IF 2.3 2区数学

Journal of Differential Equations Pub Date : 2025-09-04 DOI: 10.1016/j.jde.2025.113743

J.C. de Albuquerque , J. Carvalho , E.D. Silva

引用次数: 0

Kernel based physics-informed machine learning for approximating CEV model under nonlinear volatility regimes in real-world financial environments 基于核的物理信息机器学习在现实世界金融环境中非线性波动机制下逼近CEV模型

IF 5.6 1区数学

Chaos Solitons & Fractals Pub Date : 2025-09-04 DOI: 10.1016/j.chaos.2025.117154

Bhubaneswari Mishra, S. Chakraverty

{"title":"Kernel based physics-informed machine learning for approximating CEV model under nonlinear volatility regimes in real-world financial environments","authors":"Bhubaneswari Mishra, S. Chakraverty","doi":"10.1016/j.chaos.2025.117154","DOIUrl":"10.1016/j.chaos.2025.117154","url":null,"abstract":"<div><div>Artificial intelligence is increasingly being used to address complex modelling challenges in financial markets, especially for problems involving nonlinear dynamics. In this work, a novel Physics-Informed Least Squares Support Vector Machine framework has been applied to approximate the solution of the Constant Elasticity of Variance model, which is widely used for pricing European call options with state-dependent volatility. The method integrates the model's structure directly into the learning process, producing a smooth, mesh-free approximation of the option pricing surface. Multiple kernel functions are studied to evaluate the model's ability to capture different volatility regimes induced by the elasticity parameter. Extensive kernel wise comparisons, error analysis, and visualization are performed. The results are benchmarked against analytical solutions and further validated using real-world market data. A sensitivity analysis on financial and algorithmic parameters is also conducted to assess the method's robustness. This work demonstrates that physics-informed learning combined with kernel-based AI techniques offers a reliable and efficient approach for solving nonlinear problems in quantitative finance.</div></div>","PeriodicalId":9764,"journal":{"name":"Chaos Solitons & Fractals","volume":"200 ","pages":"Article 117154"},"PeriodicalIF":5.6,"publicationDate":"2025-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144996410","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A divide-and-conquer based preprocessing for routing in a simple polygon 基于分治法的简单多边形路由预处理

IF 1 4区数学

Journal of Combinatorial Optimization Pub Date : 2025-09-04 DOI: 10.1007/s10878-025-01345-9

Siddharth Gaur, R. Inkulu

引用次数: 0

Mathematical Modelling of Malaria Integrating Temperature, Rainfall, and Vegetation Index 结合温度、降雨和植被指数的疟疾数学模型

IF 1 4区数学

Acta Applicandae Mathematicae Pub Date : 2025-09-04 DOI: 10.1007/s10440-025-00740-y

Kelly Joëlle Gatore Sinigirira, Wandera Ogana, Faraimunashe Chirove

{"title":"Mathematical Modelling of Malaria Integrating Temperature, Rainfall, and Vegetation Index","authors":"Kelly Joëlle Gatore Sinigirira, Wandera Ogana, Faraimunashe Chirove","doi":"10.1007/s10440-025-00740-y","DOIUrl":"10.1007/s10440-025-00740-y","url":null,"abstract":"<div><p>Environmental factors such as temperature, rainfall, and vegetation index play a crucial role in the transmission dynamics of malaria. Accurately quantifying the complex relationships between these variables and the malaria burden poses a significant challenge. In this study, we developed a host-mosquito mathematical model to investigate the impact of temperature, rainfall, and normalized difference vegetation index (NDVI) on malaria transmission dynamics calibrated with the Burundi case’s study. Mathematical analysis explored the equilibria, stability, and computation of the model’s threshold values. Numerical simulations suggest that temperature, rainfall, and vegetation index affect the transmission dynamics of malaria. Temperature and NDVI appear to exhibit a more pronounced influence among these factors. The conditions conducive to malaria transmission include a mean monthly temperature range of [20-25 °C], an averaged monthly NDVI range of approximately [0.4-0.6]. The reproduction number was used as a quantitative measure to predict the impact of temperature, rainfall, and NDVI on malaria transmission dynamics across Burundi. The results suggest a progressive increase in the reproduction number over time, suggesting a threat of the rising number of cases in Burundi if drastic control measures are not implemented.</p></div>","PeriodicalId":53132,"journal":{"name":"Acta Applicandae Mathematicae","volume":"199 1","pages":""},"PeriodicalIF":1.0,"publicationDate":"2025-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10440-025-00740-y.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144934775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Sufficient conditions for the n-dimensional real Jacobian conjecture n维实雅可比猜想的充分条件

