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Results in Applied Mathematics最新文献

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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
Fast numerical algorithms for solving opposite-bordered tridiagonal Toeplitz linear systems and their applications 求解对边三对角Toeplitz线性系统的快速数值算法及其应用
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100581
Hcini Fahd
{"title":"Fast numerical algorithms for solving opposite-bordered tridiagonal Toeplitz linear systems and their applications","authors":"Hcini Fahd","doi":"10.1016/j.rinam.2025.100581","DOIUrl":"10.1016/j.rinam.2025.100581","url":null,"abstract":"<div><div>This paper presents two fast numerical algorithms for solving opposite-bordered tridiagonal Toeplitz linear systems. Both algorithms are designed to solve a system of <span><math><mi>n</mi></math></span> equations in linear time. The first algorithm uses a block <span><math><mrow><mn>2</mn><mo>×</mo><mn>2</mn></mrow></math></span>-LU factorization combined with a fast approach for solving upper quasi-triangular Toeplitz systems. The second algorithm applies a splitting technique to the opposite-bordered tridiagonal Toeplitz matrix, along with a fast algorithm for solving tridiagonal Toeplitz systems. The effectiveness of the proposed algorithms is demonstrated through numerical experiments.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100581"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144089159","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 arbitrary-order Virtual Element Method for the Helmholtz equation applied to wave field calculation in port 赫姆霍兹方程的任意阶虚元法在港口波场计算中的应用
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100598
Ronan Dupont
{"title":"An arbitrary-order Virtual Element Method for the Helmholtz equation applied to wave field calculation in port","authors":"Ronan Dupont","doi":"10.1016/j.rinam.2025.100598","DOIUrl":"10.1016/j.rinam.2025.100598","url":null,"abstract":"<div><div>The Virtual Element Method (VEM), as a high-order polytopal method, offers significant advantages over traditional Finite Element Methods (FEM). In particular, it allows the handling of polytopal or non-conforming meshes which greatly simplificates the mesh generation procedure. In this paper, the VEM is used for the discretization of the Helmholtz equations with a Robin-type absorbing boundary condition. This problem is crucial in various fields, including coastal engineering, oceanography and the design of offshore structures. Details of the VEM implementation with Robin boundary condition are given. Numerical results on test cases with analytical solutions show that the methods can provide optimal convergence rates for smooth solutions. Then, as a more realistic test case, the computation of the eigenmodes of the port of Cherbourg is carried out.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100598"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144261916","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
A generalized smoothed particle hydrodynamics method based on the moving least squares method and its discretization error estimation 基于移动最小二乘法的广义光滑质点流体力学方法及其离散化误差估计
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100594
Kensuke Shobuzako , Shigeo Yoshida , Yoshifumi Kawada , Ryosuke Nakashima , Shujiro Fujioka , Mitsuteru Asai
{"title":"A generalized smoothed particle hydrodynamics method based on the moving least squares method and its discretization error estimation","authors":"Kensuke Shobuzako ,&nbsp;Shigeo Yoshida ,&nbsp;Yoshifumi Kawada ,&nbsp;Ryosuke Nakashima ,&nbsp;Shujiro Fujioka ,&nbsp;Mitsuteru Asai","doi":"10.1016/j.rinam.2025.100594","DOIUrl":"10.1016/j.rinam.2025.100594","url":null,"abstract":"<div><div>This paper demonstrates that the least squares method can generalize conventional discretized models of the smoothed particle hydrodynamics (SPH) method and proposes a simple discretization error evaluation for the SPH method, which is based on the truncation error of the least squares method. Since classical SPH models are formulated under the ideal assumption of a uniform particle distribution, their accuracies deteriorate to zeroth order or worse when the particle configuration is disordered. Although numerous advanced SPH models have been developed that ensure the spatial discretization accuracies of first order or higher under non-ideal conditions, their similarities and differences remain unexplored. This has motivated us to construct a generalized formulation encompassing existing SPH models. Almost all of the classical SPH and the advanced SPH models can be mathematically unified by the generalized particle method based on the least squares fitting, namely, the moving least squares (MLS) method. By deriving its truncation error, we analytically evaluate and numerically verify the discretization errors of various SPH models. These results confirm that all the classical SPH models exhibit zeroth-order or “negative” first-order accuracy, whose error increases as the particle spacing decreases. This paper proposes a generalized SPH model based on the MLS scheme with arbitrary accuracy for spatial derivatives of any order. This model is referred to as the least squares SPH (LSSPH) model. Additionally, we perform some benchmark tests to validate the LSSPH model with second-order accuracy for the zeroth and the first derivatives and first-order accuracy for the second derivatives.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100594"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144261917","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
