Communications in Nonlinear Science and Numerical Simulation最新文献

{"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}

{"title":"Nonlinear vibration analysis of a double-cable beam structure with nonlinear energy sinks","authors":"Houjun Kang, Yifei Wang, Yueyu Zhao","doi":"10.1016/j.cnsns.2024.108529","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108529","url":null,"abstract":"Nonlinear energy sinks (NESs) have received widespread attention due to their broadband vibration absorption ability. This study investigates the vibration suppression of a double-cable beam structure by NES. Firstly, a mechanical model of the double cable-beam-NES structure was established, and the Hamilton principle was used to derive the motion partial differential equation of the double cable-beam-NES structure. The incremental harmonic balance method (IHBM) was employed to analyze the nonlinear dynamic characteristics of the coupled model subjected to external load excitation, and the impact of NES on reducing vibrations in the composite structure was investigated. In addition, the effect of cables' interaction on the response amplitudes of both the cables and the beam was investigated. The results show that in the absence of NES attachment to cable 2, the NES attached to cable 1 does not effectively suppress the response amplitude of cable 2. Compared with the single cable-beam-NES composite structure, the interaction between the cables significantly inhibits the response amplitude of the cable.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"53 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849501","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":"Adaptive fuzzy command filtered control for asymmetric dynamic constrained nonlinear systems","authors":"Fan Yang, Meng Li, Yong Chen, Zhangyong Chen","doi":"10.1016/j.cnsns.2024.108513","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108513","url":null,"abstract":"In this paper, the issue of tracking control for nonlinear systems under external disturbances and asymmetric states-time-related full-state constraints imposed dynamically is studied. An adaptive fuzzy command filtered control method is developed. Firstly, the nonlinear nonstrict feedback system subjected to unknown disturbances and dynamic full-state constraints is modeled. Then, a fuzzy state observer is framed in order to estimate the unmeasured states accurately. Thirdly, a log-type nonlinear mapping barrier function is presented to map the original system under dynamic constraints to a new affine system without constraints. Furthermore, a command filter based and fuzzy observer based adaptive fuzzy tracking control scheme is designed to guarantee the boundedness of all signals in the closed-loop system. Eventually, two numerical simulations illustrate the effectiveness of the algorithm.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"65 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142809071","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":"Nonlinear vortex-induced vibration analysis of a fiber-reinforced composite pipes transporting liquid-gas two-phase flow","authors":"Yu-Xiang Wang, Ye Tang, Tian-Zhi Yang","doi":"10.1016/j.cnsns.2024.108516","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108516","url":null,"abstract":"Nowadays, pipelines are often used in marine engineering to effectively transport oil and natural gas due to their good continuity and high efficiency. However, the unwanted dynamics of the pipelines caused by the interaction between the external environment and internal fluid pipelines may affect their normal operation and service life. In the paper, we present a fiber-reinforced composite pipeline transporting liquid-gas two-phase flow to reduce harmful vibrations and investigate the present system's nonlinear vortex-induced vibration (VIV). Using Hamilton's principle, one can attain the dynamic equations governing the VIV in a fiber-reinforced pipeline that transports a two-phase petroleum and natural gas flow. The Galerkin technique is applied to discrete the governing equations from partial differential equations into a set of ordinary differential equations, and the numerical solutions are received using the Runge-Kutta methodology. Moreover, the exactitude of the theoretical model is verified by comparing it with published experimental and finite element results. Numerical results reveal the influence of internal and external velocities on the post-buckling behavior of the pipe. Moreover, the natural frequencies and maximum response displacements are discovered to be related to the parameters of two-phase flow such as slip ratio and liquid-phase volume coefficient. Besides, research has found that the axial tension significantly impacts on the VIV response of pipes in the supercritical regime, which means the maximum response displacement of the pipeline can be controlled by changing the tension amplitude.