Results in Applied Mathematics最新文献

{"title":"Uniform Poincaré inequalities for the Discrete de Rham complex on general domains","authors":"Daniele A. Di Pietro,&nbsp;Marien-Lorenzo Hanot","doi":"10.1016/j.rinam.2024.100496","DOIUrl":"10.1016/j.rinam.2024.100496","url":null,"abstract":"<div><p>In this paper we prove Poincaré inequalities for the Discrete de Rham (DDR) sequence on a general connected polyhedral domain <span><math><mi>Ω</mi></math></span> of <span><math><msup><mrow><mi>R</mi></mrow><mrow><mn>3</mn></mrow></msup></math></span>. We unify the ideas behind the inequalities for all three operators in the sequence, deriving new proofs for the Poincaré inequalities for the gradient and the divergence, and extending the available Poincaré inequality for the curl to domains with arbitrary second Betti numbers. A key preliminary step consists in deriving “mimetic” Poincaré inequalities giving the existence and continuity of the solutions to topological balance problems useful in general discrete geometric settings. As an example of application, we study the stability of a novel DDR scheme for the magnetostatics problem on domains with general topology.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100496"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000669/pdfft?md5=0cda3366d247c7826dce49cebdb4830d&pid=1-s2.0-S2590037424000669-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142240773","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A highly accurate method for multi-term time fractional diffusion equation in two dimensions with ψ-Caputo fractional derivative","authors":"M.H. Heydari ,&nbsp;M. Razzaghi","doi":"10.1016/j.rinam.2024.100481","DOIUrl":"10.1016/j.rinam.2024.100481","url":null,"abstract":"<div><p>In this study, the <span><math><mi>ψ</mi></math></span>-Caputo fractional derivative (as a generalization of the classical Caputo derivative where the fractional derivative is defined with respect to the function <span><math><mi>ψ</mi></math></span>) is considered to introduce a class of multi-term time fractional 2D diffusion equations. A numerical method based on the Chebyshev cardinal polynomials (CCPs) is proposed to solve this problem. In this way, a new operational matrix for the <span><math><mi>ψ</mi></math></span>-Caputo fractional derivative of the CCPs is provided. By approximating the solution of the problem by a finite series of the CCPs (with some unknown coefficients) and employing the derived fractional matrix, an algebraic system of equations is generated, which by solving it the expressed coefficients, and consequently, the problem’s solution are identified. The validity of the established method is investigated by solving some numerical examples.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100481"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000517/pdfft?md5=739a7a42771972899c1bf267a31f3da5&pid=1-s2.0-S2590037424000517-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141961272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"An endogenous evolution mechanism model of asset prices based on time-varying risk aversion coefficient","authors":"Zhi Yang,&nbsp;Jing Wang","doi":"10.1016/j.rinam.2024.100489","DOIUrl":"10.1016/j.rinam.2024.100489","url":null,"abstract":"<div><p>In the traditional heterogeneous agent model, investors are assumed to be risk averse, and the wealth expected utility function maximization principle is used to form the optimal asset quantity demand. In such models, the risk aversion coefficient of investors is often assumed to be constant. This paper considers that the risk aversion coefficient of investors is time-varying and changes with the change of wealth, and establishes an endogenous evolutionary mechanism model formed by fundamental analysts, technical analysts, and market makers. Compared with the fixed risk aversion coefficient model, this paper analyzes the investor’s behavior, the interaction between investor behaviors, and the influence of different types of investors on the stability of the market. At the same time, we test asset price and asset behavior and conclude that investor behavior affects the stability of the system model. The numerical simulation of the corresponding stochastic model shows that the model can simulate the basic characteristics of financial time series, such as the partial peak and thick tail of asset return series, and the long memory of fluctuations.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100489"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000591/pdfft?md5=3de005915113303384de6e113b33225b&pid=1-s2.0-S2590037424000591-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142011275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Optimal convergence analysis for a FEM approximation of a transient eddy current problem incorporating velocity terms","authors":"Ramiro Acevedo ,&nbsp;Carlos Arias ,&nbsp;Christian Gómez","doi":"10.1016/j.rinam.2024.100478","DOIUrl":"10.1016/j.rinam.2024.100478","url":null,"abstract":"<div><p>This paper aims to study a numerical method to solve a transient eddy current problem involving velocity terms in a bounded domain including conductor and insulator regions. For this purpose, we show that the formulation admits a well-posed saddle point structure given by the curl-free condition for the magnetic field in the insulator domain. We propose a full discretization based on a backward Euler method in time variable and finite element method in space variable. Then, we use Nédélec edge element on the tetrahedral meshes, for which we obtain error estimates. For numerical purposes we used a block-Krylov method to solve the linear system of equations obtained in the fully discretization. Finally, we present some numerical results to validate the theoretical findings obtained.