2017
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GGMRES: A GMREStype algorithm for solving singular linear equations with index one
2
2
In this paper, an algorithm based on the Drazin generalized conjugate residual (DGMRES) algorithm is proposed for computing the groupinverse solution of singular linear equations with index one. Numerical experiments show that the resulting groupinverse solution is reasonably accurate and its computation time is significantly less than that of groupinverse solution obtained by the DGMRES algorithm.
1

1
14


Alireza
Ataei
Mathematics Department, Faculty of Science, Persian Gulf University, Iran
Mathematics Department, Faculty of Science,
Iran
ataei@pgu.ac.ir


Faezeh
Toutounian
Department of Applied Mathematics, School of Mathematical Sciences
Department of Applied Mathematics, School
Iran
toutouni@math.um.ac.ir
singular linear systems
DGMRES method
groupinverse solution
Drazininverse solution
Krylov subspace methods
Robust portfolio selection with polyhedral ambiguous inputs
2
2
Ambiguity in the inputs of the models is typical especially in portfolio selection problem where the true distribution of random variables is usually unknown. Here we use robust optimization approach to address the ambiguity in conditionalvalueatrisk minimization model. We obtain explicit models of the robust conditionalvalueatrisk minimization for polyhedral and correlated polyhedral ambiguity sets of the scenarios. The models are linear programs in the both cases. Using a portfolio of USA stock market, we apply the buyandhold strategy to evaluate the model's performance. We found that the robust models have almost the same outofsample performance, and outperform the nominal model. However, the robust model with correlated polyhedral results in more conservative solutions.
1

15
26


Somayyeh
Lotfi
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Faculty of Mathematical Sciences, University
Iran
slotfi@phd.guilan.ac.ir


Maziar
Salahi
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Faculty of Mathematical Sciences, University
Iran
salahim@guilan.ac.ir


Farshid
Mehrdoust
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Faculty of Mathematical Sciences, University
Iran
fmehrdoust@guilan.ac.ir
data ambiguity
conditional valueatrisk
polyhedral ambiguity set
robust optimization
A numerical method for solving nonlinear partial differential equations based on SincGalerkin method
2
2
In this paper, we consider two dimensional nonlinear elliptic equations of the form $ {rm div}(a(u,nabla u)) = f $. Then, in order to solve these equations on rectangular domains, we propose a numerical method based on SincGalerkin method. Finally, the presented method is tested on some examples. Numerical results show the accuracy and reliability of the proposed method.
1

27
40


Ali
Zakeri
Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 163151618, Tehran, Iran
Faculty of Mathematical Sciences, K.N. Toosi
Iran
azakeri@kntu.ac.ir


Amir Hossein
Salehi Shayegan
Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 163151618, Tehran, Iran
Faculty of Mathematical Sciences, K.N. Toosi
Iran
ah.salehi@mail.kntu.ac.ir


Fatemeh
Asadollahi
Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 163151618, Tehran, Iran
Faculty of Mathematical Sciences, K.N. Toosi
Iran
f.asadollahi@sina.kntu.ac.ir
SincGalerkin method
elliptic partial differential equations
nonlinear problems
numerical solutions
Mixed twostage derivative estimator for sensitivity analysis
2
2
In mathematical modeling, determining most influential parameters on outputs is of major importance. Thus, sensitivity analysis of parameters plays an important role in model validation. We give detailed procedure of constructing a new derivative estimator for general performance measure in Gaussian systems. We will take advantage of using score function and measurevalue derivative estimators in our approach. It is shown that the proposed estimator performs better than other estimators for a dense class of test functions in the sense of having smaller variance.
1

41
52


Kolsoom
Mirabi
Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran
Department of Statistics, School of Mathematical
Iran
g.mirabi66@yahoo.com


Mohammad
Arashi
Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran
Department of Statistics, School of Mathematical
Iran
m_arashi_stat@yahoo.com
derivative estimator
infinitesimal perturbation analysis
measurevalued
risk analysis
score function
stochastic activity network
Determining optimal value of the shape parameter $c$ in RBF for unequal distances topographical points by CrossValidation algorithm
2
2
Several radial basis function based methods contain a free shape parameter which has a crucial role in the accuracy of the methods. Performance evaluation of this parameter in different functions with various data has always been a topic of study. In the present paper, we consider studying the methods which determine an optimal value for the shape parameter in interpolations of radial basis functions for data collections produced by topographical images that are not necessarily in equal distances. The CrossValidation method is picked out of several existing algorithms proposed for determining the shape parameter.
1

53
60


Mohammadreza
Yaghouti
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Faculty of Mathematical Sciences, University
Iran
yaghouti@guilan.ac.ir


Habibe
Ramezannezhad Azarboni
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Faculty of Mathematical Sciences, University
Iran
heral_ramezannezhad@yahoo.com
Radial Basis Function
CrossValidation error
threedimensional image
A numerical approach to solve eighth order boundary value problems by Haar wavelet collocation method
2
2
In this paper a robust and accurate algorithm based on Haar wavelet collocation method (HWCM) is proposed for solving eighth order boundary value problems. We used the Haar direct method for calculating multiple integrals of Haar functions. To illustrate the efficiency and accuracy of the concerned method, few examples are considered which arise in the mathematical modeling of fluid dynamics and hydromagnetic stability. Convergence and error bound estimation of the method are discussed. The comparison of results with exact solution and existing numerical methods such as Quintic Bspline collocation method and Galerkin method with Quintic Bsplines as basis functions shown that the HWCM is a powerful numerical method for solution of above mentioned problems.
1

61
75


Arikera Padmanabha
Reddy
Department of Mathematics, V. S. K. University, Ballari, India
Department of Mathematics, V. S. K. University,
Iran
paddu.padmanabha@gmail.com


Manjula
Harageri
Department of Mathematics, V. S. K. University, Ballari, India
Department of Mathematics, V. S. K. University,
Iran
manjulaharageri@gmail.com


Channaveerapala
Sateesha
Department of Mathematics, V. S. K. University, Ballari, India
Department of Mathematics, V. S. K. University,
Iran
csatish9980@gmail.com
Haar wavelet
Eighth order boundary value problems
Collocation method