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The purpose of this paper is to introduce the split combination of variational inclusion problem which combines the concept of the modified variational inclusion problem introduced by Khuangsatung and Kangtunyakarn and the split variational inclusion problem introduced by Moudafi. Using a modified Halpern iterative method, we prove the strong convergence theorem for finding a common solution for the hierarchical fixed point problem and the split combination of variational inclusion problem. The result presented in this paper demonstrates the corresponding result for the split zero point problem and the split combination of variation inequality problem. Moreover, we discuss a numerical example for supporting our result and the numerical example shows that our result is not true if some conditions fail.

The fractional calculus is useful in describing the natural phenomena with memory effect. This paper addresses the fractional form of Ambartsumian equation with a delay parameter. It may be a challenge to obtain accurate approximate solution of such kinds of fractional delay equations. In the literature, several attempts have been conducted to analyze the fractional Ambartsumian equation. However, the previous approaches in the literature led to approximate power series solutions which converge in subdomains. Such difficulties are solved in this paper via the Homotopy Perturbation Method (HPM). The present approximations are expressed in terms of the Mittag-Leffler functions which converge in the whole domain of the studied model. The convergence issue is also addressed. Several comparisons with the previous published results are discussed. In particular, while the computed solution in the literature is physical in short domains, with our approach it is physical in the whole domain. The results reveal that the HPM is an effective tool to analyzing the fractional Ambartsumian equation.

The aim of this paper is to study the Lagrange interpolation on the unit circle taking only into account the separation properties of the nodal points. The novelty of this paper is that we do not consider nodal systems connected with orthogonal or paraorthogonal polynomials, which is an interesting approach because in practical applications this connection may not exist. A detailed study of the properties satisfied by the nodal system and the corresponding nodal polynomial is presented. We obtain the relevant results of the convergence related to the process for continuous smooth functions as well as the rate of convergence. Analogous results for interpolation on the bounded interval are deduced and finally some numerical examples are presented.

Probabilistic evolution theory (PREVTH) forms a framework for the solution of explicit ODEs. The purpose of the paper is two-fold: (1) conversion of multinomial right-hand sides of the ODEs to purely second degree multinomial right-hand sides by space extension, (2) decrease the computational burden of probabilistic evolution theory by using the condensed Kronecker product. A first order ODE set with multinomial right-hand side functions may be converted to a first order ODE set with purely second degree multinomial right-hand side functions at the expense of an increase in the number of equations and unknowns. Obtaining purely second degree multinomial right-hand side functions is important because the solution of such equation set may be approximated by probabilistic evolution theory. A recent article by the authors states that the ODE set with the smallest number of unknowns can be found by searching. This paper gives the details of a way to search for the optimal space extension. As for the second purpose of the paper, the computational burden can be reduced by considering the properties of the Kronecker product of vectors and how the Kronecker product appears within the recursion of PREVTH: as a Cauchy product structure.

This paper focuses on the problem of finite-time stabilization of homogeneous, non-Lipschitz systems with dilations. A key contribution of this paper is the design of a virtual recursive Hölder, non-Lipschitz state feedback which renders the non-Lipschitz systems in the special case dominated by a lower-triangular nonlinear system, finite-time stable. The proof is based on a recursive design algorithm developed recently, to construct the virtual Hölder continuous, finite-time stabilizer as well as a C1 positive definite and proper Lyapunov function that guarantees finite-time stability of the non-Lipschitz non-linear systems.

Using some of the extended fixed point results for Geraghty contractions in b-metric spaces given by Faraji, Savić and Radenović and their idea to apply these results to nonlinear integral equations, in this paper we present some existence and uniqueness conditions for the solution of a nonlinear Fredholm&ndash, Volterra integral equation with a modified argument.

