{"title":"Stability for a stochastic fractional differential variational inequality with Lévy jump","authors":"Yue Zeng, Yao-jia Zhang, Nan-jing Huang","doi":"10.1016/j.cnsns.2024.108533","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108533","url":null,"abstract":"The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with Lévy jump (SFDVI with Lévy jump) under some mild conditions. We verify that Mosco convergence of the perturbed set implies point convergence of the projection onto the Hilbert space consisting of special stochastic processes whose range is the perturbed set. Moreover, by using the projection method and some inequality techniques, we establish a strong convergence result for the solution of SFDVI with Lévy jump when the mappings and constraint set are both perturbed. Finally, we apply the stability results to the spatial price equilibrium problem and the multi-agent optimization problem in stochastic environments.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"114 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849247","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}
{"title":"Dynamics of a diffusive model in the anaerobic digestion process","authors":"Lin Wang, Linlin Bu, Jianhua Wu","doi":"10.1016/j.cnsns.2024.108523","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108523","url":null,"abstract":"The joined effects of syntrophic relationship and substrate inhibition are considered in a diffusive model of the anaerobic digestion process. We first establish the existence and structure of coexistence solutions for the system in different growth rate parameter ranges. Numerical results suggest that the coexistence solutions of the system undergo double bifurcation in the suitable range of growth rate coefficients. The time evolution of solutions simulated in a high-dimensional space further demonstrates the multiplicity, as well as the magnitude and the spatial distribution of solutions for the system, offering valuable insights for future theoretical analysis. The effect of substrate inhibition on species coexistence is analyzed, and the result reveals that species cannot coexist when the substrate inhibition is sufficiently large. Finally, the dynamic behavior of the system is investigated from both theoretical and numerical perspectives, including the global attractivity of semi-trivial steady-state solutions and the uniform persistence of the system.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"23 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849252","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}
Jiaxing Wang, Wei Zhao, Xiaoping Wang, Yangyang Chen, Xueyan Li
{"title":"A novel active learning method based on the anisotropic kernel density estimation for global metamodeling in support of engineering design","authors":"Jiaxing Wang, Wei Zhao, Xiaoping Wang, Yangyang Chen, Xueyan Li","doi":"10.1016/j.cnsns.2024.108530","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108530","url":null,"abstract":"In modern engineering practice, there is a steady increase in the need for multi-dimensional global approximations of complex black-box functions involved in today's engineering design problems. Metamodels have been proved to be effective alternatives for analyzing and predicting highly complex original models at a lower computational cost. The Kriging model is valued for its ability to predict the uncertainty of unknown points, which makes it widely used in the active learning methods for global approximation. However, these methods do not extend well to other metamodeling methods. This paper proposes an anisotropic kernel density estimation-based global fit (AKDGF) criterion for the active learning of metamodel. The AKDGF consists of two terms: global exploration dependent on the anisotropic kernel density (AKD) estimation and local development for larger nonlinear regions, which can be combined with various metamodeling methods. The initial sample set should be uniformly distributed in the design space as evenly as possible. Therefore, the uniform design approach is utilized to select the initial sample set for building the metamodel, and the AKDGF selects samples with high expected improvements to the metamodel to update the DOE sequentially. Five numerical examples and three engineering examples are presented to illustrate the proposed method and prove its good performance.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"14 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849251","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}
{"title":"An efficient spectral method for two-dimensional Fredholm integro-differential equations in complex geometries","authors":"Hanwen Wang, Guoqing Yao, Zicheng Wang","doi":"10.1016/j.cnsns.2024.108526","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108526","url":null,"abstract":"Classical spectral methods are confined to numerically solving Fredholm integro-differential equations in regular domains, such as rectangles and discs. This paper aims to numerically address two-dimensional Fredholm integro-differential equations in complex geometries by combining spectral methods with mapping techniques. Initially, we transform the computational domain into a rectangular one via coordinate mapping. Subsequently, classical spectral methods are applied within this rectangular domain for numerical simulations. Our analysis primarily discusses the existence, uniqueness and convergence of numerical solutions. Numerical results demonstrate that the proposed method achieves high-order accuracy.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"262 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849253","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}
