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Matrix expressions of symmetric n-player games 对称 n 人游戏的矩阵表达式
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-17 DOI: 10.1016/j.amc.2024.129134
Yuanhua Wang , Ying Wang , Haitao Li , Wenke Zang
{"title":"Matrix expressions of symmetric n-player games","authors":"Yuanhua Wang ,&nbsp;Ying Wang ,&nbsp;Haitao Li ,&nbsp;Wenke Zang","doi":"10.1016/j.amc.2024.129134","DOIUrl":"10.1016/j.amc.2024.129134","url":null,"abstract":"<div><div>The symmetric property in <em>n</em>-player games is explored in this paper. First of all, some algebraically verifiable conditions are provided respectively for the totally symmetric, weakly symmetric and anonymous games, which are based on the construction of permutation matrix, and some interesting properties are revealed. Then we investigate how network structures affect the symmetry in a networked game. Some sufficient conditions are proposed and several nice properties are preserved when traditional networked games are extended to generalized networked games, in which the resulting network structure is more complex than a classical network graph.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129134"},"PeriodicalIF":3.5,"publicationDate":"2024-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142445334","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
Mutual-visibility and general position in double graphs and in Mycielskians 双图和迈锡尔图中的互见性和一般位置
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-17 DOI: 10.1016/j.amc.2024.129131
Dhanya Roy , Sandi Klavžar , Aparna Lakshmanan S
{"title":"Mutual-visibility and general position in double graphs and in Mycielskians","authors":"Dhanya Roy ,&nbsp;Sandi Klavžar ,&nbsp;Aparna Lakshmanan S","doi":"10.1016/j.amc.2024.129131","DOIUrl":"10.1016/j.amc.2024.129131","url":null,"abstract":"<div><div>The general position problem in graphs is to find the largest possible set of vertices with the property that no three of them lie on a common shortest path. The mutual-visibility problem in graphs is to find the maximum number of vertices that can be selected such that every pair of vertices in the collection has a shortest path between them with no vertex from the collection as an internal vertex. Here, the general position problem and the mutual-visibility problem are investigated in double graphs and in Mycielskian graphs. Sharp general bounds are proved, in particular involving the total and the outer mutual-visibility number of base graphs. Several exact values are also determined, in particular the mutual-visibility number of the double graphs and of the Mycielskian of cycles.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129131"},"PeriodicalIF":3.5,"publicationDate":"2024-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142445335","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
Improving approximation accuracy in Godunov-type smoothed particle hydrodynamics methods 提高戈杜诺夫型平滑粒子流体力学方法的近似精度
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-16 DOI: 10.1016/j.amc.2024.129128
G.D. Rublev , A.N. Parshikov , S.A. Dyachkov
{"title":"Improving approximation accuracy in Godunov-type smoothed particle hydrodynamics methods","authors":"G.D. Rublev ,&nbsp;A.N. Parshikov ,&nbsp;S.A. Dyachkov","doi":"10.1016/j.amc.2024.129128","DOIUrl":"10.1016/j.amc.2024.129128","url":null,"abstract":"<div><div>The study examines the origin of errors resulting from the approximation of the right hand sides of the Euler equations using the Godunov type contact method of smoothed particle hydrodynamics (CSPH). The analytical expression for the numerical shear viscosity in CSPH method is obtained. In our recent study the numerical viscosity was determined by comparing the numerical solution of momentum diffusion in the shear flow with theoretical one. In this study we deduce the analytical expression for the numerical viscosity which is found to be similar to numerical one, confirming the obtained results. To reduce numerical diffusion, diffusion limiters are typically applied to expressions for contact values of velocity and pressure, as well as higher-order reconstruction schemes. Based on the performed theoretical analysis, we propose a new method for correcting quantities at interparticle contacts in CSPH method, which can be easily extended to the MUSCL-type (Monotonic Upstream-centered Scheme for Conservation Laws) method. Original CSPH and MUSCL-SPH approaches and ones with aforementioned correction are compared.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":""},"PeriodicalIF":3.5,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442429","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
Analysis and control of demand response in smart grids: An evolutionary game method 智能电网中需求响应的分析与控制：进化博弈法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-16 DOI: 10.1016/j.amc.2024.129130
Mengyu Zhou , Xingwen Liu , Qi Hu , Feng Shu
{"title":"Analysis and control of demand response in smart grids: An evolutionary game method","authors":"Mengyu Zhou ,&nbsp;Xingwen Liu ,&nbsp;Qi Hu ,&nbsp;Feng Shu","doi":"10.1016/j.amc.2024.129130","DOIUrl":"10.1016/j.amc.2024.129130","url":null,"abstract":"<div><div>As an effective strategy for load management in smart grids, demand response establishes a bidirectional connection between the electricity supplier and users. Based on the networked evolutionary game theory, this paper studies the demand-response issue for a class of smart grids by using the semi-tensor product of matrices. The paper proceeds as follows. (i) Considering the dynamic interactions between the supplier and users, the demand response is modeled as a heterogeneous networked evolutionary game and is expressed as dynamical form by semi-tensor product. (ii) A sufficient and necessary condition is provided to verify the convergence to a fixed point of the considered system. (iii) A feedback controller is designed to ensure the system electricity consumption and price to maintain at a desired level. Finally, an example is presented to illustrate the feasibility of the proposed method.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":""},"PeriodicalIF":3.5,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442432","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