First-order methods such as stochastic gradient descent (SGD) have recently become popular optimization methods to train deep neural networks (DNNs) for good generalization, however, they need a long training time. Second-order methods which can lower the training time are scarcely used on account of their overpriced computing cost to obtain the second-order information. Thus, many works have approximated the Hessian matrix to cut the cost of computing while the approximate Hessian matrix has large deviation. In this paper, we explore the convexity of the Hessian matrix of partial parameters and propose the damped Newton stochastic gradient descent (DN-SGD) method and stochastic gradient descent damped Newton (SGD-DN) method to train DNNs for regression problems with mean square error (MSE) and classification problems with cross-entropy loss (CEL). In contrast to other second-order methods for estimating the Hessian matrix of all parameters, our methods only accurately compute a small part of the parameters, which greatly reduces the computational cost and makes the convergence of the learning process much faster and more accurate than SGD and Adagrad. Several numerical experiments on real datasets were performed to verify the effectiveness of our methods for regression and classification problems.

The main aim of this paper is to numerically solve the first kind linear Fredholm and Volterra integral equations by using Modified Bernstein–Kantorovich operators. The unknown function in the first kind integral equation is approximated by using the Modified Bernstein–Kantorovich operators. Hence, by using discretization, the obtained linear equations are transformed into systems of algebraic linear equations. Due to the sensitivity of the solutions on the input data, significant difficulties may be encountered, leading to instabilities in the results during actualization. Consequently, to improve on the stability of the solutions which imply the accuracy of the desired results, regularization features are built into the proposed numerical approach. More stable approximations to the solutions of the Fredholm and Volterra integral equations are obtained especially when high order approximations are used by the Modified Bernstein–Kantorovich operators. Test problems are constructed to show the computational efficiency, applicability and the accuracy of the method. Furthermore, the method is also applied to second kind Volterra integral equations.

In this paper, we study a monotone inclusion problem in the framework of Hilbert spaces. (1) We introduce a new modified Tseng’s method that combines inertial and viscosity techniques. Our aim is to obtain an algorithm with better performance that can be applied to a broader class of mappings. (2) We prove a strong convergence theorem to approximate a solution to the monotone inclusion problem under some mild conditions. (3) We present a modified version of the proposed iterative scheme for solving convex minimization problems. (4) We present numerical examples that satisfy the image restoration problem and illustrate our proposed algorithm’s computational performance.

In this paper, a class of systems of linear and non-linear delay differential equations (DDEs) of first order with time-varying delay is considered. We obtain new sufficient conditions for uniform asymptotic stability of zero solution, integrability of solutions of an unperturbed system and boundedness of solutions of a perturbed system. We construct two appropriate Lyapunov–Krasovskiĭ functionals (LKFs) as the main tools in proofs. The technique of the proofs depends upon the Lyapunov–Krasovskiĭ method. For illustration, two examples are provided in particular cases. An advantage of the new LKFs used here is that they allow to eliminate using Gronwall’s inequality. When we compare our results with recent results in the literature, the established conditions are more general, less restrictive and optimal for applications.

A computational framework for the construction of solutions to linear homogenous partial differential equations (PDEs) with variable coefficients is developed in this paper. The considered class of PDEs reads: ∂p∂t−∑j=0m∑r=0njajrtxr∂jp∂xj=0 F-operators are introduced and used to transform the original PDE into the image PDE. Factorization of the solution into rational and exponential parts enables us to construct analytic solutions without direct integrations. A number of computational examples are used to demonstrate the efficiency of the proposed scheme.

This paper describes the stability and Hopf bifurcation analysis of the Brusselator system with delayed feedback control in the single domain of a reaction–diffusion cell. The Galerkin analytical technique is used to present a system equation composed of ordinary differential equations. The condition able to determine the Hopf bifurcation point is found. Full maps of the Hopf bifurcation regions for the interacting chemical species are shown and discussed, indicating that the time delay, feedback control, and diffusion parameters can play a significant and important role in the stability dynamics of the two concentration reactants in the system. As a result, these parameters can be changed to destabilize the model. The results show that the Hopf bifurcation points for chemical control increase as the feedback parameters increase, whereas the Hopf bifurcation points decrease when the diffusion parameters increase. Bifurcation diagrams with examples of periodic oscillation and phase-plane maps are provided to confirm all the outcomes calculated in the model. The benefits and accuracy of this work show that there is excellent agreement between the analytical results and numerical simulation scheme for all the figures and examples that are illustrated.

In this paper, a symmetric eight-step predictor method (explicit) of 10th order is presented for the numerical integration of IVPs of second-order ordinary differential equations. This scheme has variable coefficients and can be used as a predictor stage for other implicit schemes. First, we showed the singular P-stability property of the new method, both algebraically and by plotting the stability region. Then, having applied it to well-known problems like Mathieu equation, we showed the advantage of the proposed method in terms of efficiency and consistency over other methods with the same order.

