2018
9
2
0
0
1

Numerical algorithm for discrete barrier option pricing in a BlackScholes model with stationary process
https://ijnaa.semnan.ac.ir/article_3490.html
10.22075/ijnaa.2017.415.1060
1
In 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.
0

1
7


Rahman
Farnoosh
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
Iran
hr_rezazadeh@mathdep.iust.ac.ir


Hamidreza
Rezazadeh
Department of Mathematics, Islamic Azad University Karaj Branch
Iran
rfarnoosh@iust.ac.ir


Amirhossein
Sobhani
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
Iran


Masoud
Hasanpour
Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan, Iran
Iran
hr_rezazadeh@yahoo.com
Discrete Barrier Option
emph{BlackScholes} Model
Constant Parameters
1

Symmetric RogersHölder's inequalities on diamondα calculus
https://ijnaa.semnan.ac.ir/article_3491.html
10.22075/ijnaa.2018.11633.1579
1
We 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.
0

9
19


Sajid
Iqbal
Department of Mathematics,
University of Sargodha,
SubCampus Mianwali
Iran
sajid_uos2000@yahoo.com


Muhammad
Jibril Shahab Sahir
Department of Mathematics,
University of Sargodha,
SubCampus Bhakkar, Bhakkar, Pakistan
Iran
jibrielshahab@gmail.com


Muhammad
Samraiz
Department of Mathematics, University of Sargodha, Sargodha,
Pakistan
Iran
msamraiz@uos.edu.pk
Diamond$alpha$ integral
RogersHölder's inequalities
time scales
1

Nonlinear dynamic of the multicellular chopper
https://ijnaa.semnan.ac.ir/article_3492.html
10.22075/ijnaa.2018.12625.1641
1
In 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.
0

21
31


Djondin
Philippe
Department of Physics, Faculty of Science, The University of Ngaound'er'e, P.O. Box 454, Ngaound'er'e, Cameroon
Iran
pdjondine@yahoo.fr


JeanPierre
Barbot
ECSLab, EA3649, ENSEA, Cergy Cedex, CergyPontoise 95014, France, Laboratoire QUARTZ EA 7393
Iran
barbot@ensea.fr
Chaos
multicellular chopper
dynamical properties
chaotic attractor
routes to chaos
1

An existence result for n^{th}order nonlinear fractional differential equations
https://ijnaa.semnan.ac.ir/article_3493.html
10.22075/ijnaa.2018.1496.1386
1
In 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.
0

33
45


Ali
Benlabbes
Faculty of Sciences and Technology, Tahri Mohammed University, Bechar, Algeria
Iran
alibenlabbes@hotmail.fr


Maamar
Benbachir
Faculty of Sciences and Technology, Djilali Bounaama University, KhemisMiliana, Algeria
Iran
mbenbachir2001@gmail.com


Mustapha
Lakrib
Laboratory of Mathematics, Djillali Liab`{e}s University, Sidi Bel Abb`es, Algeria
Iran
m.lakrib@univsba.dz
Caputo fractional derivative
threepoint boundary value problem
fixed point theorem on cones
1

Multiple solutions of a nonlinear reactive transport model using least square pseudospectral collocation method
https://ijnaa.semnan.ac.ir/article_3494.html
10.22075/ijnaa.2017.1538.1402
1
The 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.
0

47
57


Elyas
Shivanian
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 3414916818, Iran
Iran
e_shivanian@yahoo.com


Saeid
Abbasbandy
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 3414916818, Iran
Iran
abbasbandy@yahoo.com
Pseudospectral collocation method
Least square method
Newton iteration method
Picard iteration
ChebyshevGaussLobatto points
1

Coefficient bounds for a new class of univalent functions involving Salagean operator and the modified Sigmoid function
https://ijnaa.semnan.ac.ir/article_3495.html
10.22075/ijnaa.2018.1589.1417
1
We 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.
0

59
69


Olubunmi
FadipeJoseph
Department of Mathematics, University of Ilorin, P.M.B 1515, Ilorin, Nigeria
Iran
famelov@gmail.com


W.
Ademosu
Department of Mathematics,Statistics and Computer Sci., Federal University of Agriculture, P.M.B 2373, Makurdi, Nigeria
Iran
tinuadewuraola114@gmail.com


G.
Murugusundaramoorthy
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Deemed to be University, Vellore632 014, India
Iran
gmsmoorthy@yahoo.com
Univalent functions
BriotBouquet differential equation
Integral Operator
Sv{a}lv{a}gean differential operator
1

Generalized multivalued $F$contractions on noncomplete metric spaces
https://ijnaa.semnan.ac.ir/article_3496.html
10.22075/ijnaa.2018.1644.1432
1
In 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.
0