Deep-time neural networks: An efficient approach for solving high-dimensional PDEs 深度时间神经网络：解决高维 PDE 的高效方法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-16 DOI: 10.1016/j.amc.2024.129117
Ahmad Aghapour , Hamid Arian , Luis Seco
{"title":"Deep-time neural networks: An efficient approach for solving high-dimensional PDEs","authors":"Ahmad Aghapour ,&nbsp;Hamid Arian ,&nbsp;Luis Seco","doi":"10.1016/j.amc.2024.129117","DOIUrl":"10.1016/j.amc.2024.129117","url":null,"abstract":"<div><div>This paper presents the Deep-Time Neural Network (DTNN), an efficient and novel deep-learning approach for solving partial differential equations (PDEs). DTNN leverages the power of deep neural networks to approximate the solution for a class of quasi-linear parabolic PDEs. We demonstrate that DTNN significantly reduces the computational cost and speeds up the training process compared to other models in the literature. The results of our study indicate that DTNN architecture is promising for the fast and accurate solution of time-dependent PDEs in various scientific and engineering applications. The DTNN architecture addresses the pressing need for enhanced time considerations in the deeper layers of Artificial Neural Networks (ANNs), thereby improving convergence time for high-dimensional PDE solutions. This is achieved by integrating time into the hidden layers of the DTNN, demonstrating a marked improvement over existing ANN-based solutions regarding efficiency and speed.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":""},"PeriodicalIF":3.5,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442430","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
Insider trading at a random deadline with correlation between dynamic asset and stochastic liquidity 具有动态资产和随机流动性相关性的随机截止日期内幕交易
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-16 DOI: 10.1016/j.amc.2024.129120
Jixiu Qiu , Yonghui Zhou
{"title":"Insider trading at a random deadline with correlation between dynamic asset and stochastic liquidity","authors":"Jixiu Qiu ,&nbsp;Yonghui Zhou","doi":"10.1016/j.amc.2024.129120","DOIUrl":"10.1016/j.amc.2024.129120","url":null,"abstract":"<div><div>We propose a generalized continuous-time insider trading model, building upon the frameworks of Caldentey and Stacchetti (2010) and Collin-Dufresne and Fos (2016), with a correlation between the value of a risky asset following an Ornstein-Uhlenbeck-type process and the noise trading volume with volatility characterized by a general stochastic process. And a closed form of the market equilibrium is established, consisting of the insider's trading strategy and the market makers' pricing rule. It shows that at the equilibrium: (i) all of the insider's private information is released at the end of the transaction; (ii) market depth and market liquidity evolve as semi-martingales, respectively; and (iii) the equilibrium price is driven by a bridge process that solves an Ornstein-Uhlenbeck-type SDE. Numerical simulations show that as the correlation coefficient increases, the equilibrium price becomes more informative, leading to a decrease in both the trading intensity and the expected payoff for the insider.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":""},"PeriodicalIF":3.5,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442509","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
A Lagrange barrier approach for the minimum concave cost supply problem via a logarithmic descent direction algorithm 通过对数下降方向算法解决最小凹成本供应问题的拉格朗日障碍法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-16 DOI: 10.1016/j.amc.2024.129114
Yaolong Yu , Zhengtian Wu , Baoping Jiang , Huaicheng Yan , Yichen Lu
{"title":"A Lagrange barrier approach for the minimum concave cost supply problem via a logarithmic descent direction algorithm","authors":"Yaolong Yu ,&nbsp;Zhengtian Wu ,&nbsp;Baoping Jiang ,&nbsp;Huaicheng Yan ,&nbsp;Yichen Lu","doi":"10.1016/j.amc.2024.129114","DOIUrl":"10.1016/j.amc.2024.129114","url":null,"abstract":"<div><div>The minimisation of concave costs in the supply chain presents a challenging non-deterministic polynomial (NP) optimisation problem, widely applicable in industrial and management engineering. To approximate solutions to this problem, we propose a logarithmic descent direction algorithm (LDDA) that utilises the Lagrange logarithmic barrier function. As the barrier variable decreases from a high positive value to zero, the algorithm is capable of tracking the minimal track of the logarithmic barrier function, thereby obtaining top-quality solutions. The Lagrange function is utilised to handle linear equality constraints, whilst the logarithmic barrier function compels the solution towards the global or near-global optimum. Within this concave cost supply model, a logarithmic descent direction is constructed, and an iterative optimisation process for the algorithm is proposed. A corresponding Lyapunov function naturally emerges from this descent direction, thus ensuring convergence of the proposed algorithm. Numerical results demonstrate the effectiveness of the algorithm.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":""},"PeriodicalIF":3.5,"publicationDate":"2024-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442431","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