In this paper, we mainly investigate the weak convergence analysis about the error terms which are determined by the discretization for solving the stochastic differential equation (SDE, for short) in forward-backward stochastic differential equations (FBSDEs, for short), which is on the basis of Itô Taylor expansion, the numerical SDE theory, and numerical FBSDEs theory. Under the weak convergence analysis of FBSDEs, we further establish better error estimates of recent numerical schemes for solving FBSDEs.

In this paper, we discuss the approximate controllability for a class of retarded semilinear neutral control systems of fractional order by investigating the relations between the reachable set of the semilinear retarded neutral system of fractional order and that of its corresponding linear system. The research direction used here is to find the conditions for nonlinear terms so that controllability is maintained even in perturbations. Finally, we will show a simple example to which the main result can be applied.

In this paper, we are concerned with the singular elliptic problems driven by the double phase operator and and Dirichlet boundary conditions. In view of the variational approach, we establish the existence of at least one nontrivial solution and two distinct nontrivial solutions under some general assumptions on the nonlinearity f. Here we use Ricceri’s variational principle and Bonanno’s three critical points theorem in order to overcome the lack of compactness.

In this paper, we introduce two novel extragradient-like methods to solve variational inequalities in a real Hilbert space. The variational inequality problem is a general mathematical problem in the sense that it unifies several mathematical models, such as optimization problems, Nash equilibrium models, fixed point problems, and saddle point problems. The designed methods are analogous to the two-step extragradient method that is used to solve variational inequality problems in real Hilbert spaces that have been previously established. The proposed iterative methods use a specific type of step size rule based on local operator information rather than its Lipschitz constant or any other line search procedure. Under mild conditions, such as the Lipschitz continuity and monotonicity of a bi-function (including pseudo-monotonicity), strong convergence results of the described methods are established. Finally, we provide many numerical experiments to demonstrate the performance and superiority of the designed methods.

[EN] In this paper, we introduce two approaches to compute the matrix hyperbolic tangent. While one of them is based on its own definition and uses the matrix exponential, the other one is focused on the expansion of its Taylor series. For this second approximation, we analyse two different alternatives to evaluate the corresponding matrix polynomials. This resulted in three stable and accurate codes, which we implemented in MATLAB and numerically and computationally compared by means of a battery of tests composed of distinct state-of-the-art matrices. Our results show that the Taylor series-based methods were more accurate, although somewhat more computationally expensive, compared with the approach based on the exponential matrix. To avoid this drawback, we propose the use of a set of formulas that allows us to evaluate polynomials in a more efficient way compared with that of the traditional Paterson¿Stockmeyer method, thus, substantially reducing the number of matrix products (practically equal in number to the approach based on the matrix exponential), without penalising the accuracy of the result, This research was funded by the Spanish Ministerio de Ciencia e Innovacion under grant number TIN2017-89314-P.

The aim of this paper is to present a new method and the tool to validate the numerical results of the Volterra integral equation with discontinuous kernels in linear and non-linear forms obtained from the Adomian decomposition method. Because of disadvantages of the traditional absolute error to show the accuracy of the mathematical methods which is based on the floating point arithmetic, we apply the stochastic arithmetic and new condition to study the efficiency of the method which is based on two successive approximations. Thus the CESTAC method (Controle et Estimation Stochastique des Arrondis de Calculs) and the CADNA (Control of Accuracy and Debugging for Numerical Applications) library are employed. Finding the optimal iteration of the method, optimal approximation and the optimal error are some of advantages of the stochastic arithmetic, the CESTAC method and the CADNA library in comparison with the floating point arithmetic and usual packages. The theorems are proved to show the convergence analysis of the Adomian decomposition method for solving the mentioned problem. Also, the main theorem of the CESTAC method is presented which shows the equality between the number of common significant digits between exact and approximate solutions and two successive approximations.This makes in possible to apply the new termination criterion instead of absolute error. Several examples in both linear and nonlinear cases are solved and the numerical results for the stochastic arithmetic and the floating-point arithmetic are compared to demonstrate the accuracy of the novel method.

