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Fuzzy robust regression based on exponential-type kernel functions 基于指数型核函数的模糊稳健回归
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-10-01 DOI: 10.1016/j.cam.2024.116295
Lingtao Kong, Chenwei Song
{"title":"Fuzzy robust regression based on exponential-type kernel functions","authors":"Lingtao Kong,&nbsp;Chenwei Song","doi":"10.1016/j.cam.2024.116295","DOIUrl":"10.1016/j.cam.2024.116295","url":null,"abstract":"<div><div>The least squares method is a frequently used technique in fuzzy regression analysis. However, it is highly sensitive to outliers in the dataset. To address this challenge, we propose a novel robust fuzzy regression model based on exponential-type kernel functions. This approach effectively mitigates the influence of poorly fitted observations on the predicted results by reducing their weights. Furthermore, we use the <span><math><mrow><mi>g</mi><mi>h</mi></mrow></math></span>-transformation to guarantee the nonnegativity of the spreads of the predicted response variable. In order to evaluate the performance of our method, a simulation study and three real data sets were considered. The experimental results demonstrate that the proposed method outperforms several popular robust methods in almost all cases. Furthermore, a sensitivity analysis of the estimated parameters provides further evidence of the superior efficiency of the proposed method.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116295"},"PeriodicalIF":2.1,"publicationDate":"2024-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142426740","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
Control point modifications that preserve the Pythagorean–hodograph nature of planar quintic curves 保持平面五次曲线勾股定理性质的控制点修正
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-10-01 DOI: 10.1016/j.cam.2024.116301
Francesca Pelosi , Maria Lucia Sampoli , Rida T. Farouki
{"title":"Control point modifications that preserve the Pythagorean–hodograph nature of planar quintic curves","authors":"Francesca Pelosi ,&nbsp;Maria Lucia Sampoli ,&nbsp;Rida T. Farouki","doi":"10.1016/j.cam.2024.116301","DOIUrl":"10.1016/j.cam.2024.116301","url":null,"abstract":"<div><div>Although planar Pythagorean–hodograph (PH) curves are compatible with the standard Bernstein–Bézier representations, freely modifying the control points will compromise their PH nature. The present study focuses on identifying control point displacements that ensure a given planar PH curve remains a PH curve. In particular, for planar quintic PH curves <span><math><mrow><mi>r</mi><mrow><mo>(</mo><mi>t</mi><mo>)</mo></mrow></mrow></math></span>, <span><math><mrow><mi>t</mi><mo>∈</mo><mrow><mo>[</mo><mspace></mspace><mn>0</mn><mo>,</mo><mn>1</mn><mspace></mspace><mo>]</mo></mrow></mrow></math></span> it is shown that finitely-many simultaneous displacements of two control points yield modified quintic PH curves, identified as the solutions of quadratic and cubic equations. As a more practical approach, modification of PH quintics in canonical form with <span><math><mrow><mi>r</mi><mrow><mo>(</mo><mn>0</mn><mo>)</mo></mrow><mo>=</mo><mn>0</mn></mrow></math></span> and <span><math><mrow><mi>r</mi><mrow><mo>(</mo><mn>1</mn><mo>)</mo></mrow><mo>=</mo><mn>1</mn></mrow></math></span> by the displacement of a single interior control point is considered, with the remaining interior control points being used to minimize a measure of deviation from the original PH quintic. As illustrated by several examples, this approach provides an efficient and intuitive means of effecting reasonable shape modifications within the space of planar quintic PH curves.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116301"},"PeriodicalIF":2.1,"publicationDate":"2024-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142426741","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 role of health in consumption and portfolio decision-making: Insights from state-dependent models 健康在消费和投资组合决策中的作用:国家依赖模型的启示
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-30 DOI: 10.1016/j.cam.2024.116290
An Chen , Thai Nguyen , Linyi Qian , Zhixin Yang
{"title":"The role of health in consumption and portfolio decision-making: Insights from state-dependent models","authors":"An Chen ,&nbsp;Thai Nguyen ,&nbsp;Linyi Qian ,&nbsp;Zhixin Yang","doi":"10.1016/j.cam.2024.116290","DOIUrl":"10.1016/j.cam.2024.116290","url":null,"abstract":"<div><div>In this paper, we study an optimal consumption and asset allocation problem accounting for the fact that individuals’ utility differs across various health states. Our study is based on the assumption that an individual’s health status evolves through a semi-Markov process, where the transition probabilities are contingent on both the present state and the duration spent in that state. The optimal form of stock investment and of consumption is determined analytically. The optimal consumption level is significantly shaped by the integration of health-related factors and can be represented as the inverse of the marginal utility function with respect to time and state price density. Additionally, we introduce a Lagrangian multiplier that can be derived by solving a fixed point problem. While our optimal solutions are applicable to a wide range of utility functions, we provide numerical illustrations specifically using the power utility function in a model encompassing three distinct health states. Transition probabilities are estimated from real data collected by the China Insurance Regulatory Commission (CIRC), using a high-order polynomial Perks formula. We find that the investor’s consumption is higher when health is good, but lower when care is needed.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116290"},"PeriodicalIF":2.1,"publicationDate":"2024-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142433436","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
