2016
4
2
0
0
1

Degenerate kernel approximation method for solving Hammerstein system of Fredholm integral equations of the second kind
https://jmm.guilan.ac.ir/article_1847.html
1
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.
0

117
132


Meisam
Jozi
Faculty of Sciences, Persian Gulf University, Bushehr, Iran
Iran
maisam.j63@gmail.com


Saeed
Karimi
Faculty of Sciences, Persian Gulf University, Bushehr, Iran
Iran
karimi@pgu.ac.ir
systems of nonlinear integral equations
degenerate kernel
Taylorseries expansion
nonlinear equations
1

Numerical solution of system of linear integral equations via improvement of blockpulse functions
https://jmm.guilan.ac.ir/article_1899.html
1
In this article, a numerical method based onĀ improvement of blockpulse 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.
0

133
159


Farshid
Mirzaee
Faculty of Mathematical Sciences and Statistics, Malayer University, P.O. Box 6571995863, Malayer, Iran
Iran
f.mirzaee@malayeru.ac.ir
system of linear integral equations
improvement of blockpulse functions
operational matrix
vector forms
error analysis
1

An efficient nonstandard numerical method with positivity preserving property
https://jmm.guilan.ac.ir/article_1902.html
1
Classical explicit finite difference schemes are unsuitable for the solution of the famous BlackScholes 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 BlackScholes equation in the presence of discontinues initial conditions.
0

161
169


Mohammad
Mehdizadeh Khalsaraei
Department of Mathematics, Faculty of Science, University of Maragheh Maragheh, Iran
Iran
muhammad.mehdizadeh@gmail.com


Reza
Shokri Jahandizi
Department of Mathematics, Faculty of Science, University of Maragheh,
Maragheh, Iran
Iran
reza.shokri.j@gmail.com
positivity preserving
nonstandard finite differences
BlackScholes equation
1

Mathematical analysis and pricing of the European continuous installment call option
https://jmm.guilan.ac.ir/article_1913.html
1
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.
0

171
185


Ali
Beiranvand
Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran
Iran
a_beiranvand@tabrizu.ac.ir


Abdolsadeh
Neisy
Faculty of Economics, Allameh Tabataba'i University, Tehran, Iran
Iran
a_neisy@iust.ac.ir


Karim
Ivaz
Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran
Iran
ivaz@tabrizu.ac.ir
installment option
BlackScholes model
free boundary problem
variational inequality
Finite Element Method
1

Solutions of diffusion equation for point defects
https://jmm.guilan.ac.ir/article_1942.html
1
An analytical solution of the equation describing diffusion of intrinsic point defects in semiconductor crystals has been obtained for a onedimensional finitelength domain with the Robintype 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 selfinterstitials. Based on the numerical solution obtained, investigation of the diffusion of silicon selfinterstitials in a highly doped surface region formed by ion implantation was carried out.
0

187
210


Oleg
Velichko
Department of Physics, Belarusian State University of Informatics and Radioelectronics, Minsk, Belarus
Iran
velichkomail@gmail.com
silicon
implantation
point defect diffusion
Modeling
1

Numerical method for a system of second order singularly perturbed turning point problems
https://jmm.guilan.ac.ir/article_1953.html
1
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.
0

211
232


Neelamegam
Geetha
Department of Mathematics, Bharathidasan University, Tamilnadu, India
Iran
nhgeetha@gmail.com


Ayyadurai
Tamilselvan
Department of Mathematics, Bharathidasan University, Tamilnadu, India
Iran
mathats@bdu.ac.in


Joseph Stalin
Christy Roja
Department of Mathematics, St. Joseph's college, Tamilnadu, India
Iran
jchristyrojaa@gmail.com
singularly perturbed turning point problems
boundary value problems
finite difference scheme
Shishkin mesh and parameter uniform