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Convergence analysis of option drift rate inverse problem based on degenerate parabolic equation 基于退化抛物方程的期权漂移率反问题收敛性分析
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100561
Miao-miao Song , Zui-cha Deng , Xiang Li , Qiu Cui
{"title":"Convergence analysis of option drift rate inverse problem based on degenerate parabolic equation","authors":"Miao-miao Song ,&nbsp;Zui-cha Deng ,&nbsp;Xiang Li ,&nbsp;Qiu Cui","doi":"10.1016/j.rinam.2025.100561","DOIUrl":"10.1016/j.rinam.2025.100561","url":null,"abstract":"<div><div>In this paper, we study the convergence of the inverse drift rate problem of option pricing based on degenerate parabolic equations, aiming to recover the stock price drift rate function by known option market prices. Unlike the classical inverse parabolic equation problem, the article transforms the original problem into an inverse problem with principal coefficients of the degenerate parabolic equation over a bounded region by variable substitution, thus avoiding the error introduced by artificial truncation. Under the optimal control framework, the problem is transformed into an optimization problem, the existence of the minimal solution is proved, and a mathematical proof of the convergence of the optimal solution is given. Finally, the gradient-type iterative method is applied to obtain the numerical solution of the inverse problem, and numerical experiments are conducted to verify it. This study provides an effective theoretical framework and numerical method for inferring the stock price drift rate from the option market price.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100561"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143895722","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The regression-based efficient frontier 基于回归的效率边界
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100578
Wan-Yi Chiu
{"title":"The regression-based efficient frontier","authors":"Wan-Yi Chiu","doi":"10.1016/j.rinam.2025.100578","DOIUrl":"10.1016/j.rinam.2025.100578","url":null,"abstract":"<div><div>The standard mean–variance analysis employs quadratic optimization to determine the optimal portfolio weights and to plot the mean–variance efficient frontier (MVEF). It then indirectly evaluates the mean–variance efficiency test (MVET) by considering the maximum Sharpe ratios of the tangency portfolio within the MVEF framework, which assumes a risk-free rate. This paper integrates these procedures without considering the risk-free rate by transitioning to a regression-based efficient frontier (RBEF). The RBEF estimates the optimal portfolio weights and simultaneously implements the MVET based on an OLS F-test, offering a simpler approach to portfolio optimization.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100578"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143899327","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Existence of weak solutions to degenerate Leray–Lions operators in weighted quasilinear elliptic equations with variable exponents, indefinite nonlinearity, and Hardy-type term 具有不定非线性和hardy型项的变指数加权拟线性椭圆方程退化Leray-Lions算子弱解的存在性
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100580
Khaled Kefi
{"title":"Existence of weak solutions to degenerate Leray–Lions operators in weighted quasilinear elliptic equations with variable exponents, indefinite nonlinearity, and Hardy-type term","authors":"Khaled Kefi","doi":"10.1016/j.rinam.2025.100580","DOIUrl":"10.1016/j.rinam.2025.100580","url":null,"abstract":"<div><div>This paper investigates multiplicity results of weak solutions to a degenerate weighted elliptic problem involving Leray–Lions operators with indefinite nonlinearity and variable exponents. Using critical point theory, we establish the existence of at least one, respectively three weak solutions under suitable assumptions. The results extend to a wide range of nonlinear problems in mathematical physics, addressing the complications arising from degeneracy, Hardy-type singularities, and indefinite source terms.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100580"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143895723","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An integral equation method in conformal mapping of regions with circular slit 带圆缝区域保角映射的积分方程方法
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100577
Yue Shan, Yibin Lu
