Results 21 to 30 of about 178 (168)

Fibonacci Ideal Convergence on Intuitionistic Fuzzy Normed Linear Spaces

open access: yesFuzzy Information and Engineering, 2022
The main goal of this article is to present the notion of Fibonacci I-convergence of sequences on intuitionistic fuzzy normed linear space. To accomplish this goal, we mainly investigate some fundamental properties of the newly introduced notion.
Ömer Kişi, Pradip Debnath
doaj   +1 more source

Shape‐preserving multivariate polynomial approximation in C[−1,1]m

open access: yesInternational Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 7, Page 325-333, 2004., 2004
We construct multivariate polynomials attached to a function f of m variables, m ≥ 2 , which approximate f with Jackson‐type rate involving a multivariate Ditzian‐Totik ω2φ‐modulus and preserve some natural kinds of multivariate monotonicity and convexity of function.
Ciprian S. Gal, Sorin G. Gal
wiley   +1 more source

Weighted Sobolev spaces on curves [PDF]

open access: yes, 2002
45 pages, no figures.-- MSC1987 codes: 41A10, 46E35, 46G10.MR#: MR1934626 (2003j:46038)Zbl#: Zbl 1019.46026In this paper we present a definition of weighted Sobolev spaces on curves and find general conditions under which the spaces are complete for non ...
Pestana, Domingo   +3 more
core   +1 more source

Dunkl analogue of Szász-mirakjan operators of blending type

open access: yesOpen Mathematics, 2018
In the present work, we construct a Dunkl generalization of the modified Szász-Mirakjan operators of integral form defined by Pǎltanea [1]. We study the approximation properties of these operators including weighted Korovkin theorem, the rate of ...
Deshwal Sheetal   +2 more
doaj   +1 more source

Numerical approximation for integral equations

open access: yesInternational Journal of Mathematics and Mathematical Sciences, Volume 2004, Issue 20, Page 1057-1065, 2004., 2004
A numerical algorithm, based on a decomposition technique, is presented for solving a class of nonlinear integral equations. The scheme is shown to be highly accurate, and only few terms are required to obtain accurate computable solutions.
Elias Deeba, Shishen Xie
wiley   +1 more source

Weierstrass’ theorem with weights [PDF]

open access: yes, 2004
25 pages, no figures.-- MSC2000 codes: 41A10, 41A28, 41A30.MR#: MR2053535 (2005g:41082)Zbl#: Zbl 1045.41005We characterize the set of functions which can be approximated by continuous functions in the L∞ norm with respect to almost every weight.
Tourís, Eva   +5 more
core   +1 more source

The growth, spread, and mutation of internet phenomena: A study of memes

open access: yesResults in Applied Mathematics, 2020
An internet memes is defined as “an image, video, piece of text, etc., typically humorous in nature, that is copied and spread rapidly by Internet users, often with slight variations” (Oxford Living Dictionary, 2018). Such units of information are spread
Adam Lonnberg   +2 more
doaj   +1 more source

Asymptotic‐group analysis of algebraic equations

open access: yesMathematical Problems in Engineering, Volume 2004, Issue 5, Page 411-451, 2004., 2004
Both the method of asymptotic analysis and the theory of extension group are applied to study the Descates equation. The proposed algorithm allows to obtain various variants of simplification and can be easily generalized to their algebraic and differential equations.
A. D. Shamrovskii   +2 more
wiley   +1 more source

Nonlinear Bivariate Comovements of Asset Prices: Methodology, Tests and Applications [PDF]

open access: yes
Comovement, Asset prices, Bivariate dependence, Non-linearity, t-Test, Polynomial approximation, Energy asset, (vanilla) European call and put options, Cross-Greeks, 41A10, 62J02, C59, G19, Q49,
Elisa Scalco   +2 more
core   +1 more source

A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients

open access: yesJournal of Applied Mathematics, Volume 2004, Issue 6, Page 461-477, 2004., 2004
We attempt to present a new numerical approach to solve nonlinear backward stochastic differential equations. First, we present some definitions and theorems to obtain the condition, from which we can approximate the nonlinear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE corresponding to the
Omid. S. Fard, Ali V. Kamyad
wiley   +1 more source

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