Journal of Computational and Applied Mathematics最新文献_第7页

Doubly robust estimation for non-probability samples with heterogeneity

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-21 DOI: 10.1016/j.cam.2025.116567

Zhan Liu, Yi Sun, Yong Li, Yuanmeng Li

{"title":"Doubly robust estimation for non-probability samples with heterogeneity","authors":"Zhan Liu, Yi Sun, Yong Li, Yuanmeng Li","doi":"10.1016/j.cam.2025.116567","DOIUrl":"10.1016/j.cam.2025.116567","url":null,"abstract":"<div><div>With the development of network technology and the rise of big data, non-probability sampling has wider applications in practice. However, it brings a challenge to make inference from non-probability samples since the inclusion probabilities of non-probability samples are unknown. The propensity score approach, superpopulation model approach, doubly robust estimation are three main methods to infer the population from non-probability samples. However, the first two methods are sensitive to the misspecified models. Thus, they cannot generate desirable performances when deal with heterogeneous non-probability samples. In this paper, a doubly robust estimation method for non-probability samples with heterogeneous data is proposed. A heterogeneous superpopulation model is fitted based on a heterogeneous non-probability sample and used to construct a doubly robust estimator for the population mean. Specifically, the inverse estimated inclusion probabilities of the non-probability sample are added into the estimating equation as weights in model parameter estimation. The simulation results confirm that the proposed method outperforms the other contrastive methods in terms of bias, standard deviation and mean square error. Its application is illustrated with the Pew Research Center dataset and the Behavioral Risk Factor Surveillance System dataset, which is consistent with the simulation results.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"465 ","pages":"Article 116567"},"PeriodicalIF":2.1,"publicationDate":"2025-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143474731","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

Spatio-temporal multivariate cluster evolution analysis for detecting and tracking climate impacts

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116583

Warren L. Davis IV , Max L. Carlson , Irina K. Tezaur , Diana L. Bull , Kara J. Peterson , Laura P. Swiler

{"title":"Spatio-temporal multivariate cluster evolution analysis for detecting and tracking climate impacts","authors":"Warren L. Davis IV , Max L. Carlson , Irina K. Tezaur , Diana L. Bull , Kara J. Peterson , Laura P. Swiler","doi":"10.1016/j.cam.2025.116583","DOIUrl":"10.1016/j.cam.2025.116583","url":null,"abstract":"<div><div>Recent years have seen a growing concern about climate change and its impacts. While Earth System Models (ESMs) can be invaluable tools for studying the impacts of climate change, the complex coupling processes encoded in ESMs and the large amounts of data produced by these models, together with the high internal variability of the Earth system, can obscure important source-to-impact relationships. This paper presents a novel and efficient unsupervised data-driven approach for detecting statistically-significant impacts and tracing spatio-temporal source-impact pathways in the climate through a unique combination of ideas from anomaly detection, clustering and Natural Language Processing (NLP). Using as an exemplar the 1991 eruption of Mount Pinatubo in the Philippines, we demonstrate that the proposed approach is capable of detecting known post-eruption impacts/events. We additionally describe a methodology for extracting meaningful sequences of post-eruption impacts/events by using NLP to efficiently mine frequent multivariate cluster evolutions, which can be used to confirm or discover the chain of physical processes between a climate source and its impact(s).</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"465 ","pages":"Article 116583"},"PeriodicalIF":2.1,"publicationDate":"2025-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143479768","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

Calibration and option pricing with stochastic volatility and double exponential jumps

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116563

Gaetano Agazzotti , Jean-Philippe Aguilar , Claudio Aglieri Rinella , Justin Lars Kirkby

{"title":"Calibration and option pricing with stochastic volatility and double exponential jumps","authors":"Gaetano Agazzotti , Jean-Philippe Aguilar , Claudio Aglieri Rinella , Justin Lars Kirkby","doi":"10.1016/j.cam.2025.116563","DOIUrl":"10.1016/j.cam.2025.116563","url":null,"abstract":"<div><div>This work examines a stochastic volatility model with double-exponential jumps in the context of option pricing. The model has been considered in previous research articles, but no thorough analysis had been conducted to study its quality of calibration and pricing capabilities thus far. We provide evidence that this model outperforms challenger models possessing similar features (stochastic volatility and jumps), especially in the fit of the short term implied volatility smile, and that it is particularly tractable for the pricing of exotic options from different generations. The article utilizes Fourier pricing techniques (the PROJ method and its refinements) for different types of claims and several generations of exotics (Asian options, cliquets, barrier options, and options on realized variance), and all source codes are made publicly available to facilitate adoption and future research. The results indicate that this model is highly promising, thanks to the asymmetry of the jumps distribution allowing it to capture richer dynamics than a normal jump size distribution. The parameters all have meaningful econometrics interpretations that are important for adoption by risk-managers.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"465 ","pages":"Article 116563"},"PeriodicalIF":2.1,"publicationDate":"2025-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143465464","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

