Journal of Computational and Applied Mathematics最新文献

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A discrete fractional order cournot duopoly game model with relative profit delegation: Stability, bifurcation, chaos, 0-1 testing and control 具有相对利润委托的离散分数阶库诺二元垄断博弈模型:稳定性、分岔、混沌、0-1 检验和控制
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-12 DOI: 10.1016/j.cam.2024.116284
Senol Kartal
{"title":"A discrete fractional order cournot duopoly game model with relative profit delegation: Stability, bifurcation, chaos, 0-1 testing and control","authors":"Senol Kartal","doi":"10.1016/j.cam.2024.116284","DOIUrl":"10.1016/j.cam.2024.116284","url":null,"abstract":"<div><div>Due to the memory effect, fractional order dynamical systems provide more realistic results compared with ordinary counterparts. In this study, we consider a Cournot-duopoly game model with relative profit delegation in the sense of Caputo fractional derivative. To describe richer dynamical behavior such as chaos in the model, a discrete dynamical system is needed. As a result of the discretization method based on the use of piecewise constant arguments, we obtain a two dimensional system of difference equations. The stability conditions of all equilibrium points of the discrete dynamical system are given comprehensively. The existence of the flip bifurcation in the system has been demonstrated theoretically. Lyapunov exponents and 0–1 test chaos imply that chaotic structures are formed as a result of this bifurcation. In addition, we present the chaos control technique such as Pyragas method to eliminate chaos in the model. All theoretical results dealing with the stability, bifurcation and chaos in the model are stimulated by numerical simulations.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142312581","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
A penalty method for approximation of the stationary Stokes–Darcy problem 近似静止斯托克斯-达西问题的惩罚法
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-12 DOI: 10.1016/j.cam.2024.116272
Wei-Wei Han, Yao-Lin Jiang
{"title":"A penalty method for approximation of the stationary Stokes–Darcy problem","authors":"Wei-Wei Han,&nbsp;Yao-Lin Jiang","doi":"10.1016/j.cam.2024.116272","DOIUrl":"10.1016/j.cam.2024.116272","url":null,"abstract":"<div><p>In this work, the penalty method is studied for the mixed Stokes–Darcy problem, motivated by the penalty method applied to Stokes equation. This work first proposes the penalty Stokes–Darcy model at the continuous level. Then we prove that the solution of the penalty model converges strongly to the original solution as <span><math><mrow><mi>O</mi><mfenced><mrow><mi>ϵ</mi></mrow></mfenced></mrow></math></span> in which the penalty parameter is <span><math><mrow><mi>ϵ</mi><mo>→</mo><mn>0</mn></mrow></math></span>. What is more, the finite element method is used to solve the penalty model and the optimal error estimates are presented. Finally, several numerical tests are carried out to verify our theoretical results.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142232962","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
Stability of open-loop Nash equilibria for n-person nonzero-sum bounded rationality generalized differential games n人非零和有界理性广义微分博弈开环纳什均衡的稳定性
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-11 DOI: 10.1016/j.cam.2024.116260
Zuopeng Hu, Yanlong Yang
{"title":"Stability of open-loop Nash equilibria for n-person nonzero-sum bounded rationality generalized differential games","authors":"Zuopeng Hu,&nbsp;Yanlong Yang","doi":"10.1016/j.cam.2024.116260","DOIUrl":"10.1016/j.cam.2024.116260","url":null,"abstract":"<div><p>The problem of determining the existence of Nash equilibria in <span><math><mi>n</mi></math></span>-person nonzero-sum generalized differential games is highly intricate and constrained by the advancement of partial differential equations theory. There is limited existing research literature on this subject. This paper presents an existence theorem for open-loop Nash equilibria employing the Fan-Glicksberg fixed point theorem. The <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential game model is formulated by introducing a bounded rationality function, and its structural stability and robustness are studied. The conclusions indicate that in the sense of Baire classification, most <span><math><mi>n</mi></math></span>-person nonzero-sum bounded rationality generalized differential games are structurally stable and robust in the set of <span><math><mi>ɛ</mi></math></span>-open-loop Nash equilibria, and we can approximate the equilibrium set obtained with full rationality generalized differential games by the <span><math><msup><mrow><mi>ɛ</mi></mrow><mrow><mi>k</mi></mrow></msup></math></span>-open-loop Nash equilibria set obtained with bounded rationality generalized differential games.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142241452","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
Alpha-robust mean–variance reinsurance and investment strategies with transaction costs 有交易成本的阿尔法稳健均值方差再保险和投资策略
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-11 DOI: 10.1016/j.cam.2024.116257
Xingchun Peng, Yankai Wang
