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116 articles for “Numerical methods”
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Research ArticleOpen accessIn the abstractNumerical Solution for 2D European Option Pricing Using Quarter-Sweep Modified Gauss-Seidel MethodKoh Wei Sin, Jumat Sulaiman, Rasid MailProblem statement: This study presents the numerical solution of two-dimensional European option pricing problem based on Quarter-Sweep Modified Gauss-Seidel (QSMGS) iterative method. In fact, the pricing of European option with two-underlying assets can be governed by two-dimensional Black-Scholes Partial Differential Equation (PDE). Approach: The PDE needs to be discretized by using full-, half- and quarter-sweep second-order Crank-Nicolson schemes to generate … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 8 Feb 2012 · 7,777 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Embedded Explicit Hybrid Method for Ordinary Differential EquationsF. Samat, F. IsmailProblem statement: Many differential systems that appear in practice were special second-order ordinary differential equations of the form y" = f (x, y). In the past research, there was a continuous need for methods for numerically solving these equations. Approach: This study describes the derivation and implementation of a pair of embedded explicit hybrid methods for solving non-stiff second-order ordinary … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 23 Dec 2011 · 7,423 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Comparative Study of Block Preconditioners for Incompressible Flow ProblemsJia LiuProblem statement: We consider the numerical solvers for the linearized Navier-Stokes problem. Both the Stokes problem and Oseen problems are considered. Approach: We used the Mark and Cell (MAC) discretization method to discretize the Navier-Stokes equations. We used preconditioned Krylov subspace methods to solve the resulting linear systems. Results: Numerical experimental results are performed to compare the different preconditioners. Conclusion: … …Journal of Mathematics and Statistics, Vol. 7, Issue 4 · 14 Sep 2011 · 7,066 accessesView PDFCite
Research ArticleOpen accessIn the abstractReliability Equivalence Factors of a System with 2 Non-identical Mixed Lifetimes and Delayed TimeAbdelfattah Mustafa, Adel A. El-FaheemProblem statement: In reliability theory and operations research, there are many methods and techniques to improve the performance of a system. The aim of this study is to generalize reliability equivalence technique to apply it to a mixed failure lifetimes system f1 (t), f2 (t) with delayed time. Approach: We shall improve the system by using some reliability techniques: (i) … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 29 Jul 2011 · 7,550 accessesView PDFCite
Research ArticleOpen accessIn the abstractReliability Equivalence Factors of a System with m Non-Identical Mixed of LifetimesAbdelfattah Mustafa, Adel A. El-FaheemProblem statement: The aim of this study is to generalize reliability equivalence technique to apply it to a system consists of m independent and non-identical lifetimes distributions, with mixed failure lifetimes f1(t),f2(t),…,fm(t). Approach: We shall improve the system by using some reliability techniques: (i) reducing the failure for some lifetimes; (ii) add hot duplication component; (iii) add cold duplication component; … …American Journal of Applied Sciences, Vol. 8, Issue 3 · 25 Mar 2011 · 7,306 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Self-Tuning Proportional-Integral-Derivative Controller for an Autonomous Underwater Vehicle, Based On Taguchi MethodM. Santhakumar, T. AsokanProblem statement: Conventional Proportional-Integral-Derivative (PID) controllers exhibit moderately good performance once the PID gains are properly tuned. However, when the dynamic characteristics of the system are time dependent or the operating conditions of the system vary, it is necessary to retune the gains to obtain desired performance. This situation has renewed the interest of researchers and practitioners in PID control. … …Journal of Computer Science, Vol. 6, Issue 8 · 31 Aug 2010 · 7,859 accessesView PDFCite
Research ArticleOpen accessIn the abstractAssessing the Applicability of Landslide Databases for Hazard Management Using Objective and Subjective Models: Australian Geoinformatic CaseM. OwneghProblem statement: In order to assess the applicability of Australian landslide databases as a hazard management support system, current hard and soft literature and data sources were screened. This assessment resulted in the selection of four main data bases including national landslide database (A), Peril Aus ІІ (B), the Cities project (C) and analytical study of Fell (D). Approach: In … …Current Research in Geoscience, Vol. 1, Issue 1 · 30 Jun 2010 · 10,356 accessesView PDFCite
Research ArticleOpen accessIn the abstractNumerical Solution of Second-Order Linear Fredholm Integro-Differential Equation Using Generalized Minimal Residual MethodElayaraja Aruchunan, Jumat SulaimanProblem statement: This research purposely brought up to solve complicated equations such as partial differential equations, integral equations, Integro-Differential Equations (IDE), stochastic equations and others. Many physical phenomena contain mathematical formulations such integro-differential equations which are arise in fluid dynamics, biological models and chemical kinetics. In fact, several formulations and numerical solutions of the linear Fredholm integro-differential equation of second … …American Journal of Applied Sciences, Vol. 7, Issue 6 · 30 Jun 2010 · 8,202 accessesView PDFCite
Research ArticleOpen accessIn the abstractRating of Spur Gear Strength Using Photoelasticity and the Finite Element MethodKonstandinos G. Raptis, Theodore N. Costopoulos, Georgios A. Papadopoulos, Αndonios D. TsolakisProblem statement: Toothed gears are some of the most used machine elements for motion and power transmission between rotating shafts. This fact induces the need for improved reliability and higher endurance, which require precise and clear knowledge of the gear tooth stress field during meshing. Approach: This study considered the calculation of maximum stress at gear tooth root when the … …American Journal of Engineering and Applied Sciences, Vol. 3, Issue 1 · 31 Mar 2010 · 7,888 accessesView PDFCite
Research ArticleOpen accessIn the abstractMemoryless Modified Symmetric Rank-One Method for Large-Scale Unconstrained OptimizationFarzin Modarres, Malik Abu Hassan, Wah June LeongProblem statement: Memoryless QN methods have been regarded effective techniques for solving large-scale problems that can be considered as one step limited memory QN methods. In this study, we present a scaled memoryless modified Symmetric Rank-One (SR1) algorithm and investigate the numerical performance of the proposed algorithm for solving large-scale unconstrained optimization problems. Approach: The basic idea is to apply … …American Journal of Applied Sciences, Vol. 6, Issue 12 · 31 Dec 2009 · 7,986 accessesView PDFCite