http://www.ccsenet.org/journal/index.php/jmr/issue/feedJournal of Mathematics Research2015-08-26T18:35:26-07:00Sophia Wangjmr@ccsenet.orgOpen Journal SystemsSubmission of an article implies that the work described has not been published previously (except in the form of an abstract or as part of a published lecture or academic thesis), that it is not under consideration for publication elsewhere, that its publication is approved by all authors and tacitly or explicitly by the responsible authorities where the work was carried out, and that, if accepted, will not be published elsewhere in the same form, in English or in any other language, without the written consent of the Publisher. The Editors reserve the right to edit or otherwise alter all contributions, but authors will receive proofs for approval before publication. <br />Copyrights for articles published in CCSE journals are retained by the authors, with first publication rights granted to the journal. The journal/publisher is not responsible for subsequent uses of the work. It is the author's responsibility to bring an infringement action if so desired by the author.<br /><div><p><strong><em>Journal of Mathematics Research </em></strong>(ISSN: 1916-9795; E-ISSN 1916-9809) is an open-access, international, double-blind peer-reviewed journal published by the Canadian Center of Science and Education. This journal, published <strong>quarterly</strong> (March, July, September, and December) in <strong>both print and online versions</strong>, keeps readers up-to-date with the latest developments in all aspects of mathematics.</p><div class="Section1"><strong>The scopes of the journal </strong>include, but are not limited to, the following topics: statistics, approximation theory, numerical analysis, operations research, dynamical systems, mathematical physics, theory of computation, information theory, cryptography, graph theory, algebra, analysis, probability theory, geometry and topology, number theory, logic and foundations of mathematics. <em> </em></div><div class="Section1"><p>This journal accepts article submissions<strong> <a href="/journal/index.php/jmr/information/authors">online</a> or by <a href="mailto:jmr@ccsenet.org">e-mail</a> </strong>(jmr@ccsenet.org).</p></div><div class="Section1"><br /><br /><strong><strong><em><img src="/journal/public/site/images/jmr/jmr.jpg" alt="jmr" hspace="20" width="201" height="264" align="right" /></em></strong><strong>ABSTRACTING AND INDEXING:</strong></strong></div><div class="Section1"><strong><br /></strong></div><div class="Section1"><ul><li>BASE (Bielefeld Academic Search Engine)<strong><br /></strong></li><li><strong>DOAJ</strong></li><li><strong>EBSCOhost</strong></li><li>Google Scholar</li><li>JournalTOCs</li><li>LOCKSS</li><li><strong>MathEDUC</strong></li><li><strong><a href="http://www.ams.org/dmr/JournalList.html">Mathematical Reviews</a>® (<a href="http://www.ams.org/mathscinet">MathSciNet</a>®)</strong></li><li>MathGuide</li><li>NewJour</li><li>OCLC Worldcat</li><li>Open J-Gate</li><li><strong>ProQuest</strong></li><li>SHERPA/RoMEO</li><li>Standard Periodical Directory</li><li>Ulrich's</li><li>Universe Digital Library</li><li><strong><a href="https://zbmath.org/journals/?q=se:00006772">Zentralblatt MATH</a></strong></li></ul></div><div class="Section1"><strong><br /></strong></div><div class="Section1"><strong><em> </em></strong></div></div>http://www.ccsenet.org/journal/index.php/jmr/article/view/47342Stochastic Optimal Investment under Inflationary Market with Minimum Guarantee for DC Pension Plans2015-08-13T06:01:17-07:00Othusitse Basimanebotlheot_bas@yahoo.co.ukXiaoping Xueot_bas@yahoo.co.uk<p>The paper studies the optimal investment strategies to<br />partake in a defined contribution (DC) pension fund, with the expected minimum guarantee process. The pension fund manager aspires to maximize the surplus, where his benefit lies in a complete market that is subjected to inflation rate. There are only three assets of investment being; the non risky asset and two risky assets. The dynamics of the wealth in our model<br />takes into account a certain proportion of the client's<br />salary paid as the contribution towards the pension fund and any other extra amount paid to amortize the fund.