Mathematics and Computers in Simulation (MATCOM)

1958 - 2025

Current editor(s): Robert Beauwens

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Volume 103, issue C, 2014

McMC estimation of multiscale stochastic volatility models with applications pp. 1-11

Chuan-Hsiang Han, German Molina and Jean-Pierre Fouque

A dual weighted residual method for an optimal control problem of laser surface hardening of steel pp. 12-32

Nupur Gupta and Neela Nataraj

Quasi-Monte Carlo method in population genetics parameter estimation pp. 33-38

Hongmei Chi and Peter Beerli

Basins of attraction for several optimal fourth order methods for multiple roots pp. 39-59

Beny Neta and Changbum Chun

Volume 102, issue C, 2014

A comprehensive characterization of the threshold voltage extraction in MOSFETs transistors based on smoothing splines pp. 1-10

M.J. Ibáñez, J.B. Roldán, A.M. Roldán and R. Yáñez

CS-RBF interpolation of surfaces with vertical faults from scattered data pp. 11-23

Diego Izquierdo, María Cruz López de Silanes, María Cruz Parra and Juan José Torrens

Approximating a class of goodness-of-fit test statistics pp. 24-38

M.V. Alba Fernández, M.D. Jiménez Gamero and S. Castillo Gutiérrez

An unbounded stabilization problem of bilinear systems pp. 39-50

A. Boutoulout, R. El Ayadi and M. Ouzahra

New ratio and difference estimators of the finite population distribution function pp. 51-61

J.F. Muñoz, A. Arcos, E. Álvarez and M. Rueda

Finite element approximation of a surface–subsurface coupled problem arising in forest dynamics pp. 62-75

Gonzalo Galiano and Julián Velasco

Optimization of the parameters of surfaces by interpolating variational bicubic splines pp. 76-89

A. Kouibia and M. Pasadas

Some aspects of lubrication in heavy regimes: Thermal effects, stability and turbulence pp. 90-103

J. Durany, J. Pereira-Pérez and F. Varas

Inference in stochastic frontier analysis with dependent error terms pp. 104-116

Rachida El Mehdi and Christian Hafner

On some p(x)-quasilinear problem with right-hand side measure pp. 117-130

E. Azroul, M.B. Benboubker and M. Rhoudaf

Inference in stochastic frontier analysis with dependent error terms pp. 131-143

Rachida El Mehdi and Christian Hafner

Determination of alignments in existing roads by using spline techniques pp. 144-152

L. Garach, J. de Oña and M. Pasadas

Nonlocal infinity Laplacian equation on graphs with applications in image processing and machine learning pp. 153-163

Elmoataz Abderrahim, Desquesnes Xavier, Lakhdari Zakaria and Lézoray Olivier

Volume 101, issue C, 2014

Numerical solution of parabolic Cauchy problems in planar corner domains pp. 1-12

R. Chapko, B.T. Johansson and V. Vavrychuk

Two approaches for heat transfer simulation of current carrying multicables pp. 13-30

Florian Loos, Karl Dvorsky and Hans-Dieter Liess

Adaptive synchronization method for chaotic permanent magnet synchronous motor pp. 31-42

Seong-S. Kim and Han Ho Choi

Multi-almost periodicity in semi-discretizations of a general class of neural networks pp. 43-60

Zhenkun Huang, Sannay Mohamad and Feng Gao

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem pp. 61-77

B. Tomas Johansson, Daniel Lesnic and Thomas Reeve

Spatial system estimators for panel models: A sensitivity and simulation study pp. 78-102

Shuangzhe Liu, Tiefeng Ma and Wolfgang Polasek

A new neural network for solving quadratic programming problems with equality and inequality constraints pp. 103-112

Yongqing Yang, Jinde Cao, Xianyun Xu, Manfeng Hu and Yun Gao

Volume 99, issue C, 2014

Burbea–Rao divergence based statistics for testing uniform association pp. 1-18

M.D. Jiménez-Gamero, M.V. Alba-Fernández and M.D. Estudillo-Martínez

Iteration methods for Fredholm integral equations of the second kind based on spline quasi-interpolants pp. 19-27

C. Allouch and P. Sablonnière

Gas phase appearance and disappearance as a problem with complementarity constraints pp. 28-36

Ibtihel Ben Gharbia and Jérôme Jaffré

Approximation of the Fokker–Planck equation of the stochastic chemostat pp. 37-53

Fabien Campillo, Marc Joannides and Irène Larramendy-Valverde

Numerical approximation of the Smagorinsky turbulence model applied to the primitive equations of the ocean pp. 54-70

