Computational and Applied Mathematics最新文献

筛选
英文 中文
Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model HLSV 模型下最优投资、消费和人寿保险策略的 Legendre 变换二元渐近解
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-18 DOI: 10.1007/s40314-024-02844-x
Jianyu Huo, Qing Zhou
{"title":"Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model","authors":"Jianyu Huo, Qing Zhou","doi":"10.1007/s40314-024-02844-x","DOIUrl":"https://doi.org/10.1007/s40314-024-02844-x","url":null,"abstract":"<p>We investigate the optimal decisions on investment, consumption and purchasing life insurance of a household with two consecutive generations, say parents and children. Parents can invest in risk-free and risky assets, with the risky asset’s price driven by the Heston local-stochastic volatility model, better reflecting market conditions. Life insurance can be purchased to hedge against wealth loss from parents’ unexpected death before retirement, especially if children have no income. Meanwhile, utility functions of the parents and children are individually considered in relation to the uncertain lifetime. The objective of the household is to appropriately maximize the weighted average of the respective utilities of parents and children. In order to derive the optimal strategies, we adopt a dual method, Legendre transformation, and an asymptotic expansion technique to solve the associated Hamilton–Jacobi–Bellman equation achieved by a dynamic programming approach. Finally, an asymptotic solution is obtained and numerical examples are provided to illustrate the impacts of some important parameters on the optimal strategies.</p>","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"61 1","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737801","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Alternative algebraic perturbation expressions for the core-EP inverse of a matrix 矩阵核心-EP 逆的其他代数扰动表达式
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-16 DOI: 10.1007/s40314-024-02841-0
Jun Ji
{"title":"Alternative algebraic perturbation expressions for the core-EP inverse of a matrix","authors":"Jun Ji","doi":"10.1007/s40314-024-02841-0","DOIUrl":"https://doi.org/10.1007/s40314-024-02841-0","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"5 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141641077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
$$mathbb {F}_{q}mathbb {F}_{q}[u]$$-additive constacyclic codes are asymptotically good $$加性常环编码渐近良好
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-16 DOI: 10.1007/s40314-024-02788-2
Zhulin Ji, Shunhua Zhang
{"title":"$$mathbb {F}_{q}mathbb {F}_{q}[u]$$-additive constacyclic codes are asymptotically good","authors":"Zhulin Ji, Shunhua Zhang","doi":"10.1007/s40314-024-02788-2","DOIUrl":"https://doi.org/10.1007/s40314-024-02788-2","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"68 12","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141643005","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Migrativity of extended binary operations on fuzzy truth values 模糊真值上扩展二进制运算的迁移性
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-15 DOI: 10.1007/s40314-024-02638-1
Minghui Xu, Chenhui Zhu, Wei Li, Bin Yang
{"title":"Migrativity of extended binary operations on fuzzy truth values","authors":"Minghui Xu, Chenhui Zhu, Wei Li, Bin Yang","doi":"10.1007/s40314-024-02638-1","DOIUrl":"https://doi.org/10.1007/s40314-024-02638-1","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"44 7","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141644967","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Approximating fixed point results for pseudo-contractive map and some remarks on demi-contractive map in the Banach space 伪收缩图的近似定点结果和关于巴拿赫空间中半收缩图的一些评论
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-15 DOI: 10.1007/s40314-024-02850-z
Tanmoy Som, Jayanta Sarkar, Dhananjay Gopal
{"title":"Approximating fixed point results for pseudo-contractive map and some remarks on demi-contractive map in the Banach space","authors":"Tanmoy Som, Jayanta Sarkar, Dhananjay Gopal","doi":"10.1007/s40314-024-02850-z","DOIUrl":"https://doi.org/10.1007/s40314-024-02850-z","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"28 5","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141645356","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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 numerical approach to fuzzy partial differential equations with interactive fuzzy values: application to the heat equation 交互式模糊值模糊偏微分方程的数值方法:热方程的应用
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-15 DOI: 10.1007/s40314-024-02852-x
Vinícius Francisco Wasques
{"title":"A numerical approach to fuzzy partial differential equations with interactive fuzzy values: application to the heat equation","authors":"Vinícius Francisco Wasques","doi":"10.1007/s40314-024-02852-x","DOIUrl":"https://doi.org/10.1007/s40314-024-02852-x","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"32 4","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141646785","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Belief and plausible divergence measures: a novel approach to multicriteria decision making with modified CODAS 信念与可信分歧度量:利用修改后的 CODAS 进行多标准决策的新方法
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-15 DOI: 10.1007/s40314-024-02781-9
R. Hussain, Zahid Hussain
