查看更多>>摘要：The purpose of this paper is to present an efficient method for pricing discounted American capped op-tions. They differ from the corresponding uncapped ones by the existing trigger level for the underlying asset. In such a way the option's seller is preserved from the possible large movements of the underlying asset. We first obtain the optimal exercise region and by the use of some hitting properties we derive the fair option price. We use the Crank-Nicolson finite difference approach together with a Monte Carlo method to implement the obtained formulas. This method applied for the pricing problem of the ordinary American options has its own significance. Finally, we present some numerical results.(c) 2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：The electromechanical system consisting of an electrical part which is the forced Vander Pol oscillator coupled magnetically to a mechanical part is investigated. The mechanical part is the network consisting of discontinuous elastically coupled system oscillators with strong irrational nonlinearities in which the damping is introduced. This coupled electromechanical system is connected at the output to movable sieve for the industrial applications, it can be used for the filtering of different types of building materials. By using then the Newton's second law and Kirchhoff's law, the set of model damped equations governing the dynamics of the system are established. These set of equations have strong irrational nonlinearities, with smooth or discontinuous characteristics depending just to the inclination angles of strings. Then the resonance phenomenon showing the appearing of hysteresis as the frequency shift increases is found and is more and more complex as the cell number increases. By solving numerically the set of equations of the system, one obtains the oscillatory bursting in the electrical part, and impulse bursting in the mechanical part, with their widths which decrease as the excitation frequency increases. It is also found that chaotic bursting appears in the mechanical part when the electric part exhibits periodic bursting oscillations.(c) 2022 Elsevier Ltd. All rights reserved.
Neelakshi, J.Rosa, Reinaldo R. R.Savio, SiomelStephany, Stephan...
9页
查看更多>>摘要：Ionospheric irregularities of the E-F valley region are relatively less explored with in situ experiments enabling to capture local fine structures. Here, we present the multifractal analysis of electron density fluctuations in the E-F valley region, obtained from a rocket experiment performed at equatorial low lat-itude station, Alcantara, Brazil to explore scaling structures in the plasma irregularities. The multifractal spectrum is validated with a analytical model that mimics the energy distribution in a turbulent cascade using probabilistic weights. We report the nature of the E-F valley region irregularities to be multifrac-tal, asymmetric, intermittent and non-homogeneous. The multifractal measures show transition of the influence from smaller to larger fluctuations as the rocket approaches the F layer base, consolidating ear -lier observations. By identifying the nature of the irregularities, we explore the possible cause for a wide variation reported in the spectral indices. Our analysis demonstrates the usability of the multifractal ap-proach in studying the nonlinear fluctuations observed from the E-F valley region in situ data.(c) 2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：In this paper, we propose a delayed Huanglongbing transmission model with latent period and incubation period in the citrus trees. The basic reproductive number for Huanglongbing is calculated, meanwhile, the threshold dynamics and the global attractivity of equilibria are analyzed. Furthermore, to investigate the effects of insecticide spraying and symptomatic infected trees removing, we make use of the optimiza-tion theory and the two time-dependent control variables to establish the optimal control system, and investigate the existence and uniqueness of the optimal solution. Numerical simulations are carried out in both models to show the feasibility of our theoretical results. Our numerical results illustrate that (i) spraying insecticide plays an important role in controlling the spread of HLB, (ii) ignoring stage structure of infected trees would underestimate the transmission risk of HLB.