - ISSN (Online) 0862-7940
   Published by Springer-Verlag Homepage  [2352 journals]
  • Associate Professor Jan Brandts, Editor-in-Chief of Applications of
           Mathematics, is Fifty
    • Authors: Michal Křížek
      Pages: 1 - 5
      PubDate: 2018-02-01
      DOI: 10.21136/am.2018.0326-17
      Issue No: Vol. 63, No. 1 (2018)
  • Stochastic affine evolution equations with multiplicative fractional noise
    • Authors: Bohdan Maslowski; Jana Šnupárková
      Pages: 7 - 35
      Abstract: A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than 1/2. Stochastic integration is understood in the Skorokhod sense. The existence and uniqueness of weak solution is proved and some results on the large time dynamics are obtained.
      PubDate: 2018-01-08
      DOI: 10.21136/am.2018.0036-17
      Issue No: Vol. 63, No. 1 (2018)
  • Estimation of vibration frequencies of linear elastic membranes
    • Authors: Luca Sabatini
      Pages: 37 - 53
      Abstract: The free motion of a thin elastic linear membrane is described, in a simply-fied model, by a second order linear homogeneous hyperbolic system of partial differential equations whose spatial part is the Laplace Beltrami operator acting on a Riemannian 2- dimensional manifold with boundary. We adapt the estimates of the spectrum of the Laplacian obtained in the last years by several authors for compact closed Riemannian manifolds. To make so, we use the standard technique of the doubled manifold to transform a Rie- mannian manifold with nonempty boundary (M, 'M, g) to a compact Riemannian manifold (M♯M, \(\tilde g\) ) without boundary. An easy numerical investigation on a concrete semi-ellipsoidic membrane with clamped boundary tests the sharpness of the method.
      PubDate: 2018-01-16
      DOI: 10.21136/am.2018.0316-16
      Issue No: Vol. 63, No. 1 (2018)
  • Some stochastic comparison results for series and parallel systems with
           heterogeneous Pareto type components
    • Authors: Lakshmi Kanta Patra; Suchandan Kayal; Phalguni Nanda
      Pages: 55 - 77
      Abstract: We focus on stochastic comparisons of lifetimes of series and parallel systems consisting of independent and heterogeneous new Pareto type components. Sufficient con- ditions involving majorization type partial orders are provided to obtain stochastic compar- isons in terms of various magnitude and dispersive orderings which include usual stochastic order, hazard rate order, dispersive order and right spread order. The usual stochastic order of lifetimes of series systems with possibly different scale and shape parameters is studied when its matrix of parameters changes to another matrix in certain sense.
      PubDate: 2018-01-17
      DOI: 10.21136/am.2018.0105-17
      Issue No: Vol. 63, No. 1 (2018)
  • A zero-inflated geometric INAR(1) process with random coefficient
    • Authors: Hassan S. Bakouch; Mehrnaz Mohammadpour; Masumeh Shirozhan
      Pages: 79 - 105
      Abstract: Many real-life count data are frequently characterized by overdispersion, excess zeros and autocorrelation. Zero-inflated count time series models can provide a powerful procedure to model this type of data. In this paper, we introduce a new stationary first-order integer-valued autoregressive process with random coefficient and zero-inflated geometric marginal distribution, named ZIGINARRC(1) process, which contains some sub-models as special cases. Several properties of the process are established. Estimators of the model parameters are obtained and their performance is checked by a small Monte Carlo simula- tion. Also, the behavior of the inflation parameter of the model is justified. We investigate an application of the process using a real count climate data set with excessive zeros for the number of tornados deaths and illustrate the best performance of the proposed process as compared with a set of competitive INAR(1) models via some goodness-of-fit statistics. Consequently, forecasting for the data is discussed with estimation of the transition prob- ability and expected run length at state zero. Moreover, for the considered data, a test of the random coefficient for the proposed process is investigated.