Tomás Chacón Rebollo, Frédéric Hecht, Macarena Gómez Mármol, Giordano Orzetti and Samuele Rubino

A hole filling method for explicit and parametric surfaces by using C1-Powell Sabin splines pp. 71-81

M.A. Fortes, P. González, M. Pasadas and M.L. Rodríguez

Image processing for the non-destructive characterization of porous media. Application to limestones and trabecular bones pp. 82-94

Ahmad Almhdie, Olivier Rozenbaum, Eric Lespessailles and Rachid Jennane

Recovering functions: A method based on domain decomposition pp. 95-107

Mira Bozzini and Licia Lenarduzzi

A normalized basis for C1 cubic super spline space on Powell–Sabin triangulation pp. 108-124

M. Lamnii, H. Mraoui, A. Tijini and A. Zidna

Design and implementation of a multiscale mixed method based on a nonoverlapping domain decomposition procedure pp. 125-138

A. Francisco, V. Ginting, F. Pereira and J. Rigelo

Rapid quantification of uncertainty in permeability and porosity of oil reservoirs for enabling predictive simulation pp. 139-152

V. Ginting, F. Pereira and A. Rahunanthan

Implicit time advancing combined with two finite-volume methods in the simulation of morphodynamic flows pp. 153-169

M. Bilanceri, F. Beux, I. Elmahi, H. Guillard and M.V. Salvetti

A simple multi-layer finite volume solver for density-driven shallow water flows pp. 170-189

Fayssal Benkhaldoun, Saida Sari and Mohammed Seaid

Adaptive numerical methods for an hydrodynamic problem arising in magnetic reading devices pp. 190-202

I. Arregui, J.J. Cendán and C. Vázquez

Volume 98, issue C, 2014

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model pp. 1-17

Valdério A. Reisen, Bartolomeu Zamprogno, Wilfredo Palma and Josu Arteche

Double-looped maximum likelihood estimation for the parameters of the generalized gamma distribution pp. 18-30

Hulya Yilmaz and Hakan S. Sazak

Sliding-mode direct torque control and sliding-mode observer with a magnetizing reactance estimator for the field-weakening of the induction motor drive pp. 31-45

T. Orlowska-Kowalska, G. Tarchala and M. Dybkowski

Life cycle cost, embodied energy and loss of power supply probability for the optimal design of hybrid power systems pp. 46-62

Dhaker Abbes, André Martinez and Gérard Champenois

Volume 94, issue C, 2013

The dynamical complexity of a predator–prey system with Hassell–Varley functional response and impulsive effect pp. 1-14

Hye Kyung Kim and Hunki Baek

Global qualitative analysis of a predator–prey system with Allee effect on the prey species pp. 33-54

Jian Zu

Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs pp. 55-75

J.L. Fernández, A.M. Ferreiro, J.A. García-Rodríguez, A. Leitao, J.G. López-Salas and C. Vázquez

Symmetric and symplectic exponentially fitted Runge–Kutta–Nyström methods for Hamiltonian problems pp. 76-95

Xiong You and Bingzhen Chen

An evaluation of some popular investment strategies under stochastic interest rates pp. 96-108

James J. Kung and E-Ching Wu

Indirect Inference in fractional short-term interest rate diffusions pp. 109-126

Márcio Laurini and Luiz Hotta

Nonlinearity-aware sub-model combination in trajectory based methods for nonlinear Mor pp. 127-144

S.A. Nahvi, M. Nabi and S. Janardhanan

Efficient numerical integration of an elastic–plastic damage law within a mixed velocity–pressure formulation pp. 145-158

R. El khaoulani and P.-O. Bouchard

Currency hedging strategies using dynamic multivariate GARCH pp. 164-182

Chia-Lin Chang, Lydia González-Serrano and Juan Jimenez-Martin

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures pp. 183-204

Roberto Casarin, Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

Fast clustering of GARCH processes via Gaussian mixture models pp. 205-222

Gian Piero Aielli and Massimiliano Caporin

GFC-robust risk management under the Basel Accord using extreme value methodologies pp. 223-237

Juan Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral and Paulo Araújo Santos

Volatility spillovers from the Chinese stock market to economic neighbours pp. 238-257

David Allen, Ron Amram and Michael McAleer

A detailed comparison of value at risk estimates pp. 258-276

Pilar Abad and Sonia Benito

The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price pp. 277-294

Shawkat Hammoudeh, Ramazan Sarı, Mehmet Uzunkaya and Tengdong Liu

Forecasting Value-at-Risk with a duration-based POT method pp. 295-309

P. Araújo Santos and M.I. Fraga Alves

Extreme market risk and extreme value theory pp. 310-328

Abhay K. Singh, David Allen and Robert Powell