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Applied mathematics and computation
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Applied mathematics and computation

Elsevier [etc.]

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Applied mathematics and computation/Journal Applied mathematics and computationSCIISTPEIAHCI
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    A least squares based diamond scheme for 3D heterogeneous and anisotropic diffusion problems on polyhedral meshes

    Dong, ChengKang, Tong
    21页
    查看更多>>摘要:We propose a diamond scheme for 3D heterogeneous and anisotropic problem using piece wise linear approximation and least squares method . Since the continuity of the solution and flux is treated appropriately, the scheme and the vertex interpolation algorithm allow arbitrary diffusion tensors. In addition, we employ an adaptive weighted coefficient in the least squares problem of the vertex interpolation using a novel way to evaluate the magnitude of the diffusion anisotropy. Consequently our vertex interpolation has better performance than the least squares interpolation in most tested cases. The presented scheme and vertex interpolation algorithm do not need edge information, which leads to less topological searches and simplifies the programming compared with other edge-based ones. By means of unified calculations of the geometric quantities, this scheme is suitable for meshes with nonplanar faces. Numerical experiments show that our scheme is linearity preserving and achieves nearly optimal accuracy for the solution on general meshes. Moreover, the new vertex interpolation algorithm has an ideal performance for heterogeneous and highly anisotropic diffusion problems which are tough for some existing algorithms. (c) 2021 Elsevier Inc. All rights reserved.

    Effect of density control in partially observable asymmetric-exit evacuation under guidance: Strategic suggestion under time delay

    Zheng, LinxiaoRen, HuanGao, FengqiangYan, Yuyue...
    13页
    查看更多>>摘要:To enhance the evacuation efficiency in partially observable asymmetric-exit evacuation under guidance, a general framework of the dynamic guiding assistant system is presented to investigate the effect of density control. In this framework, several evacuation assistants are established to observe the partial information of pedestrians' location and adjust the guiding signals of the dynamic guiding assistant systems. A simple on-off-based density control algorithm is proposed for the evacuation assistants according to the delayed data of the observed information (i.e., pedestrian densities in the observed regions near the corresponding exits). This paper provides strategic suggestions on how to set the observed region and the target density by involving a force-driven cellular automaton model. It is observed that the proposed density control algorithm can control (positively affect) the global distribution of the pedestrians' locations and suppress arching phenomena in the evacuation process even using the observed partial information under time delays. By im-posing a moderate target density, the dynamic guiding assistant system also suppresses the triggers of collisions around the exits and avoids inefficiently separating the pedestrians. To enhance evacuation efficiency, we reveal an interesting fact without loss of generality that we only need to observe the pedestrians' location from a small region near the exit instead of a large region when the time delay of the observed information is slight enough. Our numerical findings are expected to provide new insights into designing computer-aided guiding strategies in real evacuations.(c) 2021 Elsevier Inc. All rights reserved.

    On S-packing edge-colorings of graphs with small edge weight

    Yang, WeiWu, Baoyindureng
    8页
    查看更多>>摘要:The edge weight, denoted by w(e), of a graph G is max {d(G)(u) +d(G)(v) : uv is an element of & nbsp;E(G) }. For an integer sequence S = (s(1) , s(2) , . . . , s(k)) with 0 <=& nbsp;s(1) <=& nbsp;s(2) < & BULL; & BULL; & BULL; <=& nbsp;s(k), an S-packing edge-coloring of a graph G is a partition of E(G) into k subsets E-1 , E-2 , . . . , E-k such that for each 1 <=& nbsp;i <=& nbsp;k , d(L(G))(e, e ' ) >=& nbsp;s(i) + 1 for any e, e ' is an element of & nbsp;E-i, where d(L(G )) (e, e') denotes the distance of e and e ' in the line graph L(G) of G . Hocquard, Lajou and Lugar (Between proper and strong edge colorings of subcubic graphs, https://arxiv.org/abs/2011.02175) posed an open problem: every subcubic bipartite graph G with w(e) <=& nbsp;5 is (1 , 2(4) )-packing edge-colorable. We confirm the question in affirmative with a stronger way. It is shown that for any graph G (not necessarily subcubic bipartite) with w(e) <=& nbsp;5 is (1 , 2(4) )-packing edge-colorable. We also prove that every graph G with w(e) <=& nbsp;6 is (1 , 2(8) )-packing edge-colorable.In addition, we prove that if G is cubic graph, then it has a (1 , 3(20) )-packing edge-coloring and a (1 , 4(47) )-packing edge-coloring. Furthermore, if G is 3-edge-colorable, then it has a (1 , 3(18) )-packing edge-coloring and a (1 , 4(42) )-packing edge-coloring. These strengthen results of Gastineau and Togni (On S-packing edge-colorings of cubic graphs, Discrete Appl. Math. 259 (2019) 63-75).(c) 2021 Elsevier Inc. All rights reserved.

    Disturbance rejection using SMC-based-equivalent-input-disturbance approach

    She, JinhuaWu, MinSato, DaikiOhnishi, Kouhei...
    15页
    查看更多>>摘要:This paper uses the sliding-mode control (SMC) to compensate for an estimation error caused by the filter in an equivalent-input-disturbance (EID) compensator. The application of the SMC brings another shortcoming: The chattering problem. To solve such a problem, this paper makes use the features of the EID approach and presents a method of designing a small switching gain based on the estimation error. Combining the SMC, the EID approach, and the switching-gain design law, this paper presents a new system configuration. The presented SMC-based-EID control system not only improves the disturbance suppression performance of the EID approach but also solves the chattering problem in the SMC. A comparison shows the validity and superiority of our method. Furthermore, the robustness of the disturbance-rejection performance with respect to measurement noise is also shown by the example.(c) 2021 Elsevier Inc. All rights reserved.

