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Open Access
Article
Publication date: 21 March 2023

Abdelmoumene Djabi

The paper presents a mathematical problem involving quasistatic contact between a thermo-electro-viscoelastic body and a lubricated foundation, where the contact is described…

Abstract

Purpose

The paper presents a mathematical problem involving quasistatic contact between a thermo-electro-viscoelastic body and a lubricated foundation, where the contact is described using a version of Coulomb’s law of friction that includes normal damped response conditions and heat exchange with a conductive foundation. The constitutive law for the material is thermo-electro-viscoelastic. The problem is formulated as a system that includes a parabolic equation of the first kind for the temperature, an evolutionary elliptic quasivariational inequality for the displacement and a variational elliptic equality for the electric stress. The author establishes the existence of a unique weak solution to the problem by utilizing classical results for evolutionary quasivariational elliptic inequalities, parabolic differential equations and fixed point arguments.

Design/methodology/approach

The author establishes a variational formulation for the model and proves the existence of a unique weak solution to the problem using classical results for evolutionary quasivariational elliptic inequalities, parabolic difierential equations and fixed point arguments.

Findings

The author proves the existence of a unique weak solution to the problem using classical results for evolutionary quasivariational elliptic inequalities, parabolic difierential equations and fixed point arguments.

Originality/value

The author studies a mathematical problem between a thermo-electro-viscoelastic body and a lubricated foundation using a version of Coulomb’s law of friction including the normal damped response conditions and the heat exchange with a conductive foundation, which is original and requires a good understanding of modeling and mathematical tools.

Details

Arab Journal of Mathematical Sciences, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1319-5166

Keywords

Open Access
Article
Publication date: 28 February 2023

M.S. Daoussa Haggar and M. Mbehou

This paper focuses on the unconditionally optimal error estimates of a linearized second-order scheme for a nonlocal nonlinear parabolic problem. The first step of the scheme is…

Abstract

Purpose

This paper focuses on the unconditionally optimal error estimates of a linearized second-order scheme for a nonlocal nonlinear parabolic problem. The first step of the scheme is based on Crank–Nicholson method while the second step is the second-order BDF method.

Design/methodology/approach

A rigorous error analysis is done, and optimal L2 error estimates are derived using the error splitting technique. Some numerical simulations are presented to confirm the study’s theoretical analysis.

Findings

Optimal L2 error estimates and energy norm.

Originality/value

The goal of this research article is to present and establish the unconditionally optimal error estimates of a linearized second-order BDF finite element scheme for the reaction-diffusion problem. An optimal error estimate for the proposed methods is derived by using the temporal-spatial error splitting techniques, which split the error between the exact solution and the numerical solution into two parts, that is, the temporal error and the spatial error. Since the spatial error is not dependent on the time step, the boundedness of the numerical solution in L∞-norm follows an inverse inequality immediately without any restriction on the grid mesh.

Details

Arab Journal of Mathematical Sciences, vol. 30 no. 1
Type: Research Article
ISSN: 1319-5166

Keywords

Open Access
Article
Publication date: 18 January 2024

Hani Abidi, Rim Amami, Roger Pettersson and Chiraz Trabelsi

The main motivation of this paper is to present  the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable…

Abstract

Purpose

The main motivation of this paper is to present  the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.

Design/methodology/approach

The authors establish a result concerning the L2-convergence rate of the solution of backward stochastic differential equation with jumps with respect to the Yosida approximation.

Findings

The authors carry out a convergence rate of Yosida approximation to the semi-linear backward stochastic differential equation in infinite dimension.

Originality/value

In this paper, the authors present the Yosida approximation of a semi-linear backward stochastic differential equation in infinite dimension. Under suitable assumption and condition, an L2-convergence rate is established.

Details

Arab Journal of Mathematical Sciences, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1319-5166

Keywords

Open Access
Article
Publication date: 27 February 2024

Helga Habis

Our result of this paper aims to indicate that the beta pricing formula could be applied in a long-term model setting as well.

Abstract

Purpose

Our result of this paper aims to indicate that the beta pricing formula could be applied in a long-term model setting as well.

Design/methodology/approach

In this paper, we show that the capital asset pricing model can be derived from a three-period general equilibrium model.

Findings

We show that our extended model yields a Pareto efficient outcome.

Practical implications

The capital asset pricing model (CAPM) model can be used for pricing long-lived assets.

Social implications

Long-term modelling and sustainability can be modelled in our setting.

Originality/value

Our results were only known for two periods. The extension to 3 periods opens up a large scope of applicational possibilities in asset pricing, behavioural analysis and long-term efficiency.

