Applied Mathematics and Computation最新文献

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Convergence analysis of collocation solutions for delay Volterra integral equations with weakly singular kernels 具有弱奇异核的延迟 Volterra 积分方程配位解的收敛性分析
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-24 DOI: 10.1016/j.amc.2024.129122
P. Peyrovan , A. Tari , H. Brunner
{"title":"Convergence analysis of collocation solutions for delay Volterra integral equations with weakly singular kernels","authors":"P. Peyrovan ,&nbsp;A. Tari ,&nbsp;H. Brunner","doi":"10.1016/j.amc.2024.129122","DOIUrl":"10.1016/j.amc.2024.129122","url":null,"abstract":"<div><div>Convergence analysis of the collocation solutions for second-kind Volterra integral equations (VIEs) with weakly singular kernels (WSKs) in continuous piecewise polynomial space (PPS) under certain conditions on the collocation parameters has been established previously. In this paper, we study the analogue convergence analysis for delay Volterra integral equations (DVIEs) with WSKs and vanishing delay. We also investigate the existence, uniqueness and regularity of solution. Finally, we present some illustrative numerical examples to confirm the theoretical results.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"489 ","pages":"Article 129122"},"PeriodicalIF":3.5,"publicationDate":"2024-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142531839","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
A fully discrete GL-ADI scheme for 2D time-fractional reaction-subdiffusion equation 二维时间分数反应-次扩散方程的完全离散 GL-ADI 方案
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-24 DOI: 10.1016/j.amc.2024.129147
Yubing Jiang , Hu Chen , Chaobao Huang , Jian Wang
{"title":"A fully discrete GL-ADI scheme for 2D time-fractional reaction-subdiffusion equation","authors":"Yubing Jiang ,&nbsp;Hu Chen ,&nbsp;Chaobao Huang ,&nbsp;Jian Wang","doi":"10.1016/j.amc.2024.129147","DOIUrl":"10.1016/j.amc.2024.129147","url":null,"abstract":"<div><div>Alternating direction implicit (ADI) difference method for solving a 2D reaction-subdiffusion equation whose solution behaves a weak singularity at <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span> is studied in this paper. A Grünwald-Letnikov (GL) approximation is used for the discretization of Caputo fractional derivative (of order <em>α</em>, with <span><math><mn>0</mn><mo>&lt;</mo><mi>α</mi><mo>&lt;</mo><mn>1</mn></math></span>) on a uniform mesh. Stability and convergence of the fully discrete ADI scheme are rigorously established. With the help of a discrete fractional Gronwall inequality, we get the sharp error estimate. The stability in <span><math><msup><mrow><mi>L</mi></mrow><mrow><mn>2</mn></mrow></msup></math></span> norm and the convergence of the GL-ADI scheme are strictly proved, where the convergent order is <span><math><mi>O</mi><mo>(</mo><mi>τ</mi><msubsup><mrow><mi>t</mi></mrow><mrow><mi>s</mi></mrow><mrow><mi>α</mi><mo>−</mo><mn>1</mn></mrow></msubsup><mo>+</mo><msup><mrow><mi>τ</mi></mrow><mrow><mn>2</mn><mi>α</mi></mrow></msup><mo>+</mo><msubsup><mrow><mi>h</mi></mrow><mrow><mn>1</mn></mrow><mrow><mn>2</mn></mrow></msubsup><mo>+</mo><msubsup><mrow><mi>h</mi></mrow><mrow><mn>2</mn></mrow><mrow><mn>2</mn></mrow></msubsup><mo>)</mo></math></span>. Numerical experiments are given to verify the theoretical analysis.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129147"},"PeriodicalIF":3.5,"publicationDate":"2024-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528995","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
Efficient simulation of mixed boundary value problems and conformal mappings 混合边界值问题和保角映射的高效模拟
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-24 DOI: 10.1016/j.amc.2024.129119
Qiansheng Han , Antti Rasila , Tommi Sottinen
{"title":"Efficient simulation of mixed boundary value problems and conformal mappings","authors":"Qiansheng Han ,&nbsp;Antti Rasila ,&nbsp;Tommi Sottinen","doi":"10.1016/j.amc.2024.129119","DOIUrl":"10.1016/j.amc.2024.129119","url":null,"abstract":"<div><div>We present a stochastic method for the simulation of Laplace's equation with a mixed boundary condition in planar domains that are polygonal or bounded by circular arcs. We call this method the Reflected Walk-on-Spheres algorithm. The method combines a traditional Walk-on-Spheres algorithm with use of reflections at the Neumann boundaries. We apply our algorithm to simulate numerical conformal mappings from certain quadrilaterals to the corresponding canonical domains, and to compute their conformal moduli. Finally, we give examples of the method on three dimensional polyhedral domains, and use it to simulate the heat flow on an L-shaped insulated polyhedron.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129119"},"PeriodicalIF":3.5,"publicationDate":"2024-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528994","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