{"title":"Alpha-robust mean–variance reinsurance and investment strategies with transaction costs","authors":"Xingchun Peng,&nbsp;Yankai Wang","doi":"10.1016/j.cam.2024.116257","DOIUrl":"10.1016/j.cam.2024.116257","url":null,"abstract":"<div><p>This paper investigates the time-consistent reinsurance and investment strategies for insurers based on the alpha-robust mean–variance criterion. We assume that transaction costs with quadratic form exist in the financial market composed of a risk-free asset and <span><math><mi>n</mi></math></span> risky assets, and the insurance and financial markets are correlated. By solving a system of extended HJB equations, the equilibrium reinsurance and investment strategy and the corresponding value function are derived in terms of the solution to a system of matrix Riccati equations. In some special cases, more explicit expressions for the equilibrium strategies and value functions are provided. Numerical examples demonstrate that the growth rate of investment slows down as the transaction costs level or the correlation coefficient increases. In addition, we find that the transaction costs level has opposite effects on the utility losses due to ignoring jumps or ambiguity.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142169452","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
A refined first-order expansion formula in Rn: Application to interpolation and finite element error estimates Rn 中的精炼一阶扩展公式:应用于插值和有限元误差估计
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-10 DOI: 10.1016/j.cam.2024.116274
Joël Chaskalovic , Franck Assous
{"title":"A refined first-order expansion formula in Rn: Application to interpolation and finite element error estimates","authors":"Joël Chaskalovic ,&nbsp;Franck Assous","doi":"10.1016/j.cam.2024.116274","DOIUrl":"10.1016/j.cam.2024.116274","url":null,"abstract":"<div><p>The aim of this paper is to derive a refined first-order expansion formula in <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span>, the goal being to get an optimal reduced remainder, compared to the one obtained by usual Taylor’s formula. For a given function, the formula we derived is obtained by introducing a linear combination of the first derivatives, computed at <span><math><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></math></span> equally spaced points. We show how this formula can be applied to two important applications: the interpolation error and the finite elements error estimates. In both cases, we illustrate under which conditions a significant improvement of the errors can be obtained, namely how the use of the refined expansion can reduce the upper bound of error estimates.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142229278","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
Positivity preserving and unconditionally stable numerical scheme for the three-dimensional modified Fisher–Kolmogorov–Petrovsky–Piskunov equation 三维修正 Fisher-Kolmogorov-Petrovsky-Piskunov 方程的正性保持和无条件稳定数值方案
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-10 DOI: 10.1016/j.cam.2024.116273
Seungyoon Kang, Soobin Kwak, Youngjin Hwang, Junseok Kim
{"title":"Positivity preserving and unconditionally stable numerical scheme for the three-dimensional modified Fisher–Kolmogorov–Petrovsky–Piskunov equation","authors":"Seungyoon Kang,&nbsp;Soobin Kwak,&nbsp;Youngjin Hwang,&nbsp;Junseok Kim","doi":"10.1016/j.cam.2024.116273","DOIUrl":"10.1016/j.cam.2024.116273","url":null,"abstract":"<div><p>This paper introduces a numerical approach for the practical solution of the modified Fisher–Kolmogorov–Petrovsky–Piskunov equation that describes population dynamics. The diffusion term and nonlinear term is based on the operator splitting method and interpolation method, respectively. The analytic proof of the discrete maximum principle and positivity preserving for the numerical algorithm is demonstrated. Numerical solution calculated using the proposed method remains stable without blowing up, which implies that the proposed method is unconditionally stable. Numerical studies show that the proposed method is second-order convergence in space and first-order convergence in time. The performance and applicability of the proposed scheme are studied through various computational tests that present the effects of model parameters and evolution dynamics.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142169447","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
A fractional derivative model of the dynamic of dengue transmission based on seasonal factors in Thailand 基于季节因素的泰国登革热传播动态分数导数模型
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-07 DOI: 10.1016/j.cam.2024.116256
Jiraporn Lamwong , Puntani Pongsumpun
{"title":"A fractional derivative model of the dynamic of dengue transmission based on seasonal factors in Thailand","authors":"Jiraporn Lamwong ,&nbsp;Puntani Pongsumpun","doi":"10.1016/j.cam.2024.116256","DOIUrl":"10.1016/j.cam.2024.116256","url":null,"abstract":"<div><p>Climate variability affects the changes in controlling diseases transferred by insects. An increase in the population, the growth of communities, and a lack of public health infrastructure bring about the return of diseases of which insects are carriers, one of the illness issues. Therefore, the disease control is significant to help reduce the burden on the government and strengthen the country's public health structure. This research proposes a novel approach to modeling dengue fever dynamics, we employ a fractional derivative model with the Atangana–Baleanu–Caputo derivative, which offers a more accurate representation of real-world disease dynamics compared to traditional integer-order models. Basic qualifications are proposed. Equilibrium points