</p><p>Applying the method of stochastic optimal control to the portfolio management problem, a non-linear second order differential equation for the value function was derived. A constant risk relative aversion (CRRA) utility function was considered to obtain the explicit solutions for the optimal investment strategies. Finally, a numerical simulation is presented to illustrate the behaviour of the model.</p>2015-07-11T02:22:35-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/47655Calmness for Closed Multifunctions over Constraint Sets in Banach Spaces2015-08-13T06:01:17-07:00Liyun Huangynszlyb@163.comZhou Weiwzhou@ynu.edu.cn<p>In this paper, we mainly study calmness and strong calmness of closed multifunctions over constraint sets in Banach spaces. In terms of tangent cones, normal cones and coderivatives, we provide some dual necessary/sufficient conditions ensuring calmness over constraint sets. In particular we proved a dual characterization for strong calmness of a closed multifunction over constraint closed sets with mild assumptions.</p>2015-07-11T02:27:09-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/48431Multivariate Canonical Polynomials in the Tau Method with Applications to Optimal Control Problems2015-08-13T06:01:17-07:00Mohamed K. El Daoumk.eldaou@paaet.edu.kwKhaled M. Al-Hamadkm.alhamad@paaet.edu.kwAhmed S. Zadehhaji.Ahmad@gmail.comThe tau method is a highly accurate technique that approximates differential equations efficiently. It has <br />three approaches: recursive, spectral and operational. Only the first two approaches concern this paper. In<br />the recursive Tau method, the approximate solution of the differential equation is obtained in terms of a <br />special polynomial basis called {\it canonical polynomials}. The present paper extends this concept to the <br />{\it multivariate canonical polynomial vectors} and proposes a self starting algorithm to generate those vectors. <br />In the spectral Tau method, the approximate solution is obtained as a truncated series expansions in terms of <br />a set of orthogonal polynomials where the coefficients of the expansions are obtained by forcing the defect of <br />the differential equation to vanish at the some selected points. In this paper we illustrated how the spectral tau <br />can be used to solve a class of optimal control problem associated with a nonlinear system of differential equations. <br />Some numerical examples that confirm our method are given.<br /><br />2015-07-11T02:32:02-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/48432Accurate Solutions of Initial Value Problems for Ordinary Differential Equations with the Fourth Order Runge Kutta Method2015-08-13T06:01:17-07:00Md. Amirul Islamamirul.math@gmail.com<p>In this paper, we consider fourth order Runge-Kutta method for solving ordinary differential equations in initial value problems. The proposed methods are quite efficient and are practically well suited for solving these problems. Several examples are presented to demonstrate the accuracy and easy implementation of the proposed methods. The results of numerical experiments are compared with the analytical solution and thereby gain some insight into the accuracy of proposed methods. Finally we investigate and compute the error of proposed methods. This counterintuitive result is analyzed in this paper.</p>2015-07-11T02:36:17-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/48533Time Series Analysis of the Exchange Rate of the Ghanaian Cedi to the American Dollar2015-08-13T06:01:17-07:00Yao Elikem Ayekplejegyaoo@gmail.comEmmanuel Harrisemmaharris2002@yahoo.comNana Kena Frempongnkf.cos@gmail.comJoshua Amevialorjamevialor@nims.edu.ghIn this paper, we consider two univariate time series models of predicting the dynamics of the exchange rate (using mid-rate data) of the Ghana cedi to the US dollar over a 10year 2months period from January 2004, to February 2015. We consider out-of-sample forecast for the next three years of the exchange rate. The time series models considered for this objective are the Autoregressive Integrated Moving Average (ARIMA) and the Random walk model. We find modest differences between these two models based on the out-of-sample forecast. Interestingly, both models perform similarly based on forecast values. Forecast values shows that the exchange rate of the Ghana cedi to the