{"title":"An integral equation method in conformal mapping of regions with circular slit","authors":"Yue Shan,&nbsp;Yibin Lu","doi":"10.1016/j.rinam.2025.100577","DOIUrl":"10.1016/j.rinam.2025.100577","url":null,"abstract":"<div><div>In traditional integral equation methods, the calculation of singular integrals often leads to numerical difficulties, especially when dealing with complex regions containing slits. To address the problems of mapping distortion and integration difficulties, this paper proposes a novel method that combines a premap function with the generalized Neumann kernel integral equation method, aimed at simulating irrotational planar flow with arc-shaped obstacles. Using a premap function based on the Joukowski transformation, a complex region is mapped to a regular region with smooth boundaries, significantly improving numerical stability and solution accuracy. An iterative algorithm is developed in conjunction with the integral equation method to simulate the flow characteristics in complex regions. Numerical simulations show that the method efficiently and stably handles flow fields in multi-connected regions, providing a reliable tool for applications in engineering and physical sciences.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100577"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143891245","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Two-step inexact Newton-like method for solving generalized inverse eigenvalue problems 求解广义特征值反问题的两步非精确类牛顿法
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100579
Liuqing Hua , Wei Ma
{"title":"Two-step inexact Newton-like method for solving generalized inverse eigenvalue problems","authors":"Liuqing Hua ,&nbsp;Wei Ma","doi":"10.1016/j.rinam.2025.100579","DOIUrl":"10.1016/j.rinam.2025.100579","url":null,"abstract":"<div><div>In this paper, based on two-step Newton iterative procedure, we propose a two-step inexact Newton-like method for generalized inverse eigenvalue problems. Under some mild assumptions, our results show that the two-step inexact Newton-like method is super quadratically convergent. Numerical implementations demonstrate the effectiveness of the new method.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100579"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143911665","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Numerical solution and errors analysis of iterative method for a nonlinear plate bending problem 非线性板弯曲问题迭代法的数值解及误差分析
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100576
Akakpo Amoussou Wilfried , Houédanou Koffi Wilfrid
{"title":"Numerical solution and errors analysis of iterative method for a nonlinear plate bending problem","authors":"Akakpo Amoussou Wilfried ,&nbsp;Houédanou Koffi Wilfrid","doi":"10.1016/j.rinam.2025.100576","DOIUrl":"10.1016/j.rinam.2025.100576","url":null,"abstract":"<div><div>This paper uses the HCT finite element method and mesh adaptation technology to solve the nonlinear plate bending problem and conducts error analysis on the iterative method, including a priori and a posteriori error estimates. Our investigation exploits Hermite finite elements such as BELL and HSIEH-CLOUGH-TOCHER (HCT) triangles for conforming finite element discretization. We use an iterative resolution algorithm to linearize the associated discrete problem and study the convergence of this algorithm towards the solution of the approximate problem. An optimal a priori error estimation has been established. We construct a posteriori error indicators by distinguishing between discretization and linearization errors and prove their reliability and optimality. A numerical test is carried out and the results obtained confirm those established theoretically.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100576"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143947210","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Mixing cubic quasi-interpolation spline collocation method and optimal control techniques to solve polyharmonic (p=2 and p=3) problem 混合三次拟插值样条配点法和最优控制技术求解多谐（p=2和p=3）问题
IF 1.4
Results in Applied Mathematics Pub Date : 2025-04-25 DOI: 10.1016/j.rinam.2025.100575
L. El Houari , A. Naji , F. Ghafrani , M. Lamnii
{"title":"Mixing cubic quasi-interpolation spline collocation method and optimal control techniques to solve polyharmonic (p=2 and p=3) problem","authors":"L. El Houari ,&nbsp;A. Naji ,&nbsp;F. Ghafrani ,&nbsp;M. Lamnii","doi":"10.1016/j.rinam.2025.100575","DOIUrl":"10.1016/j.rinam.2025.100575","url":null,"abstract":"<div><div>This paper solves the polyharmonic equation for the cases <span><math><mi>p = 2</mi></math></span> and <span><math><mi>p = 3</mi></math></span>, using an optimal control approach combined with the cubic quasi-interpolation spline collocation method. Specifically, the biharmonic and triharmonic problems are addressed by decomposing the high-order equation into a system of Poisson equations, which are then transformed into a minimization problem, following the principles of optimal control theory. The objective functional is constructed based on Neumann boundary conditions, while the constraints correspond to the Poisson equations resulting from the decomposition of the original problem. As the biharmonic case has been previously studied in Boudjaj et al. (2019), the main novelty of this work lies in the theoretical and numerical treatment of the triharmonic case. This case is reformulated as an optimal control problem, for which we prove the existence and uniqueness of the solution. Numerical experiments are carried out using the cubic quasi-interpolation spline collocation method. The results are compared with those obtained using the Localized Radial Basis Function (LRBFs) collocation method, highlighting the accuracy and efficiency of the proposed approach.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100575"},"PeriodicalIF":1.4,"publicationDate":"2025-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143870710","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Accelerated Restricted Additive Schwarz method for asynchronous processing 异步处理的加速受限加性Schwarz方法