      PubDate: 2018-01-25
      DOI: 10.21136/am.2018.0082-17
      Issue No: Vol. 63, No. 1 (2018)
  • Editorial
    • Authors: Miroslav Rozložník; Stanislav Sysala
      Pages: 535 - 536
      PubDate: 2017-12-01
      DOI: 10.21136/am.2017.0297-17
      Issue No: Vol. 62, No. 6 (2017)
  • Low-rank tensor representation of Slater-type and hydrogen-like orbitals
    • Authors: Owe Axelsson
      Pages: 537 - 559
      Abstract: The paper focuses on a low-rank tensor structured representation of Slatertype and Hydrogen-like orbital basis functions that can be used in electronic structure calculations. Standard packages use the Gaussian-type basis functions which allow us to analytically evaluate the necessary integrals. Slater-type and Hydrogen-like orbital functions are physically more appropriate, but they are not analytically integrable. A numerical integration is too expensive when using the standard discretization techniques due the dimensionality of the problem. However, it can be effectively performed using the tensor representation of basis functions. Furthermore, this approach can take advantage of parallel computing.
      PubDate: 2017-12-05
      DOI: 10.21136/am.2017.0222-17
      Issue No: Vol. 62, No. 6 (2017)
  • Control variational method approach to bending and contact problems for
           Gao beam
    • Authors: Radim Blaheta; Tomáš Luber
      Pages: 561 - 577
      Abstract: This paper deals with a nonlinear beam model which was published by D.Y.Gao in 1996. It is considered either pure bending or a unilateral contact with elastic foundation, where the normal compliance condition is employed. Under additional assumptions on data, higher regularity of solution is proved. It enables us to transform the problem into a control variational problem. For basic types of boundary conditions, suitable transformations of the problem are derived. The control variational problem contains a simple linear state problem and it is solved by the conditioned gradient method. Illustrative numerical examples are introduced in order to compare the Gao beam with the classical Euler-Bernoulli beam.
      PubDate: 2017-11-30
      DOI: 10.21136/am.2017.0179-17
      Issue No: Vol. 62, No. 6 (2017)
  • Preconditioning of two-by-two block matrix systems with square matrix
           blocks, with applications
    • Authors: Vít Dolejší; Filip Roskovec
      Pages: 579 - 605
      Abstract: Two-by-two block matrices of special form with square matrix blocks arise in important applications, such as in optimal control of partial differential equations and in high order time integration methods. Two solution methods involving very efficient preconditioned matrices, one based on a Schur complement reduction of the given system and one based on a transformation matrix with a perturbation of one of the given matrix blocks are presented. The first method involves an additional inner solution with the pivot matrix block but gives a very tight condition number bound when applied for a time integration method. The second method does not involve this matrix block but only inner solutions with a linear combination of the pivot block and the off-diagonal matrix blocks. Both the methods give small condition number bounds that hold uniformly in all parameters involved in the problem, i.e. are fully robust. The paper presents shorter proofs, extended and new results compared to earlier publications.
      PubDate: 2017-12-04
      DOI: 10.21136/am.2017.0173-17
      Issue No: Vol. 62, No. 6 (2017)
  • Algebraic preconditioning for Biot-Barenblatt poroelastic systems
    • Authors: Jiří Hozman; Tomáš Tichý
      Pages: 607 - 632
      Abstract: Poroelastic systems describe fluid flow through porous medium coupled with deformation of the porous matrix. In this paper, the deformation is described by linear elasticity, the fluid flow is modelled as Darcy flow. The main focus is on the Biot-Barenblatt model with double porosity/double permeability flow, which distinguishes flow in two regions considered as continua. The main goal is in proposing block diagonal preconditionings to systems arising from the discretization of the Biot-Barenblatt model by a mixed finite element method in space and implicit Euler method in time and estimating the condition number for such preconditioning. The investigation of preconditioning includes its dependence on material coefficients and parameters of discretization.
      PubDate: 2017-12-07
      DOI: 10.21136/am.2017.0176-17
      Issue No: Vol. 62, No. 6 (2017)
  • On conditioning of Schur complements of H-TFETI clusters for 2D problems
           governed by Laplacian
    • Authors: Petr Kurfürst; Jiří Krtička
      Pages: 633 - 659
      Abstract: Bounds on the spectrum of the Schur complements of subdomain stiffness matrices with respect to the interior variables are key ingredients in the analysis of many domain decomposition methods. Here we are interested in the analysis of floating clusters, i.e. subdomains without prescribed Dirichlet conditions that are decomposed into still smaller subdomains glued on primal level in some nodes and/or by some averages. We give the estimates of the regular condition number of the Schur complements of the clusters arising in the discretization of problems governed by 2D Laplacian. The estimates depend on the decomposition and discretization parameters and gluing conditions. We also show how to plug the results into the analysis of H-TFETI methods and compare the estimates with numerical experiments. The results are useful for the analysis and implementation of powerful massively parallel scalable algorithms for the solution of variational inequalities.