American dollar will increase continuously in the next three (3) years.2015-07-11T02:51:32-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/48545Relationships between Ordered Compositions and Fibonacci Numbers2015-08-13T06:01:17-07:00Soumendra Berasoumendra.bera@gmail.com<p class="keywords">A sequence of four compositions of 3 is: 1 + 1 + 1, 1 + 2, 2 + 1, 3. By the replacement of the plus signs (+) and commas (,) by the multiplication dots (?) and plus signs (+) respectively, the sequence becomes the summation series: 1?1?1 + 1?2 + 2?1 + 3, which is equal to 8 or 6<sup>th</sup> number in the famous Fibonacci sequence. It is a curious fact that the sum of a positive integer n and the products of summands corresponding to the compositions of n is equal to (2n)-th Fibonacci number. We establish the proposition after obtaining a special order of the compositions of n; and then obtain some other results. The results show that Fibonacci sequence has close connection with the special order of the compositions of n. Two Fibonacci identities, which we derive from a special recurrence relation, are useful to prove two theorems. The relationships are stated first in the theorems and are then shown in the consequences of the theorems.</p>2015-07-11T02:54:51-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/48831Domain Decomposition Modified with Characteristic Finite Element Method for Numerical Simulation of Semiconductor Transient Problem of Heat Conduction2015-08-13T06:01:17-07:00Yirang Yuanyryuan@sdu.edu.cnLuo Changyryuan@sdu.edu.cnChangfeng Liyryuan@sdu.edu.cnTongjun Sunyryuan@sdu.edu.cn<p>A characteristic finite element algorithm based on domain decomposition is structured in this paper to approximate numerically multi-dimensional semiconductor transient problems of heat conduction. Finite element approximation is presented for the electric field potential equation, and a domain decomposition discretization with characteristic finite element is put forward for the electron concentration equation, hole concentration equation and heat conductor equation. An optimal order error estimate in L2 norm is derived for the coupled system by using some techniques such as variation, domain decomposition, the method of characteristics, the principle of energy, negative norm estimates, induction hypothesis, prior estimates theory and other techniques of partial differential equations. Finally, experimental data consistent with theoretical convergence rate are shown. This type of numerical method is of high computational efficiency and can successfully solve this international problem.</p>2015-07-11T02:59:17-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/49016Multiple-soliton Solutions for Nonlinear Partial Differential Equations2015-08-13T06:01:17-07:00Yaning Tangtyaning@nwpu.edu.cnWeijian Zaizaiweijian@mail.nwpu.edu.cn<span>Based on the scale transformation and the multiple exp-function method, the (3+1)-dimensional Boiti-Leon-Manna-Pempinelli (BLMP) equation and a generalized Shallow Water Equation have been solved. The exponential wave solutions which include one-wave, two-wave and three-wave solutions have been obtained. In addition, by comparing the solutions obtained in this paper with those solved in the references, we find that our results are more general.<br /><br /></span>2015-07-11T03:03:35-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51006The g-analytic Function Theory and Wave Equation2015-08-13T06:01:17-07:00Chein-Shan Liuliucs@ntu.edu.twIn this paper we develop a $g$-analytic function and a $g$-harmonic function theory for one-dimensional wave equation in the Minkowski space. In terms of the Minkowskian polar coordinates we can derive a set of complete hyperbolic type Trefftz bases, which can be transformed to polynomials as the bases for a trial solution of wave equation. The Cauchy-Riemann equations and the Cauchy theoremfor $g$-analytic functions are proved, and meanwhilethe existence of Cauchy integral formula is disproved from thenon-uniqueness of the Dirichlet problem for wave equation under the boundary conditions on whole boundary, which isalso known as the backward wave problem (BWP).Examples are used to demonstrate these results.2015-07-11T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/41671New Integral Inequalities for