{"title":"Stability and chemical modeling of quantifying disparities in atmospheric analysis with sustainable fractal fractional approach","authors":"Muhammad Farman, Changjin Xu, Perwasha Abbas, Aceng Sambas, Faisal Sultan, Kottakkaran Sooppy Nisar","doi":"10.1016/j.cnsns.2024.108525","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108525","url":null,"abstract":"Fractional-order derivative-based modeling is crucial for describing real-world forecasting problems and analyzing proposed models. It provides an advanced framework for examining intricate variations in various systems, enhancing understanding and analysis. We present a new fractional order nonlinear model for dynamics and forecasting of nitrogen oxides <mml:math altimg=\"si1.svg\" display=\"inline\"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mrow><mml:mtext>NO</mml:mtext></mml:mrow><mml:mrow><mml:mi>x</mml:mi></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math> and ozone <mml:math altimg=\"si2.svg\" display=\"inline\"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mrow><mml:mtext>O</mml:mtext></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math> in the atmosphere, crucial for air quality regulation and smog formation. The study compares invariant regions and solution pathways within complex reaction mechanisms impacting the ozone layer. The study uses Banach’s contraction theorem, Schauder’s fixed-point theorem, and fixed-point theory to study a proposed model. Fundamental equations are studied, and local sensitivity analysis is performed using MATLAB’s Sim-Biology toolbox. The model is stabilized using the linear feedback regulate method, considering a fractional-order system with a managed design. Moment quintile regression is used to validate coefficient parameters for forecasting and modeling. Theoretical predictions are validated using the two-step Newton Polynomial Method, and numerical results show high agreement between theoretical analysis and numerical results. The research introduces a new method for quantifying invariant curve disparities using advanced Model Reduction Techniques (MRTs), focusing on the proximity between model predictions and actual data points. The method identifies achievable invariant regions and influential parameters for <mml:math altimg=\"si3.svg\" display=\"inline\"><mml:mrow><mml:mtext>NO</mml:mtext><mml:mi>x</mml:mi></mml:mrow></mml:math> and <mml:math altimg=\"si4.svg\" display=\"inline\"><mml:msub><mml:mrow><mml:mtext>O</mml:mtext></mml:mrow><mml:mrow><mml:mn>3</mml:mn></mml:mrow></mml:msub></mml:math> under environmental stressors. Results validate theoretical and experimental findings by employing local as well as non-singular kernels at various fractional order values and fractal dimensions to show the strong memory effect.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"53 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849255","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}
{"title":"Balanced implicit two-step Maruyama methods for stochastic differential equations","authors":"Quanwei Ren, Jiayi Liu, Yanyan He","doi":"10.1016/j.cnsns.2024.108512","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108512","url":null,"abstract":"This paper introduces balanced implicit two-step Maruyama methods for solving Itô stochastic differential equations. Such methods, compared to those corresponding standard linear two-step Maruyama methods, have better mean-square properties, which is confirmed by a comparison of the stability regions for some particular two-step Maruyama methods. Moreover, the convergence order is investigated which proves the convergence of the presented methods with the order <mml:math altimg=\"si298.svg\" display=\"inline\"><mml:mfrac><mml:mrow><mml:mn>1</mml:mn></mml:mrow><mml:mrow><mml:mn>2</mml:mn></mml:mrow></mml:mfrac></mml:math> in the mean-square sense. Numerical results are reported to show the convergence properties and the stability properties of the balanced implicit two-step Maruyama methods. The stability analysis and numerical results show that the proposed methods are very promising methods for stiff stochastic differential equations.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"146 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849491","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}
