Journal of Computational and Applied Mathematics 309 (2017) 320324

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Journal of Computational and Applied

Mathematics
journal homepage: www.elsevier.com/locate/cam

Editorial

Mathematical Modeling and Computational Methods

According to the traditional course of action of Journal of Computational and Applied Mathematics, this special issue
includes a wide range of topics related to mathematical modeling in engineering, life sciences and human behavior. The
purpose of this issue is to offer a collection of contributed papers that covers many relevant and modern aspects about the
state of several aspects on the art of computational methods and mathematical modeling, giving a rather fair picture of the
current research interests in this scientific field. Many of the contributed papers presented in this special issue were selected
among the works presented at the International Conference Mathematical Modeling in Engineering & Human Behavior 2015.
This conference took place in Valencia (Spain) at the Instituto Universitario de Matemtica Multidisciplinar from September
9th to September 11th of year 2015.
The works contained in this special issue cover a wide range of topics related to computational methods, simulation
techniques and mathematical models for the study of several applications to real problems. Specifically, these topics are
the following: Mathematical modeling in Engineering and Life Sciences, Financial Mathematics, Iterative methods for
solving nonlinear models, Optimization problems, Random difference and differential equations and applications, Numerical
analysis for ordinary and partial differential equations, Integro-differential equations, Numerical Linear Algebra, Integer
Linear Programming and Fuzzy problems.
The issue opens with several contributions devoted to study several problems in Matrix Computation and Numerical
Linear Algebra. In [1], the authors present sequential and parallel algorithms, based on Taylor series, for computing
matrix trigonometric functions, specifically matrix cosine. It uses a backward error analysis with improved bounds.
Numerical experiments show that MATLAB implementations of this algorithm has higher accuracy than other MATLAB
implementations of the state of the art in the majority of tests. The authors have implemented the designed algorithm in
language C for general purpose processors, and in CUDA for one and two NVIDIA GPUs. All the implemented programs are
accessible through the MATLAB environment.
In [2], the authors propose several algorithms for solving the inverse problem associated to an algebraic matrix equation.
Specifically, the aim of this manuscript is to find all the involutory matrices K for which a given matrix A is {K , s + 1}-potent.
Wang and Song propose in [3] a convergent algorithm for obtaining the solution of a convex optimization problem with m
block variables and where the objective function is the sum of m separable convex functions. They present a method which is
a combination of two standard ways in this problem, that is, they first solve each subproblem with a simple proximal, then
they correct the output via a simple correction step. Theoretically, the authors derive global convergence results for this
method and establish a worst-case O(1/k) iteration complexity. On the other hand, splitting methods are implemented by
Geiser et al. in [4] to solve a momentum equation corresponding to a viscous flow. A system of differential equations in the
splitting intervals is found and solved using sparse matrices. Finally, in the paper by Cerdn et al. [5] a method for computing
two-level incomplete LU factorizations for CEM problems that are solved by means of an integral equation method is
presented. The algorithm obtains a block LU factorization of the near-field matrix that has been previously permuted to block
angular form. The authors propose a two-level ILU preconditioner for the preconditioned GMRES method. The computation
and application of the preconditioner is based on graph partitioning techniques.
An important part of this special issue is devoted to analyze problems related to random differential equations and
stochastic differential equations. Stochastic differential equations have demonstrated to be powerful tools to model a
number of problems in physics, chemistry, epidemiology, engineering, etc. Manuscript [6] deals with the study of a Besseltype differential equation where the coefficients and initial conditions are assumed to be random variables. Using the
so-called Lp random calculus and assuming moment conditions on the random variables in the equation, a mean square
convergent generalized power series solution is constructed. As a result of this convergence, the sequences of the mean and
standard deviation obtained from the truncated power series solution are convergent as well. The theory is illustrated in
http://dx.doi.org/10.1016/j.cam.2016.08.001
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two examples in which several distributions on the random inputs are assumed. Finally, the authors show through examples
that the proposed method is computationally faster than Monte Carlo method.
In [7] the authors analyze the Bernoulli random initial value problem, where all the input parameters and the initial
condition are assumed to be absolutely continuous random variables defined in a common probability space with an
arbitrary joint probability density function. By using the random variable transformation technique, the authors construct
a closed form expression of the solution for the Bernoulli random differential equation. The analysis is split into two cases
for which an illustrative example is provided. Finally, a fish weight growth model is considered to illustrate the usefulness
of the theoretical results previously established using real data. The authors point out that the proposed technique can be