the Nevanlinna Characteristics of Meromorphic Functions2015-08-13T06:01:17-07:00Md Mainul Islammainulmath83@yahoo.comA. N. M. Rezaul Karimzakianaser@yahoo.comIn this paper, we introduce generalization of the Nevanlinna characteristics and give a short survey of classical and recent results on the representation of a meromorphic function in terms such characteristics. And then we characterize the counting functions N(r,f), N(r,a), and the characteristics functions T(r,f), T(r,a) defined on a non-constant meromorphic ( ). Besides this, we prove that the terms N(e^u,f), N(e^u,a), and T(e^u,f), T(e^u,a), are convex functions for any real values of u. Finally, we derive some integral inequalities depend on these terms, analogous to well known Hadamard’s inequality, by using elementary analysis.2015-07-13T06:13:02-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/49738New Approach of Generalized $\exp ( -\phi ( \xi ) ) $ Expansion Method And Its Application to Som Nonlinear Partial Differential Equations2015-08-13T06:01:17-07:00Khalil Hasan YahyaZelal.moussa@yahoo.comZelal. Amin. MoussaZelal.moussa@yahoo.comIn this article, the new approach of generalized $\exp\left(-\phi\left(\xi\right)\right)$ expansion method has been successfully implemented to seek traveling wave solutions of the Korteweg-de vries equation and the modified Zakharov-Kuznetsov equation. The result reveals that the method together with the new ordinary differential equation is a very influential and effective tool for solving nonlinear partial differential equations in mathematical physics and engineering.The obtained solutions have been articulated by the hyperbolic functions, trigonometric functions and rational functions with arbitrary constants.2015-07-13T06:22:02-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/49594$C^1$-Robust Topologically Mixing Solenoid-Like Attractors and Their Invisible Parts2015-08-13T06:01:17-07:00Fatemeh Helen GhaneF_H_Ghane@yahoo.comMahboubeh Nazarima.am.math@gmail.comMohsen Salehsaleh@neyshabur.ac.irZahra Shabanizahrashabani88@yahoo.comThe aim of this paper is to discuss statistical attractors of skew products over the solenoid which have an $m$-dimensional compact orientable manifold $M$ as a fiber and their $\varepsilon$-invisible parts, i.e. a sizable portion of the attractor in which almost all orbits visit it with average frequency no greater than $\varepsilon$.<br />We show that for any $n \in \mathbb{N}$ large enough, there exists a ball $D_n$ in thespace of skew products over the solenoid with the fiber $M$ such that each $C^2$-skewproduct map from $D_n$ possesses a statistical attractor with an $\varepsilon$-invisible part,whose size of invisibility is comparable to that of the whole attractor. Also, itconsists of structurally stable skew product maps.<br />In particular, small perturbations of these skew products in the space of all diffeomorphisms still have attractors with the same properties.\\Our construction develops the example of (Ilyashenko \& Negut, 2010) to skew products over the solenoidwith an $m$-dimensional fiber, $m \geq 2$.<br />As a consequence, we provide a class of local diffeomorphisms acting on$S^1 \times M$ such that each map of this class admits a robustly topologically mixing maximal attractor.2015-07-17T02:40:13-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51181A Counterexample to the Generalized Ho Zhao Problem2015-08-13T06:01:17-07:00Ahmad Alghousseinappoodeh@hotmail.comAbdulkader Sheikh Ibrahimappoodeh@hotmail.com<p>In this paper we find the answer to the open question in (Ho & Zhao, 2009), which states that we do not know whether the isomorphism of complete lattices and implies that of the dcpo’s and , where and are the lattices of all Scott closed subsets of and respectively. We proved that is not necessarily satisfied in general case.