      PubDate: 2017-12-13
      DOI: 10.21136/am.2017.0135-17
      Issue No: Vol. 62, No. 6 (2017)
  • Time-dependent numerical modeling of large-scale astrophysical processes:
           From relatively smooth flows to explosive events with extremely large
           discontinuities and high Mach numbers
    • Authors: Jitka Machalová; Horymír Netuka
      Pages: 661 - 677
      Abstract: We calculate self-consistent time-dependent models of astrophysical processes. We have developed two types of our own (magneto) hydrodynamic codes, either the operator-split, finite volume Eulerian code on a staggered grid for smooth hydrodynamic flows, or the finite volume unsplit code based on the Roe’s method for explosive events with extremely large discontinuities and highly supersonic outbursts. Both the types of the codes use the second order Navier-Stokes viscosity to realistically model the viscous and dissipative effects. They are transformed to all basic orthogonal curvilinear coordinate systems as well as to a special non-orthogonal geometric system that fits to modeling of astrophysical disks. We describe mathematical background of our codes and their implementation for astrophysical simulations, including choice of initial and boundary conditions. We demonstrate some calculated models and compare the practical usage of numerically different types of codes.
      PubDate: 2017-11-23
      DOI: 10.21136/am.2017.0168-17
      Issue No: Vol. 62, No. 6 (2017)
  • Goal-oriented error estimates including algebraic errors in discontinuous
           Galerkin discretizations of linear boundary value problems
    • Authors: Martin Mrovec
      Pages: 679 - 698
      Abstract: We deal with a posteriori error control of discontinuous Galerkin approximations for linear boundary value problems. The computational error is estimated in the framework of the Dual Weighted Residual method (DWR) for goal-oriented error estimation which requires to solve an additional (adjoint) problem. We focus on the control of the algebraic errors arising from iterative solutions of algebraic systems corresponding to both the primal and adjoint problems. Moreover, we present two different reconstruction techniques allowing an efficient evaluation of the error estimators. Finally, we propose a complex algorithm which controls discretization and algebraic errors and drives the adaptation of the mesh in the close to optimal manner with respect to the given quantity of interest.
      PubDate: 2017-12-12
      DOI: 10.21136/am.2017.0177-17
      Issue No: Vol. 62, No. 6 (2017)
  • DG method for the numerical pricing of two-asset European-style Asian
           options with fixed strike
    • Authors: Petr Vodstrčil; Jiří Bouchala; Marta Jarošová; Zdeněk Dostál
      Pages: 699 - 718
      Abstract: The evaluation of option premium is a very delicate issue arising from the assumptions made under a financial market model, and pricing of a wide range of options is generally feasible only when numerical methods are involved. This paper is based on our recent research on numerical pricing of path-dependent multi-asset options and extends these results also to the case of Asian options with fixed strike. First, we recall the three-dimensional backward parabolic PDE describing the evolution of European-style Asian option contracts on two assets, whose payoff depends on the difference of the strike price and the average value of the basket of two underlying assets during the life of the option. Further, a suitable transformation of variables respecting this complex form of a payoff function reduces the problem to a two-dimensional equation belonging to the class of convection-diffusion problems and the discontinuous Galerkin (DG) method is applied to it in order to utilize its solving potentials. The whole procedure is accompanied with theoretical results and differences to the floating strike case are discussed. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on Asian options.
