Applied Mathematics and Computation最新文献_第8页

On solutions of a coupled system of quantum integral equations in Banach spaces Banach空间中量子积分方程耦合系统的解

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129678

Hamid Reza Sahebi , Manochehr Kazemi , Mohamed M.A. Metwali

引用次数: 0

On deep learning for computing the dynamic initial margin and margin value adjustment 基于深度学习的动态初始保证金计算和保证金值调整

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129679

Joel P. Villarino , Alvaro Leitao

{"title":"On deep learning for computing the dynamic initial margin and margin value adjustment","authors":"Joel P. Villarino , Alvaro Leitao","doi":"10.1016/j.amc.2025.129679","DOIUrl":"10.1016/j.amc.2025.129679","url":null,"abstract":"<div><div>The present work addresses the challenge of training neural networks for Dynamic Initial Margin (DIM) computation in counterparty credit risk, a task traditionally burdened by the high costs associated with generating training datasets through nested Monte Carlo (MC) simulations. By condensing the initial market state variables into an input vector, determined through an interest rate model and a parsimonious parameterization of the current interest rate term structure, we construct a training dataset where the labels are future realizations, generated with a single MC path, of the Initial Margin (IM) variable. Since DIM is defined as the conditional expectation of IM, the latter can be understood as noisy and unbiased samples of DIM, allowing the application of deep learning regression techniques to its computation. To this end, a multi-output neural network structure is employed to handle DIM as a time-dependent function, facilitating training across a mesh of monitoring times. This methodology offers significant advantages: it reduces the dataset generation cost to a single MC execution and parameterizes the neural network by initial market state variables, obviating the need for repeated training. Experimental results demonstrate the approach’s convergence properties and robustness across different interest rate models (Hull-White and Cox-Ingersoll-Ross) and portfolio complexities, validating its general applicability and efficiency in more realistic scenarios.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"510 ","pages":"Article 129679"},"PeriodicalIF":3.4,"publicationDate":"2025-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144842578","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

Sine-transform-based fast solvers for Riesz fractional nonlinear Schrödinger equations with attractive nonlinearities 具有吸引非线性的Riesz分数阶非线性Schrödinger方程的基于正弦变换的快速求解器

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129674

Chao Chen , Xi Yang , Fei-Yan Zhang

引用次数: 0

Reinforcement learning in evolutionary game theory: A brief review of recent developments 进化博弈论中的强化学习：近期发展的简要回顾

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129685

Kai Xie , Attila Szolnoki

{"title":"Reinforcement learning in evolutionary game theory: A brief review of recent developments","authors":"Kai Xie , Attila Szolnoki","doi":"10.1016/j.amc.2025.129685","DOIUrl":"10.1016/j.amc.2025.129685","url":null,"abstract":"<div><div>With the rapid progress of artificial intelligence, the integration of evolutionary game theory and reinforcement learning has become a hot research frontier in the last years. Evolutionary game theory provides a mathematical framework for depicting the strategy interaction among individuals, traditionally based on pre-defined, rule-based strategy update protocols. In contrast, reinforcement learning enables agents to adaptively select optimal actions through trial-and-error learning, hence better reflecting real-world decision-making. These complementary features create the foundation for their convergence. Our paper presents a didactic review of contemporary reinforcement learning applications in evolutionary game theory, focusing on those recently published works which open novel research paths to enrich our understanding of mutualistic cooperation. We summarize major concepts and terms, including the basic problem of collective cooperation, modeling of complex population dynamics, influence of algorithmic parameters, and the combination of deep learning. Finally, we discuss prospects for this interdisciplinary field, emphasizing the importance of intelligent learning through the lens of evolutionary game.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"510 ","pages":"Article 129685"},"PeriodicalIF":3.4,"publicationDate":"2025-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144842577","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

Consensus control for multi-agent systems with unknown fading channels and limited bandwidth 信道未知、带宽有限的多智能体系统的共识控制