Optimal convergence analysis of the lowest-order nonconforming virtual element method for general nonlinear parabolic equations

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116576

Yanping Chen , Wanxiang Liu , Yang Wang , Huaming Yi

引用次数: 0

The role of interface boundary conditions and sampling strategies for Schwarz-based coupling of projection-based reduced order models

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116584

Christopher R. Wentland , Francesco Rizzi , Joshua L. Barnett , Irina K. Tezaur

{"title":"The role of interface boundary conditions and sampling strategies for Schwarz-based coupling of projection-based reduced order models","authors":"Christopher R. Wentland , Francesco Rizzi , Joshua L. Barnett , Irina K. Tezaur","doi":"10.1016/j.cam.2025.116584","DOIUrl":"10.1016/j.cam.2025.116584","url":null,"abstract":"<div><div>This paper presents and evaluates a framework for the coupling of subdomain-local projection-based reduced order models (PROMs) using the Schwarz alternating method following a domain decomposition (DD) of the spatial domain on which a given problem of interest is posed. In this approach, the solution on the full domain is obtained via an iterative process in which a sequence of subdomain-local problems are solved, with information propagating between subdomains through transmission boundary conditions (BCs). We explore several new directions involving the Schwarz alternating method aimed at maximizing the method’s efficiency and flexibility, and demonstrate it on three challenging two-dimensional nonlinear hyperbolic problems: the shallow water equations, Burgers’ equation, and the compressible Euler equations. We demonstrate that, for a cell-centered finite volume discretization and a non-overlapping DD, it is possible to obtain a stable and accurate coupled model utilizing Dirichlet–Dirichlet (rather than Robin–Robin or alternating Dirichlet–Neumann) transmission BCs on the subdomain boundaries. We additionally explore the impact of boundary sampling when utilizing the Schwarz alternating method to couple subdomain-local hyper-reduced PROMs. Our numerical results suggest that the proposed methodology has the potential to improve PROM accuracy by enabling the spatial localization of these models via domain decomposition, and achieve up to two orders of magnitude speedup over equivalent coupled full order model solutions and moderate speedups over analogous monolithic solutions.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"465 ","pages":"Article 116584"},"PeriodicalIF":2.1,"publicationDate":"2025-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143508325","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

Open-source platform for simulation of physical fields: Agros

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116589

Pavel Karban, David Pánek, Jan Kaska

引用次数: 0

Mapped Hermite functions and their applications to two-dimensional weakly singular Fredholm–Hammerstein integral equations

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116585

Min Wang , Zhimin Zhang

引用次数: 0

Isogeometric analysis for time-dependent Maxwell’s equations in complex media

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116566

Enyu Fan , Jichun Li , Yang Liu , Yangpeng Zhang

引用次数: 0

A locking-free conforming discontinuous Galerkin finite element method for linear elasticity problems

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116582

Fuchang Huo , Weilong Mo , Yulin Zhang

引用次数: 0

Efficient weak Galerkin finite element methods for Maxwell equations on polyhedral meshes without convexity constraints

IF 2.1 2区数学

Journal of Computational and Applied Mathematics Pub Date : 2025-02-20 DOI: 10.1016/j.cam.2025.116575

Chunmei Wang , Shangyou Zhang

{"title":"Efficient weak Galerkin finite element methods for Maxwell equations on polyhedral meshes without convexity constraints","authors":"Chunmei Wang , Shangyou Zhang","doi":"10.1016/j.cam.2025.116575","DOIUrl":"10.1016/j.cam.2025.116575","url":null,"abstract":"<div><div>This paper presents an efficient weak Galerkin (WG) finite element method with reduced stabilizers for solving the time-harmonic Maxwell equations on both convex and non-convex polyhedral meshes. By employing bubble functions as a critical analytical tool, the proposed method enhances efficiency by partially eliminating the stabilizers traditionally used in WG methods. This streamlined WG method demonstrates stability and effectiveness on convex and non-convex polyhedral meshes, representing a significant improvement over existing stabilizer-free WG methods, which are typically limited to convex elements within finite element partitions. The method achieves an optimal error estimate for the exact solution in a discrete <span><math><msup><mrow><mi>H</mi></mrow><mrow><mn>1</mn></mrow></msup></math></span> norm, and additionally, an optimal <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> error estimate is established for the WG solution. Several numerical experiments are conducted to validate the method’s efficiency and accuracy.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"465 ","pages":"Article 116575"},"PeriodicalIF":2.1,"publicationDate":"2025-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143465465","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