IF 1.4
Results in Applied Mathematics Pub Date : 2025-04-24 DOI: 10.1016/j.rinam.2025.100570
A. Ben bouzid , Y. Khali , S. Khallouq , N. Nagid
{"title":"Accelerated Restricted Additive Schwarz method for asynchronous processing","authors":"A. Ben bouzid ,&nbsp;Y. Khali ,&nbsp;S. Khallouq ,&nbsp;N. Nagid","doi":"10.1016/j.rinam.2025.100570","DOIUrl":"10.1016/j.rinam.2025.100570","url":null,"abstract":"<div><div>This paper examines the parallel efficiency of both synchronous and asynchronous domain decomposition methods (DDMs), when solving algebraic systems derived from the discretization of partial differential equations (PDEs). We consider two separate approaches. First, we use the Restricted Additive Schwarz (RAS) domain decomposition solver as our primary DDM. Second, we integrate an acceleration method to minimize computational costs. For both approaches, we assess the parallel efficiency through various numerical experiments. Our results indicate that the asynchronous method provides a significant improvement in computational speed compared to the synchronous method, especially in large-scale problems. Additionally, the integration of the acceleration method further enhances the performance, reducing the overall computational time.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100570"},"PeriodicalIF":1.4,"publicationDate":"2025-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143870707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Conformable advection–diffusion–reaction models for gas migration in coalbed methane reservoirs 煤层气储层中气体迁移的可适应平流-扩散-反应模型
IF 1.4
Results in Applied Mathematics Pub Date : 2025-04-23 DOI: 10.1016/j.rinam.2025.100574
S. Yang , Q. Wei , S.L. Xie
{"title":"Conformable advection–diffusion–reaction models for gas migration in coalbed methane reservoirs","authors":"S. Yang ,&nbsp;Q. Wei ,&nbsp;S.L. Xie","doi":"10.1016/j.rinam.2025.100574","DOIUrl":"10.1016/j.rinam.2025.100574","url":null,"abstract":"<div><div>In the framework of conformable calculus, two-dimensional conformable advection–diffusion–reaction (CADR) model for time-dependent gas migration in coalbed methane reservoir is developed in this work. The proposed CADR model is addressed via the <span><math><mi>α</mi></math></span>-order Laplace and Fourier transform methods under different boundary conditions. Furthermore, the numerical inversions of the Laplace solutions derive the coalbed methane concentration profiles of the CADR model. The numerical simulations demonstrate that the CADR model can well depict the anomalous transport processes of coalbed methane migration in coal seams.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100574"},"PeriodicalIF":1.4,"publicationDate":"2025-04-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143859504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Fault-tolerant consensus for linear singular multi-agent systems with dynamic adaptive event-triggered mechanism 具有动态自适应事件触发机制的线性奇异多代理系统的容错共识
IF 1.4
Results in Applied Mathematics Pub Date : 2025-04-15 DOI: 10.1016/j.rinam.2025.100573
Ping Jiang , Jiejie Chen , Zhigang Zeng , Boshan Chen , Weiyi Huang , Yang Ming
{"title":"Fault-tolerant consensus for linear singular multi-agent systems with dynamic adaptive event-triggered mechanism","authors":"Ping Jiang ,&nbsp;Jiejie Chen ,&nbsp;Zhigang Zeng ,&nbsp;Boshan Chen ,&nbsp;Weiyi Huang ,&nbsp;Yang Ming","doi":"10.1016/j.rinam.2025.100573","DOIUrl":"10.1016/j.rinam.2025.100573","url":null,"abstract":"<div><div>Our research focuses on examining the consensus issue within linear singular multi-agent systems (SMASs) that incorporate fault tolerance capabilities. We begin by introducing a novel event-triggered mechanism for dynamic adaptation (DAETM), which generalizes both existing dynamic and static ETMs. Based on this dynamic ETM, we design a dynamic adaptive event-triggered fault-tolerant controller (DAETFTC). We then analyze the consensus achievability for linear SMASs using the DAETFTC. Furthermore, we establish additional criteria that ensure the asymptotic consensus of all agents within linear SMAS, while rigorously avoiding the Zeno phenomenon. Subsequently, a computational illustration is provided to corroborate the findings of the study.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100573"},"PeriodicalIF":1.4,"publicationDate":"2025-04-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143828863","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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