Details

Journal of Economic Studies, vol. 51 no. 9
Type: Research Article
ISSN: 0144-3585

Keywords

Open Access
Article
Publication date: 13 November 2020

Ashish Dwivedi, Ajay Jha, Dhirendra Prajapati, Nenavath Sreenu and Saurabh Pratap

Due to unceasing declination in environment, sustainable agro-food supply chains have become a topic of concern to business, government organizations and customers. The purpose of…

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Abstract

Purpose

Due to unceasing declination in environment, sustainable agro-food supply chains have become a topic of concern to business, government organizations and customers. The purpose of this study is to examine a problem associated with sustainable network design in context of Indian agro-food grain supply chain.

Design/methodology/approach

A mixed integer nonlinear programming (MINLP) model is suggested to apprehend the major complications related with two-echelon food grain supply chain along with sustainability aspects (carbon emissions). Genetic algorithm (GA) and quantum-based genetic algorithm (Q-GA), two meta-heuristic algorithms and LINGO 18 (traditional approach) are employed to establish the vehicle allocation and selection of orders set.

Findings

The model minimizes the total transportation cost and carbon emission tax in gathering food grains from farmers to the hubs and later to the selected demand points (warehouses). The simulated data are adopted to test and validate the suggested model. The computational experiments concede that the performance of LINGO is superior than meta-heuristic algorithms (GA and Q-GA) in terms of solution obtained, but there is trade-off with respect to computational time.

Research limitations/implications

In literature, inadequate study has been perceived on defining environmental sustainable issues connected with agro-food supply chain from farmer to final distribution centers. A MINLP model has been formulated as practical scenario for central part of India that captures all the major complexities to make the system more efficient. This study is regulated to agro-food Indian industries.

Originality/value

The suggested network design problem is an innovative approach to design distribution systems from farmers to the hubs and later to the selected warehouses. This study considerably assists the organizations to design their distribution network more efficiently.

Details

Modern Supply Chain Research and Applications, vol. 2 no. 3
Type: Research Article
ISSN: 2631-3871

Keywords

Open Access
Article
Publication date: 21 February 2022

Kwangil Bae

The author investigates realized comoments that overcome the drawback of conventional ones and derive the following findings. First, the author proves that (even generalized…

Abstract

The author investigates realized comoments that overcome the drawback of conventional ones and derive the following findings. First, the author proves that (even generalized) geometric implied lower-order comoments yield neither geometric realized third comoment nor fourth moment. This is in contrast to previous studies that produce geometric realized third moment and arithmetic realized higher-order moments through lower-order implied moments. Second, arithmetic realized joint cumulants are obtained through complete Bell polynomials of lower-order joint cumulants. This study’s realized measures are unbiased estimators and they can, therefore, overcome the drawbacks of conventional realized measures.

Details

Journal of Derivatives and Quantitative Studies: 선물연구, vol. 30 no. 2
Type: Research Article
ISSN: 1229-988X

Keywords

Open Access
Article
Publication date: 13 April 2021

Gauree Shanker and Ankit Yadav

The purpose of this paper is to study the geometry of screen real lightlike submanifolds of metallic semi-Riemannian manifolds. Also, the authors investigate whether these…

Abstract

Purpose

The purpose of this paper is to study the geometry of screen real lightlike submanifolds of metallic semi-Riemannian manifolds. Also, the authors investigate whether these submanifolds are warped product lightlike submanifolds or not.

Design/methodology/approach

The paper is design as follows: In Section 3, the authors introduce screen-real lightlike submanifold of metallic semi Riemannian manifold. In Section 4, the sufficient conditions for the radical and screen distribution of screen-real lightlike submanifolds, to be integrable and to be have totally geodesic foliation, have been established. Furthermore, the authors investigate whether these submanifolds can be written in the form of warped product lightlike submanifolds or not.

Findings

The geometry of the screen-real lightlike submanifolds has been studied. Also various results have been established. It has been proved that there does not exist any class of irrotational screen-real r-lightlike submanifold such that it can be written in the form of warped product lightlike submanifolds.

Originality/value

All results are novel and contribute to further study on lightlike submanifolds of metallic semi-Riemannian manifolds.

Details

Arab Journal of Mathematical Sciences, vol. 28 no. 2
Type: Research Article
ISSN: 1319-5166

Keywords

Open Access
Article
Publication date: 22 May 2019

Adrian Magdaş

The purpose of this paper is to study the coupled fixed point problem and the coupled best proximity problem for single-valued and multi-valued contraction type operators defined…

Abstract

The purpose of this paper is to study the coupled fixed point problem and the coupled best proximity problem for single-valued and multi-valued contraction type operators defined on cyclic representations of the space. The approach is based on fixed point results for appropriate operators generated by the initial problems.