Logarithmic method of moments estimators for the Fréchet distribution 弗雷谢特分布的对数矩估计法
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-28 DOI: 10.1016/j.cam.2024.116293
Victor Nawa , Saralees Nadarajah
{"title":"Logarithmic method of moments estimators for the Fréchet distribution","authors":"Victor Nawa ,&nbsp;Saralees Nadarajah","doi":"10.1016/j.cam.2024.116293","DOIUrl":"10.1016/j.cam.2024.116293","url":null,"abstract":"<div><div>New estimators for the Fréchet distribution based on the method of logarithmic moments are proposed. These are the first estimators for the Fréchet distribution taking closed forms and applicable for all parameter values. Large sample properties of the proposed estimators are derived. The proposed estimators are compared to the maximum likelihood estimators by simulation.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116293"},"PeriodicalIF":2.1,"publicationDate":"2024-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142358925","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
Optical solitons, dynamics of bifurcation, and chaos in the generalized integrable (2+1)-dimensional nonlinear conformable Schrödinger equations using a new Kudryashov technique 利用新的库德里亚索夫技术研究广义可积分 (2+1)- 维非线性共形薛定谔方程中的光学孤子、分岔动力学和混沌
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-28 DOI: 10.1016/j.cam.2024.116298
Muhammad Amin S. Murad , Faraj M. Omar
{"title":"Optical solitons, dynamics of bifurcation, and chaos in the generalized integrable (2+1)-dimensional nonlinear conformable Schrödinger equations using a new Kudryashov technique","authors":"Muhammad Amin S. Murad ,&nbsp;Faraj M. Omar","doi":"10.1016/j.cam.2024.116298","DOIUrl":"10.1016/j.cam.2024.116298","url":null,"abstract":"<div><div>In the present paper, the new Kudryashov approach is utilized to construct several novel optical soliton solutions for the generalized integrable (2 + 1)-dimensional nonlinear Schrödinger system with conformable derivative. Additionally, the dynamics of bifurcation behavior and chaos analysis in this system are investigated. We applied bifurcation and chaos theories to enhance our understanding of the planar dynamical system derived from the current model while we obtained and illustrated the chaotic solutions for the perturbed dynamical system using graphs. The study yields a class of new optical soliton solutions, including bell-shaped, wave, dark, dark-bright, dark, multi-dark, and singular soliton solutions. Three-dimensional, two-dimensional, and contour plots are presented to visually demonstrate the physical implications and dynamic characteristics of the current conformable equation system. Further, an analysis is discussed on how the conformable derivative parameter and the parameter of time impact the present optical solutions, demonstrating the system’s importance. It is believed that the solutions analyzed in this study are entirely new and have not been previously reported. These discoveries have the potential to significantly enhance our understanding of nonlinear physical phenomena, especially in nonlinear optics and traffic signaling effects with optical dromion transmission.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116298"},"PeriodicalIF":2.1,"publicationDate":"2024-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142426739","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
Some bivariate Schur-constant distributions and application to life insurance 一些二元舒尔常数分布及在人寿保险中的应用
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-28 DOI: 10.1016/j.cam.2024.116296
Altan Tuncel, Tugba Aktas Aslan
{"title":"Some bivariate Schur-constant distributions and application to life insurance","authors":"Altan Tuncel,&nbsp;Tugba Aktas Aslan","doi":"10.1016/j.cam.2024.116296","DOIUrl":"10.1016/j.cam.2024.116296","url":null,"abstract":"<div><div>Schur-constant models play a particular role when modelling time in fields such as actuarial science, insurance, reliability and survival models. These models describe random lifetimes with a certain dependence. In this study, a relation between proportional hazard rate distributions and Schur-constant models is established. Bivariate Schur-constant models, whose marginals are proportional hazard rate distributed, are introduced. Then, the dependency analysis in life insurances is performed through Schur-constant and copula models. It is revealed that there are differences in pricing when individuals' future lifetimes are dependent.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116296"},"PeriodicalIF":2.1,"publicationDate":"2024-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142426761","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
Third order two-step Runge–Kutta–Chebyshev methods 三阶两步 Runge-Kutta-Chebyshev 方法
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-26 DOI: 10.1016/j.cam.2024.116291
Andrew Moisa
