Elisabeth Halser, Elisabeth Finhold, Neele Leithäuser, Jan Schwientek, Katrin Teichert, Karl-Heinz Küfer
{"title":"Multicriteria adjustable robustness","authors":"Elisabeth Halser, Elisabeth Finhold, Neele Leithäuser, Jan Schwientek, Katrin Teichert, Karl-Heinz Küfer","doi":"10.1016/j.rinam.2025.100675","DOIUrl":"10.1016/j.rinam.2025.100675","url":null,"abstract":"<div><div>Multicriteria adjustable robust optimization (MARO) problems are highly relevant for a wide variety of practical problems with a two-stage-decision, typically an initial purchase decision followed by the possibility to react during operation after uncertain parameters are revealed. However, no general approaches for the definition of efficient solutions to this problem class are available in the literature for the multicriteria case. The objective of this paper is to find a meaningful definition that in particular allows the computation of solutions. By combining well-known approaches from multicriteria optimization and robust optimization in a straightforward way, we give different definitions for efficient solutions to MARO problems and look at three computation-oriented approaches to deal with the problems. These computation-oriented approaches can also be understood as additional efficiency definitions. We assess the advantages and disadvantages of the different computation-oriented approaches and analyze their connections to our initial definitions of MARO-efficiency. We observe that an <span><math><mi>ɛ</mi></math></span>-constraint inspired first-scalarize-then-robustify approach is beneficial because it provides an efficient set that is easy to understand for decision makers and provides tight bounds on the worst-case evaluation for a particular efficient solution. In contrast, a weighted sum first-scalarize-then-robustify approach keeps the problem structure more simple but the efficient set might look ambiguous. Further, we demonstrate that a first-robustify procedure only gives bad bounds and can be too optimistic as well as too pessimistic.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100675"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145614873","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}
{"title":"Computing the zeros of cross-product combinations of the Bessel functions with complex order","authors":"Jeff Kershaw, Takayuki Obata","doi":"10.1016/j.rinam.2025.100642","DOIUrl":"10.1016/j.rinam.2025.100642","url":null,"abstract":"<div><div>The zeros of cross-product combinations of the Bessel functions are often required as the eigenvalues in boundary-value problems with annular or tubular symmetry. Numerical methods to calculate the roots when the order is real have existed for many years, but those methods are unreliable when the order is complex, probably because the distribution of the zeros in the complex plane is unknown. In this work asymptotic expansions for the Bessel cross-product functions are constructed and used to investigate the root distribution in the complex plane for complex order. When the argument of the order is positive (or negative) the zeros are symmetrically positioned in the first & third (or second & fourth) quadrants of the complex plane. Within a particular quadrant, it is shown that the roots lie on or near to three lines that intersect at a single point. Two of these lines have a finite number of zeros associated with them, while the third line always has an infinite number of roots distributed along it. Approximations to the roots are constructed and used as initial values in an algorithm that more closely estimates the zeros. A longstanding issue with regard to the “exceptional” nature of the lowest root of one of the Bessel cross-product functions when the order is real has also been resolved.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100642"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145269624","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}
{"title":"Lanczos algorithm explained in statistics","authors":"Qiang Niu , Mianmian Chen , Jinheng Wu","doi":"10.1016/j.rinam.2025.100666","DOIUrl":"10.1016/j.rinam.2025.100666","url":null,"abstract":"<div><div>The Lanczos algorithm is a well-known three-term recurrence that can be used to generate an orthogonal basis for a Krylov subspace derived by a symmetric matrix. In the paper, we present a statistical interpretation of the entries of the tridiagonal matrix generated by the Lanczos process with a diagonal matrix <span><math><mi>X</mi></math></span> and an initial vector <span><math><mi>e</mi></math></span>. We show that the entries on the main diagonal line can be interpreted as <em>weighted mean</em> and the entries on the super-diagonal line can be understood as <em>weighted sum of variance</em>. Besides, a recurrence for producing the entries on the off-diagonal entries of the tridiagonal matrix is discovered, which leads to a new implementation of the Lanczos process. Finally, numerical examples are provided to investigate the preservation of orthogonality and efficiency in data fitting.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100666"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145519627","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}
