For American option pricing, the Black-Scholes-Merton model can be discretized as a linear comple- mentarity problem （LCP） by using some finite difference schemes. It is well known that the Projected Successive Over...For American option pricing, the Black-Scholes-Merton model can be discretized as a linear comple- mentarity problem （LCP） by using some finite difference schemes. It is well known that the Projected Successive Over Relaxation （PSOR） has been widely applied to solve the resulted LCP. In this paper, we propose a fixed point iterative method to solve this type of LCPs, where the splitting technique of the matrix is used. We show that the proposed method is globally convergent under mild assumptions. The preliminary numerical results are reported, which demonstrate that the proposed method is more accurate than the PSOR for the problems we tested.展开更多
The goal of the present paper is to investigate some new HUR-stability results by applying the alternative fixed point of generalized quartic functional equationin β-Banach modules on Banach algebras. The concept of ...The goal of the present paper is to investigate some new HUR-stability results by applying the alternative fixed point of generalized quartic functional equationin β-Banach modules on Banach algebras. The concept of Ulam-Hyers-Rassias stability （briefly, HUR-stability） originated from Th. M. Rassias stability theorem that appeared in his paper： On the stability of the linear mapping in Banach spaces, Proc. Amer. Math. Soc. 72 （1978）, 297-300.展开更多
Using the fixed point method, this article proves the Hyers-Ulam-Rassias stability of a generalized Apollonius type quadratic functional equation in Banach spaces. The conditions of these results are demonstrated by t...Using the fixed point method, this article proves the Hyers-Ulam-Rassias stability of a generalized Apollonius type quadratic functional equation in Banach spaces. The conditions of these results are demonstrated by the quadratic functional equation of Apollonius type.展开更多
In this paper,using the fixed-point and direct methods,we prove the HyersUlam stability of the following m-Appolonius type functional equation：∑mi=1 f（z-xi）=mf（z-1/m2∑mi=1xi）-1/m∑1≤i〈j≤mf（xi＋xj）,where m ...In this paper,using the fixed-point and direct methods,we prove the HyersUlam stability of the following m-Appolonius type functional equation：∑mi=1 f（z-xi）=mf（z-1/m2∑mi=1xi）-1/m∑1≤i〈j≤mf（xi＋xj）,where m is a natural number greater than 1,in random normed spaces. 更多还原展开更多
A steady-state, rigid-plastic rolling problem for temperature and strain-rate dependent materials with nonlocal friction is considered. A variational formulation is derived, coupling a nonlinear variational inequality...A steady-state, rigid-plastic rolling problem for temperature and strain-rate dependent materials with nonlocal friction is considered. A variational formulation is derived, coupling a nonlinear variational inequality for the velocity and a nonlinear vari- ational equation for the temperature. The existence and uniqueness results are obtained by a proposed fixed point method.展开更多
In this paper image with horizontal motion blur, vertical motion blur and angled motion blur are considered. We construct several difference schemes to the highly nonlinear term △↓.（△↓u/√｜△↓｜^2＋β） of the ...In this paper image with horizontal motion blur, vertical motion blur and angled motion blur are considered. We construct several difference schemes to the highly nonlinear term △↓.（△↓u/√｜△↓｜^2＋β） of the total variation-based image motion deblurring problem. The large nonlinear system is linearized by fixed point iteration method. An algebraic multigrid method with Krylov subspace acceleration is used to solve the corresponding linear equations as in [7]. The algorithms can restore the image very well. We give some numerical experiments to demonstrate that our difference schemes are efficient and robust.展开更多
In this paper, we investigate the pseudo almost periodicity of the unique bounded solution for a nonlinear hyperbolic equation with piecewise constant argument. The equation under consideration is a mathematical model...In this paper, we investigate the pseudo almost periodicity of the unique bounded solution for a nonlinear hyperbolic equation with piecewise constant argument. The equation under consideration is a mathematical model for the dynamics of gas absorption,展开更多
In this paper we are going to derive two numerical methods for solving the coupled nonlinear Schrodinger-Boussinesq equation. The first method is a nonlinear implicit scheme of second order accuracy in both directions...In this paper we are going to derive two numerical methods for solving the coupled nonlinear Schrodinger-Boussinesq equation. The first method is a nonlinear implicit scheme of second order accuracy in both directions time and space;the scheme is unconditionally stable. The second scheme is a nonlinear implicit scheme of second order accuracy in time and fourth order accuracy in space direction. A generalized method is also derived where the previous schemes can be obtained by some special values of l. The proposed methods will produced a coupled nonlinear tridiagonal system which can be solved by fixed point method. The exact solutions and the conserved quantities for two different tests are used to display the robustness of the proposed schemes.展开更多
