فهرست مطالب
 Volume:9 Issue:2, 2018
 تاریخ انتشار: 1397/05/24
 تعداد عناوین: 20


Pages 17In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the \emph{BlackScholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alternative numerical methods presented in previous papers.Keywords: Discrete Barrier Option, emph{BlackScholes} Model, Constant Parameters

Pages 919We present symmetric RogersHölder's inequalities on time scales when $\frac{1}{p}+\frac{1}{q}+\frac{1}{r}=0$ and $\frac{r}{p}+\frac{r}{q}$ is not necessarily equal to $1$ where $p,$ $q$ and $r$ are nonzero real numbers.Keywords: Diamond$alpha$ integral, RogersH?lder's inequalities, time scales

Pages 2131In this paper, the dynamics of multicellular chopper are considered. The model is described by a continuous time threedimensional autonomous system. Some basic dynamical properties such as Poincar'e mapping, power spectrum and chaotic behaviors are studied. Analysis results show that this system has complex dynamics with some interesting characteristics.Keywords: chaos, multicellular chopper, dynamical properties, chaotic attractor, routes to chaos

Pages 3345In this paper, we investigate the existence of solutions of some threepoint boundary value problems for nth order nonlinear fractional differential equations with higher boundary conditions by using a fixed point theorem on cones.Keywords: Caputo fractional derivative, threepoint boundary value problem, fixed point theorem on cones

Pages 4757The recognition and the calculation of all branches of solutions of the nonlinear boundary value problems is difficult obviously. The complexity of this issue goes back to the being nonlinearity of the problem. Regarding this matter, this paper considers steady state reactive transport model which does not have exact closedform solution and discovers existence of dual or triple solutions in some cases using a new hybrid method based on pseudospectral collocation in the sense of least square method. Furthermore, the method usages Picard iteration and Newton method to treat nonlinear term in order to obtain unique and multiple solutions of the problem, respectively.Keywords: Pseudospectral collocation method, Least square method, Newton iteration method, Picard iteration, ChebyshevGaussLobatto points

Pages 5969We define a new subclass of univalent function based on Salagean differential operator and obtained the initial Taylor coefficients using the techniques of BriotBouquet differential subordination in association with the modified sigmoid function. Further we obtain the classical FeketeSzego inequality results.Keywords: Univalent functions, BriotBouquet differential equation, Integral Operator, Sv{a}lv{a}gean differential operator

Pages 7184In this paper, we explain a new generalized contractive condition for multivalued mappings and prove a fixed point theorem in metric spaces (not necessary complete) which extends some wellknown results in the literature. Finally, as an application, we prove that a multivalued function satisfying a general linear functional inclusion admits a unique selection fulfilling the corresponding functional equation.Keywords: Fixed point theorem, Weakly Picard operator, Ocomplete metric space, Selections of multivalued functions

Pages 85109We present some fixed point results for a single mapping and a pair of compatible mappings via auxiliary functions which satisfy a generalized weakly contractive condition in partially ordered complete $G$metric spaces. Some examples are furnished to illustrate the useability of our main results. At the end, an application is presented to the study of existence and uniqueness of solutions for a boundary value problem for certain second order ODE and the respective integral equation.Keywords: $G$metric space, Weakly contraction condition, Altering distance function, Compatible mappings, Coincidence point

Pages 111116We extend the notion of approximately multiplicative to approximately nmultiplicative maps between locally multiplicatively convex algebras and study some properties of these maps. We prove that every approximately nmultiplicative linear functional on a functionally continuous locally multiplicatively convex algebra is continuous. We also study the relationship between approximately multiplicative linear functionals and approximately nmultiplicative linear functionals.

Pages 117129Many authors such as AminiHarandi, Rezapour et al., Kadelburg et al., have tried to find at least one fixed point for quasicontractions when $\alpha\in[\frac{1}{2}, 1)$ but no clear answer exists right now and many of them either have failed or changed to a lighter version. In this paper, we introduce some new strict fixed point results in the set of multivalued '{C}iri'{c}generalized weak quasicontraction mappings of integral type. We consider a necessary and sufficient condition on such mappings which guarantees the existence of unique strict fixed point of such mappings. Our result is a partial positive answer for the mentioned problem which has remained open for many years. Also, we give an strict fixed point result of $\alpha$$\psi$quasicontractive multivalued mappings of integral type. Our results generalize and improve many existing results on multivalued mappings in literature. Moreover, some examples are presented to support our new class of multivalued contractions.Keywords: strict fixed point, '{C}iri'{c}generalized weak quasicontraction, multivalued mappings, integral type