Weighted Moore-Penrose inverses for dual matrices and its applications 对偶矩阵的加权摩尔-彭罗斯求逆及其应用
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-24 DOI: 10.1016/j.amc.2024.129145
Haifeng Ma , Wen Wang , Predrag S. Stanimirović
{"title":"Weighted Moore-Penrose inverses for dual matrices and its applications","authors":"Haifeng Ma ,&nbsp;Wen Wang ,&nbsp;Predrag S. Stanimirović","doi":"10.1016/j.amc.2024.129145","DOIUrl":"10.1016/j.amc.2024.129145","url":null,"abstract":"<div><div>Characteristics of weighted Moore-Penrose inverses for dual matrices (W-MP-D inverse) are studied in this investigation. First, we introduce the weighted compact dual singular value decomposition (WCDSVD) on the set of dual matrices. A few equivalent conditions for the existence of the W-MP-D inverse on the set of dual matrices and several explicit representations are given using WCDSVD. Finally, the simulation of standing waves (s-waves) and traveling waves (t-waves) and the application of that simulation in the t-waves identification in the brain are given.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"489 ","pages":"Article 129145"},"PeriodicalIF":3.5,"publicationDate":"2024-10-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142531840","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
A pseudo-Jacobi inverse eigenvalue problem with a rank-one modification 具有秩一修正的伪雅可比逆特征值问题
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129118
Wei-Ru Xu , Qian-Yu Shu , Natália Bebiano
{"title":"A pseudo-Jacobi inverse eigenvalue problem with a rank-one modification","authors":"Wei-Ru Xu ,&nbsp;Qian-Yu Shu ,&nbsp;Natália Bebiano","doi":"10.1016/j.amc.2024.129118","DOIUrl":"10.1016/j.amc.2024.129118","url":null,"abstract":"<div><div>Let <span><math><mi>H</mi><mo>=</mo><mtext>diag</mtext><mo>(</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>δ</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>δ</mi></mrow><mrow><mi>n</mi></mrow></msub><mo>)</mo></math></span> be a signature matrix, where <span><math><msub><mrow><mi>δ</mi></mrow><mrow><mi>k</mi></mrow></msub><mo>∈</mo><mo>{</mo><mo>−</mo><mn>1</mn><mo>,</mo><mo>+</mo><mn>1</mn><mo>}</mo></math></span>. Consider <span><math><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span> endowed with the indefinite inner product <span><math><msub><mrow><mo>〈</mo><mi>x</mi><mo>,</mo><mi>y</mi><mo>〉</mo></mrow><mrow><mi>H</mi></mrow></msub><mo>:</mo><mo>=</mo><mo>〈</mo><mi>H</mi><mi>x</mi><mo>,</mo><mi>y</mi><mo>〉</mo><mo>=</mo><msup><mrow><mi>y</mi></mrow><mrow><mi>T</mi></mrow></msup><mi>H</mi><mi>x</mi></math></span> for all <span><math><mi>x</mi><mo>,</mo><mi>y</mi><mo>∈</mo><msup><mrow><mi>R</mi></mrow><mrow><mi>n</mi></mrow></msup></math></span>. A pseudo-Jacobi matrix of order <em>n</em> is a real tridiagonal symmetric matrix with respect to this indefinite inner product. In this paper, the reconstruction of a pair of <em>n</em>-by-<em>n</em> pseudo-Jacobi matrices, one obtained from the other by a rank-one modification, is investigated given their prescribed spectra. Necessary and sufficient conditions under which this problem has a solution are presented. As a special case of the obtained results, a related problem for Jacobi matrices proposed by de Boor and Golub is thoroughly solved.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129118"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528992","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
Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem 资本估值调整 (KVA) 问题的数学模型和数值方法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129105
Davide Trevisani, José Germán López-Salas, Carlos Vázquez, José Antonio García-Rodríguez