    The solution of the matrix equation AXB = D and the system of matrix equations AX = C, XB = D with X *X = I-p

    Zhang, HuitingLiu, LinaLiu, HaoYuan, Yongxin...
    9页
    查看更多>>摘要:In this paper, the solvability conditions for the matrix equation AXB = D and a pair of matrix equations AX = C, XB = D with the constraint X *X = I-p are deduced by applying the spectral and singular value decompositions of matrices, and the expressions of the general solutions to these matrix equations are also provided. Furthermore, the associated optimal approximate problems to the given matrices are discussed and the optimal approximate solutions are derived. Finally, two numerical experiments are given to validate the accuracy of the results. (c) 2021 Elsevier Inc. All rights reserved.

    Rates of approximation by neural network interpolation operators

    Qian, YunyouYu, Dansheng
    18页
    查看更多>>摘要:Y We construct neural network interpolation operators with some newly defined activation functions, and give the approximation rate by the operators for continuous functions. By adding some smooth assumptions on the activation function, we establish two important inequalities of the derivative of the operators. With these two inequalities, by using K-functional and Berens-Lorentz lemma in approximation theory, we obtain the converse theorem of approximation by the operators. To approximate smooth functions, we further introduce special combinations of the operators, which can be regarded as FNNs with four layers, and can approximate the object function and its derivative simultaneously. Finally, we introduce a Kantorovich type variant of the operators. We establish both the direct theorem and the converse theorem of approximation by the Kantorovich type operators in L-p spaces with 1 <= p <= infinity. (C) 2021 Elsevier Inc. All rights reserved.

    Optimal control of a SIR epidemic with ICU constraints and target objectives

    Avram, FlorinFreddi, LorenzoGoreac, Dan
    22页
    查看更多>>摘要:The aim of this paper is to provide a rigorous mathematical analysis of an optimal control problem with SIR dynamics main feature of our study is the presence of state constraints (related to intensive care units ICU capacity) and strict target objectives (related to the immunity threshold). The first class of results provides a comprehensive description of different zones of interest using viability tools. The second achievement is a thorough mathematical analysis of Pontryagin extremals for the aforementioned problem allowing to obtain an explicit closed-loop feedback optimal control. All our theoretical results are numerically illustrated for a further understanding of the geometrical features and scenarios. (C) 2021 Elsevier Inc. All rights reserved.

    On the clifford short-time fourier transform and its properties

    De Martino, Antonio
    20页
    查看更多>>摘要:In this paper we investigate how the short-time Fourier transform can be extended in a Clifford setting. We prove some of the main properties of the Clifford short-time Fourier transform such as the orthogonality relation, the reconstruction property and the repro-ducing kernel formula. Moreover, we show the effects of modulating and translating the signal and the window function, respectively. Finally, we demonstrate the Lieb's uncer-tainty principle for the Clifford short-time Fourier transform.(c) 2021 Elsevier Inc. All rights reserved.

    Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck 4 / 2 models.

    Zhu, YichenEscobar-Anel, Marcos
    18页
    查看更多>>摘要:This paper designs a numerical methodology, named PAMH, to approximate an investor's optimal portfolio strategy in the contexts of expected utility theory (EUT) and mean variance theory (MVT). Thanks to the use of hyperbolic absolute risk aversion utilities (HARA), the approach produces optimal solutions for decreasing relative risk aversion (DRRA) investors, as well as for increasing relative risk aversion (IRRA) agents. The accuracy and efficiency of the approximation is examined in a comparison to known closed-form solutions for a one dimensional ( n = 1 ) geometric Brownian motion with a CIR stochastic volatility model (i.e. GBM 1/2 or Heston model), and a high dimensional (up to n = 35 ) stochastic covariance model. The former confirms the method works even when the theoretical candidate is not well-defined, while the latter illustrates low errors (up to 8% in certainty equivalent rate (CER)) and feasible computational time (less than one hour in a PC).Given the potential of this method, we investigate a relevant practical setting with no closed-form solution, namely when assets follow an OrnsteinUhlenbeck 4/2 stochastic volatility (SV, i.e. OU 4/2) model. We conduct sensitivity analyses of the optimal strategies for DRRA and IRRA investors with respect to key parameters; (e.g. risk aversion, minimum capital guarantee and 4/2's parameters). In particular, the efficient frontier for the IRRA case is presented. A comparison to important sub-optimal strategies in terms of CER is performed, indicating low CER performances due to ignorance of stochastic volatility for CRRA investors, i.e. a myopic strategy would be even better than ignoring SV. The analyses highlight the importance of efficient and precise numerical methods to obtain substantially higher CERs.(c) 2021 Elsevier Inc. All rights reserved.

    A family of matrix coefficient formulas for solving ordinary differential equations

    Chang, Shuenn-Yih
    17页
    查看更多>>摘要:A matrix form of coefficients is applied to develop a new family of one-step explicit methods. Clearly, this type of methods is different from the conventional methods that have scalar constant coefficients. This novel family of methods is governed by a free parameter and is characterized by problem dependency, where the initial physical properties to define the problem under analysis are applied to form the coefficients of the difference formula. In general, it can simultaneously combine A-stability, second order accuracy and explicit implementation. As a result, it is best suited to solve systems of nonlinear first order stiff ordinary differential equations since it is of high computational efficiency in contrast to conventional implicit methods.(c) 2021 Published by Elsevier Inc.