{"title":"A parameterized Schur complement preconditioner for linear system arising from additive HQ image restoration","authors":"Peipei Zhao , Pengyu Zhang","doi":"10.1016/j.rinam.2025.100667","DOIUrl":"10.1016/j.rinam.2025.100667","url":null,"abstract":"<div><div>Image restoration is to estimate the clean image from the recorded image, it is a highly ill-posed inverse problem. Regularization method is an important approach for solving such problem, which can usually be achieved by minimizing a cost function consisting of a data-fidelity term and a regularization term. In this paper, we consider the additive half-quadratic (HQ) regularized method for image restoration problem, and utilize the Newton method to solve the resulting minimization problem. At each Newton iteration step, a system of linear equations with symmetric positive definite coefficient matrix arises. In order to solve the linear system efficiently, we design a parameterized approximation matrix of the Schur complement inverse matrix, and construct a block preconditioner with parameter correspondingly, according to the block triangular factorization of coefficient matrix and the form of its Schur complement, then the preconditioned conjugate gradient (PCG) method is applied to solve the linear system of equations. Spectral analyses of the preconditioned matrix are also given, numerical experimental results demonstrate the effectiveness of the proposed parameterized preconditioner for solving linear system arising from additive HQ image restoration problem.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100667"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145519626","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}
{"title":"Second-order finite element scheme of the viscous Cahn–Hilliard equation with energy-stable method","authors":"WenYan Tian , Hongen Jia","doi":"10.1016/j.rinam.2025.100656","DOIUrl":"10.1016/j.rinam.2025.100656","url":null,"abstract":"<div><div>In this paper, we develop and analyze a fully discrete numerical scheme for the viscous Cahn–Hilliard equation. To enhance the stability of the scheme and allow for larger time steps, we introduce two artificial stabilization terms. We derive the scheme and rigorously prove, through error analysis, that it achieves second-order accuracy in both space and time. Numerical examples are provided to demonstrate the efficiency of the proposed method.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100656"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145363079","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}
{"title":"The effect of inventory on asset prices","authors":"Jiaqi Hou , Jing Wang , Zhi Yang","doi":"10.1016/j.rinam.2025.100650","DOIUrl":"10.1016/j.rinam.2025.100650","url":null,"abstract":"<div><div>In this paper, we extend the existing asset pricing model of the market maker mechanism to consider the market maker clearing the market price through inventory. Using the stability and branching theory of discrete dynamical systems, we discuss the existence of the steady state and the influence of the change with the adjustment rate of the market maker’s inventory on the stability region of the model. Through numerical simulation, we obtain the result that the faster or slower the adjustment of the market maker’s inventory, the more unstable the market price is. We establish a linear regression model and analyze it by empirical tests using the stock data of Lanqi Technology, which shows that there is a positive correlation between the market maker’s inventory and price; the increase of the market maker’s inventory will cause the price to increase. By analyzing the theoretical model data through the TVP-VAR model, it can also be obtained that there is a positive correlation between the price and the market maker’s inventory.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100650"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145222754","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}
{"title":"Optimal error estimates of BDF2 finite element method for the two-dimensional time-dependent Schrödinger equation","authors":"Zhikun Tian , Jianyun Wang , Zixin Zhong","doi":"10.1016/j.rinam.2025.100663","DOIUrl":"10.1016/j.rinam.2025.100663","url":null,"abstract":"<div><div>In this paper, we investigate the two-step backward differentiation formula (BDF2) finite element method for a two-dimensional time-dependent Schrödinger equation. By applying the finite element method for space discretization and the BDF2 for time discretization, we derive a fully discrete scheme for the Schrödinger equation. The errors of the exact solution with the finite element solution are divided into temporal and spatial errors for separate analysis. We obtain the optimal error estimate in both space and time for the fully discrete scheme. Finally, a numerical experiment is performed to demonstrate the accuracy and efficiency of the proposed numerical scheme.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100663"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145466098","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}
