-
Weighted Method Based Trust Region-Particle Swarm Optimization for Multi-Objective Optimization
Issue:
Volume 3, Issue 3, June 2015
Pages:
81-89
Received:
28 February 2015
Accepted:
3 April 2015
Published:
14 April 2015
Abstract: In this study, a hybrid approach combining trust region (TR) algorithm and particle swarm optimization (PSO) is proposed to solve multi-objective optimization problems (MOOPs). The proposed approach integrates the merits of both TR and PSO. Firstly, the MOOP converting by weighted method to a single objective optimization problem (SOOP) and some of the points in the search space are generated. Secondly, TR algorithm is applied to solve the SOOP to obtain a point on the Pareto frontier. Finally, all the points that have been obtained by TR are used as particles position for PSO; where homogeneous PSO is applied to get all nondominated solutions on the Pareto frontier. In addition, to restrict velocity of the particles and control it, a dynamic constriction factor is presented. Various kinds of multiobjective (MO) benchmark problems have been reported to show the importance of hybrid algorithm in generating Pareto optimal set. The results have demonstrated the superiority of the proposed algorithm to solve MOOPs.
Abstract: In this study, a hybrid approach combining trust region (TR) algorithm and particle swarm optimization (PSO) is proposed to solve multi-objective optimization problems (MOOPs). The proposed approach integrates the merits of both TR and PSO. Firstly, the MOOP converting by weighted method to a single objective optimization problem (SOOP) and some of...
Show More
-
The Comparison Adomian Decomposition Method and Differential Quadrature Method for Solving Some Nonlinear Partial Diferential Equations
Zahra Adabi Firoozjae,
Allahbakhsh yazdani
Issue:
Volume 3, Issue 3, June 2015
Pages:
90-94
Received:
30 March 2015
Accepted:
3 April 2015
Published:
16 April 2015
Abstract: Nonlinear partial diferential equations are a class of partial diferential equations having many important uses in engineering and sciences. In this work we display a comparison between Adomian Decomposition Method (ADM) and Differential Quadrature Method (DQM) for solving some nonlinear partial diferential equations. We found the existence of exact solutions for those models. The numerical results show the efficiency and accuracy of this method.
Abstract: Nonlinear partial diferential equations are a class of partial diferential equations having many important uses in engineering and sciences. In this work we display a comparison between Adomian Decomposition Method (ADM) and Differential Quadrature Method (DQM) for solving some nonlinear partial diferential equations. We found the existence of exac...
Show More
-
A Computer Technique for Duality Theory in Linear Programs
A. K. M. Nazimuddin,
Ahsan Ali
Issue:
Volume 3, Issue 3, June 2015
Pages:
95-99
Received:
25 March 2015
Accepted:
7 April 2015
Published:
27 April 2015
Abstract: The aim of this paper is to develop a computer oriented program for analyzing duality of a Linear Program (LP) by the programming language MATHEMATICA. Also we will show the efficiency of our program by analyzing the duality with numerical examples.
-
Applications of the exp(-Φ(ξ))-Expansion Method to Find Exact Traveling Wave Solutions of the Benney-Luke Equation in Mathematical Physics
Issue:
Volume 3, Issue 3, June 2015
Pages:
100-105
Received:
6 April 2015
Accepted:
18 April 2015
Published:
29 April 2015
Abstract: In this article, we construct the traveling wave solutions involving parameters of nonlinear evolutions equations via the Benney-Luke equation using the exp(-Φ(ξ))-expansion method. The traveling wave solutions are expressed in terms of hyperbolic, trigonometric and rational functions. When the parameters are taken special values, the solitary waves are derived from the traveling waves. The proposed method is direct, concise elementary and effective and can be used for many other nonlinear evolutions equations.
Abstract: In this article, we construct the traveling wave solutions involving parameters of nonlinear evolutions equations via the Benney-Luke equation using the exp(-Φ(ξ))-expansion method. The traveling wave solutions are expressed in terms of hyperbolic, trigonometric and rational functions. When the parameters are taken special values, the solitary wave...