{"title":"Third order two-step Runge–Kutta–Chebyshev methods","authors":"Andrew Moisa","doi":"10.1016/j.cam.2024.116291","DOIUrl":"10.1016/j.cam.2024.116291","url":null,"abstract":"<div><div>The well-known high order stabilized codes (such as DUMKA and ROCK) have several drawbacks: numerically obtained stability polynomials (which do not have a closed analytic form), poor internal stability and convergence. RKC-type methods have much better computational properties. However, these types of methods currently have a second order maximum. In this paper, a family of third order stabilized methods with an explicit analytical solution of stability polynomials is presented. This was made possible by usage of two-step Runge–Kutta methods. A new code TSRKC3 is proposed, illustrated by several examples, and compared to existing programs.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116291"},"PeriodicalIF":2.1,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142326350","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
Rational C1 cubic Powell–Sabin B-splines with application to representation of ruled surfaces 有理 C1 立方 Powell-Sabin B 样条曲线在规则曲面表示中的应用
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-26 DOI: 10.1016/j.cam.2024.116292
Jan Grošelj, Ada Šadl Praprotnik
{"title":"Rational C1 cubic Powell–Sabin B-splines with application to representation of ruled surfaces","authors":"Jan Grošelj,&nbsp;Ada Šadl Praprotnik","doi":"10.1016/j.cam.2024.116292","DOIUrl":"10.1016/j.cam.2024.116292","url":null,"abstract":"<div><div>This paper defines rational <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> cubic Powell–Sabin splines and analyses their basic properties. A rational B-spline basis is established and an algorithm for determining the corresponding control points and weights by using the blossoming operator is presented. The capability of the introduced splines to represent rational cubic triangular Bézier patches and quadratic NURPS is discussed and explicit conversion formulas are provided. Moreover, the application of the rational <span><math><msup><mrow><mi>C</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> cubic Powell–Sabin splines to representation of ruled surfaces is studied, showing that the cubic splines can give smoother parametrizations than the NURPS.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116292"},"PeriodicalIF":2.1,"publicationDate":"2024-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441274","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
Finite-frequency model order reduction of linear and bilinear systems via low-rank approximation 通过低阶近似降低线性和双线性系统的有限频率模型阶次
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-24 DOI: 10.1016/j.cam.2024.116287
Qiu-Yan Song, Umair Zulfiqar, Xin Du
{"title":"Finite-frequency model order reduction of linear and bilinear systems via low-rank approximation","authors":"Qiu-Yan Song,&nbsp;Umair Zulfiqar,&nbsp;Xin Du","doi":"10.1016/j.cam.2024.116287","DOIUrl":"10.1016/j.cam.2024.116287","url":null,"abstract":"<div><div>In this paper, we first investigate the finite-frequency model order reduction for linear systems based on low-rank Gramian approximations. An efficient algorithm for computing low-rank approximations of the finite-frequency and frequency-dependent Gramians based on Laguerre functions is proposed. The approach constructs the low-rank decomposition factors of the finite-frequency Gramians or frequency-dependent Gramians through a recursive formula of Laguerre functions expansion coefficient vectors and then combines the low-rank square root method and frequency-dependent balanced truncation method to obtain the reduced-order models. In this process, it avoids dealing with the matrix-valued functions and solving the related (generalized) Lyapunov matrix equations directly, making them computationally efficient. Furthermore, the above method is successfully extended to bilinear systems, and a corresponding efficient computation method for low-rank approximations of the finite-frequency Gramians of bilinear systems is derived. Finally, some numerical simulations are provided to illustrate the effectiveness of our proposed algorithms.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116287"},"PeriodicalIF":2.1,"publicationDate":"2024-09-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142441067","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
Global error bound estimates algorithm for an R0-type generalized LCP over polyhedral cone and its applications 多面体锥体上 R0 型广义 LCP 的全局误差边界估计算法及其应用
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-21 DOI: 10.1016/j.cam.2024.116288
Hongchun Sun , Yiju Wang , Jiakang Du
{"title":"Global error bound estimates algorithm for an R0-type generalized LCP over polyhedral cone and its applications","authors":"Hongchun Sun ,&nbsp;Yiju Wang ,&nbsp;Jiakang Du","doi":"10.1016/j.cam.2024.116288","DOIUrl":"10.1016/j.cam.2024.116288","url":null,"abstract":"<div><div>For the generalized linear complementarity problem over a polyhedral cone (GLCP), by making a characterization of <span><math><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span>-matrix, we derive a necessary and sufficient condition for the boundedness of the level set of the natural residual function of the GLCP, and based on this, we establish a global error bound for the <span><math><mrow><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub><mo>−</mo></mrow></math></span>type GLCP. Compared with the existing results, the requirements imposed on the GLCP such as the non-degenerateness of the solution and the full-column rank of the underlying matrix are removed. As an application of the obtained results, we show the global linear convergence of the matrix splitting algorithm for the GLCP. Some numerical experiments are provided to show the validity of the obtained results.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"457 ","pages":"Article 116288"},"PeriodicalIF":2.1,"publicationDate":"2024-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142358459","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
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