applied to compute the first probability density function of the solution stochastic process for other random (ordinary or
partial) differential equations.
In [8], the authors present an explicit numerical method for solving stochastic differential equations with non-globally
Lipschitz coefficients, which is supported by a linear version of the Steklov average under a split-step formulation. The
authors prove the existence of a succession of the linear Steklov approximation as well as local Lipschitz conditions for
its coefficients, they also prove the strong convergence of the linear Steklov method using the Higham, Mao and Stuart
technique and they obtain its convergence rate. Finally, the authors analyze numerically the accuracy and efficiency of the
proposed method applied to stochastic differential equations with super-linear growth and locally Lipschitz coefficients. In
the paper by Escun et al. [9] a schedule of production orders is determined over the planning horizon in order to minimize
the inventory holding costs of the supply chain, taking into consideration that the supplier is also responsible of initiating the
replenishment orders and deliveries of their customers according to the Vendor Managed Inventory (VMI) partnership. The
simulation model is illustrated empirically using a real case study: a paper manufacturing company that pursues to improve
customer service level and supply chain inventory costs through a proper production planning of their paper machines and
a suitable VMI order replenishment schedule.
On the other hand, this type of equations appear frequently in Financial Mathematics. In [10], the authors propose a
method to estimate the coefficient of jump diffusion commodity market model processes. More precisely, one estimates
the volatility of the spot Price and its variance. The method avoids the estimation of the physical drift as well as the market
prices of risk.
It is known that differential equations and partial differential equations are used for modeling many problems in different
areas. The paper by Falc et al. [11] propose a novel numerical algorithm to price American options on bonds. For this
purpose, the authors illustrate the performance of this method by means of the valuation of an American Put Option on a
discount bond under the extended Vasicek model due to Hull and White (HW) and using the consistent forward rate curves.
In particular, an implicit CrankNicolson (CN) scheme in time is applied obtaining a discretized linear complementarity
problem (LCP) and then the authors introduce a direct LU based method to solve the LCP.
The paper by Bayn et al. [12] presents the problem of finding the optimal harvesting strategy, maximizing the expected
present value of total revenues. The problem is formulated as an optimal control problem. Combining the techniques of
Pontryagins Maximum Principle and the shooting method, an algorithm has been developed that is not affected by the
values of the parameter. The algorithm is able to solve conventional problems as well as cases in which the optimal solution
is shown to be bangbang with singular arcs. The authors also present a result that characterizes the optimal steady-state
in infinite-horizon, autonomous models (except in the discount factor) and does not require the solution of the dynamic
optimization problem. Several numerical examples are presented to illustrate the different possibilities of the method.
Piqueras et al. in [13] study the spatialtemporal spreading of a new invasive species in a habitat, modeled by a moving
boundary diffusion logistic partial differential equation, where the moving boundary represents the unknown expanding
front of the species. A front-fixing approach is applied in order to transform the original moving boundary problem into
a fixed boundary one. An explicit finite difference scheme preserving qualitative properties of the theoretical solution
is proposed, analyzing the consistency and stability of the numerical solution. The numerical experiments confirm the
theoretical results and illustrate the dichotomic behavior of the numerical solution of the problem.
In [14], the authors obtain the exact analytical development of the basic quantities of the two body problem in order to be
used in the analytical theories of the planetary motion. They analyze techniques focused on the use of a family of anomalies
based on a family of geometric transformations that includes the true anomaly f , the eccentric anomaly g and the secondary
anomaly f defined as the polar angle with respect to the secondary focus of the ellipse. This family is constructed using a
natural generalization of the eccentric anomaly. In addition, this paper includes the study of the minimization of the errors
in the numerical integration by an appropriate choice of parameters in our selected family of anomalies for each value of
the eccentricity. Finally, in the paper by Rahimkhani et al. [15], new functions called generalized fractional-order Bernoulli
wavelet functions which are based on the Bernoulli wavelets are defined. From them, authors obtain the numerical solution
of fractional- order pantograph differential equations in a large interval.
An important part of this special issue is devoted to numerical methods for solving different problems in some areas
of Numerical Analysis. In [16], Argyros et al. study the Traubs method for solving nonlinear equations and systems. This
study includes a stability analysis of the method on cubic polynomials, for which the existence of very small regions with
unstable behavior is shown. Authors also provide an analysis of the performance of the method on cubic matrix equations
arising in control theory. In [17], Angulo et al. present a novel and efficient second-order numerical method, based on the
integration along the characteristic curves, for a cell population model with asymmetric division. They prove the optimal
rate of convergence of the scheme and they ratify it by numerical simulation. In [18], Brentan et al. propose applying support

