Articles

Pricing vulnerable options with variable default boundary under jump-diffusion processes

For the pricing of vulnerable options, we improve the results of Klein and Inglis [Journal of Banking and Finance] and Tian et al. [The Journal of Futures and Markets], considering the circumstances in which t...

Authors: Qing Zhou, Qian Wang and Weixing Wu

A class of implicit symmetric symplectic and exponentially fitted Runge–Kutta–Nyström methods for solving oscillatory problems

The construction of implicit Runge–Kutta–Nyström (RKN) method is considered in this paper. Based on the symmetric, symplectic, and exponentially fitted conditions, a class of implicit RKN integrators is obtain...

Authors: Huai Yuan Zhai, Wen Juan Zhai and Bing Zhen Chen

Error estimates of a semi-discrete LDG method for the system of damped acoustic wave equation

Authors: Dojin Kim

Stabilized lowest equal-order mixed finite element method for the Oseen viscoelastic fluid flow

In this paper, we present a stabilized lowest equal-order mixed finite element (FE) method for the Oseen viscoelastic fluid flow obeying an Oldroyd-B type constitutive law. To approximate the velocity, pressur...

Authors: Shahid Hussain, Md. Abdullah Al Mahbub, Nasrin Jahan Nasu and Haibiao Zheng

Global threshold dynamics of a stochastic epidemic model incorporating media coverage

In this paper, we investigate the global threshold dynamics of a stochastic SIS epidemic model incorporating media coverage. We give the basic reproduction number ...

Authors: Bin Yang, Yongli Cai, Kai Wang and Weiming Wang

Non-smooth analysis method in optimal investment-BSDE approach

In this paper, the investment process is modeled by backward stochastic differential equation. We investigate a necessary condition for optimal investment problem by the method of non-smooth analysis. Furtherm...

Authors: Helin Wu, Yong Ren and Feng Hu

New exact solutions of fractional Cahn–Allen equation and fractional DSW system

This work explores the new exact solutions of nonlinear fractional partial differential equations (FPDEs). The solutions are obtained by adopting an effective technique, the first integral method (FIM). The Ri...

Authors: Shumaila Javeed, Summaya Saif and Dumitru Baleanu

Normal curves in n-dimensional Euclidean space

In this paper, we give a generalization of normal curves to n-dimensional Euclidean space. Then we obtain a necessary and sufficient condition for a curve to be a normal curve in the n-dimensional Euclidean space...

Authors: Özcan Bektaş

Existence and Hyers–Ulam stability for three-point boundary value problems with Riemann–Liouville fractional derivatives and integrals

This paper is concerned with a class of two-term fractional differential equations. Three-point boundary value problems with mixed Riemann–Liouville fractional differential and integral boundary conditions are...

Authors: Lei Xu, Qixiang Dong and Gang Li

Dynamical analysis in explicit continuous iteration algorithm and its applications

This article is devoted to the dynamical analysis of an explicit continuous iteration algorithm, describing its construction, relationship with the explicit trapezoid method, and error analysis. A theorem demo...

Authors: Qingyi Zhan, Zhifang Zhang and Xiangdong Xie

Threshold dynamics of a delayed predator–prey model with impulse via the basic reproduction number

In this paper, we study a delayed predator–prey model with impulse and, in particular, the existence of the predator-free periodic solution. We employ the approach and techniques coming from epidemiology and c...

Authors: Xiangsen Liu and Binxiang Dai

Existence of solutions for a multi-point boundary value problem with a \(p(r)\)-Laplacian

Authors: Zhiguo Luo and Jinfang Liang

Hyers–Ulam stability and existence criteria for coupled fractional differential equations involving p-Laplacian operator

In this article, by using nonlinear Leray–Schauder-type alternative and Banach’s fixed point theorem, we investigate existence and uniqueness of solutions. We also prove Hyers–Ulam stability for the proposed c...

Authors: Hasib Khan, Wen Chen, Aziz Khan, Tahir S. Khan and Qasem M. Al-Madlal

Predicting the effectiveness of drug interventions with ‘HIV counseling & testing’ (HCT) on the spread of HIV/AIDS: a theoretical study

In this paper, a dynamic compartmental model is constructed for the transmission of HIV/AIDS receiving drug treatment and knowledge from effective awareness programs through media. Using stability theory of di...

Authors: Priti Kumar Roy and Shubhankar Saha

New aspects of Opial-type integral inequalities

In this manuscript, we prove new aspects for several Opial-type integral inequalities for the left and right Caputo–Fabrizio operators with nonsingular kernel. For this purpose we use the inequalities obtained...

