Güncel Gönderiler

  • A comparative performance analyze model and supplier positioning in performance maps for supplier selection and evaluation 

    Bilişik, Mutlu Emir; Çağlar, Hatice Nazan; Alp Bilişik, Özge Nalan (Elsevier Science Bv, Sara Burgerhartstraat 25, Po Box 211, 1000 AE Amsterdam, Netherlands, 2012)
    In supply chain, supplier has an important role and in this situation supplier evaluation and selection is gained more significance for companies. So that, it is purposed to improve an evaluation model to evaluate and ...
  • Gendered patterns of higher education in Turkey: Advances and challenges 

    Korucu Gümüşoğlu, Nebile; Sağlamer, Gülsün; Tan, Mine G.; Dursun Çebi, Pelin; Çaglayan, HiIlya; Poyraz, Bedriye; Öztan, Ece; Özdemir, İlkay; Tekcan, Münevver; Adak, Nursen; Özözen Kahraman, Selver (Pergamon-Elsevier Science Ltd, The Boulevard, Langford Lane, Kidlington, Oxford Ox5 1Gb, England, 2018-01)
  • B-Spline Solution for a Convection-Diffusion Equation 

    Çağlar, Süleyman Hikmet; Çağlar, Hatice Nazan; Özer, Mehmet (Polish Acad Sciences Inst Physics, Al Lotnikow 32-46, Pl-02-668 Warsaw, Poland, 2014-02)
    This paper is concerned with the numerical solution of the convection diffusion problems. A family of B-spline methods has been considered for the numerical solution of the problems. The results showed that the present ...
  • The Numerical Solution of Fractional Diffusion Equation by Using Local Polynomial Regression 

    Çağlar, Süleyman Hikmet; Çağlar, Hatice Nazan; Özer, Mehmet (Polish Acad Sciences Inst Physics, Al Lotnikow 32-46, Pl-02-668 Warsaw, Poland, 2014-02)
    In this paper, we apply the local polynomial regression for the solution of the one-dimensional fractional diffusion equation. The Caputo fractional derivative is used for the formulation. A numerical example is given to ...
  • B-Spline Solution and the Chaotic Dynamics of Troesch's Problem 

    Çağlar, Süleyman Hikmet; Çağlar, Hatice Nazan; Özer, Mehmet (Polish Acad Sciences Inst Physics, Al Lotnikow 32-46, Pl-02-668 Warsaw, Poland, 2014-02)
    A B-spline method is presented for solving the Troesch problem. The numerical approximations to the solution are calculated and then their behavior is studied and commenced. The chaotic dynamics exhibited by the solutions ...
  • Non-Polynomial Spline Method for Fractional Diffusion Equation 

    Çağlar, Süleyman Hikmet; Çağlar, Hatice Nazan; Uçar, Mehmet Fatih; Akkoyunlu, Canan (Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2012-11)
    The one-dimensional fractional diffusion equation is studied systematically using the non-polynomial spline method. The Caputo fractional derivative is used for formulation. An example is solved to assess the accuracy of ...
  • The Determinants Of Out-Of-Pocket Payments: Evidence From Selected Hospitals In Ankara, Turkey 

    Yıldırım, Jülide; Yılmaz, Erdoğan; Korucu, Nebile (Routledge Journals, Taylor & Francis Ltd, 4 Park Square, Milton Park, Abingdon Ox14 4Rn, Oxfordshire, England, 2011-08)
    The aim of this study is to explore the determinants of the out-of-pocket expenditures on health in selected hospitals of the capital city Ankara, Turkey. Maximum likelihood logistic analysis is used to estimate the ...
  • Non-Polynomial Spline Method Of A Non-Linear System Of Second-Order Boundary Value Problems 

    Çağlar, Hikmet; Çağlar, Nazan; Akkoyunlu, Canan (Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-04)
    The non-polynomial spline method is proposed to solve a non-linear system of the second-order boundary value problems (BVPs). Some numerical results are given to demostrate the validity and applicability of the presented ...
  • B-Spline Solution Of The Black-Scholes Partial Differential Equation 

    Çağlar, Nazan; İşeri, Müge; Çağlar, Hikmet; Özer, Mehmet (Eudoxus Press, Llc, 1424 Beaver Trail Drive, Cordova, Tn 38016 Usa, 2010-07)
    The numerical solutions of several mathematical models In the financial economics arc arising. Most of the models are based on the Black-Scholes partial differential equations. In this paper, the Black-Scholes option pricing ...