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vector regression, as one of the currently better machine learning options for short-term water demand forecasting, to build
a prediction based on a Fourier time series process. An important feature of this contribution is that the proposed model,
being a near real-time model for water demand, may be directly exploited in water management decision-making processes.
In [19], the local convergence of a higher-order family of iterative methods for solving a nonlinear equation on Banach
spaces is presented, by using conditions only on the operator F and its derivative F . The dynamical behavior of this family
on quadratic polynomials is studied. Moreover, some anomalies are found in this family be means of studying the associated
rational function, parameter spaces are shown and the study of the stability of all the fixed points is presented. In the paper
by Vidal-Ferrndiz et al. [20] a high order finite element discretization of the neutron diffusion equation is considered.
Different preconditioning strategies for the system matrices arising in a high order finite element discretization of the
neutron diffusion equation are studied for two-dimensional and three dimensional problems. These preconditioners are
based on domain decomposition techniques, making use of a partition of the degrees of freedom on vertices, edges, faces
and interiors, obtained through the identifications of the different shape functions with collocation points over each element.
The paper [21] describes the development of a mathematical model to build an exact arithmetical unit based on a rational
representation scheme able to represent without error rational numbers in positional notation system. The aim of this
research is to provide a formal framework and a set of computational primitives to address problems of mathematical
calculation in engineering and numerical simulation. The paper also reviews other specialized arithmetic units based on
existing formats to show ways to make high precision computing.
Regarding the application of mathematical techniques to modeling, a considerable number of contributions appear
throughout this special issue. Most of these contributions have as valuable unifying element the consideration of real
problems. Relating to Medicine, in [22], the combination of wavelets techniques and heuristic algorithms, the bee colony
approach, is used by Garca-Nieto et al. to develop a method for predicting the cyanobacteria concentrations in a reservoir.
Monitoring and controlling the content of algae is of key importance in the sustainability of these natural environments and
the authors show how this is being applied to a real case example: the Trasona reservoir in Spain.
In [23], Ku-Carrillo et al. provide useful insights about the qualitative and quantitative possible effects of a low/high caloric
diet on the chemotherapy protocols when different immune system responses are considered. According to their model
the immune system response and the diet are important factors and their inclusion could lead to improved chemotherapy
protocols. As an application in Biology, in [24], the authors model the propagation of a virus in plants transmitted by insects
by using a system of ordinary differential equations. The compartmental model introduces a delay to take into account the
time needed by the virus to enter in the plant.
On the other hand, in [25], the authors develop a new method to deal with the problem of the restoration of compressed
images using a discrete multi-scale tight frame system. Pre-defined fixed redundant systems are sometimes not effective to
deal with image sparsity and they use adaptive techniques to overcome this difficulty.
Another thematic block of contributed papers present interesting analytical and numerical techniques in the context of
the problems that appear in the design of internal combustion engines. In [26], the behavior of the internal nozzle flow
and cavitation phenomenon are numerically studied for non-conventional Diesel convergentdivergent nozzles in order to
assess their potential in terms of flow characteristics. The comparison of the nozzles has been carried out in terms of flow
characteristics such as mass flow, momentum flux, effective velocity and other important dimensionless parameters which
help to describe the behavior of the inner flow: discharge coefficient, area coefficient and velocity coefficient. The main
results of this paper show how the different geometries modify the cavitation conditions as well as the discharge coefficient
and effective velocity.
In [27], a classical problem in the engineering of transportation, the train-track interaction, is studied by MartnezCasas et al. using the Moving Element Method (MEM). This method allows for the study of high-frequency oscillations as
a train rolls over the track and it helps in its understanding and control. The efficiency of different methods for simulating
incompressible flows of interest in engineering application to internal combustion engines is the objective of the paper by
Martnez et al. [28]. A very detailed comparison of the methods is given as well as their implementations using codes like
OpenFOAM and several solvers.
Fuzzy problems take also part in this special issue with three contributions. Ranking fuzzy numbers has a remarkable role
in approximate reasoning, decision making, optimization, forecasting and some other fuzzy application systems. Qinpeng
and Zuxing in [29] introduce a new method of ranking generalized LR fuzzy numbers based on possibility theory and the
implication of possibilistic mean and possibilistic standard deviation. Normal fuzzy numbers are the exceptional cases. The
calculation of the proposed method is simpler and easier. Some comparative examples are used to illustrate the advantages
of this proposed method. The paper by Singh et al. [30] proposes a neuro-fuzzy model which is an extension of Enhance
Neuro-Fuzzy (ENF) system for classification using dynamic clustering. The novelty of the proposed model lies in determining
less number of linguistic variables for each feature and also in generating significant linguistic variables in the rules for
classification with better interpretation and accuracy. Six datasets are used to test the performance of the proposed model.
We end this issue with the paper of Ilaya-Ayza et al. [31]. In it, the authors hybridize integer linear programming and
multi-criteria analysis in order to contribute with a solution proposal to the technical management of intermittent water
supply systems, which provides short-term results and requires little investment for implementation. The proposed solution
does not seek perpetuating intermittent water supply. On the contrary, the proposed methodology can be a useful tool
in gradual transition processes from intermittent to continuous supply. The authors propose the use of supply pattern
matrices, which play an important role in their resolution. They allow to change sector schedules in blocks. The change