Jacobi spectral collocation method of space-fractional Navier-Stokes equations 空间分数纳维-斯托克斯方程的雅可比谱配位法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-15 DOI: 10.1016/j.amc.2024.129111
Yujian Jiao , Tingting Li , Zhongqiang Zhang
{"title":"Jacobi spectral collocation method of space-fractional Navier-Stokes equations","authors":"Yujian Jiao ,&nbsp;Tingting Li ,&nbsp;Zhongqiang Zhang","doi":"10.1016/j.amc.2024.129111","DOIUrl":"10.1016/j.amc.2024.129111","url":null,"abstract":"<div><div>In this paper, we study the Jacobi spectral collocation method for two-dimensional space-fractional Navier-Stokes equations with Laplacian and fractional Laplacian. We first derive modified fractional differentiation matrices to accommodate the singularity in two dimensions and verify the boundedness of its spectral radius. Next, we construct a fully discrete scheme for the space-fractional Navier-Stokes equations, combined with the first-order implicit-explicit Euler time-stepping scheme at the Jacobi-Gauss-Lobatto collocation points. Through some two-dimensional numerical examples, we present the influence of different parameters in the equations on numerical errors. Various numerical examples verify the effectiveness of our method and suggest the smoothness of the solution for further regularity analysis.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129111"},"PeriodicalIF":3.5,"publicationDate":"2024-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442511","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
Resilient observer-based unified state and fault estimation for nonlinear parabolic PDE systems via fuzzy approach over finite-time interval 基于弹性观测器的有限时间区间模糊非线性抛物 PDE 系统的统一状态和故障估计
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-15 DOI: 10.1016/j.amc.2024.129125
V.T. Elayabharath , P. Sozhaeswari , N. Tatar , R. Sakthivel , T. Satheesh
{"title":"Resilient observer-based unified state and fault estimation for nonlinear parabolic PDE systems via fuzzy approach over finite-time interval","authors":"V.T. Elayabharath ,&nbsp;P. Sozhaeswari ,&nbsp;N. Tatar ,&nbsp;R. Sakthivel ,&nbsp;T. Satheesh","doi":"10.1016/j.amc.2024.129125","DOIUrl":"10.1016/j.amc.2024.129125","url":null,"abstract":"<div><div>With the aid of a resilient fuzzy observer, this study delves into the investigation of finite-time state and fault estimation for parabolic-type nonlinear PDE systems described by fuzzy models with faults and external disturbances. Primarily, a fuzzy-dependent observer is built to offer precise estimations of the states and faults simultaneously. Therein, the fluctuations that exhibit random character are taken into account in the observer gain, which enhances the resiliency of the configured fuzzy observer. Meanwhile, the phenomenon of randomly occurring gain fluctuations is effectively characterized by utilizing a random variable that adheres to the Bernoulli distribution. Subsequently, by employing the Lyapunov stability theory and the integral-based Wirtinger's inequality, a set of adequate criteria is obtained in the form of linear matrix inequalities to ascertain that both the state and fault estimation errors are stable in a finite-time with a gratified extended passivity performance index. In the meantime, the observer gain matrices can be obtained by relying on the developed criteria. Ultimately, the simulation results of the Fisher equation are offered to emphasize the superiority of the developed resilient fuzzy observer-based approach.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129125"},"PeriodicalIF":3.5,"publicationDate":"2024-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142442510","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
Coupled nonlinear stochastic integral equations in the general form of the predator-prey model 捕食者-猎物模型一般形式中的耦合非线性随机积分方程
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-14 DOI: 10.1016/j.amc.2024.129123
Hengameh Tamimi, Mohammad Bagher Ghaemi, Reza Saadati
{"title":"Coupled nonlinear stochastic integral equations in the general form of the predator-prey model","authors":"Hengameh Tamimi,&nbsp;Mohammad Bagher Ghaemi,&nbsp;Reza Saadati","doi":"10.1016/j.amc.2024.129123","DOIUrl":"10.1016/j.amc.2024.129123","url":null,"abstract":"<div><div>This article explores the stochastic predator-prey model. This model offers a probabilistic framework for understanding the dynamics of interacting species. The stochastic predator-prey model is a practical tool for predicting the intricate balance of survival between predators and their prey in the face of nature's unpredictability. This study introduces a new measure of noncompactness and applies it to investigate solutions in nonlinear stochastic equations. Additionally, we present a numerical method using block pulse functions and demonstrate its convergence through the new measure of noncompactness for solving the system of stochastic integrals. Finally, the proposed method is employed to solve a numerical example.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129123"},"PeriodicalIF":3.5,"publicationDate":"2024-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142434031","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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