Browsing Research Articles (Mathematics) by Title
Now showing items 318 of 18

Codes from adjacency matrices of uniform subset graphs
(Springer, 2017)Studies of the pary codes from the adjacency matrices of uniform subset graphs Γ(n,k,r)Γ(n,k,r) and their reflexive associates have shown that a particular family of codes defined on the subsets are intimately related ... 
Contour integral method for European options with jumps
(Elsevier, 2013)We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace ... 
Effect of spatial configuration of an extended nonlinear KiersteadSlobodkin reactiontransport model with adaptive numerical scheme
(SpringerOpen, 2016)In this paper, we consider the numerical simulations of an extended nonlinear form of KiersteadSlobodkin reactiontransport system in one and two dimensions. We employ the popular fourthorder exponential time differencing ... 
The fibre of a pinch map in a model category
(Springer Verlag, 2013)In the category of pointed topological spaces, let F be the homotopy fibre of the pinching map X ∪ CA → X ∪ CA/ X from the mapping cone on a cofibration A → X onto the suspension of A. Gray (Proc Lond Math Soc (3) ... 
Fifth order twostage explicit RungeKuttaNystrom method for the direct integration of second order ordinary differential equations
(Academic Journals, 2012)In this paper a direct integration of secondorder Ordinary Differential Equations (ODEs) of the form using the Explicit RungeKuttaNystrom method with higher derivatives is presented. Various numerical schemes are derived ... 
A fitted numerical method for singularly perturbed parabolic reactiondiffusion problems
(Spring Verlag, 2013)This paper treats a timedependent singularly perturbed reactiondiffusion problem. We semidiscretize the problem in time by means of the classical backward Euler method. We develop a fitted operator finite difference ... 
Implicitexplicit predictorcorrector methods combined with improved spectral methods for pricing European style vanilla and exotic options
(Kent State University, 2013)In this paper we present a robust numerical method to solve several types of European style option pricing problems. The governing equations are described by variants of BlackScholes partial differential equations (BSPDEs) ... 
A model for control of HIV/AIDS with parental care
(World Scientific Publishing, 2013)In this study we investigate the HIV/AIDS epidemic in a population which experiences a significant flow of immigrants. We derive and analyze a mathematical model that describes the dynamics of HIV infection among the ... 
A model of HIV/AIDS population dynamics including ARV treatment and preexposure prophylaxis
(SpringerOpen, 2018)Antiretroviral treatment (ART) and oral preexposure prophylaxis (PrEP) have recently been used efficiently in management of HIV infection. Preexposure prophylaxis consists in the use of an antiretroviral medication to ... 
A model of population dynamics of TB in a prison system and application to South Africa
(BioMed Central, 2017)BACKGROUND: Tuberculosis (TB) continues to spread in South African prisons in particular, as prisons are overcapacitated and have poor ventilation. The awaiting trial detainees are not screened on admission and are at ... 
Multiplication of Crowns
(Instituto de Matematica de Bahia Blanca (INMABBCONICET), 2013)It is known that the only nite topological spaces that are Hspaces are the discrete spaces. For a nite poset which is weakly equivalent to an Hspace, a generalized multiplication may be found after suitable ... 
Numerical treatment of Kap's equation using a class of fourth order method
(Academic Journals, 2011)Kap's equation is a stiff initial value problem. This paper deals with the treatment of Kap's equation using a class of 4th order explicit RungeKutta method. Numerical computation was carried out using Microsoft Visual ... 
An optimal portfolio and capital management strategy for basel III compliant commercial banks
(Hindawi Publishing Corporation, 2014)We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ... 
A robust spectral method for solving Heston’s model
(Springer Verlag, 2014)In this paper, we consider the Heston’s volatility model (Heston in Rev. Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the spectral collocation method and the Laplace transforms method. ... 
An SEIRS epidemic model with stochastic transmission
(Springer, 2017)For an SEIRS epidemic model with stochastic perturbations on transmission from the susceptible class to the latent and infectious classes, we prove the existence of global positive solutions. For sufficiently small values ... 
Stability of an SEIR epidemic model with indepenent stochastic perturbations
(Elsevier, 2013)For an epidemic model of the type mentioned, we prove a theorem on almost sure exponential stability of the diseasefree equilibrium. For small values of the diffusion parameter, σ, we describe the stability of the disease ...