In this field of research, in order to solve fuzzy fractional differential equations, they are normally transformed to their corresponding crisp problems. This transformation is called the embedding method. The aim of this paper is to present a new direct method to solve the fuzzy fractional differential equations using fuzzy calculations and without this transformation. In this work, the fuzzy generalized Taylor expansion by using the sense of fuzzy Caputo fractional derivative for fuzzy-valued functions is presented. For solving fuzzy fractional differential equations, the fuzzy generalized Euler’s method is introduced and applied. In order to show the accuracy and efficiency of the presented method, the local and global truncation errors are determined. Moreover, the consistency, convergence, and stability of the generalized Euler’s method are proved in detail. Eventually, the numerical examples, especially in the switching point case, show the flexibility and the capability of the presented method The work of J.J. Nieto has been partially supported by Agencia Estatal de Investigación (AEI) of Spain under grant MTM2016-75140-P, co-financed by the European Community fund FEDER, and XUNTA de Galicia under grants GRC2015-004 and ED431C 2019/02 SI

In this paper, we introduce a general procedure to construct the Taylor series development of the inverse of an analytical function, in other words, given y=f(x), we provide the power series that defines its inverse x=hf(y). We apply the obtained results to solve nonlinear equations in an analytic way, and generalize Catalan and Fuss&ndash, Catalan numbers.

In this paper, we obtain the existence, uniqueness, and positivity of the solution to delayed stochastic differential equations with jumps. This equation is then applied to model the price movement of the risky asset in a financial market and the Black&ndash, Scholes formula for the price of European option is obtained together with the hedging portfolios. The option price is evaluated analytically at the last delayed period by using the Fourier transformation technique. However, in general, there is no analytical expression for the option price. To evaluate the price numerically, we then use the Monte-Carlo method. To this end, we need to simulate the delayed stochastic differential equations with jumps. We propose a logarithmic Euler&ndash, Maruyama scheme to approximate the equation and prove that all the approximations remain positive and the rate of convergence of the scheme is proved to be 0.5.

This paper proposes a new approach based on the regression framework employing a pivotal quantity to estimate unknown parameters of a Weibull distribution under the progressive Type-II censoring scheme, which provides a closed form solution for the shape parameter, unlike its maximum likelihood estimator counterpart. To resolve serious rounding errors for the exact mean and variance of the pivotal quantity, two different types of Taylor series expansion are applied, and the resulting performance is enhanced in terms of the mean square error and bias obtained through the Monte Carlo simulation. Finally, an actual application example, including a simple goodness-of-fit analysis of the actual test data based on the pivotal quantity, proves the feasibility and applicability of the proposed approach.

The purpose of this paper is to propose an iterative algorithm for solving the split equality common null point problem (SECNP), which is to find an element of the set of common zero points for a finite family of maximal monotone operators in Hilbert spaces. We introduce the concept of bounded linear regularity for the SECNP and construct several sufficient conditions to ensure the linear convergence of the algorithm. Moreover, some numerical experiments are given to test the validity of our results.

In this paper, a discrete-time model for Babesiosis disease, given by means of nonstandard finite difference (NSFD) schemes, is first provided and analyzed. Mathematical analyses show that the provided NSFD schemes preserve the essential (qualitative) dynamical properties of the continuous-time model, namely, positivity and boundedness of the solutions, equilibria, and their stability properties. In particular, the global stability of the disease free equilibrium point is proved by using an appropriate Lyapunov function. As a relevant consequence, we get the dynamic consistency of NSFD schemes in relation to the continuous-time model. Numerical simulations are presented to support the validity of the established theoretical results.