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in supply schedules defines a new storage volume in the tank due to the objective function in which the water inlet hours
are prioritized. Reorganizing schedules reduces the storage volume, an consequently he system capacity increases.
The Editors are extremely grateful to the Journal of Computational and Applied Mathematics, in special to Professor
Wuytack for his cooperation along all this process, and its Publishers for having hosted this theme issue. We finally would
like to express our most sincere thanks and great appreciation to all the authors for their excellent contributions to this
special volume and to all the colleagues who assisted us in the reviewing process of the papers. Also, a mention to Journal
Manager, Mr. Aravind Kumar, is necessary for his work and patience in all time.
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Juan R. Torregrosa
Lucas Jodar
Juan C. Corts
Instituto de Matemtica Multidisciplinar,
Universitat Politcnica de Valncia,
46022 Valncia, Spain
E-mail addresses: jrtorre@mat.upv.es (J.R. Torregrosa), ljodar@imm.upv.es (L. Jodar), jccortes@imm.upv.es (J.C. Corts).

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Regino Criado
Dpto. de Matemtica Aplicada,
Ciencia e Ingeniera de Materiales y Tecnologa Electrnica,
Universidad Rey Juan Carlos,
28933 Mstoles (Madrid), Spain
E-mail address: regino.criado@urjc.es.
Corresponding editor.