Show More
-
Estimation of Boron Ground State Energy by Monte Carlo Simulation
K. M. Ariful Kabir,
Amal Halder
Issue:
Volume 3, Issue 3, June 2015
Pages:
106-111
Received:
2 April 2015
Accepted:
23 April 2015
Published:
6 May 2015
Abstract: Quantum Monte Carlo (QMC) method is a powerful computational tool for finding accurate approximation solutions of the quantum many body stationary Schrödinger equations for atoms, molecules, solids and a variety of model systems. Using Variational Monte Carlo method we have calculated the ground state energy of the Boron atom. Our calculations are based on using a modified five parameters trial wave function which leads to good result comparing with fewer parameters trial wave functions presented before. Based on random Numbers we can generate a large sample of electron locations to estimate the ground state energy of Boron. Based on comparisons, the energy obtained in our simulation are in excellent agreement with experimental and other well established values.
Abstract: Quantum Monte Carlo (QMC) method is a powerful computational tool for finding accurate approximation solutions of the quantum many body stationary Schrödinger equations for atoms, molecules, solids and a variety of model systems. Using Variational Monte Carlo method we have calculated the ground state energy of the Boron atom. Our calculations are ...
Show More
-
Study on Financial Time Series Prediction Based on Phase Space Reconstruction and Support Vector Machine (SVM)
Hong Zhang,
Li Zhou,
Jie Zhu
Issue:
Volume 3, Issue 3, June 2015
Pages:
112-117
Received:
31 March 2015
Accepted:
14 April 2015
Published:
4 May 2015
Abstract: Analyzing and forecasting the financial market based on the theory of phase space reconstruction of support vector regression. The key point of the phase space reconstruction is to choose the optimal delay time, and to find the optimal embedding dimension of space. This paper proposes the use of false nearest neighbor method to construct the error function for all the variables to determine the appropriate embedding dimension combinations. Kernel function in the SVR is an important factor for algorithm performance. Experiments show that the theory of phase space reconstruction based on support vector regression has a certain degree of predictive ability of market value at risk.
Abstract: Analyzing and forecasting the financial market based on the theory of phase space reconstruction of support vector regression. The key point of the phase space reconstruction is to choose the optimal delay time, and to find the optimal embedding dimension of space. This paper proposes the use of false nearest neighbor method to construct the error ...
Show More
-
Solution of Wave Equations on Transmission Lines where Leakage to Ground on the Line is Negligible
Issue:
Volume 3, Issue 3, June 2015
Pages:
124-128
Received:
3 May 2015
Accepted:
15 May 2015
Published:
26 May 2015
Abstract: This paper presents the solution of wave equations on transmission lines where leakage to ground on the line is very small. As a result of the leakages to ground on the transmission lines which are negligible, the conductance and the inductance, which are responsible for leakages on the line, are set to zero in the model of the general wave equation of the transmission line. The Laplace transform method was now applied to transform the resulting partial differential equation into ordinary differential equation and the method of variation of parameters was used to get the particular solution to the problem.
Abstract: This paper presents the solution of wave equations on transmission lines where leakage to ground on the line is very small. As a result of the leakages to ground on the transmission lines which are negligible, the conductance and the inductance, which are responsible for leakages on the line, are set to zero in the model of the general wave equatio...
Show More
-
Empirical Research on Chinese Warrants Market Based on the Montecarlo Pricing Options Under Levy Process
Li Zhou,
Hong Zhang,
Jian Guo,
Anjie Deng
Issue:
Volume 3, Issue 3, June 2015
Pages:
129-137
Received:
4 May 2015
Accepted:
13 May 2015
Published:
27 May 2015
Abstract: After the 2008 financial crisis, the global derivatives trading volume in options proportion is growing, more and more investors build portfolios using options to hedge or arbitrage, our futures and stock options will soon open. Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly. In this context, a review of the China's warrants market and the introduction of option pricing models can not only help us to reflect Chinese financial derivatives market regulation, but also to explore the option pricing theory for China’s financial market environment. In the framework of Monte Carlo simulation pricing，we established mufti-Levy process option pricing models, the structural model for the given parameter estimation and risk-neutral adjustment method are discussed, the last part of this chapter is an empirical analysis of China warrants trading data in order to prove the validate of Levy models.
Abstract: After the 2008 financial crisis, the global derivatives trading volume in options proportion is growing, more and more investors build portfolios using options to hedge or arbitrage, our futures and stock options will soon open. Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly. In this c...