In this paper, a comparative study has been made between different algorithms to find the numerical solutions of the fractional-order clock chemical model (FOCCM). The spectral collocation method (SCM) with the shifted Legendre polynomials, the two-stage fractional Runge–Kutta method (TSFRK) and the four-stage fractional Runge–Kutta method (FSFRK) are used to approximate the numerical solutions of FOCCM. Our results are compared with the results obtained for the numerical solutions that are based upon the fundamental theorem of fractional calculus as well as the Lagrange polynomial interpolation (LPI). Firstly, the accuracy of the results is checked by computing the absolute error between the numerical solutions by using SCM, TSFRK, FSFRK, and LPI and the exact solution in the case of the fractional-order logistic equation (FOLE). The numerical results demonstrate the accuracy of the proposed method. It is observed that the FSFRK is better than those by SCM, TSFRK and LPI in the case of an integer order. However, the non-integer orders in the cases of the SCM and LPI are better than those obtained by using the TSFRK and FSFRK. Secondly, the absolute error between the numerical solutions of FOCCM based upon SCM, TSFFRK, FSFRK, and LPI for integer order and non-integer order has been computed. The absolute error in the case of the integer order by using the three methods of the third order is considered. For the non-integer order, the order of the absolute error in the case of SCM is found to be the best. Finally, these results are graphically illustrated by means of different figures.

This paper uses a locking-free nonconforming Crouzeix&ndash, Raviart finite element to solve the planar linear elastic eigenvalue problem with homogeneous pure displacement boundary condition. Making full use of the Poincar&eacute, inequality, we obtain the guaranteed lower bounds for eigenvalues. Besides, we also use the nonconforming Crouzeix&ndash, Raviart finite element to the planar linear elastic eigenvalue problem with the pure traction boundary condition, and obtain the guaranteed lower eigenvalue bounds. Finally, numerical experiments with MATLAB program are reported.

The purpose of this paper is to introduce two different kinds of iterative algorithms with inertial effects for solving variational inequalities. The iterative processes are based on the extragradient method, the Mann-type method and the viscosity method. Convergence theorems of strong convergence are established in Hilbert spaces under mild assumption that the associated mapping is Lipschitz continuous, pseudo-monotone and sequentially weakly continuous. Numerical experiments are performed to illustrate the behaviors of our proposed methods, as well as comparing them with the existing one in literature.

The main goal of this paper is to define a simple but effective method for approximating solutions of multi-order fractional differential equations relying on Caputo fractional derivative and under supplementary conditions. Our basis functions are based on some original generalization of the Bessel polynomials, which satisfy many properties shared by the classical orthogonal polynomials as given by Hermit, Laguerre, and Jacobi. The main advantages of our polynomials are two-fold: All the coefficients are positive and any collocation matrix of Bessel polynomials at positive points is strictly totally positive. By expanding the unknowns in a (truncated) series of basis functions at the collocation points, the solution of governing differential equation can be easily converted into the solution of a system of algebraic equations, thus reducing the computational complexities considerably. Several practical test problems also with some symmetries are given to show the validity and utility of the proposed technique. Comparisons with available exact solutions as well as with several alternative algorithms are also carried out. The main feature of our approach is the good performance both in terms of accuracy and simplicity for obtaining an approximation to the solution of differential equations of fractional order.

In this paper, we propose a new method, which is set up by incorporating an inertial step with the extragradient method for solving a strongly pseudomonotone equilibrium problems. This method had to comply with a strongly pseudomonotone property and a certain Lipschitz-type condition of a bifunction. A strong convergence result is provided under some mild conditions, and an iterative sequence is accomplished without previous knowledge of the Lipschitz-type constants of a cost bifunction. A sufficient explanation is that the method operates with a slow-moving stepsize sequence that converges to zero and non-summable. For numerical explanations, we analyze a well-known equilibrium model to support our well-established convergence result, and we can see that the proposed method seems to have a significant consistent improvement over the performance of the existing methods.

This paper is concerned with the stability of an age-structured susceptible&ndash, exposed&ndash, infective&ndash, recovered&ndash, susceptible (SEIRS) model with time delay. Firstly, the traveling wave solution of system can be obtained by using the method of characteristic. The existence and uniqueness of the continuous traveling wave solution is investigated under some hypotheses. Moreover, the age-structured SEIRS system is reduced to the nonlinear autonomous system of delay ODE using some insignificant simplifications. It is studied that the dimensionless indexes for the existence of one disease-free equilibrium point and one endemic equilibrium point of the model. Furthermore, the local stability for the disease-free equilibrium point and the endemic equilibrium point of the infection-induced disease model is established. Finally, some numerical simulations were carried out to illustrate our theoretical results.