{"title":"Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem","authors":"Davide Trevisani,&nbsp;José Germán López-Salas,&nbsp;Carlos Vázquez,&nbsp;José Antonio García-Rodríguez","doi":"10.1016/j.amc.2024.129105","DOIUrl":"10.1016/j.amc.2024.129105","url":null,"abstract":"<div><div>In this work we rigorously establish mathematical models to obtain the capital valuation adjustment (KVA) as part of the total valuation adjustments (XVAs). For this purpose, we use a semi-replication strategy based on market theory. We formulate single-factor models in terms of expectations and PDEs. For PDEs formulation, we rigorously obtain the existence and uniqueness of the solution, as well as some regularity and qualitative properties of the solution. Moreover, appropriate numerical methods are proposed for solving the corresponding PDEs. Finally, some examples show the numerical results for call and put European options and the corresponding XVA that includes the KVA.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129105"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528993","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
Discrete-time event-triggered H-infinity stabilization for three closed-loop cyber-physical system with uncertain delay 具有不确定延迟的三闭环网络物理系统的离散时间事件触发 H-infinity 稳定化
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129127
Zhaoping Du, Chi Zhang, Xiaofei Yang, Hui Ye, Jianzhen Li
{"title":"Discrete-time event-triggered H-infinity stabilization for three closed-loop cyber-physical system with uncertain delay","authors":"Zhaoping Du,&nbsp;Chi Zhang,&nbsp;Xiaofei Yang,&nbsp;Hui Ye,&nbsp;Jianzhen Li","doi":"10.1016/j.amc.2024.129127","DOIUrl":"10.1016/j.amc.2024.129127","url":null,"abstract":"<div><div>This paper investigates the problems of modeling and <em>H</em>∞ control for discrete three closed-loop cyber-physical system (CPS) with network delay, disturbance, and event-triggered control for the first time. A new even-triggered scheme is designed by incorporating a disturbance term, which reduces the number of triggers compared with some previous ones due to the inclusion of disturbance, and leads to the expansion of the triggered intervals. First, a new model of the system is constructed. Then, to provide sufficient conditions of the stability for the system with <em>H</em>∞ control, Lyapunov function and linear matrix inequality (LMI) techniques are used. Furthermore, the co-design method of three controllers and event-triggered matrix is proposed. Finally, the feasibility and practicality of the method proposed in this paper are verified by a simulation example of a marine boiler power generation control system. This kind of three closed-loop CPS model is constructed for the first time, which has been applied in different control systems such as servo motors, thermal power generation, etc.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129127"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528990","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
Two-relaxation-time regularized lattice Boltzmann model for convection-diffusion equation with spatially dependent coefficients 具有空间相关系数的对流扩散方程的双松弛时间正则化晶格玻尔兹曼模型
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129135
Yuan Yu , Zuojian Qin , Haizhuan Yuan , Shi Shu
{"title":"Two-relaxation-time regularized lattice Boltzmann model for convection-diffusion equation with spatially dependent coefficients","authors":"Yuan Yu ,&nbsp;Zuojian Qin ,&nbsp;Haizhuan Yuan ,&nbsp;Shi Shu","doi":"10.1016/j.amc.2024.129135","DOIUrl":"10.1016/j.amc.2024.129135","url":null,"abstract":"<div><div>In this paper, a new two-relaxation-time regularized (TRT-R) lattice Boltzmann (LB) model for the convection-diffusion equation (CDE) with spatially dependent coefficients is proposed. Within this framework, we first derive a TRT-R collision operator (CO) by constructing a new regularized procedure through the high-order Hermite expansion of non-equilibrium part. Then, a first-order discrete-velocity form of discrete source term is introduced to improve the accuracy of the source term. Finally, a new first-order space-derivative auxiliary term is proposed to recover the correct CDE. To assess this model, we simulated non-homogeneous convection-diffusion problems with adjustable diffusion intensity in both two and three dimensions. The findings indicate that the newly introduced source terms markedly enhance the model's precision and stability under varying time steps, grid resolutions, diffusion scaling coefficients, and magic parameters. The adoption of the TRT-R CO leads to a significant error reduction compared to the classic BGK CO in most scenarios. Furthermore, the influence of the magic parameter on the performance of the TRT-R CO was investigated. Beyond this, the study also confirms the efficacy of the TRT-R CO in eliminating numerical slip when enforcing Dirichlet boundary conditions with a halfway bounce-back scheme, thereby providing further evidence of the algorithm's advantages.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129135"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528988","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