{"title":"Belief and plausible divergence measures: a novel approach to multicriteria decision making with modified CODAS","authors":"R. Hussain, Zahid Hussain","doi":"10.1007/s40314-024-02781-9","DOIUrl":"https://doi.org/10.1007/s40314-024-02781-9","url":null,"abstract":"","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"31 3","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141647610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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 strongly convergent algorithm for solving split equality problems beyond monotonicity 解决超越单调性的分割相等问题的强收敛算法
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-13 DOI: 10.1007/s40314-024-02829-w
Oluwatosin Temitope Mewomo, Victor Amarachi Uzor, Aviv Gibali
{"title":"A strongly convergent algorithm for solving split equality problems beyond monotonicity","authors":"Oluwatosin Temitope Mewomo, Victor Amarachi Uzor, Aviv Gibali","doi":"10.1007/s40314-024-02829-w","DOIUrl":"https://doi.org/10.1007/s40314-024-02829-w","url":null,"abstract":"<p>In this paper, we focus on some split inverse problems, namely the split equality variational inequalities and common fixed point problems, and combine various operator theory techniques to establish minimum-norm strong convergence for our proposed method. We present two strong convergent results with (and without) reference to the monotonicity property of the cost operators. Our convergence analyses assume very mild conditions and thus generalize and extend recent related results in the literature. Furthermore, several numerical examples illustrate the practical potentials and advantages of our proposed algorithm.</p>","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"55 1","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610923","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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 second-order convergent nonconforming polynomial stokes element on quadrilateral meshes 四边形网格上的二阶收敛不符合多项式斯托克斯元素
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-13 DOI: 10.1007/s40314-024-02842-z
Yuan Bao, Sibo Yang, Zhaoliang Meng, Chaobin Liu, Zhongxuan Luo
{"title":"A second-order convergent nonconforming polynomial stokes element on quadrilateral meshes","authors":"Yuan Bao, Sibo Yang, Zhaoliang Meng, Chaobin Liu, Zhongxuan Luo","doi":"10.1007/s40314-024-02842-z","DOIUrl":"https://doi.org/10.1007/s40314-024-02842-z","url":null,"abstract":"<p>In this paper, we construct a new mixed finite element for the Stokes problem on general convex quadrilateral partitions. The velocity is approximated by piecewise polynomial element space, and the pressure is approximated by piecewise constant. Moreover, we assert that the discrete velocity is second-order convergent in discrete <span>(H^{1})</span> seminorm, and the convergence order of the pressure solution can be improved to second by a post-processing for Stokes problems. Lastly, numerical tests verify the convergence analysis.</p>","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"7 1","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
Computational study based on the Laplace transform and local discontinuous Galerkin methods for solving fourth-order time-fractional partial integro-differential equations with weakly singular kernels 基于拉普拉斯变换和局部非连续伽勒金方法的计算研究,用于求解具有弱奇异内核的四阶时分数偏积分微分方程
IF 2.6 3区 数学
Computational and Applied Mathematics Pub Date : 2024-07-12 DOI: 10.1007/s40314-024-02813-4
Hadi Mohammadi-Firouzjaei, Hojatollah Adibi, Mehdi Dehghan
{"title":"Computational study based on the Laplace transform and local discontinuous Galerkin methods for solving fourth-order time-fractional partial integro-differential equations with weakly singular kernels","authors":"Hadi Mohammadi-Firouzjaei, Hojatollah Adibi, Mehdi Dehghan","doi":"10.1007/s40314-024-02813-4","DOIUrl":"https://doi.org/10.1007/s40314-024-02813-4","url":null,"abstract":"<p>The aim of this paper is to implement the high-order local discontinuous Galerkin method (LDGM) for solving partial integro-differential equations (PIDEs) in two dimensions. Time marching method and the transform-based method known as the non-time marching method can be used to discretize temporal terms. The combination of a small time step size in time marching methods and a high-order scheme in space with many degrees of freedom requires a considerable amount of computational time. In order to address this limitation, we propose an algorithm based on a combination of the Laplace transform and LDGM for solving fourth-order time-fractional (TF) PIDEs with weakly singular kernels. Unlike time-marching approaches, the transform-based method has a much lower computational complexity and can take advantage of parallel computing. A numerical experiment validates the accuracy and applicability of the proposed temporal discretization approach and also shows that <i>k</i>-degree LDG solutions have a <span>(k + 1)</span> convergence rate.</p>","PeriodicalId":51278,"journal":{"name":"Computational and Applied Mathematics","volume":"34 1","pages":""},"PeriodicalIF":2.6,"publicationDate":"2024-07-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141610848","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"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
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信