In the recent literature, some fractional one-point Newton-type methods have been proposed in order to find roots of nonlinear equations using fractional derivatives. In this paper, we introduce a new fractional Newton-type method with order of convergence &alpha, + 1 and compare it with the existing fractional Newton method with order 2 &alpha, Moreover, we also introduce a multipoint fractional Traub-type method with order 2 &alpha, + 1 and compare its performance with that of its first step. Some numerical tests and analysis of the dependence on the initial estimations are made for each case, including a comparison with classical Newton ( &alpha, = 1 of the first step of the class) and classical Traub&rsquo, s scheme ( &alpha, = 1 of fractional proposed multipoint method). In this comparison, some cases are found where classical Newton and Traub&rsquo, s methods do not converge and the proposed methods do, among other advantages.

This paper deals with the study of the zeros of the big q-Bessel functions. In particular, we prove new orthogonality relations for functions which are similar to the one for the classical Bessel functions. Also we give some applications related to the sampling theory.

The goal of this paper is to extend the modified Hestenes-Stiefel method to solve large-scale nonlinear monotone equations. The method is presented by combining the hyperplane projection method (Solodov, M.V., Svaiter, B.F. A globally convergent inexact Newton method for systems of monotone equations, in: M. Fukushima, L. Qi (Eds.)Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers. 1998, 355-369) and the modified Hestenes-Stiefel method in Dai and Wen (Dai, Z., Wen, F. Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search. Numer Algor. 2012, 59, 79-93). In addition, we propose a new line search for the derivative-free method. Global convergence of the proposed method is established if the system of nonlinear equations are Lipschitz continuous and monotone. Preliminary numerical results are given to test the effectiveness of the proposed method.

[EN] In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information when one applies iterative methods. By applying the random Laplace transform method combined with the use of Monte Carlo and numerical integration of the Laplace transform inversion, an easy expression of the approximating stochastic process allows the manageable computation of the statistical moments of the approximation., This work has been supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI) and Fondo Europeo de Desarrollo Regional (FEDER UE) grant MTM2017-89664-P.

In this paper, we consider the inverse problem of derivative order estimation in a fractional logistic model. In order to solve the direct problem, we use the Gr&uuml, nwald-Letnikov fractional derivative, then the inverse problem is tackled within a Bayesian perspective. To construct the likelihood function, we propose an explicit numerical scheme based on the truncated series of the derivative definition. By MCMC samples of the marginal posterior distributions, we estimate the order of the derivative and the growth rate parameter in the dynamic model, as well as the noise in the observations. To evaluate the methodology, a simulation was performed using synthetic data, where the bias and mean square error are calculated, the results give evidence of the effectiveness for the method and the suitable performance of the proposed model. Moreover, an example with real data is presented as evidence of the relevance of using a fractional model.

In this paper, we introduce a new univariate version of the Lomax model as well as a simple type copula-based construction via Morgenstern family and via Clayton copula for introducing a new bivariate and a multivariate type extension of the new model. The new density has a strong physical interpretation and can be a symmetric function and unimodal with a heavy tail with positive skewness. The new failure rate function can be &ldquo, upside-down&rdquo, &ldquo, decreasing&rdquo, with many different shapes and &ldquo, decreasing-constant&rdquo, Some mathematical and statistical properties of the new model are derived. The model parameters are estimated using different estimation methods. For comparing the estimation methods, Markov Chain Monte Carlo (MCMC) simulations are performed. The applicability of the new model is illustrated via four real data applications, these data sets are symmetric and right skewed. We constructed a modified Chi-Square goodness-of-fit test based on Nikulin-Rao-Robson test in the case of complete and censored sample for the new model. Different simulation studies are performed along applications on real data for validation propose.

Gibbs effect represents the non-uniform convergence of the nth Fourier partial sums in approximating functions in the neighborhood of their non-removable discontinuities (jump discontinuities). The overshoots and undershoots cannot be removed by adding more terms in the series. This effect has been studied in the literature for wavelet and framelet expansions. Dual tight framelets have been proven useful in signal processing and many other applications where translation invariance, or the resulting redundancy, is very important. In this paper, we will study this effect using the dual tight framelets system. This system is generated by the mixed oblique extension principle. We investigate the existence of the Gibbs effect in the truncated expansion of a given function by using some dual tight framelets representation. We also give some examples to illustrate the results.

