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Journal of Computational and Applied Mathematics (JACM) - Volume 259, Part B 论文列表

本期论文列表
Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU

Efficient simulation of a multi-factor stochastic volatility model

Infinite horizon optimal control of forward–backward stochastic differential equations with delay

A unified approach to pricing and risk management of equity and credit risk

Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique

Stochastic maximum principle for nonlinear optimal control problem of switching systems

Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data

Delta hedging in discrete time under stochastic interest rate

Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity

On the single name CDS price under structural modeling

Risk analysis based on spatial analysis of chronic obstructive pulmonary disease (COPD) with respect to provinces in Turkey

Analysis of portfolio diversification between REIT assets

Stochastic multifactor modeling of spot electricity prices

Optimal control of stochastic hybrid system with jumps: A numerical approximation

Pricing and hedging of inflation-indexed bonds in an affine framework

Stochastic interest rate volatility modeling with a continuous-time GARCH(1, 1) model

Supersingular curves over finite fields and weight divisibility of codes

On the algebraic construction of cryptographically good 32×32 binary linear transformations

Sharing DSS by the Chinese Remainder Theorem

Improbable differential attacks on Present using undisturbed bits

On the security of RFID anti-counting security protocol (ACSP)

Counting Boolean functions with specified values in their Walsh spectrum

IND-CCA secure encryption based on a Zheng–Seberry scheme

Permutations of finite fields with prescribed properties

On the arithmetic operations over finite fields of characteristic three with low complexity

Linear complexity of quaternary sequences of length pq with low autocorrelation

Differential entropy analysis of the IDEA block cipher

Cryptanalysis of the Cho et al. protocol: A hash-based RFID tag mutual authentication protocol

Message transmission for GH-public key cryptosystem

Anonymous trace and revoke

Large-scale high-resolution computational validation of novel complexity models in linear cryptanalysis

An overview of trace based public key cryptography over finite fields

Cooperative interval games: Mountain situations with interval data

Approximation of conjugate of functions belonging to weighted Lipschitz class W(Lp,ξ(t)) by Hausdorff means of conjugate Fourier series

Bubble and multiscale stabilization of bilinear finite element methods for transient advection–diffusion equations on rectangular grids

Parallel implicit DNS of temporally-evolving turbulent shear layer instability

The generalized continuous wavelet transform associated with the fractional Fourier transform

Monotone positive solutions for a class of second-order nonlinear differential equations

A new approach for the optimal fuzzy linear time invariant controlled system with fuzzy coefficients

Solution examples of an impulse control problem

A hybrid multigrid method for convection–diffusion problems

A DRBEM solution for MHD pipe flow in a conducting medium

DRBEM solution of mixed convection flow of nanofluids in enclosures with moving walls

Computational study of incompressible turbulent flows with method of characteristics

A multidimensional characteristic-based method for making incompressible flow calculations on unstructured grids

Finite element study of biomagnetic fluid flow in a symmetrically stenosed channel

An all-at-once approach for the optimal control of the unsteady Burgers equation

Boundary value problems for nonlinear impulsive Hamiltonian systems

Solution of initial and boundary value problems by the variational iteration method

Uniform point sets and the collision test

A numerical method for imaging of biological microstructures by VHF waves

Numeric and mesh algorithms for the Coxeter spectral study of positive edge-bipartite graphs and their isotropy groups

Two-dimensional cavitating flow past an oblique plate in a channel

An adaptive threshold estimation scheme for abrupt changes detection algorithm in a cement rotary kiln

Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method

Aggregate codifferential method for nonsmooth DC optimization

An artificial fish swarm algorithm based hyperbolic augmented Lagrangian method

On the limit of generalized non-standard q-Racah polynomials

Numerical simulation of tsunami wave height distribution for Turkish Black Sea coast in nonlinear dynamic keyboard model of underwater seismic source

A simplified binary artificial fish swarm algorithm for 0–1 quadratic knapsack problems

Minimizing roundtrip response time in distributed databases with vertical fragmentation

RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty

Mathematical approach and optimisation of nanometric base thickness for a SiGeC HBT dedicated to radiofrequency applications

Topological flow structures in an L-shaped cavity with horizontal motion of the upper lid

Robust preconditioners for the high-contrast Stokes equation

Lagrangian based mathematical modeling and experimental validation of a planar stabilized platform for mobile systems

Ant colony system with characterization-based heuristics for a bottled-products distribution logistics system