Authors: Yasemin Başcı and Dumitru Baleanu

Approximation by quaternion \((p,q)\)-Bernstein polynomials and Voronovskaja type result on compact disk

Authors: Haifa Bin Jebreen, Mohammad Mursaleen and Ambreen Naaz

Parameter uniform numerical method for a system of two coupled singularly perturbed parabolic convection-diffusion equations

In this paper, we propose a numerical scheme for a system of two linear singularly perturbed parabolic convection-diffusion equations. The presented numerical scheme consists of a classical backward-Euler sche...

Authors: Li-Bin Liu, Guangqing Long and Yong Zhang

Existence of periodic solutions for a higher-order neutral difference equation

Based on a continuation theorem of Mawhin, the existence of a periodic solution for a higher-order nonlinear neutral difference equation is studied. Our conclusion is new and interesting.

Authors: Jiao-Ling Zhang and Gen-Qiang Wang

Dynamics of difference equation \(x_{n+1}=f( x_{n-l},x_{n-k})\)

In this paper, we present the asymptotic behavior of the solutions for a general class of difference equations. We introduce general theorems in order to study the stability and periodicity of the solutions. M...

Authors: Osama Moaaz

Oscillatory behavior of solutions of certain fractional difference equations

Authors: Hakan Adiguzel

Homoclinic solutions for n-dimensional p-Laplacian neutral differential systems with a time-varying delay

Authors: Fang Gao and Wenbin Chen

Global behavior of positive solutions for some semipositone fourth-order problems

Authors: Dongliang Yan and Ruyun Ma

Weak convergence of the complex fractional Brownian motion

In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.

Authors: Liheng Sang, Guangjun Shen and Qingbo Wang

Finite difference scheme for simulating a generalized two-dimensional multi-term time fractional non-Newtonian fluid model

A finite difference scheme, based upon the Crank–Nicolson scheme, is applied to the numerical approximation of a two-dimensional time fractional non-Newtonian fluid model. This model not only possesses a multi...

Authors: Yanqin Liu, Xiuling Yin, Libo Feng and Hongguang Sun

Permanence and extinction of a high-dimensional stochastic resource competition model with noise

In this paper, we investigate the asymptotic behavior for a kind of resource competition model with environmental noises. Considering the impact of white noise on birth rate and death rate separately, we first...

Authors: Li Wang, Xiaoqiang Wang and Qimin Zhang

Weak θ-contractions and some fixed point results with applications to fractal theory

In this paper, we define weak θ-contractions on a metric space into itself by extending θ-contractions introduced by Jleli and Samet (J. Inequal. Appl. 2014:38, 2014) and utilize the same to prove some fixed poin...

Authors: Mohammad Imdad, Waleed M. Alfaqih and Idrees A. Khan

Stabilization for two-dimensional delta operator systems with time-varying delays and actuator saturation

In this paper, stabilization is studied for a two-dimensional delta operator system with time-varying delays and actuator saturation. Both lower and upper bounds of the time-varying delays are considered. An e...

Authors: Dan Peng, Ting Zhang and Hongjiu Yang

Hopf-zero bifurcation of Oregonator oscillator with delay

In this paper, we study the Hopf-zero bifurcation of Oregonator oscillator with delay. The interaction coefficient and time delay are taken as two bifurcation parameters. Firstly, we get the normal form by per...

Authors: Yuting Cai, Liqin Liu and Chunrui Zhang

Fast convergent average consensus of multiagent systems based on community detection algorithm

In this paper, we consider fast convergent average consensus based on community detection algorithm. Generally, we know that a small network can have a faster convergence speed than a big one at the same condi...

Authors: Xinlei Feng and Xiaoli Yang

Implicit methods for the first derivative of the solution to heat equation

We propose special difference problems of the four point scheme and the six point symmetric implicit scheme (Crank and Nicolson) for the first partial derivative of the solution ...

Authors: Suzan C. Buranay and Lawrence A. Farinola

Ground state solutions of Kirchhoff-type fractional Dirichlet problem with p-Laplacian

We consider the Kirchhoff-type p-Laplacian Dirichlet problem containing the left and right fractional derivative operators. By using the Nehari method in critical point theory, we obtain the existence theorem of ...

Authors: Taiyong Chen and Wenbin Liu

Guaranteed cost control for exponential stability of a nonlinear system with mixed time-varying delays in states and controls

This paper presents a new guaranteed cost control for exponential stability of a nonlinear system with mixed time-delays in state and feedback control. The considered mixed time-delays are both discrete and di...

Authors: Nuchira Khongja, Thongchai Botmart, Piyapong Niamsup and Wajaree Weera

Boundedness and robust analysis of dynamics of nonlinear diffusion high-order Markovian jump time-delay system

In this paper, we prove the existence and uniqueness of the equilibrium solution of the system by using the M-matrix and the topological degree technique and study the boundedness and robustness of dynamics of re...

Authors: Ruofeng Rao and Shouming Zhong

Numerical solution of advection–diffusion type equation by modified error correction scheme

In this paper, we consider a numerical solution for nonlinear advection–diffusion equation by a backward semi-Lagrangian method. The numerical method is based on the second-order backward differentiation formu...

