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Asymptotic analysis of the conventional and invariant schemes for the method of fundamental solutions applied to potential problems in doubly-connected regions
Springer Science and Business Media LLC - Tập 34 - Trang 177-228 - 2017
The aim of this paper is to develop mathematical theory of the conventional and invariant schemes for the method of fundamental solutions used to solve potential problems in doubly-connected regions. Particularly, we prove that an approximate solution actually exists uniquely under some conditions, and that the error decays exponentially when the boundary data are analytic, and algebraically when ...... hiện toàn bộ
Convergence rates and explicit error bounds of Hill’s method for spectra of self-adjoint differential operators
Springer Science and Business Media LLC - Tập 31 - Trang 25-56 - 2013
We present the convergence rates and the explicit error bounds of Hill’s method, which is a numerical method for computing the spectra of ordinary differential operators with periodic coefficients. This method approximates the operator by a finite dimensional matrix. On the assumption that the operator is self-adjoint, it is shown that, under some conditions, we can obtain the convergence rates of...... hiện toàn bộ
Risk assessment in open cast mining — An application of Yager’s methodology for ordinal multiobjective decisions based on fuzzy sets
Springer Science and Business Media LLC - Tập 20 - Trang 311-319 - 2003
This paper discusses the potential application of Fuzzy set theory in the area of risk assessment using linguistic variables/values. The application has been illustrated through its use in an open cast Iron Ore-Mine. Yager’s methodology for Ordinal multiobjective decisions based on fuzzy sets has been chosen since the model only demands ordinal information of experts’ preferences and the importanc...... hiện toàn bộ
A numerical method for Fredholm integral equations of the second kind by the IMT-type DE rules
Springer Science and Business Media LLC - Tập 38 - Trang 715-729 - 2021
In this paper, we propose a numerical method for one-dimensional Fredholm integral equations of the second kind by the IMT-type DE rules for numerical integration. We obtain our method by enhancing the DE-Nyström method by replacing the DE rule used for discretizing the integral operator with the IMT-type DE rules. It is free of the difficulty of parameter tuning, that is, the problem of choosing ...... hiện toàn bộ
Simulation of a Shinkansen train on the railway structure during an earthquake
Springer Science and Business Media LLC - - 2011
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation
Springer Science and Business Media LLC - - 2018
This paper investigates a renewal risk model with stochastic return and Brownian perturbation, where the price process of the investment portfolio is described as a geometric Lévy process. When the claim sizes have a subexponential distribution, we derive the asymptotics for the finite-time ruin probability of the above risk model. The obtained result confirms that the asymptotics for the finite-t...... hiện toàn bộ
Predator-prey dynamics with delay when prey dispersing inn-patch environment
Springer Science and Business Media LLC - Tập 20 - Trang 37-49 - 2003
A model with time delay is considered for a predator-prey system. Here, a single species disperses between n patches of a heterogeneous environment with barriers between patches while a predator does not involve a barrier between patches. It is shown that the system is permanent under some appropriate conditions, and sufficient conditions are established for the global asymptotic stability of the ...... hiện toàn bộ
Improvement of preconditioned bi-Lanczos-type algorithms with residual norm minimization for the stable solution of systems of linear equations
Springer Science and Business Media LLC - Tập 39 - Trang 19-74 - 2021
In this paper, improved algorithms are proposed for preconditioned bi-Lanczos-type methods with residual norm minimization for the stable solution of systems of linear equations. In particular, preconditioned algorithms pertaining to the bi-conjugate gradient stabilized method (BiCGStab) and the generalized product-type method based on the BiCG (GPBiCG) have been improved. These algorithms are mor...... hiện toàn bộ
A four-stage implicit Runge-Kutta-Nyström method with variable coefficients for solving periodic initial value problems
Springer Science and Business Media LLC - Tập 16 - Trang 25-46 - 1999
A new implicit Runge-Kutta-Nyström method with variable coefficients is developed for solving the periodic initial value problem of the differential equationy″ = f(t,y). The proposed method, whose coefficients are functions of the frequency and the stepsize, integrates exactly the equation, if the solution is a periodic function with a single Fourier component and the frequency is known. On the ot...... hiện toàn bộ
$$L^{\alpha -1}$$ distance between two one-dimensional stochastic differential equations driven by a symmetric $$\alpha$$ -stable process
Springer Science and Business Media LLC - Tập 37 Số 3 - Trang 929-956 - 2020
In this article, we consider a coefficient stability problem for one-dimensional stochastic differential equations driven by an $$\alpha$$ -stable process with $$\alpha \in (1,2)$$ . More precisely, we find an upper bound for the $$L^{\alpha -1}(\varOmega ,{\mathbb {P}})$$ distance between two solutions in terms of the $$L^{\alpha }\left( {\mathbb {R}},\mu^{\alpha }_{x_0}\right)$$ distance of the ...... hiện toàn bộ
Tổng số: 719
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