• Title/Summary/Keyword: computational mathematics

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AN ALGORITHM FOR SOLVING THE PROBLEM OF CONVEX PROGRAMMING WITH SEVERAL OBJECTIVE FUNCTIONS

  • Cocan, Moise;Pop, Bogdana
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.79-88
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    • 1999
  • This work aims to establish an algorithm for solving the problem of convex programming with several objective-functions with linear constraints. Starting from the idea of Rosen's algorithm for solving the problem of convex programming with linear con-straints and taking into account the solution concept from multi-dimensional programming represented by a program which reaches "the best compromise" we are extending this method in the case of multidimensional programming. The concept of direction of min-imization is introduced and a necessary and sufficient condition is given for a s∈Rn direction to be a direction is min-imal. The two numerical examples presented at the end validate the algorithm.

THE SPACE-TIME FRACTIONAL DIFFUSION EQUATION WITH CAPUTO DERIVATIVES

  • HUANG F.;LIU F.
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.179-190
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    • 2005
  • We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order ${\beta}{\in}$ (0, 2] and the first-order time derivative with Caputo derivative of order ${\beta}{\in}$ (0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.

ELEMENTS OF THE KKM THEORY FOR GENERALIZED CONVEX SPACE

  • Park, Se-Hei
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.1-28
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    • 2000
  • In the present paper, we introduce fundamental results in the KKM theory for G-convex spaces which are equivalent to the Brouwer theorem, the Sperner lemma, and the KKM theorem. Those results are all abstract versions of known corresponding ones for convex subsets of topological vector spaces. Some earlier applications of those results are indicated. Finally, We give a new proof of the Himmelberg fixed point theorem and G-convex space versions of the von Neumann type minimax theorem and the Nash equilibrium theorem as typical examples of applications of our theory.

TRANSIENT DISTRIBUTIONS OF LEVEL DEPENDENT QUASI-BIRTH-DEATH PROCESSES WITH LINEAR TRANSITION RATES

  • Shin, Yang-Woo
    • Journal of applied mathematics & informatics
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    • v.7 no.1
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    • pp.83-100
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    • 2000
  • Many queueing systems such as M/M/s/K retrial queue with impatient customers, MAP/PH/1 retrial queue, retrial queue with two types of customers and MAP/M/$\infty$ queue can be modeled by a level dependent quasi-birth-death(LDQBD) process with linear transition rates of the form ${\lambda}_k$={\alpga}{+}{\beta}k$ at each level $\kappa$. The purpose of this paper is to propose an algorithm to find transient distributions for LDQBD processes with linear transition rates based on the adaptive uniformization technique introduced by van Moorsel and Sanders [11]. We apply the algorithm to some retrial queues and present numerical results.

A NEW SOLUTION METHOD FOR STATE EQUATIONS OF NONLINEAR SYSTEM

  • Zhang, Cheng-Hui;Tan, Cheng-Hui;Cui, Na-Xin
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.175-184
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    • 1999
  • Along with the computation and analysis for nonlinear system being more and more involved in the fields such as automation control electronic technique and electrical power system the nonlin-ear theory has become quite a attractive field for academic research. In this paper we derives the solutions for state equation of nonlinear system by using the inverse operator expression of the so-lutions is obtained. An actual computation example is given giving a comparison between IOM and Runge-kutta method. It has been proved by our investigation that IOM has some distinct advantages over usual approximation methods in that it is computationally con-venient rapidly convergent provides accurate solutions not requiring perturbation linearization or the massive computation inherent in discrietization methods such as finite differences. So the IOM pro-vides an effective method for the solution of nonlinear system is of potential application valuable in nonlinear computation.