Authors: Soyoon Bak, Philsu Kim, Xiangfan Piao and Sunyoung Bu

New dual-mode Kadomtsev–Petviashvili model with strong–weak surface tension: analysis and application

Authors: Issam Abu Irwaq, Marwan Alquran, Imad Jaradat and Dumitru Baleanu

On the difference equation \(x_{n+1}=ax_{n-l}+bx_{n-k}+f ( x_{n-l},x_{n-k} )\)

Authors: Mahmoud A. E. Abdelrahman, George E. Chatzarakis, Tongxing Li and Osama Moaaz

Complete-closed time scales under shifts and related functions

In this paper, we introduce the concept of complete-closed time scales under translational and non-translational shifts and propose new definitions of special functions arising from dynamic equations on time s...

Authors: Chao Wang, Ravi P. Agarwal, Donal O’Regan and Gaston M. N’Guérékata

Positive solutions to p-Laplacian fractional differential equations with infinite-point boundary value conditions

This paper is devoted to an investigation of the multiple positive solutions to a class of infinite-point boundary value problems of nonlinear fractional differential equations coupled with the p-Laplacian ope...

Authors: Han Wang, Suli Liu and Huilai Li

Existence and multiple solutions to a discrete fourth order boundary value problem

In this article, we study a discrete fourth order boundary value problem. By making use of variational methods and critical point theory, we obtain some criteria for the existence and multiple solutions. Moreo...

Authors: Xia Liu, Tao Zhou and Haiping Shi

Uniqueness theorem on meromorphic functions and their difference operators

In this paper, we study the uniqueness problems of meromorphic functions and their difference operators. Our main result is a difference analogue of a result of Jank–Mues–Volkmann, which is concerned with the ...

Authors: Dan Liu, Bingmao Deng and Mingliang Fang

Mathematical modeling of the effects of public health education on tungiasis—a neglected disease with many challenges in endemic communities

In this paper, we formulate and study a mathematical model for the dynamics of jigger infestation incorporating public health education using systems of ordinary differential equations and computational simula...

Authors: Rachel A. Nyang’inja, David N. Angwenyi, Cecilia M. Musyoka and Titus O. Orwa

Dynamical analysis and optimal harvesting of a stochastic three-species cooperative system with delays and Lévy jumps

A three-species cooperative system with time delays and Lévy jumps is proposed in this paper. Firstly, by comparison method and inequality techniques, we discuss the stability in mean and extinction of species...

Authors: Yuanfu Shao, Yuming Chen and Binxiang Dai

An efficient numerical algorithm for solving the two-dimensional fractional cable equation

In this paper, we consider an efficient numerical algorithm for solving the two-dimensional fractional cable equation. The stability and convergency of the numerical scheme are rigorously proved by the Fourier...

Authors: Ming Zhu Li, Li Juan Chen, Qiang Xu and Xiao Hua Ding

Breaking and permanent waves for the periodic μ-Degasperis–Procesi equation with linear dispersion

Considered herein is the periodic μ-Degasperis–Procesi equation, which is an evolution equation on the space of tensor densities over the Lie algebra of smooth vector fields. First two conditions on the initial d...

Authors: Fei Guo

Global attractivity in a non-monotone age-structured model with age-dependent diffusion and death rates

Authors: M. Al-Jararha

Positive solutions to one-dimensional quasilinear impulsive indefinite boundary value problems

Authors: Peige Qin, Meiqiang Feng and Ping Li

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise

In this paper, based on the white noise theory for d-parameter Lévy random fields given by (Holden et al. in Stochastic Partial Differential Equations: A modeling, white noise functional approach, 2010), we devel...

Authors: Xuebin Lü and Wanyang Dai

Approximation of derivations and the superstability in random Banach ∗-algebras

We prove that approximations of derivations on random Banach ∗-algebras are exactly derivations by using a fixed point method. Furthermore, we show that approximations of quadratic ∗-derivations on random Bana...

Authors: Reza Saadati and Choonkil Park

New studies on dynamic analysis of asymptotically almost periodic recurrent neural networks involving mixed delays

This paper studies a class of asymptotically almost periodic recurrent neural networks involving mixed delays. By utilizing differential inequality analysis, some novel assertions are gained to validate the as...

Authors: Yuehua Yu, Shuhua Gong and Zijun Ning

Local existence for an impulsive fractional neutral integro-differential system with Riemann–Liouville fractional derivatives in a Banach space

In this manuscript, we investigate a sort of fractional neutral integro-differential equations with impulsive outcomes and extend the formula of general solutions for the impulsive fractional neutral integro-d...

Authors: Palaniyappan Kalamani, Dumitru Baleanu and Mani Mallika Arjunan