Showing papers in "Journal of Computational and Applied Mathematics in 2012"

TL;DR: A modified ABC algorithm (denoted as ABC/best), which is based on that each bee searches only around the best solution of the previous iteration in order to improve the exploitation, is proposed.

TL;DR: A MATLAB package with implementations of several algebraic iterative reconstruction methods for discretizations of inverse problems based on the discrepancy principle, the monotone error rule, and the NCP criterion is presented.

TL;DR: An explicit symmetric linear phase-fitted four-step method with a free coefficient as parameter used for the optimization of the method in order to solve efficiently the Schrodinger equation and related oscillatory problems is developed.

TL;DR: A new algorithm to compute numerically sharp lower and upper bounds on the distribution of a function of d dependent random variables having fixed marginal distributions that are widely applicable, more accurate and more easily obtained.

TL;DR: This work proposes a parallel implementation of the Preconditioned Conjugate Gradient algorithm on a GPU platform using an approximate inverse derived from the SSOR preconditioner that is well suited for the massively parallel GPU architecture.

TL;DR: This article investigates the numerical solution of the nonlinear integro-differential equations using the moving least square method, a meshless method that does not need any background mesh or cell structures.

TL;DR: A technique to find the exact solutions of fractional differential equations by using the solutions of integer order differential equations with initial condition x(0)=x"0".

TL;DR: In this article, a method for computing all characteristic roots in a given right half plane is presented, based on the connection between spectral discretization and a rational approximation of exponential functions.

TL;DR: The results verify that the adoption of ?

TL;DR: A survey of numerical methods for differential systems with discontinuous right hand side and methods where the discontinuities are located by controlling the local errors (so-called time-stepping methods) is presented.

TL;DR: The application of an elasto-plastic model based explicit finite element analysis (FEA) to model the erosion behaviour in abrasive water jet machining (AWJM) yields largely improved results.

TL;DR: By using the method of upper and lower solutions and the monotone iterative technique, boundary value problems for fractional differential equations with nonlinear boundary conditions and deviating arguments are investigated.

TL;DR: The attainable order of convergence of proposed algorithms is studied and it is shown how the convergence rate depends on the choice of the grid and collocation points.

TL;DR: In this paper, several analytical and numerical approaches are presented for the stability analysis of linear fractional-order delay differential equations, the main focus of interest is asymptotic stability, but bounded-input bounded-output (BIBO) stability is also discussed.

TL;DR: A new high-order compact finite difference scheme for option pricing in stochastic volatility models is derived and fourth order convergence for non-smooth payoff is observed.

TL;DR: Under a sufficient and necessary condition for exponential mean square stability of the exact solution, it is proved that the two classes of theta methods with @q>=0.5 are exponentially mean square stable for all positive step sizes.

TL;DR: Numerical examples are provided to demonstrate that both linear and bilinear IFE spaces have the optimal approximation capability, and that numerical solutions produced by a Galerkin method with these IFE functions for elasticity interface problem also converge optimally in both L^2 and semi-H^1 norms.

TL;DR: Energy-conserving methods for the numerical integration of IVPs of Poisson type that are able to preserve some Casimirs are presented and order and preservation properties when the involved integrals are approximated by means of a quadrature formula, are derived.

TL;DR: By approximating the derivatives in the well known fourth-order Ostrowski's method and in a sixth-order improved Ostrowska's method by central-difference quotients, new modifications of these methods are obtained free from derivatives.

TL;DR: An iterative algorithm, called a fixed point optimization algorithm, is devised for solving the convex optimization problem and a convergence analysis is conducted on the algorithm, guaranteeing that it weakly converges to a unique solution to the problem.

TL;DR: In this paper, the authors extend the ideas of Brugnano, Iavernaro and Trigiante in their development of HBVM (s,r) methods to construct symplectic Runge-Kutta methods for all values of s and r with s>=r.

TL;DR: The efficient ways to generate multi-stage scenario trees by simultaneously utilizing simulation, clustering, non-linear time series and moment matching skills, a sequential generation method and another new hybrid approach which can generate the whole multi- stage tree right off are proposed.

TL;DR: Algorithms for NMF can be embedded into the framework of multilevel methods in order to accelerate their initial convergence and can be applied in situations where data admit a good approximate representation in a lower dimensional space through linear transformations preserving nonnegativity.

TL;DR: It is shown that in the interior-point methods based on the proposed kernel function for large-update methods, the iteration bound is improved significantly and is the best currently known bound for primal-dual interior- point methods.

TL;DR: This work presents approximate but closed-form expressions for ''effective'' complex-valued magnetic permeability and electric conductivity that represent the effects of proximity and skin effect losses in wound coil with hexagonally packed wires.

TL;DR: This report analyzes the long time stability of four methods for non-iterative, sub-physics, uncoupling for the evolutionary Stokes-Darcy problem and proves long time Stability of four splitting based partitioned methods under timestep restrictions depending on the problem parameters.

TL;DR: A new multidimensional geometric method evolving the ideas of this one-dimensional scheme and using an efficient one-point-based partitioning strategy is proposed, which demonstrates quite a promising performance in comparison with popular DIRECT-based methods.

TL;DR: In this paper two nested iterative methods for solving a mildly nonlinear system of the form V(@h)[email protected]=b are proposed and analysed and it is shown that the inner and the outer iterates are monotone, and converge to the exact solution for a wide class of mildly non linear systems of applied interest.

TL;DR: The implementation of an approach to solve a moving boundary problem for a dynamic water table within an invariant finite element mesh is presented and successfully validated against laboratory experiment data for an unconfined, density-dependent benchmark.

TL;DR: The multilevel algorithm solves the mixed Stokes/Darcy system by applying efficient legacy code for single model solvers to solve two decoupled Stokes and Darcy subproblems on all the subsequently refined meshes, except for a much smaller global problem only on a very coarse initial mesh.