In this paper, we give two characterizations of multi-Cauchy-Jensen mappings. One of them reduces the system of n equations defining these mappings to a single functional equation. We also prove, using the fixed point...In this paper, we give two characterizations of multi-Cauchy-Jensen mappings. One of them reduces the system of n equations defining these mappings to a single functional equation. We also prove, using the fixed point method, the generalized Hyers-Ulam stability of this equation. Our results generalize some known outcomes.展开更多
The following nonlinear hyperbolic equation is discussed in this paper:where A= -? + Iandx∈Rn. The model comes from the transverse deflection equation of an extensible beam. We prove that there exists a unique local ...The following nonlinear hyperbolic equation is discussed in this paper:where A= -? + Iandx∈Rn. The model comes from the transverse deflection equation of an extensible beam. We prove that there exists a unique local solution of the above equation as M depends on x.展开更多
In this paper, we are going to derive four numerical methods for solving the Modified Kortweg-de Vries (MKdV) equation using fourth Pade approximation for space direction and Crank Nicolson in the time direction. Two ...In this paper, we are going to derive four numerical methods for solving the Modified Kortweg-de Vries (MKdV) equation using fourth Pade approximation for space direction and Crank Nicolson in the time direction. Two nonlinear schemes and two linearized schemes are presented. All resulting schemes will be analyzed for accuracy and stability. The exact solution and the conserved quantities are used to highlight the efficiency and the robustness of the proposed schemes. Interaction of two and three solitons will be also conducted. The numerical results show that the interaction behavior is elastic and the conserved quantities are conserved exactly, and this is a good indication of the reliability of the schemes which we derived. A comparison with some existing is presented as well.展开更多
In this paper, we introduce the following quattuordecic functional equation f(x+7y)-14f(x+6y)+91f(x+5y)-364f(x+4y)+1001f(x+3y)-2002f(x+2y)+3003f(x+y)-3432f(x)+3003f(x-y)-2002f(x-2y)+1001f(x-3y)-364f(x-4y)+91f(x-5y)-14...In this paper, we introduce the following quattuordecic functional equation f(x+7y)-14f(x+6y)+91f(x+5y)-364f(x+4y)+1001f(x+3y)-2002f(x+2y)+3003f(x+y)-3432f(x)+3003f(x-y)-2002f(x-2y)+1001f(x-3y)-364f(x-4y)+91f(x-5y)-14f(x-6y)+f(x-7y)=14!f(y), investigate the general solution and prove the stability of this quattuordecic functional equation in quasi β-normed spaces by using the fixed point method.展开更多
In this paper, the direct method and the fixed point alternative method are implemented to give Hyers-Uiam-Rassias stability of the functional equation 6f（x＋y）-6f（x-y）＋4f（3y）=3f（x＋2y）-3f（x-2y）＋9f（2y） i...In this paper, the direct method and the fixed point alternative method are implemented to give Hyers-Uiam-Rassias stability of the functional equation 6f（x＋y）-6f（x-y）＋4f（3y）=3f（x＋2y）-3f（x-2y）＋9f（2y） in fuzzy Banach spaces. We can find the range of approximate solutions obtained using the direct method are less than those obtained by using the fixed point alternative method for the above and the functional equation.展开更多
基金Supported by the National Natural Science Foundation of China(Grant No.11431002)
文摘For American option pricing, the Black-Scholes-Merton model can be discretized as a linear comple- mentarity problem （LCP） by using some finite difference schemes. It is well known that the Projected Successive Over Relaxation （PSOR） has been widely applied to solve the resulted LCP. In this paper, we propose a fixed point iterative method to solve this type of LCPs, where the splitting technique of the matrix is used. We show that the proposed method is globally convergent under mild assumptions. The preliminary numerical results are reported, which demonstrate that the proposed method is more accurate than the PSOR for the problems we tested.
文摘The goal of the present paper is to investigate some new HUR-stability results by applying the alternative fixed point of generalized quartic functional equationin β-Banach modules on Banach algebras. The concept of Ulam-Hyers-Rassias stability （briefly, HUR-stability） originated from Th. M. Rassias stability theorem that appeared in his paper： On the stability of the linear mapping in Banach spaces, Proc. Amer. Math. Soc. 72 （1978）, 297-300.
