Browsing Department of Mathematics and Statistics by Title
Now showing items 14-33 of 69
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Effects of mechano-electrical feedback on the onset of alternans: A computational study
(AIP, 2019-06)Cardiac alternans is a heart rhythm instability that is associated with cardiac arrhythmias and may lead to sudden cardiac death. The onset of this instability, which is linked to period-doubling bifurcation and may be a ... -
Efficiency of parallel anisotropic mesh adaptation for the solution of the bidomain model in cardiac tissue
(Elsevier, 2022-04)Electrocardiology models are nonlinear reaction–diffusion type systems, where the numerical simulation requires extremely fine meshes to accurately compute the heart’s electrical activity. Anisotropic mesh adaptation methods ... -
Efficiency of semi-implicit alternating direction implicit methods for solving cardiac monodomain model
(Elsevier, 2021-01)It is well known that numerical simulations of the cardiac monodomain model require fine mesh resolution, which increases the computational resources required. In this paper, we construct three operator-splitting alternating ... -
Embedding and global stability in periodic 2-dimensional maps of mixed monotonicity
(Elsevier, 2022-02)In this paper, we consider nonautonomous second order difference equations of the form xn+1 = F(n, xn, xn−1), where F is p-periodic in its first component, non-decreasing in its second component and non-increasing in its ... -
A European option general first-order error formula
(Cambridge, 2013)We study the value of European security derivatives in the Black-Scholes model, when the underlying asset 𝛏 is approximated by random walks 𝛏(𝑛). We obtain an explicit error formula, up to a term of order 𝒪(𝑛⁻³/² ), ... -
Exercisability Randomization of the American Option
(Taylor & Frances Online, 2008)The valuation of American options is an optimal stopping time problem which typically leads to a free boundary problem. We introduce here the randomization of the exercisability of the option. This method considerably ... -
Existence and stability of periodic orbits of periodic difference equations with delays
(World Scientific Publishing, 2008)In this paper, we investigate the existence and stability of periodic orbits of the p-periodic difference equation with delays xₙ = f(n - 1, xₙ₋ₖ). We show that the periodic orbits of this equation depend on the periodic ... -
An Extension of Sharkovsy’s Theorem to Periodic Difference Equations
(Elsevier, 2006)We present an extension of Sharkovsky’s Theorem and its converse to periodic difference equations. In addition, we provide a simple method for constructing a p-periodic difference equation having an r-periodic geometric ... -
The effect of maps permutation on the global attractor of a periodic Beverton-Holt model
(Elsevier, 2020-04-01)Consider a p-periodic difference equation xn+1 = fn(xn) with a global attractor. How does a permutation [fσ(p−1), . . . , fσ(1), fσ(0)] of the maps affect the global attractor? In this paper, we limit this general question ... -
Folding and unfolding in periodic difference equations
(Elseiver, 2014)Given a p-periodic difference equation xn+1 = fn mod p(xn), where each fj is a continuous interval map, j = 0, 1, . . . , p − 1, we discuss the notion of folding and unfolding related to this type of non-autonomous equations. ... -
Fractional Integrodifferentiation and Toeplitz Operators with Vertical Symbols
(Birkhäuser, 2020)We consider the so-called vertical Toeplitz operators on the weighted Bergman space over the half plane. The terminology “vertical” is motivated by the fact that if a is a symbol of such Toeplitz operator, then a(z) depends ... -
A Global Attractor in Some Discrete Contest Competition Models with Delay under the Effect of Periodic Stocking
(Hindawi, 2013)We consider discrete models of the form 𝒳ₙ₊₁= 𝒳ₙ𝒇(𝒳ₙ₋₁) + 𝒉ₙ , where 𝒉ₙ is a nonnegative 𝒑-periodic sequence representing stocking in the population, and investigate their dynamics. Under certain conditions on the ... -
Graph of Linear Transformations Over R
(Springer, 2022-12-01)In this paper, we study a connection between graph theory and linear transformations of finite dimensional vector spaces over R (the set of all real numbers). Let Rm, Rn be finite vector spaces over R, and let L be the set ... -
Harvesting and stocking in discrete-time contest competition models with open problems and conjectures
(Palestine Polytechnic University, 2016)In this survey, we present a class of first and second-order difference equations representing general form of discrete models arising from single-species with contest competition. Then, we consider various harvesting/stocking ... -
The impact of constant effort harvesting on the dynamics of a discrete-time contest competition model
(Wiley, 2017)In this paper, we study a general discrete–time model representing the dynamics of a contest competition species with constant effort exploitation. In particular, we consider the difference equation xn+1 = xnf(xn−k) − hxn ... -
Joshi’s Split Tree for Option Pricing
(MDPI, 2020)In a thorough study of binomial trees, Joshi introduced the split tree as a two-phase binomial tree designed to minimize oscillations, and demonstrated empirically its outstanding performance when applied to pricing American ... -
The Kumaraswamy Pareto IV Distribution
(Austrian Statistical Society, 2021)We introduce a new model named the Kumaraswamy Pareto IV distribution which extends the Pareto and Pareto IV distributions. The density function is very flexible and can be left-skewed, right-skewed and symmetrical shapes. ... -
Liposomal Encapsulation of Chemotherapeutics Agents Combined with the Use of Ultrasound in Cancer Treatment
(American Scientific Publishers, 2023-07)Ultrasound (US) has numerous uses in the medical field, including imaging, tumor ablation, and lithotripsy; another interesting application of US in cancer therapy is as an external trigger in targeted drug delivery. ... -
Lower Semicontinuity in L¹ of a Class of Functionals Defined on BV with Caratheodory Integrands
(Hindawi Limited, 2021)We prove lower semicontinuity in 𝐿¹(Ω) for a class of functionals 𝒢 :𝐵𝑉(Ω) →ℝ of the form 𝒢(𝑢)=∫Ω𝑔(𝑥, 𝛻𝑢)𝑑𝑥 + ∫Ω𝜓(𝑥)𝑑|Dˢ𝑢| where 𝑔 :Ω⨉ℝᴺ→ℝ, Ω⊂ℝᴺ is open and bounded, 𝑔(.,𝑝) ∊ 𝐿¹(Ω) for each 𝑝 satisfies ... -
A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
(Taylor & Francis Online, 2015)This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: Asia-Pacific, Canadian, Developed Country, Emerging, European, ...