<strong></strong></p>2015-07-17T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51182Hamiltonian Vector Fields on Weil Bundles2015-08-13T06:01:17-07:00Norbert Mahoungou Moukalabossotob@yahoo.frBasile Guy Richard Bossotobossotob@yahoo.frLet $M$ be a paracompact smooth manifold, $A$ a Weil algebra and $M^{A}$ theassociated Weil bundle. In this paper, we give a characterization ofhamiltonian field on $M^{A}$ in the case of Poisson manifold and ofSymplectic manifold.2015-07-17T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51183The Differential Properties of Functions from Sobolev-Morrey Type Spaces of Fractional Order2015-08-13T06:01:17-07:00Alik M. Najafovnadjafov@rambler.ruThe main goal of this paper is study a fractional order Sobolev-Morrey type spaces and obtained integral estimates for the generalized derivatives of fractional order of functions in this spaces. Also, we study a smoothness of solution of one class of high order fractional quasielliptic equations.2015-07-17T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51118A Mathematical Model of Malaria Disease with Vertical Transmission2015-08-13T06:01:17-07:00Nidhi Nirwanind.mathematics2009@gmail.comV.H. Badshahnd.mathematics2009@gmail.comR. Khandelwalnd.mathematics2009@gmail.com<p>In this paper, we analyzed dynamics of malaria disease by a compartment model involving ordinary differential equations for the human and mosquito populations. An equivalent system is obtained, which has two equilibriums: a disease-free equilibrium and an endemic equilibrium. The stability of these two equilibriums is controlled by the basic reproduction number R<sub>0</sub>. In this model the disease-free equilibrium state is stable if R<sub>0</sub><1 and if R<sub>0</sub>>1, the endemic equilibrium stable. The analytical predictions are conformed by numerical simulation and graphical results.</p>2015-08-06T18:38:26-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/51938Global Attractor for Caginalp Hyperbolic Field-phase System with Singular Potential2015-08-13T06:01:17-07:00Daniel Moukokomoukambaf@yahoo.frFidele Moukambamoukambaf@yahoo.frLanga Franck Davhys Revalmoukambaf@yahoo.frThis article is devoted to the study of the Caginalp hyperbolic phase-field system with singular potentials. We first prove the existence and uniqueness of solutions for Caginalp hyperbolic phase-field system with logarithmic potential. We then prove the existence of global attractor. One of main difficulties is to prove that the solutions are strictly separated from singular values of the potential.2015-08-07T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/44839Engineering Students’ Perception of Financial Mathematics-An empirical study based on the EAPH-MF scale2015-08-13T06:01:17-07:00Carlos A. Rojas-Kramercrk@ucc.mxArturo Garcia-Santillancrk@ucc.mxLiliana Fuentes-Rosascrk@ucc.mxGabriel E. Benitez-Morenocrk@ucc.mxArturo Cordova-Rangelcrk@ucc.mxIn this study, the EAPH-MF test was administered to a sample of undergraduates, with the purpose of comparing the results with those observed in the original research of “Author” (2011), regarding students’ perception and attitudes toward financial-mathematics courses. The sample comprised 209 Industrial-Engineering students, who were enrolled in the Mexican university “Instituto Tecnológico Superior de Tierra Blanca”, and had finished one or more financial-mathematics courses. The study replicated the same method applied in the original research, aiming to assess the relevance of the variables under study and their probable correlation. It was observed that, whenever the teaching-learning process incorporated the variables of the EAPH-MF scale as a didactic strategy, the results validated similar behaviors among students in both samples. These variables -the history of mathematics, spreadsheet programming, design of simulators, a computer platform, and the participation of virtual communities- accounted for 60% of the variance of the phenomenon under study.2015-08-13T05:53:22-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/50848On Different Types of Chaos for $\mathbb{Z}^d$-Actions2015-08-13T06:01:17-07:00Sejal Shahsks1010@gmail.comRuchi Dasrdasmsu@gmail.comIn this paper we obtain a characterization of $k$-type<br />transitivity for a $\mathbb{Z}^d$-action on certain spaces and<br />then prove that $k$-type SDIC is redundant in the definition of<br />$k$-type Devaney chaos for $\mathbb{Z}^d$-actions on infinite<br />metric spaces. We define different types of chaos for<br />$\mathbb{Z}^d$-actions and prove results related to their<br />preservations under conjugacy and uniform conjugacy. Finally we<br />discuss $k$-type properties on product spaces.2015-08-13T06:00:35-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/52221Dynamic Selection