ORIGINAL_ARTICLE GGMRES: A GMRES--type algorithm for solving singular linear equations with index one In this paper, an algorithm based on the Drazin generalized conjugate residual (DGMRES) algorithm is proposed for computing the group-inverse solution of singular linear equations with index one. Numerical experiments show that the resulting group-inverse solution is reasonably accurate and its computation time is significantly less than that of group-inverse solution obtained by the DGMRES algorithm. https://jmm.guilan.ac.ir/article_1954_dcd4f79f7ead59a08d2173d1dbddaad0.pdf 2017-06-01 1 14 10.22124/jmm.2017.1954 singular linear systems DGMRES method group-inverse solution Drazin-inverse solution Krylov subspace methods Alireza Ataei ataei@pgu.ac.ir 1 Mathematics Department, Faculty of Science, Persian Gulf University, Iran LEAD_AUTHOR Faezeh Toutounian toutouni@math.um.ac.ir 2 Department of Applied Mathematics, School of Mathematical Sciences AUTHOR
ORIGINAL_ARTICLE Robust portfolio selection with polyhedral ambiguous inputs  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 conditional-value-at-risk minimization model. We obtain explicit models of the robust conditional-value-at-risk 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 buy-and-hold strategy to evaluate the model's performance. We found that the robust models have almost the same out-of-sample performance, and outperform the nominal model. However, the robust model with correlated polyhedral results in more conservative solutions. https://jmm.guilan.ac.ir/article_2004_1d74d05dba0e222372683aab00dd663c.pdf 2017-06-01 15 26 10.22124/jmm.2017.2004 data ambiguity conditional value-at-risk polyhedral ambiguity set robust optimization Somayyeh Lotfi slotfi@phd.guilan.ac.ir 1 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran LEAD_AUTHOR Maziar Salahi salahim@guilan.ac.ir 2 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran AUTHOR Farshid Mehrdoust fmehrdoust@guilan.ac.ir 3 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran AUTHOR
ORIGINAL_ARTICLE A numerical method for solving nonlinear partial differential equations based on Sinc-Galerkin method 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 Sinc-Galerkin method. Finally, the presented method is tested on some examples. Numerical results show the accuracy and reliability of the proposed method. https://jmm.guilan.ac.ir/article_2079_9ed41d4df0353ca9b00dafbb90cd4c8c.pdf 2017-06-01 27 40 10.22124/jmm.2017.2079 Sinc-Galerkin method elliptic partial differential equations nonlinear problems numerical solutions Ali Zakeri azakeri@kntu.ac.ir 1 Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran LEAD_AUTHOR Amir Hossein Salehi Shayegan ah.salehi@mail.kntu.ac.ir 2 Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran AUTHOR Fatemeh Asadollahi f.asadollahi@sina.kntu.ac.ir 3 Faculty of Mathematical Sciences, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran AUTHOR
ORIGINAL_ARTICLE Mixed two-stage derivative estimator for sensitivity analysis 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 measure-value 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. https://jmm.guilan.ac.ir/article_2211_654dd56a77eaa7c5441494a27081eb41.pdf 2017-06-01 41 52 10.22124/jmm.2017.2211 derivative estimator infinitesimal perturbation analysis measure-valued risk analysis score function stochastic activity network Kolsoom Mirabi g.mirabi66@yahoo.com 1 Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran AUTHOR Mohammad Arashi m_arashi_stat@yahoo.com 2 Department of Statistics, School of Mathematical Sciences, Shahrood University of Technology, Shahrood, Iran LEAD_AUTHOR
ORIGINAL_ARTICLE Determining optimal value of the shape parameter $c$ in RBF for unequal distances topographical points by Cross-Validation algorithm 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 Cross-Validation method is picked out of several existing algorithms proposed for determining the shape parameter. https://jmm.guilan.ac.ir/article_2225_aa76072c0b4d04bfa157f4f964478609.pdf 2017-06-01 53 60 10.22124/jmm.2017.2225 Radial Basis Function Cross-Validation error three-dimensional image Mohammadreza Yaghouti yaghouti@guilan.ac.ir 1 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran LEAD_AUTHOR Habibe Ramezannezhad Azarboni heral_ramezannezhad@yahoo.com 2 Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran AUTHOR
ORIGINAL_ARTICLE A numerical approach to solve eighth order boundary value problems by Haar wavelet collocation method 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 B-spline collocation method and Galerkin method with Quintic B-splines as basis functions shown that the HWCM is a powerful numerical method for solution of above mentioned problems. https://jmm.guilan.ac.ir/article_2296_a101cfd2f23c799df5988bdb40444a02.pdf 2017-06-01 61 75 10.22124/jmm.2017.2296 Haar wavelet Eighth order boundary value problems collocation method Arikera Padmanabha Reddy paddu.padmanabha@gmail.com 1 Department of Mathematics, V. S. K. University, Ballari, India LEAD_AUTHOR Manjula Harageri manjulaharageri@gmail.com 2 Department of Mathematics, V. S. K. University, Ballari, India AUTHOR Channaveerapala Sateesha csatish9980@gmail.com 3 Department of Mathematics, V. S. K. University, Ballari, India AUTHOR