Serdica Mathematical Journal
Volume 48, Number 4, 2022
C O N T E N T S
·
Natarajan, P. N.
A study of the matrix classes \((\ell_\alpha, \ell_\alpha)\) and
\((\ell_\alpha, c)\), \(0 < \alpha \leq 1\)
(pp. 211−218)
·
Ramoeletsi, R., B. Kaibe, N. J. Nchejane.
Application of Lie symmetries to solving modified Black-Scholes equation
(pp. 219−234)
·
Abouhalaka, A., Ş. Fındık.
Almost prime ideals in noncommutative rings
(pp. 235−246)
·
Shekhar, A., N. K. Agrawal.
Generalized pseudo-differential operators associated with symbol classes involving fractional Fourier transform
(pp. 247−270)
·
Divya, R., P. Chithra Devi.
Harmonious colouring of line graph of commuting and non-commuting graph of \(D_{2n}\)
(pp. 271−278)
·
Singh, G., G. Singh.
Coefficient estimates for some generalized subclasses of analytic functions with respect to symmetric and conjugate points
(pp. 279−296)
·
Habibi, R.
Monte Carlo simulation of present value of cash flows
(pp. 297−306)
A B S T R A C T S
A STUDY OF THE MATRIX CLASSES \((\ell_\alpha, \ell_\alpha)\) AND
\((\ell_\alpha, c)\), \(0 < \alpha \leq 1\)
Pinnangudi Narayanasubramanian Natarajan
pinnangudinatarajan@gmail.com
2020 Mathematics Subject Classification:
40C05, 40H05.
Key words:
\(A\)-transform, \(\alpha\)-norm, \(\alpha\)-normed linear space,
convex, semigroup, convolution product.
In this paper, entries of sequences, infinite series and infinite
matrices are real or complex numbers. The present paper is a
continuation of [8] (P. N. Natarajan. Some properties of the matrix class \((\ell_\alpha, \ell_\alpha)\), \(0 < \alpha \leq 1\).
Comment. Math. 60, no. 1−2 (2020), 23−36.), where we established some properties of the
matrix class \((\ell_\alpha, \ell_\alpha)\), \(0 < \alpha \leq 1\). In
this paper, we also record some properties of the class \((\ell_\alpha,
c)\) and the sequence space \(\ell_\alpha\), \(0 < \alpha \leq 1\).
APPLICATION OF LIE SYMMETRIES TO
SOLVING MODIFIED BLACK-SCHOLES EQUATION
Realeboha Ramoeletsi
realeboharamoeletsi@gmail.com,
Bosiu Kaibe
bosiukaibe@yahoo.com,
Ngaka J. Nchejane
jn.nchejane@nul.ls
2020 Mathematics Subject Classification:
35-XX.
Key words:
Lie point symmetries, modified Black-Scholes, financial mathematics, Lie algebra, invariant solution.
We perform Lie symmetry analysis on the modified Black-Scholes model described as a partial differential equation (PDE). As a result, a new complete Lie symmetry group and infinitesimal generators of the one-dimensional modified fractional Black-Scholes model are derived. Furthermore, we compute a family of exact invariant solutions that constitute the modified fractional Black-Scholes model using the associated infinitesimal generators and the corresponding similarity reduction equations. Using known solutions, more solutions are generated via group point transformations.
ALMOST PRIME IDEALS IN NONCOMMUTATIVE RINGS
Alaa Abouhalaka
alaa1aclids@gmail.com,
Şehmus Fındık
sfindik@cu.edu.tr
2020 Mathematics Subject Classification:
13A15, 17A01.
Key words:
almost prime ideals, noncommutative rings.
A proper ideal \(P\) of a commutative ring with identity is an almost prime ideal if \(ab \in P{\setminus}P^2\) implies \(a \in P\) or \(b \in P\).
In this paper we define almost prime ideals of a noncommutative ring,
and provide some equivalent definitions. We also examine some cases such that all right ideals of a noncommutative ring are almost prime right ideals.
GENERALIZED PSEUDO-DIFFERENTIAL OPERATORS ASSOCIATED WITH SYMBOL CLASSES INVOLVING FRACTIONAL FOURIER TRANSFORM
Abhisekh Shekhar,
abhi08.iitkgp@gmail.com,
Nawin Kumar Agrawal
drnkumaragrawal@gmail.com
2020 Mathematics Subject Classification:
35S05, 46E10, 46E35, 46F05, 47G30, 46F12.
Key words:
fractional Fourier transform, symbol classes, tempered distribution, pseudo-differential operators, Sobolev space.
Generalized pseudo-differential operators \(A(x,\Delta'_x)\) and \(\mathcal{A}(x,\Delta'_x)\) involving fractional Fourier transform (FrFT) associated with symbol-classes are defined and respective symbol classes are introduced. Product and commutators of the generalized pseudo-differential operators are investigated.
HARMONIOUS COLOURING OF LINE GRAPH OF COMMUTING
AND NON-COMMUTING GRAPH OF \(D_{2n}\)
R. Divya
divyaramakrishnan1224@gmail.com,
P. Chithra Devi
chithradevi095@gmail.com
2020 Mathematics Subject Classification:
05C25, 05C76.
Key words:
harmonious coloring, harmonious chromatic number, Dihedral group, line graph.
Harmonious coloring of graph \(G\) is a proper vertex coloring, where each pair of colors occurs at most on one pair of adjacent vertices. Minimum number of colors required for Harmonious coloring of \(G\) is the harmonious chromatic number, \(\chi_{H}\left(G\right)\). Here we determine the Harmonious chromatic number of the line graph of commuting graph and non-commuting graph of the dihedral group, \(D_{2n}\).
COEFFICIENT ESTIMATES FOR SOME GENERALIZED SUBCLASSES OF ANALYTIC FUNCTIONS WITH RESPECT TO SYMMETRIC AND CONJUGATE POINTS
Gagandeep Singh
kamboj.gagandeep@yahoo.in,
Gurcharanjit Singh
dhillongs82@yahoo.com
2020 Mathematics Subject Classification:
30C45, 30C50.
Key words:
Univalent functions, close-to-convex functions, starlike functions with respect to symmetric points, subordination, conjugate points, coefficient bounds.
In this paper, we introduce certain unified subclasses of close-to-convex functions and quasi-convex functions with respect to symmetric and conjugate points in the unit disc \(E=\left\{z\in\mathbb{C}:\mid z \mid<1\right\}\) and establish the upper bounds of the first four coefficients for these classes. This study will work as a motivation for the other researchers in this field to study some more similar classes.
MONTE CARLO SIMULATION OF PRESENT VALUE OF CASH FLOWS
Reza Habibi
rezahabibi2681@yahoo.com
2020 Mathematics Subject Classification:
60E05.
Key words:
ARTA, cash flow, cause factor, infinite
series, Monte Carlo, present value, stopping time.
This paper is concerned with financial application of
Monte Carlo simulation of infinite series. In fact, present value of a cash
flow is represented as infinite series. Hence, the Monte Carlo may be
applied to approximate the present value. It is seen that the Monte Carlo
method is sample approximation of the mean of cash flow computed at a
stopping time. The stopping time, first, is considered as an up-crossing
time point of sequence of uniform random variables and then it is replaced
by up-crossing of macro-economic variables (called as factor) which brings
the dependency structure to the problem which is modeled by auto-regressive
to any things (ARTA) models. Here, two different Monte Carlo simulation
methods are presented. A financial application is also given. Continuous
time extensions of results are also proposed. Finally, a concluding remark
section is given.
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