Computation of credit portfolio loss distribution by a cross entropy methodJournal of Applied Mathematics and Computing - Tập 52 - Trang 287-304 - 2015
Xiaoying Han, Ruodu Wang
Quantification and management of credit risk is always crucial for the financial industry. Computing credit risk is generally a challenging task while correlated defaults exist. Traditional approaches such as exponential twisting are model specific and often involve difficult analysis, therefore computational methods are sought to estimate the credit risk when analysis is unavailable. The accurate...... hiện toàn bộ
Positive pseudo almost periodic solutions to a class of hematopoiesis model: oscillations and dynamicsJournal of Applied Mathematics and Computing - Tập 63 - Trang 479-500 - 2020
Haifa Ben Fredj, Farouk Chérif
This paper presents a new generalized Mackey-Glass model with a non-linear harvesting term and mixed delays. The main purpose of this work is to study the existence and the exponential stability of the pseudo almost periodic solution for the considered model. By using fixed point theorem and under suitable Lyapunov function, sufficient conditions are given to study the pseudo almost periodic solut...... hiện toàn bộ
Three positive solutions for delay differential equation BVPs with p-Laplacian on infinite intervalJournal of Applied Mathematics and Computing - Tập 33 - Trang 47-59 - 2009
Yuming Wei, Weigao Ge
In this paper we investigate the existence of three positive solutions for delay differential equation boundary value problem with p-Laplacian on infinite interval. By using the fixed point theorem in a cone introduced by Avery and Petereson, the existence of at least three positive solutions is obtained under suitable growth conditions imposed on the nonlinear term. As an application, one example...... hiện toàn bộ
Some results on fixed points in the fuzzy metric spaceJournal of Applied Mathematics and Computing - Tập 20 - Trang 401-408 - 2006
Abdolrahman Razani, Maryam Shirdaryazdi
Fixed point theory is one of famous theories from theoretical and numerical point of views. Banach fixed point theorem plays a main role in this theory. In this article, Grabiec’s fuzzy Banach contraction theorem [3] and Vasuki’s theorem [12] for a complete fuzzy metric space, in the sense of Song [11] (or George and Veeramani), is proved by an extra condition.
Enhanced shifted Tchebyshev operational matrix of derivatives: two spectral algorithms for solving even-order BVPsJournal of Applied Mathematics and Computing - Tập 69 - Trang 3893-3909 - 2023
M. Abdelhakem, Dina Abdelhamied, M. El-kady, Y. H. Youssri
Herein, new orthogonal polynomials have been generated from shifted Chebyshev polynomials that fulfill a given set of homogeneous boundary conditions and the necessary formulae have been established. Moreover, an integer order derivative operational matrix has been introduced. Then, the presented novel polynomials are used together with the two spectral methods, namely, the Galerkin and Tau method...... hiện toàn bộ
One-step 9-stage Hermite–Birkhoff–Taylor ODE solver of order 10Journal of Applied Mathematics and Computing - Tập 31 - Trang 335-358 - 2008
Truong Nguyen-Ba, Vladan Bozic, Emmanuel Kengne, Rémi Vaillancourt
A one-step 9-stage Hermite–Birkhoff–Taylor method of order 10, denoted by HBT(10)9, is constructed for solving nonstiff systems of first-order differential equations of the form y′=f(x,y), y(x
0)=y
0. The method uses y′ and higher derivatives y
(2) to y
(4) as in Taylor methods and is combined with a 9-...... hiện toàn bộ
Existence and global exponential stability of almost periodic solution for CNNs with variable coefficients and delaysJournal of Applied Mathematics and Computing - Tập 28 - Trang 461-472 - 2008
Lijuan Zhang, Bao Shi
By using exponential dichotomy and the Banach fixed-point theory and combining Yang inequality, some sufficient conditions are derived ensuring existence and global exponential stability of almost periodic solution for CNNs with variable coefficients and delays. Without assuming the boundedness of signal function, these results obtained here can be expected to have highly important significance in...... hiện toàn bộ