of Optimal Sub-portfolio - Application in the Regional Stock Exchange of Securities in West Africa (BRVM)2015-08-14T17:16:34-07:00Seydina I. Dioneseydinaissa.dione@ucad.edu.snSalimata G. Diagneseydinaissa.dione@ucad.edu.snDethie Dioneseydinaissa.dione@ucad.edu.snYoussou Gningueseydinaissa.dione@ucad.edu.snIn this paper, we consider a generalization of the mean-variance model of Markowitz, including a new limiting constraint on marginal returns through the PER(price earnings ratio), that we apply to an optimal portfolio selection in the Regional Stock Exchange of Securities in West africa (BRVM). We study the PER restriction impact through a dynamic selection of optimal sub-portfolios from an initial portfolio. We trace out dynamically the efficient frontiers of the sub-portfolios for different integer values of the PER. The main objective is to provide, for every level of performance (in term of returns) and for a fixed PER, the selection of optimal sub-portfolios that should lead, for a minimal risk, to the same performance as the original portfolio. We show that based on the PER, we can know for each level of performance, the securities to turn down to be able to define the best selection that converge to the optimal portfolio. Moreover, this work is a contribution to the development efforts of our financial systems and our West African stock market environment. The plots of the efficient frontiers of the sub-portfolios were carried out throughout data collected from the BRVM (Regional Stock Exchange Securities) in the period from October 2014 to February 2015.2015-08-14T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/52222Optimization of Heterogeneous Network Performances Based on the Signal Interferences Noise Ration(SINR)2015-08-14T17:20:23-07:00Dethie Dionedethiedione79@gmail.comSalimata Gueye Diagnedethiedione79@gmail.comPapa Ndiaga Badethiedione79@gmail.comYoussou Gninguedethiedione79@gmail.comBakary Konedethiedione79@gmail.comSamuel Ouyadethiedione79@gmail.comIntegration of wireless and mobile networks to new generations constitutes a heterogeneous system, this is the case of LTE and WiFi networks. In this paper, we study and analyze the optimal performances of this system regarding the SINR(Signal Interference Noise Ration), the blocking probability and the user communication loss. The user mobility is represented by random wayPoint(RWP) model and users terminals equipped with multiple accesses interfaces. We have established a Markov chain to assess and analyze the performances obtained from the heterogeneous networks system. So we have proposed an average value of the signal power emitted in down-ling voice, the blocking probability of system connections.2015-08-14T00:00:00-07:00http://www.ccsenet.org/journal/index.php/jmr/article/view/52580Reviewer Acknowledgements for Journal of Mathematics Research, Vol. 7, No. 32015-08-26T18:35:26-07:00Sophia Wangjmr@ccsenet.org<div class="WordSection1"><p><em>Journal of Mathematics Research</em> wishes to acknowledge the following individuals for their assistance with peer review of manuscripts for this issue. Their help and contributions in maintaining the quality of the journal is greatly appreciated.</p> <p>Many authors, regardless of whether <em>Journal of Mathematics Research</em> publishes their work, appreciate the helpful feedback provided by the reviewers.</p> <p><strong>Reviewers for Volume 7, Number 3</strong></p></div> <strong><br /> </strong> <div class="WordSection2"><p>Abdelaziz Mennouni</p> <p>Alberto Simoes</p> <p>Ángel F Tenorio</p> <p>Anita Mareno</p> <p>Antonio Boccuto</p> <p>Arman Aghili</p> <p>Chung-Chuan Chen</p> <p>David Bartl</p> <p>Enrico Jabara</p> <p>Feridun TASDAN</p> <p>Gabriela CIUPERCA</p> <p>Guy Biyogmam</p> <p>Joao Fialho</p> <p>Khalil Ezzinbi</p> <p>Kuldeep Narain Mathur</p> <p>Li Wang</p> <p>Luca Di Persio</p> <p>Marek Brabec</p> <p>Marina Andrade</p> <p>Peng Zhang</p> <p>Philip Philipoff</p> <p>Qing-Wen Wang</p> <p>Russell John Higgs</p> <p>Saima Anis</p> <p>Sanjib Kumar Datta</p> <p>Shuhong Chen</p> <p>Xinyun Zhu</p> <p>Youssef El-Khatib</p> <p>Zhongming Wang</p></div> <br /> <p> </p> <p> </p> <p>Sophia Wang</p> <p>On behalf of,</p> <p>The Editorial Board of <em>Journal of Mathematics Research</em></p> Canadian Center of Science and Education2015-08-26T00:00:00-07:00