Pages 131143In this paper, by the use of the weight coefficients, the transfer formula and the technique of real analysis, an extended multidimensional HardyHilberttype inequality with a general homogeneous kernel and a best possible constant factor is given. Moreover, the equivalent forms, the operator expressions and a few examples are considered.Keywords: HardyHilberttype inequality, weight coefficient, equivalent form, operator, norm

Pages 145159In the present research paper we derive results about existence and uniqueness of solutions and UlamHyers and Rassias stabilities of nonlinear VolterraFredholm delay integrodifferential equations. Pachpatte's inequality and Picard operator theory are the main tools that are used to obtain our main results. We concluded this work with applications of obtained results and few illustrative examples.Keywords: VolterraFredholm integrodifferential equations, UlamHyers stability, UlamHyersRassias stability, Integral inequality, Picard operator

Pages 161167Very recently, Kuman et al. [P. Kumam, W. Sintunavarat, S. Sedghi, and N. Shobkolaei. Common Fixed Point of Two $R$Weakly Commuting Mappings in $b$Metric Spaces. Journal of Function Spaces, Volume 2015, Article ID 350840, 5 pages] obtained some interesting common fixed point results for two mappings satisfying generalized contractive condition in $b$metric space without the assumption of the continuity of the $b$metric, but unfortunately, there exists a gap in the proof of the main result. In this note, we point out and fill such gap by making some remarks and offering a new proof for the result. It should be mentioned that our proofs for some key assertions of the main result are new and somewhat different from the original ones. In addition, we also present a result to check the continuity of the $b$metrics which is found effective and workable when applied to some examples.Keywords: $b$metric spaces, $R$weakly commuting mappings, the continuity concerning the $b$metric, common fixed points

Pages 169178The purpose of this paper is to find of the theoretical results of fixed point theorems for a mixed monotone mapping in a metric space endowed with partially order by using the generalized Kanann type contractivity of assumption. Also, as an application, we prove the existence and uniqueness of solution for a firstorder ordinary differential equation with periodic boundary conditions admitting only the existence of a mixed $\leq$solution.Keywords: Coupled fixed point, Generalized Kanann mapping, Partially ordered set, Periodic boundary value problem

Pages 179190In this paper, we describe some topological properties of dualistic partial metric spaces and establish some fixed point theorems for weak contraction mappings of rational type defined on dual partial metric spaces. These results are generalizations of some existing results in the literature. Moreover, we present examples to illustrate our result.Keywords: fixed point, dualistic partial metric, Weak contractions

Pages 191201Motivated by the $k$digamma function, we introduce a $k$extension of the Nielsen's $\beta$function, and further study some properties and inequalities of the new function.Keywords: Nielsen's $beta$function, $k$extension, $k$digamma function, inequality

YangLaplace transform method Volterra and Abel's integrodifferential equations of fractional orderPages 203214This study outlines the local fractional integrodifferential equations carried out by the local fractional calculus. The analytical solutions within local fractional Volterra and Abel’s integral equations via the YangLaplace transform are discussed. Some illustrative examples will be discussed. The obtained results show the simplicity and efficiency of the present technique with application to the problems for the local fractional integral equations.Keywords: Local fractional calculus, Volterra, Abel’s integral equations, YangLaplace transform

Pages 215221We present a new algorithm for computing a SAGBI basis up to an arbitrary degree for a subalgebra generated by a set of homogeneous polynomials. Our idea is based on linear algebra methods which cause a low level of complexity and computational cost. We then use it to solve the membership problem in subalgebras.Keywords: SAGBI basis, SAGBI algorithm, subalgebra membership problem, homogeneous polynomial

Pages 223230
The aim of the present paper is to introduce and investigate a new subclass of Bazilevi'{c} functions in the punctured unit disk
$\mathcal{U}^*$ which have been described through using of the wellknown fractional $q$calculus operators, Hadamard product and a linear operator. In addition, we obtain some sufficient conditions for the functions belonging to this class and for some of its subclassesKeywords: Meromorphic $p$valent functions, Hadamard product, Bazilevi'{c} function, fractional $q$calculus operators 
Pages 231239Optimization of the product portfolio has been recognized as a critical problem in industry, management, economy and so on. It aims at the selection of an optimal mix of the products to offer in the target market. As a probability function, reliability is an essential objective of the problem which linear models often fail to evaluate it. Here, we develop a multiobjective integer nonlinear constraint model for the problem. Our model provides opportunities to consider the knowledge transferring cost and the environmental effects, as nowadays important concerns of the world, in addition to the classical factors operational cost and reliability. Also, the model is designed in a way to simultaneously optimize the input materials and the products. Although being to some extent complicated, the model can be efficiently solved by the metaheuristic algorithms. Finally, we make some numerical experiments on a simulated test problem.Keywords: Product portfolio optimization, nonlinear programming, multiobjective optimization, reliability, metaheuristic algorithm