Comparing the Performance of Four Sinc Methods for Numerical Indefinite Integration

Aims/ Objectives: To compare the performance of four Sinc methods for the numerical approximation of indefinite integrals with algebraic or logarithmic end-point singularities. Methodology: The first two quadrature formulas were proposed by Haber based on the sinc method, the third is Stengers Single Exponential (SE) formula and Tanaka et al.s Double Exponential (DE) sinc method completes the number. Furthermore, an application of the four quadrature formulas on numerical examples, reveals convergence to the exact solution by Tanaka et al.s DE sinc method than by the other three formulae. In addition, we compared the CPU time of the four quadrature methods which was not done in an earlier work by the same author. Conclusion: Haber formula A is the fastest as revealed by the CPU time.

Application of a New Method for Simultaneous Phase and Baseline Correction of NMR Signals (SINC)

Recently, we presented a new approach for simultaneous phase and baseline correction of nuclear magnetic resonance (NMR) signals (SINC) that is based on multiobjective optimization. The algorithm can automatically correct large sets of NMR spectra, which are commonly acquired when reactions and processes are monitored with NMR spectroscopy. The aim of the algorithm is to provide spectra that can be evaluated quantitatively, for example, to calculate the composition of a mixture or the extent of reaction. In this work, the SINC algorithm is tested in three different studies. In an in‐house comparison study, spectra of different mixtures were corrected both with the SINC method and manually by different experienced users. The study shows that the results of the different users vary significantly and that their average uncertainty of the composition measurement is larger than the uncertainty obtained when the spectra are corrected with the SINC method. By means of a dilution study, we demonstrate that the SINC method is also applicable for the correction of spectra with low signal‐to‐noise ratio. Furthermore, a large set of NMR spectra that was acquired to follow a reaction was corrected with the SINC method. Even in this system, where the areas of the peaks and their chemical shifts changed during the course of reaction, the SINC method corrected the spectra robustly. The results show that this method is especially suited to correct large sets of NMR spectra and it is thus an important contribution for the automation of the evaluation of NMR spectra.

Comparison Methods for Solving Non-Linear Sturm–Liouville Eigenvalues Problems

In this paper, we present a comparative study between Sinc–Galerkin method and a modified version of the variational iteration method (VIM) to solve non-linear Sturm–Liouville eigenvalue problem. In the Sinc method, the problem under consideration was converted from a non-linear differential equation to a non-linear system of equations, that we were able to solve it via the use of some iterative techniques, like Newton’s method. The other method under consideration is the VIM, where the VIM has been modified through the use of the Laplace transform, and another effective modification has also been made to the VIM by replacing the non-linear term in the integral equation resulting from the use of the well-known VIM with the Adomian’s polynomials. In order to explain the advantages of each method over the other, several issues have been studied, including one that has an application in the field of spectral theory. The results in solutions to these problems, which were included in tables, showed that the improved VIM is better than the Sinc method, while the Sinc method addresses some advantages over the VIM when dealing with singular problems.

Expected discounted penalty function for a phase-type risk model with stochastic return on investment and random observation periods

Purpose The purpose of this paper is to build a phase-type risk model with stochastic return on investment and random observation periods to characterize the ruin quantities under which the insurance company may take effective investment strategies to avoid bankruptcy. Design/methodology/approach By the Markov property and Ito’s formula, this paper derives the integro-differential equations in which the interclaim times follow a phase-type distribution. Using the sinc method, this paper obtains the approximate solutions of the expected discounted penalty function. The numerical examples are given to verify the robustness of the proposed sinc method. Findings This paper discloses the relationship between the investment strategy and initial surplus level. The insurance company with a high initial surplus level prefers high risk portfolios to earn more profit. Contrarily, the insurance company would invest low risk portfolios to avoid bankruptcy. In addition, this paper shows that a short observation period would bring higher ruin probability. Originality/value The risk model is distinct in that a phase-type risk model is constructed with stochastic return on investment and random observation periods. These considerations in the risk model are in sharp contrast to the setting in which the stochastic return on investment is observed continuously. In practice, the insurance company only can periodically observe the surplus level to check the balance of the book. This setting, therefore, is difficult to adopt. This paper develops a sinc method to solve the approximate solutions of the expected discounted penalty function.

Sinc Collocation Solutions for the Integral Algebraic Equation of Index-1

In this article, Sinc collocation method is considered to obtain the numerical solution of integral algebraic equation of index-1 by reducing it to an explicit system of algebraic equation. It is shown that Sinc collocation solution can produce an error of order. Moreover, Sinc method is applied to several examples to illustrate the accuracy and implementation of the method.