Jump amplitude inference in SDEs with cosine kernel 带余弦核的SDEs跳幅推断
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100596
Wuchen Li , Luwen Zhang , Jian Xu , Linghui Li , Liping Bai
{"title":"Jump amplitude inference in SDEs with cosine kernel","authors":"Wuchen Li ,&nbsp;Luwen Zhang ,&nbsp;Jian Xu ,&nbsp;Linghui Li ,&nbsp;Liping Bai","doi":"10.1016/j.rinam.2025.100596","DOIUrl":"10.1016/j.rinam.2025.100596","url":null,"abstract":"<div><div>For estimating the jump amplitude in stochastic differential equations with jumps, existing parameter estimation methods in the academic community suffer from inherent systematic errors. Commonly used kernel functions often assume symmetric distributions, limiting their ability to model skewed distributions. Many methods can simulate positively skewed distributions but fail to handle negatively skewed ones, and they tend to overestimate the probability density when the jump size is close to zero. This paper introduces a novel kernel density estimation method based on cosine functions for jump amplitude estimation. Our approach addresses these systematic errors, especially under large sample conditions, enabling more accurate statistical inference for the jump amplitude in stochastic differential equations with jumps. We anticipate that this method will contribute positively to research in areas such as finance and signal processing.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100596"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144241791","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
Modeling prebunking strategies to contain misinformation spread 建模预掩体策略，以遏制错误信息的传播
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100591
Giorgio Martalò , Marco Menale , Romina Travaglini
{"title":"Modeling prebunking strategies to contain misinformation spread","authors":"Giorgio Martalò ,&nbsp;Marco Menale ,&nbsp;Romina Travaglini","doi":"10.1016/j.rinam.2025.100591","DOIUrl":"10.1016/j.rinam.2025.100591","url":null,"abstract":"<div><div>We propose a first model describing the impact of prebunking strategies on misinformation dynamics. Following a classical epidemiological approach, the population is structured into interacting functional subsystems, representing individuals with different susceptibility levels. Transitions between subsystems occur with fixed probabilities, while the prebunking strategy is modeled as an external action. A reduced system of equations is derived, and the stability analysis is performed to investigate the effectiveness of the prebunking strategy. Numerical simulations confirm the benefits of interventions in mitigating the spread of fake news, providing insights into digital misinformation dynamics.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100591"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144241792","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
Integration of the fractional modified Korteweg de Vries-sine-Gordon equation by the inverse scattering method 用逆散射法积分分数阶修正Korteweg de vries -sin - gordon方程
IF 1.4
Results in Applied Mathematics Pub Date : 2025-05-01 DOI: 10.1016/j.rinam.2025.100586
Bazar Babajanov , Fakhriddin Abdikarimov
{"title":"Integration of the fractional modified Korteweg de Vries-sine-Gordon equation by the inverse scattering method","authors":"Bazar Babajanov ,&nbsp;Fakhriddin Abdikarimov","doi":"10.1016/j.rinam.2025.100586","DOIUrl":"10.1016/j.rinam.2025.100586","url":null,"abstract":"<div><div>In this paper we investigate the fractional modified Korteweg de Vries-sine-Gordon equation and show the inverse scattering transform method can also be used to obtain soliton solutions of fractional modified Korteweg de Vries-sine-Gordon equation. It is illustrated the relationship between the wave velocity and the <span><math><mi>ϵ</mi></math></span> parameter for the fractional modified Korteweg de Vries-sine-Gordon equation in the case of one soliton solution, then this result was compared with fractional modified Korteweg de Vries equation, fractional sine-Gordon equation and the modified Korteweg de Vries-sine-Gordon equation.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"26 ","pages":"Article 100586"},"PeriodicalIF":1.4,"publicationDate":"2025-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144220976","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
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