文摘Using the fixed point method, this article proves the Hyers-Ulam-Rassias stability of a generalized Apollonius type quadratic functional equation in Banach spaces. The conditions of these results are demonstrated by the quadratic functional equation of Apollonius type.
文摘In this paper,using the fixed-point and direct methods,we prove the HyersUlam stability of the following m-Appolonius type functional equation：∑mi=1 f（z-xi）=mf（z-1/m2∑mi=1xi）-1/m∑1≤i〈j≤mf（xi＋xj）,where m is a natural number greater than 1,in random normed spaces. 更多还原
文摘A steady-state, rigid-plastic rolling problem for temperature and strain-rate dependent materials with nonlocal friction is considered. A variational formulation is derived, coupling a nonlinear variational inequality for the velocity and a nonlinear vari- ational equation for the temperature. The existence and uniqueness results are obtained by a proposed fixed point method.
文摘In this paper image with horizontal motion blur, vertical motion blur and angled motion blur are considered. We construct several difference schemes to the highly nonlinear term △↓.（△↓u/√｜△↓｜^2＋β） of the total variation-based image motion deblurring problem. The large nonlinear system is linearized by fixed point iteration method. An algebraic multigrid method with Krylov subspace acceleration is used to solve the corresponding linear equations as in [7]. The algorithms can restore the image very well. We give some numerical experiments to demonstrate that our difference schemes are efficient and robust.
基金The NSF(001084)of Liaoning Provincethe Science Foundation of OUC and the NSF(10371010)of China
文摘In this paper, we investigate the pseudo almost periodicity of the unique bounded solution for a nonlinear hyperbolic equation with piecewise constant argument. The equation under consideration is a mathematical model for the dynamics of gas absorption,
文摘In this paper we are going to derive two numerical methods for solving the coupled nonlinear Schrodinger-Boussinesq equation. The first method is a nonlinear implicit scheme of second order accuracy in both directions time and space;the scheme is unconditionally stable. The second scheme is a nonlinear implicit scheme of second order accuracy in time and fourth order accuracy in space direction. A generalized method is also derived where the previous schemes can be obtained by some special values of l. The proposed methods will produced a coupled nonlinear tridiagonal system which can be solved by fixed point method. The exact solutions and the conserved quantities for two different tests are used to display the robustness of the proposed schemes.
文摘In this paper, we give two characterizations of multi-Cauchy-Jensen mappings. One of them reduces the system of n equations defining these mappings to a single functional equation. We also prove, using the fixed point method, the generalized Hyers-Ulam stability of this equation. Our results generalize some known outcomes.
文摘The following nonlinear hyperbolic equation is discussed in this paper:where A= -? + Iandx∈Rn. The model comes from the transverse deflection equation of an extensible beam. We prove that there exists a unique local solution of the above equation as M depends on x.
文摘In this paper, we are going to derive four numerical methods for solving the Modified Kortweg-de Vries (MKdV) equation using fourth Pade approximation for space direction and Crank Nicolson in the time direction. Two nonlinear schemes and two linearized schemes are presented. All resulting schemes will be analyzed for accuracy and stability. The exact solution and the conserved quantities are used to highlight the efficiency and the robustness of the proposed schemes. Interaction of two and three solitons will be also conducted. The numerical results show that the interaction behavior is elastic and the conserved quantities are conserved exactly, and this is a good indication of the reliability of the schemes which we derived. A comparison with some existing is presented as well.
文摘In this paper, we introduce the following quattuordecic functional equation f(x+7y)-14f(x+6y)+91f(x+5y)-364f(x+4y)+1001f(x+3y)-2002f(x+2y)+3003f(x+y)-3432f(x)+3003f(x-y)-2002f(x-2y)+1001f(x-3y)-364f(x-4y)+91f(x-5y)-14f(x-6y)+f(x-7y)=14!f(y), investigate the general solution and prove the stability of this quattuordecic functional equation in quasi β-normed spaces by using the fixed point method.
文摘In this paper, the direct method and the fixed point alternative method are implemented to give Hyers-Uiam-Rassias stability of the functional equation 6f（x＋y）-6f（x-y）＋4f（3y）=3f（x＋2y）-3f（x-2y）＋9f（2y） in fuzzy Banach spaces. We can find the range of approximate solutions obtained using the direct method are less than those obtained by using the fixed point alternative method for the above and the functional equation.