In this paper, we use the Laplace transform technique to examine the generalized solutions of the nth order Cauchy&ndash, Euler equations. By interpreting the equations in a distributional way, we found that whether their solution types are classical, weak or distributional solutions relies on the conditions of their coefficients. To illustrate our findings, some examples are exhibited.

The aim of this paper is to apply the Taylor expansion method to solve the first and second kinds Volterra integral equations with Abel kernel. This study focuses on two main arithmetics: the FPA and the DSA. In order to apply the DSA, we use the CESTAC method and the CADNA library. Using this method, we can find the optimal step of the method, the optimal approximation, the optimal error, and some of numerical instabilities. They are the main novelties of the DSA in comparison with the FPA. The error analysis of the method is proved. Furthermore, the main theorem of the CESTAC method is presented. Using this theorem we can apply a new termination criterion instead of the traditional absolute error. Several examples are approximated based on the FPA and the DSA. The numerical results show the applications and advantages of the DSA than the FPA.

This paper introduces a new family of distributions for modelling censored multimodal data. The model extends the widely known tobit model by introducing two parameters that control the shape and the asymmetry of the distribution. Basic properties of this new family of distributions are studied in detail and a model for censored positive data is also studied. The problem of estimating parameters is addressed by considering the maximum likelihood method. The score functions and the elements of the observed information matrix are given. Finally, three applications to real data sets are reported to illustrate the developed methodology.

In this paper, we give sufficient conditions for the existence and uniqueness of the solution of Sturm–Liouville equations subject to Dirichlet boundary value conditions and involving Kurzweil–Henstock integrable functions on unbounded intervals. We also present a finite element method scheme for Kurzweil–Henstock integrable functions.

In this article we give theoretical results for different stochastic orders of a log-scale-location family which uses Tsallis statistics functions. These results describe the inequalities of moments or Gini index according to parameters. We also compute the mean in the case of q-Weibull and q-Gaussian distributions. The paper is aimed at analyzing the order between survival functions, Lorenz curves and (as consequences) the moments together with the Gini index (respectively a generalized Gini index). A real data application is presented in the last section. This application uses only the survival function because the stochastic order implies the order of moments. Given some supplementary conditions, we prove that the stochastic order implies the Lorenz order in the log-scale-location model and this implies the order between Gini coefficients. The application uses the estimated parameters of a Pareto distribution computed from a real data set in a log-scale-location model, by specifying the Kolmogorov–Smirnov p-value. The examples presented in this application highlight the stochastic order between four models in several cases using survival functions. As direct consequences, we highlight the inequalities between the moments and the generalized Gini coefficients by using the stochastic order and the Lorenz order.

In this paper, we continue to solve as accurately as possible singular eigenvalues problems attached to the Schrödinger equation. We use the conventional ChC and SiC as well as Chebfun. In order to quantify the accuracy of our outcomes, we use the drift with respect to some parameters, i.e., the order of approximation N, the length of integration interval X, or a small parameter ε, of a set of eigenvalues of interest. The deficiency of orthogonality of eigenvectors, which approximate eigenfunctions, is also an indication of the accuracy of the computations. The drift of eigenvalues provides an error estimation and, from that, one can achieve an error control. In both situations, conventional spectral collocation or Chebfun, the computing codes are simple and very efficient. An example for each such code is displayed so that it can be used. An extension to a 2D problem is also considered.

Systems of fractional-order differential equations present stability properties which differ in a substantial way from those of systems of integer order. In this paper, a detailed analysis of the stability of linear systems of fractional differential equations with Caputo derivative is proposed. Starting from the well-known Matignon’s results on stability of single-order systems, for which a different proof is provided together with a clarification of a limit case, the investigation is moved towards multi-order systems as well. Due to the key role of the Mittag–Leffler function played in representing the solution of linear systems of FDEs, a detailed analysis of the asymptotic behavior of this function and of its derivatives is also proposed. Some numerical experiments are presented to illustrate the main results.