71
84


Hamid
Baghani
Department of Mathematics, Faculty of Mathematics, University of Sistan and Baluchestan, P.O. Box 98135674, Zahedan, Iran
Iran
h.baghani@gmail.com
Fixed point theorem
Weakly Picard operator
Ocomplete metric space
Selections of multivalued functions
1

Fixed point theorems under weakly contractive conditions via auxiliary functions in ordered $G$metric spaces
https://ijnaa.semnan.ac.ir/article_3503.html
10.22075/ijnaa.2018.868.1157
1
We 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.
0

85
109


Hemant Kumar
Nashine
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Vellore632014, TN, INDIA
Iran
drhknashine@gmail.com


Atul
Kumar Sharma
Department of Mathematics, Lakhmi Chand Institute of Technology, Bilaspur495001,(Chhattisgarh), India
Iran
hemantnashine@gmail.com
$G$metric space
Weakly contraction condition
Altering distance function
Compatible mappings
Coincidence point
1

A class of certain properties of approximately nmultiplicative maps between locally multiplicatively convex algebras
https://ijnaa.semnan.ac.ir/article_3510.html
10.22075/ijnaa.2018.3510
1
We 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.
0

111
116


Zohre
Heidarpour
Department of Mathematics, Payame Noor University, P.O. Box 193953697 Tehran, Iran
Iran
heidarpor86@yahoo.com


Esmaeil
AnsariPiri
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
Iran
eansaripiri@gmail.com


Hamid
Shayanpour
Department of Pure Mathematics, Faculty of Mathematical Sciences, University of Shahrekord, P. O. Box 8818634141, Shahrekord, Iran
Iran
h.shayanpour@sci.sku.ac.ir


Ali
Zohri
Department of Mathematics, Payame Noor University, P.O. Box 193953697 Tehran, Iran
Iran
alizohri@gmail.com
Almost multiplicative maps
nhomomorphism maps
approximately nmultiplicatives
LMC algebras
1

Strict fixed points of '{C}iri'{c}generalized weak quasicontractive multivalued mappings of integral type
https://ijnaa.semnan.ac.ir/article_3511.html
10.22075/ijnaa.2017.1312.1324
1
Many authors such as AminiHarandi, Rezapour et al., Kadelburg et al., have tried to find at least one fixed point for quasicontractions when $alphain[frac{1}{2}, 1)$ 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.
0

117
129


Babak
Mohammadi
Department of Mathematics, Marand Branch, Islamic Azad University, Marand, Iran
Iran
babakmohammadi28@yahoo.com
strict fixed point
'{C}iri'{c}generalized weak quasicontraction
multivalued mappings
integral type
1

An extended multidimensional HardyHilberttype inequality with a general homogeneous kernel
https://ijnaa.semnan.ac.ir/article_3512.html
10.22075/ijnaa.2018.11892.1596
1
In 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.
0

131
143


Bicheng
Yang
Department of Mathematics, Guangdong University of Education, Guangzhou, Guangdong 510303, P. R. China
Iran
bcyang@gdei.edu.cn
HardyHilberttype inequality
weight coefficient
equivalent form
operator
norm
1

Ulam stabilities for nonlinear VolterraFredholm delay integrodifferential equations
https://ijnaa.semnan.ac.ir/article_3514.html
10.22075/ijnaa.2018.12688.1647
1
In 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.
0

145
159


Kishor
Kucche
Department of Mathematics, Shivaji University, Kolhapur416 004, Maharashtra, India
Iran
kdkucche@gmail.com


Pallavi
Shikhare
Department of Mathematics, Shivaji University, Kolhapur416 004, Maharashtra, India
Iran
jananishikhare13@gmail.com
VolterraFredholm integrodifferential equations
UlamHyers stability
UlamHyersRassias stability
Integral inequality
Picard operator
1

Some notes on ``Common fixed point of two $R$weakly commuting mappings in $b$metric spaces"
https://ijnaa.semnan.ac.ir/article_3522.html
10.22075/ijnaa.2018.3060.1495
1
Very 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.
0

161
167


Shaoyuan
Xu
School of Mathematics and Statistics, Hanshan Normal University, Chaozhou, 521041, China
Iran
xushaoyuan@126.com


Suyu
Cheng
Library, Hanshan Normal University, Chaozhou, 521041, China
Iran
chengsuyu1992@126.com


Stojan
Radenović
University of Belgrade, Faculty of Mechanical Engineering, Beograd, Serbia
Iran
stojan.radenovic@tdt.edu.vn
$b$metric spaces
$R$weakly commuting mappings
the continuity concerning the $b$metric
common fixed points
1

Coupled fixed points of generalized Kanann contraction and its applications
https://ijnaa.semnan.ac.ir/article_3523.html
10.22075/ijnaa.2017.12355.1628
1
The 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.
0

169
178


Naser
Ghafoori Adl
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
Iran
naser.ghafoori@gmail.com