{"title":"Default clearing and ex-ante contagion in financial systems with a two-layer network structure","authors":"Yi Ding, Chun Yan, Wei Liu, Man Qi, Jiahui Liu","doi":"10.1016/j.cnsns.2024.108515","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108515","url":null,"abstract":"Systemic risks do not arise only as a result of a crisis event, and it is important to understand the ex-ante risk contagion mechanisms. There has been no research on ex-ante contagion valuation and contagion modeling of multilayer networks. This study proposes the ex-ante-contagion mechanism of a two-layer network financial system with interbank lending connections and cross-holding connections, constructs a general valuation model of the financial system based on the Eisenberg and Noe clearing framework, and develops a model of ex-ante risk contagion and valuation functions. Stress tests further verify that bankruptcy is not a necessary condition for loss generation. By simulating different shock scenarios, we obtain the systemic risk and systemically important banks in China. Our models and analyses provide new research perspectives for studying risk contagion mechanisms in financial networks and offer empirical corroboration for regulators and policy makers.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"93 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849489","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}
{"title":"Precise large deviations for sub-exponential multivariate sums in t-copula-dependent renewal risk models","authors":"Ebenezer Fiifi Emire Atta Mills, Siegfried Kafui Anyomi","doi":"10.1016/j.cnsns.2024.108514","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108514","url":null,"abstract":"A significant limitation of conventional risk theory models in insurance is the explicit assumption that different lines of insurance business operations are uncorrelated. This paper addresses this limitation by introducing a novel multivariate size-dependent renewal risk model. The authors adopt a t-copula-based approach to model dependence structures between different types of claims, allowing for a more flexible class of sub-exponential distributions. Furthermore, the model incorporates economic indicators, policyholder behavior, and external events, providing a comprehensive risk assessment. The findings include precise large deviation results for aggregate claims, highlighting the significant impact of complex dependencies on risk measures. Additionally, the authors develop a lemma and provide detailed proof, which is crucial for establishing the theoretical foundation of the results. The insights drawn from numerical simulations innovate the understanding of tail behavior in insurance risk models, with important implications for risk management and premium setting.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"10 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849496","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}
{"title":"On rapid vibration suppression by nonlinear energy sink during first half cycle of oscillation","authors":"Mohammad A. AL-Shudeifat, Rafath Abdul Nasar","doi":"10.1016/j.cnsns.2024.108534","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108534","url":null,"abstract":"Linear and nonlinear vibration absorbers are employed to achieve rapid and effective suppression of the induced vibration into structural dynamical systems to protect their structural integrity and to avoid human and economic losses. The majority of considered high performance vibration absorbers in the literature are still not capable to achieve complete vibration suppression during the first cycle of oscillation. However, the present study provides a new dynamical configuration of a nonlinear vibration absorber that acts as nonlinear energy sink (NES). The proposed configuration has achieved an immediate and complete supersession to the induced vibration into the linear oscillator (LO) during the first half-cycle of oscillation. This NES configuration is based on synergetic mechanism between different kinds of nonlinearities. It incorporates a synergy between the bistable NES, non-smooth vibro-impact NES and the rotational NES nonlinearities. Accordingly, it is named as vibro-impact inverted pendulum (VIIP) NES. It consists of a coupled inverted pendulum with the LO by torsional stiffness element and vibro-impact dynamics. By incorporating these three kinds of NESs nonlinearities in the proposed synergetic VIIP NES, the induced impulsive vibration is found to be completely suppressed during the first half-cycle of oscillation.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"20 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849495","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}
{"title":"Synchronization of fractional complex networks with unbounded coupling delays via adaptive control","authors":"Xinge Liu, Qingsong Feng, Saeed Ullah, Shuailei Zhang","doi":"10.1016/j.cnsns.2024.108518","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108518","url":null,"abstract":"In this paper, a novel type of fractional complex networks with unbounded coupling delays (FCNUCD) is investigated. The adaptive feedback control strategy is proposed to achieve the leader-following synchronization of the FCNUCD. The leaderless synchronization of the FCNUCD is also achieved by employing the edge-based adaptive control strategy. Furthermore, a new mixed adjustment rule is proposed in the design of the adaptive control strategy. Two numerical examples are provided to illustrate the effectiveness of the adaptive control strategies.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"23 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849494","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}