IF 2.3 2区数学

Journal of Differential Equations Pub Date : 2025-09-04 DOI: 10.1016/j.jde.2025.113750

Changjian Liu , Yuzhou Tian

{"title":"Sufficient conditions for the n-dimensional real Jacobian conjecture","authors":"Changjian Liu , Yuzhou Tian","doi":"10.1016/j.jde.2025.113750","DOIUrl":"10.1016/j.jde.2025.113750","url":null,"abstract":"<div><div>The real Jacobian conjecture, proposed by Randall in 1983, asserts that a polynomial map <span><math><mi>F</mi><mo>=</mo><mrow><mo>(</mo><msub><mrow><mi>f</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>f</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>)</mo></mrow><mo>:</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup><mo>→</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span> such that <span><math><mi>det</mi><mo>⁡</mo><mi>D</mi><mi>F</mi><mrow><mo>(</mo><mi>x</mi><mo>)</mo></mrow><mo>≠</mo><mn>0</mn></math></span> for all <span><math><mi>x</mi><mo>∈</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span> is injective. However, this conjecture is disproven by Pinchuk's counterexample.</div><div>This investigation mainly consists of two parts. Firstly, we use the qualitative theory of dynamical systems to give an alternative proof of the polynomial version of the <em>n</em>-dimensional Hadamard's theorem. Secondly, we present some algebraic sufficient conditions for the <em>n</em>-dimensional real Jacobian conjecture. Our results not only extend the main result of [J. Differential Equations <strong>260</strong> (2016), 5250-5258] to quasi-homogeneous type, but also generalize it from <span><math><msup><mrow><mi>R</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> to <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span>. As a coproduct of our proof process, we solve an open problem formulated by Braun, Giné and Llibre in [J. Differential Equations <strong>260</strong> (2016), 5250-5258].</div></div>","PeriodicalId":15623,"journal":{"name":"Journal of Differential Equations","volume":"446 ","pages":"Article 113750"},"PeriodicalIF":2.3,"publicationDate":"2025-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144988061","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

The asymptotic of the Mullins-Sekerka and the area-preserving curvature flow in the planar flat torus 平面平面环面Mullins-Sekerka流和保面积曲率流的渐近性

IF 2.3 2区数学

Journal of Differential Equations Pub Date : 2025-09-04 DOI: 10.1016/j.jde.2025.113755

Vedansh Arya , Daniele De Gennaro , Anna Kubin

引用次数: 0

The impact of government intervention on housing market network: Evidence from the Seoul metropolitan area 政府干预对住宅市场网络的影响：来自首都圈的证据

IF 5.6 1区数学

Chaos Solitons & Fractals Pub Date : 2025-09-04 DOI: 10.1016/j.chaos.202centrality is a proxy of popularity, measured for 5.117015