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129680

Caibin Yao , Yiwen Qi , Ziyu Qu , Wu Wang , Zonghua Zheng

{"title":"Consensus control for multi-agent systems with unknown fading channels and limited bandwidth","authors":"Caibin Yao , Yiwen Qi , Ziyu Qu , Wu Wang , Zonghua Zheng","doi":"10.1016/j.amc.2025.129680","DOIUrl":"10.1016/j.amc.2025.129680","url":null,"abstract":"<div><div>This paper is concerned with the consensus of multi-agent systems (MASs) in the presence of fading channels and limited communication bandwidth. These issues will lead to inaccurate and energy constraints of communication data respectively, which will not be possible for MASs to achieve consensus. To this end, this paper proposes a variable structure encoding-decoding scheme (VS-EDS), which includes an encoder with a unitary signal generator and a corresponding decoder with an adaptive activation module. The advantages of the proposed VS-EDS are mainly in three aspects. First, it avoids the need for existing methods to perform a large amount of statistical work on the statistics of fading gains before the system runs. Second, it can eliminate the communication errors caused by fading. At the same time, it can adapt to the changing communication network environment. In addition, in order to achieve consensus control, a distributed protocol based on the VS-EDS is designed. Finally, the feasibility and effectiveness of the VS-EDS are demonstrated through comparative simulations.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"510 ","pages":"Article 129680"},"PeriodicalIF":3.4,"publicationDate":"2025-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144842486","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

Hinderance of cooperation by individual solutions: Evolutionary dynamics of three-strategy games combining the prisoner’s dilemma and stag hunt 个体解决方案对合作的阻碍：结合囚徒困境和猎鹿的三策略博弈的进化动力学

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-15 DOI: 10.1016/j.amc.2025.129676

Hirofumi Takesue

{"title":"Hinderance of cooperation by individual solutions: Evolutionary dynamics of three-strategy games combining the prisoner’s dilemma and stag hunt","authors":"Hirofumi Takesue","doi":"10.1016/j.amc.2025.129676","DOIUrl":"10.1016/j.amc.2025.129676","url":null,"abstract":"<div><div>This study analyzes a three-strategy game that integrates elements of the prisoner’s dilemma and stag hunt. The framework builds upon recent research that determines the impact of individual solutions. Individuals adopting such solutions do not free ride on the cooperative efforts of others; rather, they act just sufficiently to prevent adverse consequences for themselves. We hypothesize that individual solutions function analogously to the defection strategy in the stag hunt game. This study examines the effects of orthodox free riding and individual solutions on the evolution of cooperation. Our analysis reveals that in well-mixed populations, the only stable rest point is the one in which all players opt for individual solutions. When interactions are structured on a square lattice, cooperation levels exhibit modest improvements, primarily sustained through cyclic dominance. Payoff values favorable to cooperation result in full cooperation; however, rare mutations can disrupt the cooperative equilibrium, promoting the adoption of individual solutions. Our analysis aligns with experimental observations and illustrates the importance of overcoming reliance on individual solutions to better understand the emergence of cooperation.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"510 ","pages":"Article 129676"},"PeriodicalIF":3.4,"publicationDate":"2025-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144842580","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

Matrix-based evaluation of the fractional Hankel transform by bessel series expansion 基于矩阵的分数阶Hankel变换的贝塞尔级数展开式评价

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-13 DOI: 10.1016/j.amc.2025.129671

Magdy Tawfik Hanna

引用次数: 0

Stability analysis of Runge–Kutta methods for nonlinear delay-integro-differential-algebraic equations 非线性时滞-积分-微分-代数方程的龙格-库塔方法稳定性分析

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-10 DOI: 10.1016/j.amc.2025.129675

Gehao Wang, Yuexin Yu

引用次数: 0

Basket options with volatility skew: Calibrating a local volatility model by sample rearrangement 波动性偏斜的一篮子期权：通过样本重排校准局部波动性模型

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-09 DOI: 10.1016/j.amc.2025.129669

Nicola F. Zaugg , Lech A. Grzelak

引用次数: 0

Solving fuzzy non-homogeneous linear differential systems with piecewise constant arguments involving the short-memory variable-order Caputo fractional derivative 求解包含短记忆变阶卡普托分数阶导数的分段常参数模糊非齐次线性微分系统

IF 3.4 2区数学

Applied Mathematics and Computation Pub Date : 2025-08-09 DOI: 10.1016/j.amc.2025.129672

Nguyen Dinh Phu , Lai Van Phut , Ngo Van Hoa

引用次数: 0