Show More
-
Application of Brody Growth Function to Describe Dynamics of Breast Cancer Cells
Abdulsamad Engida Sado,
Purnachandra Rao Koya
Issue:
Volume 3, Issue 3, June 2015
Pages:
138-145
Received:
17 April 2015
Accepted:
29 April 2015
Published:
28 May 2015
Abstract: In this paper we have constructed a mathematical model using Brody function and applied to describe the dynamics of breast cancer. To construct the mathematical model we considered that the linear cancer network technique describes the growth of estrogen receptor positive breast cancers. Model validity is verified using simulation study and mathematical analysis. It is verified that the hormone therapy is a technique to treat endocrine receptor positive breast cancers. Hormone therapy is considered as a treatment and used to block the estrogens receptors from the cancer and health cells. Important observations are made from the simulation study and physical interpretations are drawn and presented lucidly in the paper.
Abstract: In this paper we have constructed a mathematical model using Brody function and applied to describe the dynamics of breast cancer. To construct the mathematical model we considered that the linear cancer network technique describes the growth of estrogen receptor positive breast cancers. Model validity is verified using simulation study and mathema...
Show More
-
Equilibrium Mechanisms in Models of Reproduction with a Fixed Budget
Issue:
Volume 3, Issue 3, June 2015
Pages:
146-150
Received:
24 April 2015
Accepted:
15 May 2015
Published:
29 May 2015
Abstract: In the study of some models of reproduction of equilibrium mechanisms are used to describe the activity of the economic systems. As the equilibrium mechanisms models with the fixed budgets can be applied. Typically, the control center can not anticipate all situations. Hence, some variations of the initial model parameters are possible. Therefore, in the study of reproduction models a great interest presents the comparative statics, which allows one find out the dependence of the speed of changes of the state trajectories on the changes of the parameters of the trajectories. In this paper, we deal with the Leontief’s type model with fixed budgets, consisting of n branches.
Abstract: In the study of some models of reproduction of equilibrium mechanisms are used to describe the activity of the economic systems. As the equilibrium mechanisms models with the fixed budgets can be applied. Typically, the control center can not anticipate all situations. Hence, some variations of the initial model parameters are possible. Therefore, ...
Show More
-
Study of American Option Pricing Based on Levy Process
Hong Zhang,
Jie Zhu,
Jian Guo,
Li Zhou
Issue:
Volume 3, Issue 3, June 2015
Pages:
151-156
Received:
8 May 2015
Accepted:
22 May 2015
Published:
1 June 2015
Abstract: After the 2008 financial crisis, the global derivatives trading volume in options proportion is growing, more and more investors build portfolios using options to hedge or arbitrage, our futures and stock options will soon open. Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly. In this context, a review of the China's warrants market and the introduction of option pricing models can not only help us to reflect Chinese financial derivatives market regulation, but also to explore the option pricing theory for China`s financial market environment. In the framework of Monte Carlo simulation pricing, we established mufti-Levy process option pricing models, the structural model for the given parameter estimation and risk-neutral adjustment method are discussed, the last part of this chapter is an empirical analysis of China warrants trading data in order to prove the validate of Levy models.
Abstract: After the 2008 financial crisis, the global derivatives trading volume in options proportion is growing, more and more investors build portfolios using options to hedge or arbitrage, our futures and stock options will soon open. Theoretical research of options is also changing, option pricing models under Levy processes developed rapidly. In this c...
Show More
-
Investigate Micropolar Fluid Behavior on MHD Free Convection and Mass Transfer Flow with Constant Heat and Mass Fluxes by Finite Difference Method
Lasker Ershad Ali,
Ariful Islam,
Nazmul Islam
Issue:
Volume 3, Issue 3, June 2015
Pages:
157-168
Received:
6 March 2015
Accepted:
16 March 2015
Published:
8 June 2015
Abstract: Micropolar fluid behavior on MHD free convection and mass transfer with constant heat and mass fluxes is studied numerically. Finite difference technique is used as the main tool for the numerical approach. Micropolar fluid behavior on MHD steady free convection and mass transfer with constant heat and mass fluxes have been considered and its similarities solution have been obtained. Similarity equations of the corresponding momentum, angular momentum, temperature and concentration equations are derived by employing the usual similarity technique. The dimensionless similarity equations for momentum, angular momentum, temperature and concentration equations solved numerically by explicit finite difference technique. With the help of graphs the effects of the various important parameters entering into each of the problems on the velocity, microrotation, temperature and concentration profiles within the boundary layer are separately discussed.
Abstract: Micropolar fluid behavior on MHD free convection and mass transfer with constant heat and mass fluxes is studied numerically. Finite difference technique is used as the main tool for the numerical approach. Micropolar fluid behavior on MHD steady free convection and mass transfer with constant heat and mass fluxes have been considered and its simil...
Show More