Leehyun Jung , Youngsig Jun , Minhyuk Jeong , Yena Song , Kwangwon Ahn

{"title":"The impact of government intervention on housing market network: Evidence from the Seoul metropolitan area","authors":"Leehyun Jung , Youngsig Jun , Minhyuk Jeong , Yena Song , Kwangwon Ahn","doi":"10.1016/j.chaos.202centrality is a proxy of popularity, measured for 5.117015","DOIUrl":"10.1016/j.chaos.202centrality is a proxy of popularity, measured for 5.117015","url":null,"abstract":"<div><div>This study investigates how government intervention affects the information flow within a housing market network with a case study of the Seoul metropolitan area. We analyze weekly apartment price indices from 30 cities in the metropolitan area, exploring how varying levels of government intervention can influence information dynamics in the housing market. Centrality analysis in a housing market network over the entire sample period revealed that Suwon and Hwaseong (home to major electronic companies) are central hubs, while Seoul's role is insignificant. Also, a structural change in the housing price trends was noted in the short- and long-run after a political shift characterized by increased governmental intervention, which appears to influence heterogeneously across different regions. Accordingly, we further conducted network centrality analyses for two sub-periods to identify whether significant shifts occurred in the informational role of cities after increased governmental intervention in housing markets. The results reveal that strengthened government intervention in housing markets that concentrated on Seoul degraded the quality of housing market information in the capital city, weakening its role within the network. The weakened role of Seoul after the increased intervention can be attributed to a higher and increasing proportion of speculative transactions. These findings underscore the potential unintended consequences of excessive government regulation and highlight the need for more nuanced policy approaches.</div></div>","PeriodicalId":9764,"journal":{"name":"Chaos Solitons & Fractals","volume":"200 ","pages":"Article 117015"},"PeriodicalIF":5.6,"publicationDate":"2025-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144987943","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

High-order energy-preserving schemes for the Klein-Gordon-Zakharov system Klein-Gordon-Zakharov系统的高阶节能方案

IF 2.5 2区数学

Computers & Mathematics with Applications Pub Date : 2025-09-04 DOI: 10.1016/j.camwa.2025.08.030

Hongji Guo , Yayun Fu , Xi Xi , Gengen Zhang

引用次数: 0

Existence of Schrödinger Evolution with Absorbing Boundary Condition 具有吸收边界条件的Schrödinger演化的存在性

IF 1.1 3区数学

Mathematical Physics, Analysis and Geometry Pub Date : 2025-09-04 DOI: 10.1007/s11040-025-09521-3

Lawrence Frolov, Stefan Teufel, Roderich Tumulka

{"title":"Existence of Schrödinger Evolution with Absorbing Boundary Condition","authors":"Lawrence Frolov, Stefan Teufel, Roderich Tumulka","doi":"10.1007/s11040-025-09521-3","DOIUrl":"10.1007/s11040-025-09521-3","url":null,"abstract":"<div><p>Consider a non-relativistic quantum particle with wave function inside a region <span>(Omega subset mathbb {R}^3)</span>, and suppose that detectors are placed along the boundary <span>(partial Omega )</span>. The question how to compute the probability distribution of the time at which the detector surface registers the particle boils down to finding a reasonable mathematical definition of an ideal detecting surface; a particularly convincing definition, called the <i>absorbing boundary rule</i>, involves a time evolution for the particle’s wave function <span>(psi )</span> expressed by a Schrödinger equation in <span>(Omega )</span> together with an “absorbing” boundary condition on <span>(partial Omega )</span> first considered by Werner in 1987, viz., <span>(partial psi /partial n=ikappa psi )</span> with <span>(kappa >0)</span> and <span>(partial /partial n)</span> the normal derivative. We provide here a discussion of the rigorous mathematical foundation of this rule. First, for the viability of the rule it plays a crucial role that these two equations together uniquely define the time evolution of <span>(psi )</span>; we point out here how, under some technical assumptions on the regularity (i.e., smoothness) of the detecting surface, the Lumer-Phillips theorem implies that the time evolution is well defined and given by a contraction semigroup. Second, we show that the collapse required for the <i>N</i>-particle version of the problem is well defined. We also prove that the joint distribution of the detection times and places, according to the absorbing boundary rule, is governed by a positive-operator-valued measure.</p></div>","PeriodicalId":694,"journal":{"name":"Mathematical Physics, Analysis and Geometry","volume":"28 3","pages":""},"PeriodicalIF":1.1,"publicationDate":"2025-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s11040-025-09521-3.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144990510","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Fractional Quasilinear Hyperbolic Equations with Variable Sources 变源分数阶拟线性双曲方程

IF 1 4区数学

Acta Applicandae Mathematicae Pub Date : 2025-09-03 DOI: 10.1007/s10440-025-00741-x

Jiabin Zuo, J. Vanterler da C. Sousa, M. A. Pulido

引用次数: 0

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