查看更多>>摘要：In this paper, the reliable exponential H-infinity filtering issue is studied for switched reaction-diffusion neural networks subject to exterior interference. The purpose is to design a Luenberger observer to make sure that the filtering error system possesses a pre-defined exponential H-infinity interference-rejection level against possible sensor failures. An analysis result on the exponential H-infinity performance is presented by the use of a Lyapunov functional together with a few inequalities. On its basis, a linear matrix inequalities-based design scheme for the Luenberger observer is proposed by getting rid of the nonlinear terms composed of the Lyapunov matrix, the gain matrix, and an uncertainty matrix caused by the sensor failures. In the case when the factors of sensor failures and reaction-diffusion are not concerned, the design scheme is shown to be an improvement over an existing design scheme. Finally, two examples are given to demonstrate the applicability and reduced conservatism of the obtained results, respectively. (c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：We propose a highly efficient and accurate valuation method for exotic-style options based on the novel Shannon wavelet inverse Fourier technique (SWIFT). Specifically, we derive an efficient pricing method for power options under a more realistic double exponential jump model with stochastic volatility and jump intensity. The inclusion of such innovations may accommodate for the various stylised facts observed in the prices of financial assets, and admits a more realistic pricing framework as a result. Following the derivation of our SWIFT pricing method for power options, we perform extensive numerical experiments to analyse both the method's accuracy and efficiency. In addition, we investigate the sensitivities in the resulting prices, as well as the inherent errors, to changes in the underlying market conditions. Our numerical results demonstrate that the SWIFT method is not only more efficient when benchmarked to its closest competitors, such as the Fourier-cosine (COS) and the widely-acclaimed fast-Fourier transform (FFT) methods, but it is also robust across a range of different market conditions exhibiting exponential error convergence. (C) 2021 The Author. Published by Elsevier Inc.
查看更多>>摘要：A new family of methods involving complex coefficients for the numerical integration of differential equations is presented and analyzed. They are constructed as linear combinations of symmetric-conjugate compositions obtained from a basic time-symmetric integrator of order 2n (n >= 1). The new integrators are of order 2(n + k), k = 1, 2,..., and preserve time-symmetry up to order 4 n + 3 when applied to differential equations with real vector fields. If in addition the system is Hamiltonian and the basic scheme is symplectic, then they also preserve symplecticity up to order 4n + 3. We show that these integrators are well suited for a parallel implementation, thus improving their efficiency. Methods up to order 10 based on a 4th-order integrator are built and tested in comparison with other standard procedures to increase the order of a basic scheme. (C) 2021 Elsevier Inc. All rights reserved.
Kolluru, RameshRaghavendra, N. V.Rao, S. V. RaghuramaSekhar, G. N....
15页
查看更多>>摘要：The nonlinear convection terms in the governing equations of compressible fluid flows are hyperbolic in nature and are nontrivial for modelling and numerical simulation. Many numerical methods have been developed in the last few decades for this purpose and are typically based on Riemann solvers, which are strongly dependent on the underlying eigenstructure of the governing equations. Objective of the present work is to develop simple algorithms which are not dependent on the eigen-structure and yet can tackle easily the hyperbolic parts. Central schemes with smart diffusion mechanisms are apt for this purpose. For fixing the numerical diffusion, the basic ideas of satisfying the Rankine-Hugoniot (RH) conditions along with generalized Riemann invariants are proposed. Two such interesting algorithms are presented, which capture grid-aligned steady contact discontinuities exactly and yet have sufficient numerical diffusion to avoid numerical shock instabilities. Both the algorithms presented are robust in avoiding shock instabilities, apart from being accurate in capturing contact discontinuities, do not need wave speed corrections and are independent of eigen-struture of the underlying hyperbolic parts of the systems. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：The paper deals with blow-up phenomena for the following coupled reaction-diffusion system with nonlocal boundary conditions: {ut = del . (rho(1)(u)del u) + a(1)(x)F-1(v) (x,t) is an element of D x (0, T), v(t) = del . (rho(2)(u)del v) + a(2)(x)F-2(u) (x,t) is an element of D x (0, T), partial derivative u/partial derivative v = k(1)(t) integral(D)g(1)(u)dx, partial derivative v/partial derivative v = k(2)(t)integral(D)g(2)(v)dx, (x,t) is an element of partial derivative D x (0, T), u(x,0) = u(0)(x), v(x, 0) = v(0)(x), x is an element of (D) over bar Based on some differential inequalities and Sobolev inequality, we establish conditions on the data to guarantee the occurrence of the blow-up. Moreover, when the blow-up occurs, explicit lower and upper bounds on blow-up time are obtained. At last, an example is presented to illustrate our main results. 2021 Published by Elsevier Inc.