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"93 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142849497","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":"Some time-inhomogeneous diffusion models for population growth in random environments","authors":"Virginia Giorno, Amelia G. Nobile","doi":"10.1016/j.cnsns.2024.108502","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108502","url":null,"abstract":"Deterministic growth laws, expressed by first order differential equations with time-depending intrinsic growth intensity function, are initially introduced. Such equations are then parameterized in a way to allow random fluctuations of the intrinsic growth intensity function. This procedure leads to time-inhomogeneous diffusion processes for which a detailed study of transition probability density functions and of the first-passage time densities through arbitrarily fixed threshold values is performed. Some statistically significant quantities, such as the mean and the variance of the time necessary for the process to attain an assigned state, are obtained in closed form. The behaviors of several diffusion processes, suitable to describe the growth of populations, are finally analyzed and compared. Various numerical computations are performed in the presence of periodic intrinsic intensity function.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"139 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142809070","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":"Perturbed evolutionary differential hemivariational inequalities involving time-dependent maximal monotone operators","authors":"Lu Liang, Zhenhai Liu, Valeri Obukhovskii, Garik Petrosyan","doi":"10.1016/j.cnsns.2024.108504","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108504","url":null,"abstract":"The goal of this paper is to study an abstract system of nonlinear differential hemivariational inequality, which consists of nonlinear differential inclusions and evolutionary hemivariational inequalities with doubly nonlinear function. The differential inclusion is also driver by time dependent maximal monotone operators with nonlinear perturbations. Firstly, the discrete iterative problems are constructed and its existence results are proved by employing the surjectivity theorem and the resolvent of monotone operators. Then a priori estimates and the convergence of approximate sequences are given. Finally, we show the existence of absolutely continuous solutions to the original problem mainly by time-discretization method and monotone operators theory. Also, an application to system of partial differential equations can be formulated by differential hemivariational inequality is given.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"9 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142809072","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":"Unconditionally stable algorithm with unique solvability for image inpainting using a penalized Allen–Cahn equation","authors":"Sheng Su, Junxiang Yang","doi":"10.1016/j.cnsns.2024.108503","DOIUrl":"https://doi.org/10.1016/j.cnsns.2024.108503","url":null,"abstract":"Image inpainting is a technique that utilizes information from surrounding areas to restore damaged or missing parts. To achieve binary image inpainting with mathematical tools and numerical techniques, an effective mathematical model and an efficient, stable numerical solver are essential. This work aims to propose a practical and unconditionally stable numerical algorithm for image inpainting. A penalized Allen–Cahn equation is derived from a free energy using a variational approach. The proposed mathematical model achieves inpainting by eliminating the damaged region with the constraint of surrounding image values. The operator splitting strategy is used to split the original model into two subproblems. The first one is the classical Allen–Cahn equation, and the second one is a penalization equation. For the Allen–Cahn equation, a linear and strong stability-preserving factorization scheme is adopted to calculate the intermediate solution. Then, the final solution is explicitly updated from a simple correction step. The governing equation is discretized in space using the finite difference method. We analytically prove that the proposed algorithm is unconditionally stable and uniquely solvable. In the numerical simulations, we first verify the efficiency and stability via several simple benchmarks. The capability of binary image inpainting is validated by comparing the present and previous results. By slightly adjusting the governing equation, the proposed method can work well in achieving image inpainting of various gray-valued images. Finally, the proposed method is extended into three-dimensional space to show its effectiveness in restoring damaged 3D objects. The main scientific contributions are: (i) an efficient and practical numerical method is developed for image inpainting; (ii) the unconditional stability and unique solvability have been analytically estimated; (iii) extensive numerical experiments are implemented to validate the stability and capability of the proposed method; (iv) the present method can be straightforwardly extended to achieve 3D restoration. To facilitate interested readers in developing related research, we provide the basic computational codes in Appendices A-D.","PeriodicalId":50658,"journal":{"name":"Communications in Nonlinear Science and Numerical Simulation","volume":"1 1","pages":""},"PeriodicalIF":3.9,"publicationDate":"2024-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142809102","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}