[EN] This paper deals with the construction of numerical solutions of random hyperbolic models with a finite degree of randomness that make manageable the computation of its expectation and variance. The approach is based on the combination of the random Fourier transforms, the random Gaussian quadratures and the Monte Carlo method. The recovery of the solution of the original random partial differential problem throughout the inverse integral transform allows its numerical approximation using Gaussian quadratures involving the evaluation of the solution of the random ordinary differential problem at certain concrete values, which are approximated using Monte Carlo method. Numerical experiments illustrating the numerical convergence of the method are included., This work was partially supported by the Ministerio de Ciencia, Innovacion y Universidades Spanish grant MTM2017-89664-P.

In this paper, we construct an Human immunodeficiency virus (HIV) dynamics model with impairment of B-cell functions and the general incidence rate. We incorporate three types of infected cells, (i) latently-infected cells, which contain the virus, but do not generate HIV particles, (ii) short-lived productively-infected cells, which live for a short time and generate large numbers of HIV particles, and (iii) long-lived productively-infected cells, which live for a long time and generate small numbers of HIV particles. The model considers five distributed time delays to characterize the time between the HIV contact of an uninfected CD4 + T-cell and the creation of mature HIV. The nonnegativity and boundedness of the solutions are proven. The model admits two equilibria, infection-free equilibrium E P 0 and endemic equilibrium E P 1 . We derive the basic reproduction number R 0 , which determines the existence and stability of the two equilibria. The global stability of each equilibrium is proven by utilizing the Lyapunov function and LaSalle&rsquo, s invariance principle. We prove that if R 0 &lt, 1 , then E P 0 is globally asymptotically stable, and if R 0 &gt, 1 , then E P 1 is globally asymptotically stable. These theoretical results are illustrated by numerical simulations. The effect of impairment of B-cell functions, time delays, and antiviral treatment on the HIV dynamics are studied. We show that if the functions of B-cells are impaired, then the concentration of HIV is increased in the plasma. Moreover, we observe that the time delay has a similar effect to drug efficacy. This gives some impression for developing a new class of treatments to increase the delay period and then suppress the HIV replication.

The Lagrangian meshfree particle-based method has advantages in solving fluid dynamics problems with complex or time-evolving boundaries for a single phase or multiple phases. A pure Lagrangian meshfree particle method based on a generalized finite difference (GFD) scheme is proposed to simulate time-dependent weakly compressible viscous flow. The flow is described with Lagrangian particles, and the partial differential terms in the Navier-Stokes equations are represented as the solution of a symmetric system of linear equations through a GFD scheme. In solving the particle-based symmetric equations, the numerical method only needs the kernel function itself instead of using its gradient, i.e., the approach is a kernel gradient free (KGF) method, which avoids using artificial parameters in solving for the viscous term and reduces the limitations of using the kernel function. Moreover, the order of Taylor series expansion can be easily improved in the meshless algorithm. In this paper, the particle method is validated with several test cases, and the convergence, accuracy, and different kernel functions are evaluated.

In this paper, a local meshless differential quadrature collocation method based on radial basis functions is proposed for the numerical simulation of one-dimensional Klein&ndash, Gordon, two-dimensional coupled Burgers&rsquo, and regularized long wave equations. Both local and global meshless collocation procedures are used for spatial discretization, which convert the mentioned partial differential equations into a system of ordinary differential equations. The obtained system has been solved by the forward Euler difference formula. An upwind technique is utilized in the case of the convection-dominated coupled Burgers&rsquo, model equation. Having no need for the mesh in the problem domain and being less sensitive to the variation of the shape parameter as compared to global meshless methods are the salient features of the local meshless method. Both rectangular and non-rectangular domains with uniform and scattered nodal points are considered. Accuracy, efficacy, and the ease of implementation of the proposed method are shown via test problems.

Finding a simple root for a nonlinear equation f ( x ) = 0 , f : I &sube, R &rarr, R has always been of much interest due to its wide applications in many fields of science and engineering. Newton&rsquo, s method is usually applied to solve this kind of problems. In this paper, for such problems, we present a family of optimal derivative-free root finding methods of arbitrary high order based on inverse interpolation and modify it by using a transformation of first order derivative. Convergence analysis of the modified methods confirms that the optimal order of convergence is preserved according to the Kung-Traub conjecture. To examine the effectiveness and significance of the newly developed methods numerically, several nonlinear equations including the van der Waals equation are tested.