Davood
Ebrahimi Bagha
Department of Mathematics Faculty of Science Islamic Azad University Central Tehran Branch
Iran
e_bagha@yahoo.com


Mohammad Sadegh
Asgari
Department of Mathematics, Faculty of Science, Central Tehran Branch, Islamic Azad University, Tehran, Iran
Iran
msasgari@yahoo.com
Coupled fixed point
Generalized Kanann mapping
partially ordered set
Periodic boundary value problem
1

Fixed Point Theorems For Weak Contractions in Dualistic Partial Metric Spaces
https://ijnaa.semnan.ac.ir/article_3524.html
10.22075/ijnaa.2018.12908.1665
1
In 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.
0

179
190


Muhammad
Nazam
Department of mathematics, International Islamic University, Islamabad, Pakistan
Iran
nazim254.butt@gmail.com


Arshad
Muhammad
Department of Mathematics and Statistics, International Islamic University, Islamabad Pakistan
Iran
marshadzia@iiu.edu.pk
fixed point
dualistic partial metric
Weak contractions
1

On a $k$extension of the Nielsen's $beta$Function
https://ijnaa.semnan.ac.ir/article_3525.html
10.22075/ijnaa.2018.12972.1668
1
Motivated 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.
0

191
201


Kwara
Nantomah
Department of Mathematics, Faculty of Mathematical Sciences, University for Development Studies, Ghana.
Iran
knantomah@uds.edu.gh


Kottakkaran
Nisar
Department of Mathematics, College of Arts and ScienceWadi Aldawaser, 11991,
Prince Sattam bin Abdulaziz University, Alkharj, Kingdom of Saudi Arabia
Iran
ksnisar1@gmail.com


Kuldeep
Gehlot
Government College Jodhpur, JNV University Jodhpur, Rajasthan, India306401.
Iran
drksgehlot@rediffmail.com
Nielsen's $beta$function
$k$extension
$k$digamma function
inequality
1

YangLaplace transform method Volterra and Abel's integrodifferential equations of fractional order
https://ijnaa.semnan.ac.ir/article_3526.html
10.22075/ijnaa.2018.13630.1709
1
This 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.
0

203
214


Fuat
Usta
Department of Mathematics, Faculty of Science and Arts, D"{u}zce University, D"{u}zce, Turkey
Iran
fuatusta@duzce.edu.tr


Huseyin
Budak
Department of Mathematics, Faculty of Science and Arts, D"{u}zce University, D"{u}zce, Turkey
Iran
hsyn.budak@gmail.com


Mehmet
Sarikaya
Department of Mathematics, Faculty of Science and Arts, D"{u}zce University, D"{u}zce, Turkey
Iran
sarikayamz@gmail.com
Local fractional calculus
Volterra and Abel’s integral equations
YangLaplace transform
1

A new algorithm for computing SAGBI bases up to an arbitrary degree
https://ijnaa.semnan.ac.ir/article_3530.html
10.22075/ijnaa.2017.1718.1640
1
We 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.
0

215
221


Shahnaz
Fakouri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
Iran
sh.fakouri@std.du.ac.ir


Abdolali
Basiri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
Iran
basiri@du.ac.ir


Sajjad
Rahmani
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
Iran
s_rahmani@du.ac.ir
SAGBI basis
SAGBI algorithm
subalgebra membership problem
homogeneous polynomial
1

Certain subclass of $p$valent meromorphic Bazilevi'{c} functions defined by fractional $q$calculus operators
https://ijnaa.semnan.ac.ir/article_3531.html
10.22075/ijnaa.2018.13163.1681
1
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 subclasses.
0

223
230


Abdul Rahman
Juma
University of Anbar, Department of Mathematics, RamadiIraq
Iran
dr_juma@hotmail.com


Mushtaq
Abdulhussain
Department of Mathematics, Mustansiriyah
University, Iraq
Iran
mushtdma8@yahoo.com


Saba
Alkhafaji
University of Anbar, Department of Mathematics, RamadiIraq
Iran
sabanf.mc11p@uokufa.edu.iq
Meromorphic $p$valent functions
Hadamard product
Bazilevi'{c} function
fractional $q$calculus operators
1

A nonlinear multi objective model for the product portfolio optimization: An integer programming
https://ijnaa.semnan.ac.ir/article_3528.html
10.22075/ijnaa.2018.13447.1695
1
Optimization 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.
0

231
239


Nahid
DorostkarAhmadi
Department of industrial management, faculty of economy, management and official science, Semnan university, Iran
Iran
n_dorostkar@semnan.ac.ir


Mohsen
Shafiei Nikabadi
Industrial Management Department
Economics and Management Faculty
Semnan University
Iran
shafie@profs.semnan.ac.ir
Product portfolio optimization
nonlinear programming
multiobjective optimization
Reliability
metaheuristic algorithm