Transactions of the Japan Society for Industrial and Applied Mathematics

One of the authors have proposed a method to prove the existence and the local uniqueness of solutions to infinite-dimensional fixed-point equations using computer. However, for second-order elliptic boundary value problems, in the case the equation includes the first-order term, it turned out that there is a possibility that the verification algorithm come to an end unsuccessfully. The purpose of this paper is to propose an alternative method to overcome this difficulity. Numerical examples compared with the previous algorithm confirm the effectiveness of the new method.

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We discuss the behavior of round-off error in an extrapolation process in order to obtain an accurate m-th derivative of f(x) under the condition for which f(x) can be computed at any points in the domain. The extrapolation process is applied to a central difference method, however, it is found that the round-off error does not increase so much, even if the number of iterations is quite large. The round-off error does not exceed 25/14 times of the maximum round-off error included in the starting values.

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It is known that an execution of price and/or a non-price promotion has a strong influence on the sales of a brand sold in a supermarket. Usually, we can easily obtain information on a price promotion from a POS data. On the other hand, unless investigator collects information on an execution of non-price promotion in every retail store, we can not obtain such information. In this paper, we consider a problem to identify whether or not non-price promotion is conducted. We treat a non-price promotion execution/non-execution as a state variable. An unknown stationary probability matrix is assumed to describe the probability of a transition between states. Each state is characterized by a different stationary time series model with unknown parameters. An objective of the analysis is to identify the model and to assign a probability model for each state at each time instant. Finally, we give a high precision estimator of a past non-price promotion based on the proposal model.

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A fictitious domain method via Lagrange multipliers for solving three-dimensional Dirichlet problems is considered. A computation algorithm for the constraint matrix in discrete problems of the arising saddle-point problem is presented, in which a triangulation algorithm for the intersection of a tetrahedron and a triangle plays an essential role. First such a triangulation algorithm is designed so that it does not generate any degenerate triangles on the assumption that the precision in computation is infinite. Next its simplified algorithm is presented; it can generate degenerate triangles even if it is implemented in precise arithmetic. These two algorithms are compared through numerical experiments.

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