A step function based recursion method for 0/1 deep neural networks 基于阶跃函数的 0/1 深度神经网络递归方法
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129129
Hui Zhang , Shenglong Zhou , Geoffrey Ye Li , Naihua Xiu , Yiju Wang
{"title":"A step function based recursion method for 0/1 deep neural networks","authors":"Hui Zhang ,&nbsp;Shenglong Zhou ,&nbsp;Geoffrey Ye Li ,&nbsp;Naihua Xiu ,&nbsp;Yiju Wang","doi":"10.1016/j.amc.2024.129129","DOIUrl":"10.1016/j.amc.2024.129129","url":null,"abstract":"<div><div>The deep neural network with step function activation (0/1 DNNs) is a fundamental composite model in deep learning which has high efficiency and robustness to outliers. However, due to the discontinuity and lacking subgradient information of the 0/1 DNNs model, prior researches are largely focused on designing continuous functions to approximate the step activation and developing continuous optimization methods. In this paper, by introducing two sets of network node variables into the 0/1 DNNs and by exploring the composite structure of the resulted model, the 0/1 DNNs is decomposed into a unary optimization model associated with the step function and three derivational optimization subproblems associated with the other variables. For the unary optimization model and two derivational optimization subproblems, we present a closed form solution, and for the third derivational optimization subproblem, we propose an efficient proximal method. Based on this, a globally convergent step function based recursion method for the 0/1 DNNs is developed. The efficiency and performance of the proposed algorithm are validated via theoretical analysis as well as some illustrative numerical examples on classifying MNIST, FashionMNIST and Cifar10 datasets.</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129129"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528989","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
Linear and nonlinear filtering for a two-layer quasi-geostrophic ocean model 双层准地养海洋模型的线性和非线性滤波
IF 3.5 2区 数学
Applied Mathematics and Computation Pub Date : 2024-10-21 DOI: 10.1016/j.amc.2024.129121
Lander Besabe , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza
{"title":"Linear and nonlinear filtering for a two-layer quasi-geostrophic ocean model","authors":"Lander Besabe ,&nbsp;Michele Girfoglio ,&nbsp;Annalisa Quaini ,&nbsp;Gianluigi Rozza","doi":"10.1016/j.amc.2024.129121","DOIUrl":"10.1016/j.amc.2024.129121","url":null,"abstract":"<div><div>Although the two-layer quasi-geostrophic equations (2QGE) are a simplified model for the dynamics of a stratified, wind-driven ocean, their numerical simulation is still plagued by the need for high resolution to capture the full spectrum of turbulent scales. Since such high resolution would lead to unreasonable computational times, it is typical to resort to coarse low-resolution meshes combined with the so-called eddy viscosity parameterization to account for the diffusion mechanisms that are not captured due to mesh under-resolution. We propose to enable the use of further coarsened meshes by adding a (linear or nonlinear) differential low-pass filter to the 2QGE, without changing the eddy viscosity coefficient. While the linear filter introduces constant (additional) artificial viscosity everywhere in the domain, the nonlinear filter relies on an indicator function to determine where and how much artificial viscosity is needed. Through several numerical results for a double-gyre wind forcing benchmark, we show that with the nonlinear filter we obtain accurate results with very coarse meshes, thereby drastically reducing the computational time (speed up ranging from 30 to 300).</div></div>","PeriodicalId":55496,"journal":{"name":"Applied Mathematics and Computation","volume":"488 ","pages":"Article 129121"},"PeriodicalIF":3.5,"publicationDate":"2024-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142528991","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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