{"title":"Analytical and numerical investigation of wave resonance over rectangular basin with submerged triangular breakwaters","authors":"Ikha Magdalena , Anwar Efendi Nasution","doi":"10.1016/j.rinam.2025.100655","DOIUrl":"10.1016/j.rinam.2025.100655","url":null,"abstract":"<div><div>Wave resonance in coastal basins can cause significant environmental and structural damage, highlighting the need for effective mitigation strategies in coastal engineering. This study explores resonance phenomena in a rectangular semi-closed basin protected by submerged triangular breakwaters. The wave dynamics are modeled utilizing modified Linear Shallow Water Equations (LSWEs), which incorporate a breakwater-induced friction factor. Analytical and numerical approaches are employed in determining the basin’s natural period—a key parameter governing the onset of resonance. Numerical simulations, formulated utilizing the finite volume method, are conducted to identify the conditions that trigger resonance. The findings reveal that submerged triangular breakwaters substantially affect the natural period and help attenuate resonance effects, providing valuable insights for the design of resilient coastal infrastructure.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100655"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145417120","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}
{"title":"Second-order finite element discretization of Stokes equations on convex polygonal meshes","authors":"Yanyan Song , Yanqiu Wang , Qiao Xin","doi":"10.1016/j.rinam.2025.100672","DOIUrl":"10.1016/j.rinam.2025.100672","url":null,"abstract":"<div><div>In this paper, we construct two finite element discretizations on convex polygonal meshes for the Stokes equations, using the generalized barycentric coordinates (GBCs). Both constructions use a bubble-enhanced second-order Floater-Lai GBC to discretize the velocity field. The pressure field is discretized by discontinuous piecewise constants and discontinuous piecewise linears, respectively. They can be viewed as the generalization of the <span><math><msub><mrow><mi>P</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span>-<span><math><msub><mrow><mi>P</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span> and the <span><math><msub><mrow><mi>Q</mi></mrow><mrow><mn>2</mn></mrow></msub></math></span>-<span><math><msub><mrow><mi>P</mi></mrow><mrow><mn>1</mn></mrow></msub></math></span> elements to convex polygonal meshes. We prove the inf–sup stability and the optimal convergence for both discretizations. Supporting numerical results are presented.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100672"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145614876","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}
{"title":"Sparse PCA via matrix (2,1)-norm regularization with an application to feature selection","authors":"Li Wang , Jiawei Wang , Ren-Cang Li","doi":"10.1016/j.rinam.2025.100676","DOIUrl":"10.1016/j.rinam.2025.100676","url":null,"abstract":"<div><div>This paper is concerned with sparse PCA via the matrix (2,1)-norm regularization (<span><math><msub><mrow><mo>PCA</mo></mrow><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></math></span>). It can produce a row-sparse projection, a useful tool in machine learning when it comes to, for example, feature selection, that aims to choose most relevant features. Mathematically, <span><math><msub><mrow><mo>PCA</mo></mrow><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></math></span> is a non-smooth optimization problem on the Stiefel manifold. For a suitably chosen regularization parameter, the optimal projection matrix has many negligible rows. A practical NEPv approach (nonlinear eigenvalue problem with eigenvector dependency) is proposed to iteratively compute the optimal projection matrix. It is shown that the approach is globally convergent in the sense that the objective is monotonically increasing during the iterative process and any accumulation point of the iterates is a stationary point to the optimization problem. Extensive numerical experiments, with an application to feature selection, have been conducted to demonstrate the performance of the practical NEPv approach, with comparison against existing feature selection methods in terms of classification accuracy. The numerical results demonstrate that <span><math><msub><mrow><mo>PCA</mo></mrow><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></math></span> is highly effective and often produces superior classification results to existing feature selection methods that are in use today.</div></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"28 ","pages":"Article 100676"},"PeriodicalIF":1.3,"publicationDate":"2025-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145680919","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}