Open Access
Article
Publication date: 19 April 2022

Liwei Ju, Zhe Yin, Qingqing Zhou, Li Liu, Yushu Pan and Zhongfu Tan

This study aims to form a new concept of power-to-gas-based virtual power plant (GVPP) and propose a low-carbon economic scheduling optimization model for GVPP considering carbon…

Abstract

Purpose

This study aims to form a new concept of power-to-gas-based virtual power plant (GVPP) and propose a low-carbon economic scheduling optimization model for GVPP considering carbon emission trading.

Design/methodology/approach

In view of the strong uncertainty of wind power and photovoltaic power generation in GVPP, the information gap decision theory (IGDT) is used to measure the uncertainty tolerance threshold under different expected target deviations of the decision-makers. To verify the feasibility and effectiveness of the proposed model, nine-node energy hub was selected as the simulation system.

Findings

GVPP can coordinate and optimize the output of electricity-to-gas and gas turbines according to the difference in gas and electricity prices in the electricity market and the natural gas market at different times. The IGDT method can be used to describe the impact of wind and solar uncertainty in GVPP. Carbon emission rights trading can increase the operating space of power to gas (P2G) and reduce the operating cost of GVPP.

Research limitations/implications

This study considers the electrical conversion and spatio-temporal calming characteristics of P2G, integrates it with VPP into GVPP and uses the IGDT method to describe the impact of wind and solar uncertainty and then proposes a GVPP near-zero carbon random scheduling optimization model based on IGDT.

Originality/value

This study designed a novel structure of the GVPP integrating P2G, gas storage device into the VPP and proposed a basic near-zero carbon scheduling optimization model for GVPP under the optimization goal of minimizing operating costs. At last, this study constructed a stochastic scheduling optimization model for GVPP.

Details

International Journal of Climate Change Strategies and Management, vol. 15 no. 2
Type: Research Article
ISSN: 1756-8692

Keywords

Open Access
Article
Publication date: 29 December 2021

Farouk Metiri, Halim Zeghdoudi and Ahmed Saadoun

This paper generalizes the quadratic framework introduced by Le Courtois (2016) and Sumpf (2018), to obtain new credibility premiums in the balanced case, i.e. under the balanced…

Abstract

Purpose

This paper generalizes the quadratic framework introduced by Le Courtois (2016) and Sumpf (2018), to obtain new credibility premiums in the balanced case, i.e. under the balanced squared error loss function. More precisely, the authors construct a quadratic credibility framework under the net quadratic loss function where premiums are estimated based on the values of past observations and of past squared observations under the parametric and the non-parametric approaches, this framework is useful for the practitioner who wants to explicitly take into account higher order (cross) moments of past data.

Design/methodology/approach

In the actuarial field, credibility theory is an empirical model used to calculate the premium. One of the crucial tasks of the actuary in the insurance company is to design a tariff structure that will fairly distribute the burden of claims among insureds. In this work, the authors use the weighted balanced loss function (WBLF, henceforth) to obtain new credibility premiums, and WBLF is a generalized loss function introduced by Zellner (1994) (see Gupta and Berger (1994), pp. 371-390) which appears also in Dey et al. (1999) and Farsipour and Asgharzadhe (2004).

Findings

The authors declare that there is no conflict of interest and the funding information is not applicable.

Research limitations/implications

This work is motivated by the following: quadratic credibility premium under the balanced loss function is useful for the practitioner who wants to explicitly take into account higher order (cross) moments and new effects such as the clustering effect to finding a premium more credible and more precise, which arranges both parts: the insurer and the insured. Also, it is easy to apply for parametric and non-parametric approaches. In addition, the formulas of the parametric (Poisson–gamma case) and the non-parametric approach are simple in form and may be used to find a more flexible premium in many special cases. On the other hand, this work neglects the semi-parametric approach because it is rarely used by practitioners.

Practical implications

There are several examples of actuarial science (credibility).

Originality/value

In this paper, the authors used the WBLF and a quadratic adjustment to obtain new credibility premiums. More precisely, the authors construct a quadratic credibility framework under the net quadratic loss function where premiums are estimated based on the values of past observations and of past squared observations under the parametric and the non-parametric approaches, this framework is useful for the practitioner who wants to explicitly take into account higher order (cross) moments of past data.

Details

Arab Journal of Mathematical Sciences, vol. 29 no. 2
Type: Research Article
ISSN: 1319-5166

Keywords

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