@Article{Jozi2016,
author="Jozi, Meisam
and Karimi, Saeed",
title="Degenerate kernel approximation method for solving Hammerstein system of Fredholm integral equations of the second kind",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="117-132",
abstract="Degenerate kernel approximation method is generalized to solve Hammerstein system of Fredholm integral equations of the second kind. This method approximates the system of integral equations by constructing degenerate kernel approximations and then the problem is reduced to the solution of a system of algebraic equations. Convergence analysis is investigated and on some test problems, the proposed method is examined.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1847.html"
}
@Article{Mirzaee2016,
author="Mirzaee, Farshid",
title="Numerical solution of system of linear integral equations via improvement of block-pulse functions",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="133-159",
abstract="In this article, a numerical method based onĀ improvement of block-pulse functions (IBPFs) is discussed for solving the system of linear Volterra and Fredholm integral equations. By using IBPFs and their operational matrix of integration, such systems can be reduced to a linear system of algebraic equations. An efficient error estimation and associated theorems for the proposed method are also presented. Some examples are given to clarify the efficiency and accuracy of the method.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1899.html"
}
@Article{MehdizadehKhalsaraei2016,
author="Mehdizadeh Khalsaraei, Mohammad
and Shokri Jahandizi, Reza",
title="An efficient nonstandard numerical method with positivity preserving property",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="161-169",
abstract="Classical explicit finite difference schemes are unsuitable for the solution of the famous Black-Scholes partial differential equation, since they impose severe restrictions on the time step. Furthermore, they may produce spurious oscillations in the solution. We propose a new scheme that is free of spurious oscillations and guarantees the positivity of the solution for arbitrary stepsizes. The proposed method is constructed based on a nonstandard discretization of the spatial derivatives and is applicable to Black-Scholes equation in the presence of discontinues initial conditions.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1902.html"
}
@Article{Beiranvand2016,
author="Beiranvand, Ali
and Neisy, Abdolsadeh
and Ivaz, Karim",
title="Mathematical analysis and pricing of the European continuous installment call option",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="171-185",
abstract="In this paper we consider the European continuous installment call option. ThenĀ its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1913.html"
}
@Article{Velichko2016,
author="Velichko, Oleg",
title="Solutions of diffusion equation for point defects",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="187-210",
abstract="An analytical solution of the equation describing diffusion of intrinsic point defects in semiconductor crystals has been obtained for a one-dimensional finite-length domain with the Robin-type boundary conditions. The distributions of point defects for different migration lengths of defects have been calculated. The exact analytical solution was used to verify the approximate numerical solution of diffusion equations for vacancies and self-interstitials. Based on the numerical solution obtained, investigation of the diffusion of silicon self-interstitials in a highly doped surface region formed by ion implantation was carried out.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1942.html"
}
@Article{Geetha2016,
author="Geetha, Neelamegam
and Tamilselvan, Ayyadurai
and Christy Roja, Joseph Stalin",
title="Numerical method for a system of second order singularly perturbed turning point problems",
journal="Journal of Mathematical Modeling",
year="2016",
volume="4",
number="2",
pages="211-232",
abstract="In this paper, a parameter uniform numerical method based on Shishkin mesh is suggested to solve a system of second order singularly perturbed differential equations with a turning point exhibiting boundary layers. It is assumed that both equations have a turning point at the same point. An appropriate piecewise uniform mesh is considered and a classical finite difference scheme is applied on this mesh. An error estimate is derived by using supremum norm which is $O(N^{-1}(\ln N)^2)$. Numerical examples are given to validate theoretical results.",
issn="2345-394X",
doi="",
url="http://jmm.guilan.ac.ir/article_1953.html"
}