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100478"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000487/pdfft?md5=9368df1bb2918911cecb145183b15b0f&pid=1-s2.0-S2590037424000487-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141949822","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Convergence analysis of a simplified scheme for stochastic Burgers’ equation with additive noise","authors":"Feroz Khan ,&nbsp;Suliman Khan ,&nbsp;Muhammad Zahid Mughal ,&nbsp;Feredj Ommar","doi":"10.1016/j.rinam.2024.100482","DOIUrl":"10.1016/j.rinam.2024.100482","url":null,"abstract":"<div><p>The aim of this article is to probe the convergence analysis of an efficient scheme, developed by Jentzen et al. (2011), for the stochastic Burgers’ equation (SBE) with term of additive noise. Although, the same scheme was used by Blomker et al. (2013) to carry out the full discretization of the SBE. But therein, Taylor series was not applied. In this work, Taylor series in integral form with remainder after one term is applied. As a consequence, minimum convergence order in time is updated to <span><math><mrow><mn>3</mn><mi>θ</mi></mrow></math></span> from <span><math><mi>θ</mi></math></span>, where <span><math><mrow><mi>θ</mi><mo>∈</mo><mrow><mo>(</mo><mn>0</mn><mo>,</mo><mfrac><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac><mo>)</mo></mrow></mrow></math></span>. Although, minimum temporal convergence order is proved to be as <span><math><mrow><mn>2</mn><mi>θ</mi></mrow></math></span> by Khan (2021) using the higher order scheme. But the proposed scheme is simple in a manner that former uses two linear functionals of noise, whereas later employs single linear functional of noise. Finally, run time of the existing and the proposed scheme are compared to justify the analytical outcomes.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100482"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000529/pdfft?md5=f76765fadcd73a8370434868b3fcf644&pid=1-s2.0-S2590037424000529-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141962957","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Open source implementations of numerical algorithms for computing the complete elliptic integral of the first kind","authors":"Hong-Yan Zhang,&nbsp;Wen-Juan Jiang","doi":"10.1016/j.rinam.2024.100479","DOIUrl":"10.1016/j.rinam.2024.100479","url":null,"abstract":"<div><p>The complete elliptic integral of the first kind (CEI-1) plays a significant role in mathematics, physics and engineering. There is no simple formula for its computation, thus numerical algorithms are essential for coping with the practical problems involved. The commercial implementations for the numerical solutions, such as the functions <span>ellipticK</span> and <span>EllipticK</span> provided by MATLAB and Mathematica respectively, are based on <span><math><mrow><msub><mrow><mi>K</mi></mrow><mrow><mi>cs</mi></mrow></msub><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></mrow></math></span> instead of the usual form <span><math><mrow><mi>K</mi><mrow><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mrow></math></span> such that <span><math><mrow><msub><mrow><mi>K</mi></mrow><mrow><mi>cs</mi></mrow></msub><mrow><mo>(</mo><msup><mrow><mi>k</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></mrow><mo>=</mo><mi>K</mi><mrow><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mrow></math></span> and <span><math><mrow><mi>m</mi><mo>=</mo><msup><mrow><mi>k</mi></mrow><mrow><mn>2</mn></mrow></msup></mrow></math></span>. It is necessary to develop open source implementations for the computation of the CEI-1 in order to avoid potential risks of using commercial software and possible limitations due to the unknown factors. In this paper, the infinite series method, arithmetic-geometric mean (AGM) method, Gauss–Chebyshev method and Gauss–Legendre methods are discussed in details with a top-down strategy. The four key algorithms for computing the CEI-1 are designed, verified, validated and tested, which can be utilized in R&amp; D and be reused properly. Numerical results show that our open source implementations based on <span><math><mrow><mi>K</mi><mrow><mo>(</mo><mi>k</mi><mo>)</mo></mrow></mrow></math></span> are equivalent to the commercial implementation based on <span><math><mrow><msub><mrow><mi>K</mi></mrow><mrow><mi>cs</mi></mrow></msub><mrow><mo>(</mo><mi>m</mi><mo>)</mo></mrow></mrow></math></span>. The general algorithms for computing orthogonal polynomials developed are valuable for the STEM education and scientific computation.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100479"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000499/pdfft?md5=627b9a01d19618ef936715d938552af0&pid=1-s2.0-S2590037424000499-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141963513","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Schistosomiasis mathematical model in a spatially heterogeneous environment","authors":"Franck Eric Thepi Nkuimeni ,&nbsp;Berge Tsanou","doi":"10.1016/j.rinam.2024.100488","DOIUrl":"10.1016/j.rinam.2024.100488","url":null,"abstract":"<div><p>Schistosomiasis is classified by WHO as a neglected tropical disease. Recent research works have shown that large-scale development projects involving massive population displacement and water irrigation, such as the construction of dams, lakes, and the development of agricultural areas, favour the proliferation of bilharzia. These observations motivate us to propose a reaction–diffusion model to assess the role of the displacements of humans, snails, cercaria, miracidia in the transmission dynamics of Schistosomiasis. The model incorporates a general non-linear contact functions and density-dependent parameters. The aim is to better understanding the role of spatial interactions on the spread of Schistosomiasis, in order to propose appropriate recommendations for the control of that silent threat. We characterize the basic reproduction number <span><math><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span> of the model. The uniform persistence theory, the maximum principle are used to conduct an in-depth analysis of both the homogeneous and heterogeneous models. Theoretical results are illustrated through numerical simulations.