and basic reproduction numbers are analyzed. The next-generation matrix method is used to identify the transmission. Besides, parameter sensitivity analysis is performed to learn about factors affecting input parameter values' effects on the basic reproduction number. It was found that the most common parameter affecting the transmission was the biting rate of mosquitoes was 1. In addition, the existence and uniqueness of the solution are examined using the Banach fixed point theorem. The Toufik–Atangana method is used for the numerical examination of a fractional version of the proposed model. We compared different values of fractional-order α=0.965, 0.975, 0.985, 0.995 and 1 it was found that when the order of derivatives decreases, the transmission shall decrease accordingly. This research provides valuable insights for developing effective control strategies to reduce the burden of dengue fever and strengthen public health systems.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142229280","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
Revisiting the region determined by Spearman’s ρ and Spearman’s footrule ϕ 重新审视斯皮尔曼 ρ 和斯皮尔曼脚规 ϕ 所确定的区域
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-07 DOI: 10.1016/j.cam.2024.116259
Marco Tschimpke , Manuela Schreyer , Wolfgang Trutschnig
{"title":"Revisiting the region determined by Spearman’s ρ and Spearman’s footrule ϕ","authors":"Marco Tschimpke ,&nbsp;Manuela Schreyer ,&nbsp;Wolfgang Trutschnig","doi":"10.1016/j.cam.2024.116259","DOIUrl":"10.1016/j.cam.2024.116259","url":null,"abstract":"<div><p>Kokol and Stopar (2023) recently studied the exact region <span><math><msub><mrow><mi>Ω</mi></mrow><mrow><mi>ϕ</mi><mo>,</mo><mi>ρ</mi></mrow></msub></math></span> determined by Spearman’s footrule <span><math><mi>ϕ</mi></math></span> and Spearman’s <span><math><mi>ρ</mi></math></span> and derived a sharp lower, as well as a non-sharp upper bound for <span><math><mi>ρ</mi></math></span> given <span><math><mi>ϕ</mi></math></span>. Considering that the proofs for establishing these inequalities are novel and interesting, but technically quite involved we here provide alternative simpler proofs mainly building upon shuffles, symmetry, denseness and mass shifting. As a by-product of these proofs we derive several additional results on shuffle rearrangements and the interplay between diagonal copulas and shuffles which are of independent interest. Moreover we finally show that we can get closer to the (non-sharp) upper bound than established in the literature so far.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377042724005089/pdfft?md5=496684547289907e38a430b957fc4235&pid=1-s2.0-S0377042724005089-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142173520","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Peano–Sard theorem for fractional operators with Mittag-Leffler kernel and application in classical numerical approximation 带 Mittag-Leffler 核的分数算子的 Peano-Sard 定理及其在经典数值逼近中的应用
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-07 DOI: 10.1016/j.cam.2024.116262
Marc Jornet , Juan J. Nieto
{"title":"The Peano–Sard theorem for fractional operators with Mittag-Leffler kernel and application in classical numerical approximation","authors":"Marc Jornet ,&nbsp;Juan J. Nieto","doi":"10.1016/j.cam.2024.116262","DOIUrl":"10.1016/j.cam.2024.116262","url":null,"abstract":"<div><p>We investigate fractional Peano kernels for continuous linear functionals, in the context of differintegral operators with Mittag-Leffler kernel. New bounds for polynomial interpolation are obtained and numerical computations are shown, indicating improvements.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S0377042724005119/pdfft?md5=204ed60ace50df433c69cce3e2231c08&pid=1-s2.0-S0377042724005119-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142161737","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Pricing exchange options under hybrid stochastic volatility and interest rate models 混合随机波动率和利率模型下的外汇期权定价
IF 2.1 2区 数学
Journal of Computational and Applied Mathematics Pub Date : 2024-09-07 DOI: 10.1016/j.cam.2024.116261
Ke Zhou
{"title":"Pricing exchange options under hybrid stochastic volatility and interest rate models","authors":"Ke Zhou","doi":"10.1016/j.cam.2024.116261","DOIUrl":"10.1016/j.cam.2024.116261","url":null,"abstract":"<div><p>This paper investigates the pricing of exchange options under hybrid models integrating stochastic volatility and stochastic interest rates. It aims to achieve two primary objectives. First, we derive a closed-form pricing formula for exchange options under a two-factor Heston–Hull–White hybrid model, which accounts for long-term volatility and exhibits relatively broad correlations among the dynamics of asset prices, volatilities, and interest rates. Second, we explore the Heston model’s integration with a generalized single-factor stochastic interest rate model, illustrating that the price is not dependent on the specific form of the interest rate process. A closed-form pricing formula for exchange options under this framework is also derived. Our numerical experiments support the proposed formulas and elucidate the effects of various parameters on option prices.</p></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":2.1,"publicationDate":"2024-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142169453","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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