查看更多>>摘要：The theoretical approach for mathematical modeling of the evaporative convection in a multiphase system with interface based on the use of an exact solution of governing equations is discussed. The mathematical model builds on the "diffusive" laws of the transfer of matter, momentum and energy and includes the interface boundary conditions formulated with respect to the conservation laws. The carried out compatibility analysis of the equations concludes that there are three classes of exact solutions of the system under consideration. One of the possible solutions is circumstantially studied in the framework of the evaporative convection problem in a bilayer liquid - gas system, where both phases are the binary mixtures. The convection-diffusion equations are used to govern the transfer of one selected component and its vapor in the liquid and gas layers, respectively. The thermodiffusion effect is taken into account additionally for more precise description of heat transfer processes. The impact of this effect on the concentration and thermal characteristics as well as on the mass evaporation flow rate is investigated. It is shown that the utilized solution can describe convective regimes appearing on a working area of a long plane channel under thermal load distributed with respect to longitudinal coordinate by means of quadratic law. The solution correctly predicts hydrodynamical, temperature and concentration parameters of convective flows arising in the bilayer system. Basic characteristics calculated by this solution are feasible when the system is slightly deviated from the thermodynamic equilibrium state, and mass transfer through the interface is weak. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：In this study, the time-varying state formation control problem for general linear multiagent systems (MASs) subject to mode-switching denial-of-service (MSDoS) attacks is considered. Based on only the sampled state information of itself and neighboring agents at event-triggered instants, a novel fully distributed event-triggered secure control strategy without continuous communication between agents is delicately designed. Note that the control strategy is implemented in a fully distributed manner, which means that it does not require any global network information. By using the multiple Lyapunov function approach based on edge-dependent average dwell time, this study presents the MASs subject to MSDoS attacks with limited attack frequency and attack width can achieve the specified time-varying state formation structure under the designed control strategy. Furthermore, this study presents that in any finite time, the control strategy does not exhibit Zeno behavior. Finally, the effectiveness and performance of the designed control strategy are validated by a numerical simulation. (c) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：The purpose of this paper is to investigate the Thunsdorffs inequality for Sugeno integral. By an example, we show that the classical form of this inequality does not hold for Sugeno integral . Then, by reviewing the initial conditions, we prove two main theorems for this inequality. Finally, by checking the special case of the aforementioned Thunsdorffs inequality, we prove Frank-Pick type inequality for the Sugeno integral and illustrate it by an example. (C) 2021 Published by Elsevier Inc.
Lopes, Antonio M.Ge, SuoliangChen, LipingLi, Xiaomin...
18页
查看更多>>摘要：This paper addresses the leader-follower non-fragile consensus of nonlinear fractional-order (FO) multi-agent systems (FOMAS) with state time delay. The structured uncertainties occurring in both the plant and the controller are considered for the first time. Using the linear matrix inequality approach and the FO Razumikhin theorem, a delay- and order-dependent protocol is obtained to guarantee the leader-follower non-fragile consensus of the FOMAS with uncertain parameters. New sufficient conditions for the leader-follower non-fragile consensus of FO linear multi-agent systems are presented. The feasibility and effectiveness of the protocol proposed is verified with three numerical examples. Compared with the existing schemes, the approach reveals good robustness and can be extended to different kinds of consensus problems. (C) 2021 Elsevier Inc. All rights reserved.
查看更多>>摘要：In the present work, a high-order numerical scheme based on B-spline functions is developed for solving a class of nonlinear derivative dependent singular boundary value problems (DDSBVP). To derive the method, we first generate a high order perturbation of the original problem by using spline alternate relations. Then, we determine the approximate solution by forcing it to satisfy the resulting perturbed problem at the grid points of the spline. Convergence analysis of the method is established through matrix approach. Four nonlinear examples are considered to demonstrate the accuracy and robustness of the method. The proposed method provides O (h(6)) superconvergent approximation to the solution of the problem under consideration, where h is the step size. This method produces significantly more accurate results than the two newly developed numerical schemes using the same B-spline functions as used in the present method, namely UCS method and NCS method. Moreover, the computational time of present method is compared with that of NCS method. (C) 2021 Elsevier Inc. All rights reserved.
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