AN M/G/1 QUEUE WITH GENERALIZED VACATIONS AND EXHAUSTIVE SERVICE

  • Lim, Jong-Seul;Lee, Sang-Heon
    • Journal of applied mathematics & informatics
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    • v.6 no.1
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    • pp.309-320
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    • 1999
  • Models of single-server queues with vacations have been widely used to study the performance of many computer communi-cation and production systems. In this paper we analyze an M/G/1 queue with generalized vacations and exhaustive service. This sys-tem has been shown to possess a stochastic decomposition property. That is the customer waiting time in this system is distributed as the sum of the waiting time in a regular M/G/1 queue with no va-cations and the additional delay due to vacations. Herein a general formula for the additional delay is derived for a wide class of vacation policies. The formula is also extended to cases with multiple types of vacations. Using these new formulas existing results for certain vacation models are easily re-derived and unified.

THE DESIGN OF AN EFFICIENT LOAD BALANCING ALGORITHM EMPLOYING BLOCK DESIGN

  • Chung, Il-Yong;Bae, Yong-Eun
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.343-351
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    • 2004
  • In order to maintain load balancing in a distributed system, we should obtain workload information from all the nodes on network. This processing requires $O(v^2)$ communication overhead, where v is the number of nodes. In this paper, we present a new synchronous dynamic distributed load balancing algorithm on a (v, k + 1, 1)-configured network applying a symmetric balanced incomplete block design, where $v\;=\;k^2$\;+\;k\;+\;1$. Our algorithm needs only $O(\sqrt[v]{v})$ communication overhead and each node receives workload information from all the nodes without redundancy. Therefore, load balancing is maintained since every link has the same amount of traffic for transferring workload information.

SINGLE OBJECTIVE LAYOUT DESIGN OF USER INTERFACE COMPONENTS WITH MULTIPLE QUALITATIVE FACTORS

  • Peer, S.K.;Sharma, Dinesh-K.
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.353-363
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    • 2004
  • The purpose of this paper is to present a model to design the layout of the user interface components that handles many numbers of qualitative factors. An alternate rating system is also proposed for the closeness relationship ratings between the various pairs of components evaluated by using GOMS (goals, operators, methods and selection rules) technique. The proposed model is applied to the design of the part of the user interface in order to obtain the best layout of the components. The results of the proposed model are compared with that of an existing model, which handles single qualitative factor applied to obtain the layouts of user interface components.

SOME ANALYSES ON A PROPOSED METHOD OF THE OPTIMAL NETWORK SELECTION PROBLEM

  • Lim, Jong Seul
    • Journal of applied mathematics & informatics
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    • v.32 no.3_4
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    • pp.539-546
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    • 2014
  • This paper introduces the approximation and a proposed method to deal the optimum location network selection problem such that the total cost is minimized. For the proposed method, we derived a feasible solution and the variance. To compare the performances of the approximation and the proposed method, computer simulation is also implemented. The result showed the solutions being optimum with 74% for the proposed method and 57% for the approximation. When the solutions is not optimum, maximum and average deviations are below 4% and 2% respectively. The results indicate a slightly better performance of the proposed method in a certain case.

FUZZY REGRESSION TOWARDS A GENERAL INSURANCE APPLICATION

  • Kim, Joseph H.T.;Kim, Joocheol
    • Journal of applied mathematics & informatics
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    • v.32 no.3_4
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    • pp.343-357
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    • 2014
  • In many non-life insurance applications past data are given in a form known as the run-off triangle. Smoothing such data using parametric crisp regression models has long served as the basis of estimating future claim amounts and the reserves set aside to protect the insurer from future losses. In this article a fuzzy counterpart of the Hoerl curve, a well-known claim reserving regression model, is proposed to analyze the past claim data and to determine the reserves. The fuzzy Hoerl curve is more flexible and general than the one considered in the previous fuzzy literature in that it includes a categorical variable with multiple explanatory variables, which requires the development of the fuzzy analysis of covariance, or fuzzy ANCOVA. Using an actual insurance run-off claim data we show that the suggested fuzzy Hoerl curve based on the fuzzy ANCOVA gives reasonable claim reserves without stringent assumptions needed for the traditional regression approach in claim reserving.