권호 표지

Journal of Applied and Pure Mathematics

The Korean Society for Computational and Applied Mathematics (KSCAM)

  • 연3회간
  • /
  • 2671-4000(pISSN)
  • /
  • 2636-1612(eISSN)

Domain

  • Mathematics ＞ Applied Mathematics

Aim & Scope

This is a broad based journal covering all branches of computational or applied mathematics with special encouragement to researchers in theoretical computer science and mathematical Informatics. Thus, the major areas, such as Numerical Analysis, Discrete Optimization, Linear and Nonlinear Programming, Theory of Computation(Computational Complexity, Automata and Formal Languages), Control Theory, Theory of Algorithms, Computational Logic, Applied Combinatorics (including graphs, codes, and designs), Coding Theory, Cryptographics, Big data, AI, Fuzzy Theory with applications, Differential Equations with applications, etc., are all included. A large variety of scientific problems also necessarily involve Algebra, Analysis, Geometry, Probability and Statistics, and so on. The journal welcomes research papers in all branches of mathematics which have some bearing on the application to scientific problems, including papers in the areas of Actuarial Science, Mathematical Biology, Mathematical Economics and Finance.

Volume 4 Issue 5_6

  1. JUNG YOOG, KANG 221
    https://doi.org/10.23091/japm.2022.221 PDF
    In this paper, we study differential equations arising from the generating functions of (p, q)-Hermite polynomials. We use this differential equation to give explicit identities for (p, q)-Hermite polynomials.
  2. DIMPLEKUMAR, CHALISHAJAR;K., RAMKUMAR;K., RAVIKUMAR 233
    https://doi.org/10.23091/japm.2022.233 PDF
    This manuscript addressed, the existence and uniqueness result for random impulsive stochastic functional differential equations with finite time delays. The study of random impulsive stochastic system is a new area of research. We interpret the meaning of a stochastic derivative and how it differs from the classical derivative. We prove the existence and uniqueness of mild solutions to the equations by using the successive approximation method. We conclude the article with some interesting future extension. This work extends the work of [18, 12, 20]. Finally, an example is given to illustrate the theoretical result.
  3. XIAOLING, SUN;JIANWEI, DU 249
    https://doi.org/10.23091/japm.2022.249 PDF
    Nowadays, it is an important task to find extremal values on any molecular descriptor with respect to different graph parameters. The Sombor index is a novel topological molecular descriptor introduced by Gutman in 2021. The research on determining extremal values for the Sombor index of a graph is very popular recently. In this paper, we present the maximum Sombor index of bicyclic graphs with given matching number. Furthermore, we identify the corresponding extremal bicyclic graphs.
  4. SOON-GEOL, KWON 263
    https://doi.org/10.23091/japm.2022.263 PDF
    We derive an alternative proof of Marsaglia's method for generating a pair of independent standard normal random variables.
  5. GEORGE A., ANASTASSIOU 269
    https://doi.org/10.23091/japm.2022.269 PDF
    In this article we exhibit univariate and multivariate quantitative approximation by Kantorovich-Choquet type quasi-interpolation neural network operators with respect to supremum norm. This is done with rates using the first univariate and multivariate moduli of continuity. We approximate continuous and bounded functions on ℝN , N ∈ ℕ. When they are also uniformly continuous we have pointwise and uniform convergences. Our activation functions are induced by the arctangent, algebraic, Gudermannian and generalized symmetrical sigmoid functions.
  6. YANG, JIANQI;JIANG, QIUYAN 287
    https://doi.org/10.23091/japm.2022.287 PDF
    In this paper, we consider a risk-minimization hedging problem for a special European contingent claims. The existence and uniqueness of strategy are given constructively. Firstly, a non-standard European contingent is demonstrated as stochastic payment streams. Then the existence of the risk minimization strategy and also the uniqueness are proved under two kinds market information by using Galtchouk-Kunita-Watanabe decomposition and constructing a 0-achieving strategy risk-minimizing strategies in full information. And further, we have proven risk-minimizing strategies exists and is unique under restrict information by constructing a weakly mean-selffinancing strategy.
  7. D.N., CHALISHAJAR;A., ANGURAJ;K., RAVIKUMAR;K., MALAR 299
    https://doi.org/10.23091/japm.2022.299 PDF
    This manuscript deals with the exact (complete) controllability of semilinear stochastic differential equations with infinite delay and Poisson jumps utilizing some basic and readily verified conditions. The results are obtained by using fixed-point approach and by using advance phase space definition for infinite delay part. We have used the axiomatic definition of the phase space in terms of stochastic process to consider the time delay of the system. An infinite delay along with the Poisson jump is the new investigation for the given stochastic system. An example is given to illustrate the effectiveness of the results.
  8. R., PONRAJ;A., GAYATHRI;S., SOMASUNDARAM 317
    https://doi.org/10.23091/japm.2022.317 PDF
    In this paper we investigate the pair difference cordial labeling behaviour of m- copies of K4, subdivision of star, fan, comb graphs.