in this paper, we present a method for solving the rst kind abel integral equation. in thismethod, the rst kind abel integral equation is transformed to the second kind volterraintegral equation with a continuous kernel and a smooth deriving term expressed by weaklysingular integrals. by using sidi's sinm - transformation and modied navot-simpson'sintegration rule, an algorithm for...

For regular strangeness-free linear differential-algebraic equations (DAEs) the definition of an adjoint DAE is straightforward. This definition can be formally extended to general linear DAEs. In this paper, we analyze the properties of the formal adjoints and their implications in solving linear-quadratic optimal control problems with DAE constraints.

This study aims to explore the causal relationship between e-word-of-mouth (e-WOM) and its influence on purchase decisions through structural equation modeling (SEM). Five constructs were formulated through literature review: expertise, search extent, own experience, trustworthiness, and e-WOM effect. Results of this study show that four constructs all have positive influence on e-WOM effect, a...

The present study first aimed to construct a coactivation model that integrates cognitive and motivational variables that determine an individual’s conscious humor experience. It then aimed to test the model’s reliability, validity, and generalizability. As part of the study, 16 (out of 48) four-frame cartoons were randomly presented to 201 (42 male and 159 female) high school students and 302 ...

We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi– Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.

This paper presents the use of an iteration method to solve the identifiability problem for a class of discretized linear partial differential algebraic equations. This technique consists in replacing the partial derivatives in the PDAE by differences and analyzing the difference algebraic equations obtained. For that, the theory of discrete singular systems, which involves Drazin inverse matri...

The problem of state reconstruction and estimation is considered for a class of switched dynamical systems whose subsystems are modeled using linear differential-algebraic equations (DAEs). Since this system class imposes time-varying dynamic and static (in the form of algebraic constraints) relations on the evolution of state trajectories, an appropriate notion of observability is presented wh...

In this paper we study a class of optimal dividend and investment problems assuming that the underlying reserve process follows the Sparre Andersen model, that is, the claim frequency is a “renewal” process, rather than a standard compound Poisson process. The main feature of such problems is that the underlying reserve dynamics, even in its simplest form, is no longer Markovian. By using the b...