      PubDate: 2017-12-11
      DOI: 10.21136/am.2017.0193-17
      Issue No: Vol. 62, No. 6 (2017)
  • Professor Ivo Marek (1933–2017)
    • Authors: Radim Blaheta; Miroslav Tůma
      Pages: 719 - 721
      PubDate: 2017-12-01
      DOI: 10.21136/am.2017.0304-17
      Issue No: Vol. 62, No. 6 (2017)
  • Numerical analysis of a Stokes interface problem based on formulation
           using the characteristic function
    • Authors: Yoshiki Sugitani
      Pages: 1 - 18
      Abstract: Numerical analysis of a model Stokes interface problem with the homogeneous Dirichlet boundary condition is considered. The interface condition is interpreted as an additional singular force field to the Stokes equations using the characteristic function. The finite element method is applied after introducing a regularization of the singular source term. Consequently, the error is divided into the regularization and discretization parts which are studied separately. As a result, error estimates of order h 1/2 in H 1 × L 2 norm for the velocity and pressure, and of order h in L 2 norm for the velocity are derived. Those theoretical results are also verified by numerical examples.
      PubDate: 2017-10-09
      DOI: 10.21136/am.2017.0357-16
  • Nonconforming P1 elements on distorted triangulations: Lower bounds for
           the discrete energy norm error
    • Authors: Peter Oswald
      Pages: 1 - 25
      Abstract: Compared to conforming P1 finite elements, nonconforming P1 finite element discretizations are thought to be less sensitive to the appearance of distorted triangulations. E.g., optimal-order discrete H 1 norm best approximation error estimates for H 2 functions hold for arbitrary triangulations. However, the constants in similar estimates for the error of the Galerkin projection for second-order elliptic problems show a dependence on the maximum angle of all triangles in the triangulation. We demonstrate on an example of a special family of distorted triangulations that this dependence is essential, and due to the deterioration of the consistency error. We also provide examples of sequences of triangulations such that the nonconforming P1 Galerkin projections for a Poisson problem with polynomial solution do not converge or converge at arbitrarily low speed. The results complement analogous findings for conforming P1 finite elements.
      PubDate: 2017-10-05
      DOI: 10.21136/am.2017.0150-17
  • Numerical analysis of the meshless element-free Galerkin method for
           hyperbolic initial-boundary value problems
    • Authors: Yaozong Tang; Xiaolin Li
      Pages: 1 - 16
      Abstract: The meshless element-free Galerkin method is developed for numerical analysis of hyperbolic initial-boundary value problems. In this method, only scattered nodes are required in the domain. Computational formulae of the method are analyzed in detail. Error estimates and convergence are also derived theoretically and verified numerically. Numerical examples validate the performance and efficiency of the method.
      PubDate: 2017-10-03
      DOI: 10.21136/am.2017.0061-17
  • The factorization method for cracks in inhomogeneous media
    • Authors: Jun Guo; Guozheng Yan; Jing Jin; Junhao Hu
      Pages: 1 - 26
      Abstract: We consider the inverse scattering problem of determining the shape and location of a crack surrounded by a known inhomogeneous media. Both the Dirichlet boundary condition and a mixed type boundary conditions are considered. In order to avoid using the background Green function in the inversion process, a reciprocity relationship between the Green function and the solution of an auxiliary scattering problem is proved. Then we focus on extending the factorization method to our inverse shape reconstruction problems by using far field measurements at fixed wave number. We remark that this is done in a non intuitive space for the mixed type boundary condition as we indicate in the sequel.
      PubDate: 2017-10-01
      DOI: 10.21136/am.2017.0194-16
  • Characterizations of continuous distributions through inequalities
           involving the expected values of selected functions
    • Authors: Faranak Goodarzi; Mohammad Amini; Gholam Reza Mohtashami Borzadaran
      Pages: 1 - 15
      Abstract: Nanda (2010) and Bhattacharjee et al. (2013) characterized a few distributions with help of the failure rate, mean residual, log-odds rate and aging intensity functions. In this paper, we generalize their results and characterize some distributions through functions used by them and Glaser’s function. Kundu and Ghosh (2016) obtained similar results using reversed hazard rate, expected inactivity time and reversed aging intensity functions. We also, via w(·)-function defined by Cacoullos and Papathanasiou (1989), characterize exponential and logistic distributions, as well as Type 3 extreme value distribution and obtain bounds for the expected values of selected functions in reliability theory. Moreover, a bound for the varentropy of random variable X is provided.
      PubDate: 2017-08-16
      DOI: 10.21136/am.2017.0182-16
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