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100488"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S259003742400058X/pdfft?md5=e857e903b9525a96f507d65c9af41c26&pid=1-s2.0-S259003742400058X-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142011276","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Numerical approximation of Volterra integral equations with highly oscillatory kernels","authors":"Suliman Khan","doi":"10.1016/j.rinam.2024.100483","DOIUrl":"10.1016/j.rinam.2024.100483","url":null,"abstract":"<div><p>The Volterra integral equations (VIEs) with oscillatory kernels arise in several applied problems and need to be treated with a computational method have multiple characteristics. In the literature (Zaheer-ud-Din et al., 2022; Li et al., 2012), the Levin method combined with multiquadric radial basis functions (MQ-RBFs) and Chebyshev polynomials are well-known techniques for treating oscillatory integrals and integral equations with oscillatory kernels. The numerical experiments show that the Levin method with MQ-RBFs and Chebyshev polynomials produces dense and ill-conditioned matrices, specifically in the case of large data and high frequency. Therefore, the main task in this study is to combine the Levin method with compactly supported radial basis functions (CS-RBFs), which produce sparse and well-conditioned matrices, and subsequently obtain a stable, efficient, and accurate algorithm to treat VIEs. The theoretical error bounds of the method are derived and verified numerically. Although the error bounds obtained are not improved significantly, alternatively, a stable and efficient algorithm is obtained. Several numerical experiments are performed to validate the capabilities of the proposed method and compare it with counterpart methods (Zaheer-ud-Din et al., 2022; Li et al., 2012).</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100483"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000530/pdfft?md5=86d1f891aabdcd5eb5d45ac6c28ff264&pid=1-s2.0-S2590037424000530-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141961273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Smooth transition and Gibbs oscillation minimization in a 7-point subdivision scheme with shape-control parameters for high smoothness","authors":"Rabia Hameed ,&nbsp;Ghulam Mustafa ,&nbsp;Tayyabah Latif ,&nbsp;Samsul Ariffin Abdul Karim","doi":"10.1016/j.rinam.2024.100485","DOIUrl":"10.1016/j.rinam.2024.100485","url":null,"abstract":"<div><p>Computer graphics is a dynamic field that heavily relies on mathematical techniques. For instance, subdivision scheme is used to create smooth and visually appealing curves and surfaces of arbitrary topology. The primary focus of this study is to transform two 5-point binary subdivision schemes into a single 7-point binary subdivision scheme with shape control. We have merged two binary approximating schemes that were constructed using the uniform B-spline basis function and the Lagrange basis function into a new subdivision scheme. It has been demonstrated that, for fixed values of the global shape control parameters, the curves generated by the proposed 7-point binary subdivision scheme maintain <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>6</mn></mrow></msup></math></span> continuity everywhere. Furthermore, a brief discussion on the analysis of the Gibbs phenomenon in the new subdivision scheme has been presented. This is also a reminder of the challenges and intricacies involved in computer graphics and geometric modeling.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100485"},"PeriodicalIF":1.4,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000554/pdfft?md5=4803d54ddef3cb635f80256af567821a&pid=1-s2.0-S2590037424000554-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141985082","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Numerical analysis of the stochastic FitzHugh–Nagumo model driven by multiplicative noise based on the spectral Galerkin method","authors":"Rushuang Yang ,&nbsp;Huanrong Li","doi":"10.1016/j.rinam.2024.100477","DOIUrl":"10.1016/j.rinam.2024.100477","url":null,"abstract":"<div><p>The stochastic FitzHugh–Nagumo (FHN) neural information transduction model has been widely used in different fields, but there are few numerical studies on this model. In this paper, the stochastic FHN model driven by multiplicative noise is studied based on the spectral Galerkin method. The model is firstly discreted by semi-implicit Euler–Maruyama scheme in time and spectral Galerkin method in space. The error estimation and convergence order are then analyzed. Finally, the one-dimensional and two-dimensional stochastic FHN models are numerically calculated and the convergence order is verified. Moreover, this study promotes the understanding of the information transmission law of neural information transmission model under the influence of stochastic factors.</p></div>","PeriodicalId":36918,"journal":{"name":"Results in Applied Mathematics","volume":"23 ","pages":"Article 100477"},"PeriodicalIF":1.4,"publicationDate":"2024-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2590037424000475/pdfft?md5=953719a9089f7a91744ddf3bfd2f302c&pid=1-s2.0-S2590037424000475-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141736792","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}