Dynamically consistent discrete metapopulation model

In this paper we construct nonstandard difference schemes, which are dynamically consistent with a metapopulation model formulated by Keymer et al. in 2000, i.e. preserve all dynamical properties of the differential equations of the model. These properties are: monotone convergence, boundedness, local asymptotic stability and especially, global stability of equilibria and non-periodicity of solutions. Numerical examples confirm the obtained theoretical results of the properties of the constructed difference schemes.     

Some subgradient extragradient type algorithms for solving split feasibility and fixed point problems

In this paper, we consider the split feasibility problem (SFP) in infinite‐dimensional Hilbert spaces and propose some subgradient extragradient‐type algorithms for finding a common element of the fixed‐point set of a strict pseudocontraction mapping and the solution set of a split feasibility problem by adopting Armijo‐like stepsize rule. We derive convergence results under mild assumptions. Our results improve some known results from the literature. Copyright © 2016 John Wiley & Sons, Ltd.     

Bounds of <Emphasis Type="Italic">p</Emphasis>-adic weighted Hardy-Cesàro operators and their commutators on <Emphasis Type="Italic">p</Emphasis>-adic weighted spaces of Morrey types

In this paper we aim to investigate the boundedness of the p-adic weighted Hardy-Cesàro operators and their commutators on weighted functional spaces of Morrey type. In each case, we obtain the corresponding operator norms.     

The challenge in managing new financial risks: adopting an heuristic or theoretical approach

The financial crisis began with the collapse of Lehman Brothers and the subprime asset backed securities debacle. Credit risk was turned into liquidity risk, resulting in a lack of confidence among financial institutions. In this article, we will propose a way to model liquidity risk and the credit risk in best practices. We will show that liquidity risk is a new type of risk and the current way to deal with it is based solely on observed variables without any theoretical link. We propose an heuristic approach to combine the numerous liquidity risk indicators with a logistic regression for the first time. In regards to credit risk, several articles prove that the best practice is to use an option model to appreciate this risk. We will present our methodology using stochastic diffusion for the interest rate because currently the yield curves aren’t liquid. This approach is more relevant because the basis model in prior publications has a constant interest rate or a forward rate. Both models allow a better understanding of liquidity and credit risks and the further development of research deals with the link between these two financial risks.     

Function algebras on disks II

This work is a continuation of [7]. In that paper, a sufficient condition was given on a real analytic fmlction g defined near 0 in C so that the algebra generated by z² and g² is dense in the space of continuous functions on D for all disks D close enough to the origin in C. By using the same methods and some ideas taken from the first named author's thesis we deal with the case where g is only of class C¹ near 0.     

Globally solving a nonlinear UAV task assignment problem by stochastic and deterministic optimization approaches

In this paper, we consider a task allocation model that consists of assigning a set of m unmanned aerial vehicles (UAVs) to a set of n tasks in an optimal way. The optimality is quantified by target scores. The mission is to maximize the target score while satisfying capacity constraints of both the UAVs and the tasks. This problem is known to be NP-hard. Existing algorithms are not suitable for the large scale setting. Scalability and robustness are recognized as two main issues. We deal with these issues by two optimization approaches. The first approach is the Cross-Entropy (CE) method, a generic and practical tool of stochastic optimization for solving NP-hard problem. The second one is Branch and Bound algorithm, an efficient classical tool of global deterministic optimization. The numerical results show the efficiency of our approaches, in particular the CE method for very large scale setting.     

Convergence Rate of the Pham Dinh–Le Thi Algorithm for the Trust-Region Subproblem

We obtain sufficient conditions for the linear convergence of the iterative sequences produced by the Pham Dinh–Le Thi algorithm for the trust-region subproblem. In addition, we give two examples to show that, if the sufficient conditions are not satisfied, then the sequences may not be linearly convergent.     

On division subrings normalized by almost subnormal subgroups in division rings

Periodica Mathematica Hungarica - Let D be a division ring with infinite center, K a proper division subring of D and N an almost subnormal subgroup of the multiplicative group $$D^*$$ of D. The...     

Calculus rules of the generalized contingent derivative and applications to set-valued optimization

Positivity - In the paper, we develop sum and chain rules of the generalized contingent derivative for set-valued mappings. Then, their applications to sensitivity analysis and optimality...