(c) 2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：In the present study, over a rectangle from the plane R-2, we define and develop the conceptions of the interval-valued fractional double integrals having exponential kernels, from which we exploit Hermite- Hadamard, Fejer-Hermite-Hadamard, as well as Pachpatte type inclusion relations regarding the interval-valued co-ordinated convex mappings. These inclusion relations can be viewed as certain substantial gen-eralizations of the previously reported findings. To identify the correctness of the inclusion relations con-structed in this work, we also provide three examples regarding the interval-valued co-ordinated convex mappings. (c) 2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：In this work we introduce a concept of complexity for undirected graphs in terms of the spectral analysis of the Laplacian operator defined by the incidence matrix of the graph. Precisely, we compute the norm of the vector of eigenvalues of both the graph and its complement and take their product. Doing so, we obtain a quantity that satisfies two basic properties that are the expected for a measure of complexity. First, complexity of fully connected and fully disconnected graphs vanish. Second, complexity of complementary graphs coincide. This notion of complexity allows us to distinguish different kinds of graphs by placing them in a "croissant-shaped " region of the plane link density -complexity, highlighting some features like connectivity, concentration, uniformity or regularity and existence of clique-like clusters. Indeed, considering graphs with a fixed number of nodes, by plotting the link density versus the complexity we find that graphs generated by different methods take place at different regions of the plane. We consider some of the paradigmatic randomly generated graphs, in particular the Erdos-Renyi, the Watts-Strogatz and the Barabasi-Albert models. Also, we place some particular, let us say deterministic, well known hand-crafted graphs, to wit, lattices, stars, hyper-concentrated and cliques-containing graphs. It is worthy noticing that these deterministic classical models of graphs depict the boundary of the croissant-shaped region. Finally, as an application to graphs generated by real measurements, we consider the brain connectivity graphs from two epileptic patients obtained from magnetoencephalography (MEG) recording, both in a baseline period and in ictal periods (epileptic seizures). In this case, our definition of complexity could be used as a tool for discerning between states, by the analysis of differences at distinct frequencies of the MEG recording. (C)& nbsp;2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：Nonlinear integral positive position feedback (NIPPF) and adaptive nonlinear integral positive position feedback (ANIPPF) controllers are used in a shearer's semi-direct drive cutting transmission system, which is powered by a low speed and high torque permanent magnet synchronous motor (PMSM). The transmission system's torsional vibration characteristics were investigated with internal parameter and external cutting load excitation changes caused by harmonic force. In the case of primary and 1:1 internal resonance, an analytic solution is obtained by employing the averaging technique to solve the nonlinear differential equations and modeling the system with NIPPF and ANIPPF controllers. The Poincare portraits were created to imagine how the PMSM would behave around their fixed points. A good match is found when the approximate solutions are compared to the numerical simulations via the Runge-Kutta method fourth-order (RK4). The linearized stability strategy is used to ensure stability near fixed points in the autonomous system. Before and after control, the steady-state amplitude and stability of nonlinear systems were investigated and analyzed. Optimal system operation conditions and frequency response curves (FRCs) were examined at various controller and system parameter values. Numerous system characteristics were found to have an effect after being combined with NIPPF and ANIPPF. The numerical and analytical solutions at time-history and FRCs were compared using the MATLAB program to confirm their comparability. This study's findings were compared to those found in the literature. We conclude from this analysis that the ANIPPF controller provides the best system control. The calculations also revealed that ANIPPF is the most effective controller. Finally, the controls suppress the system's vibration amplitude and chaos motion. The outcomes of this study were used to develop a theoretical foundation for the shearer semi-direct drive cutting transmission system's design and construction. (C) 2021 Elsevier Ltd. All rights reserved.
查看更多>>摘要：The impulsive differential equations are examined via the associated Poincare translation operators in terms of topological entropy. The crucial role is played by the entropy analysis of the compositions of Poincare's operators with the impulsive maps. For the scalar (one-dimensional) problems, the lower entropy estimations can be effectively obtained by means of horseshoes. For the vector (higher-dimensional) problems, the situation becomes more delicate and requires rather sophisticated techniques. Five main theorems are presented about a positive topological entropy (i.e. topological chaos) for given impulsive problems. For vector linear homogeneous differential equations with constant coefficients and isometric impulses, the zero entropy is deduced under commutativity restrictions imposed on the components of a mentioned composition. Several illustrative examples and numerical simulations are supplied. (C) 2022 Elsevier Ltd. All rights reserved.
查看更多>>摘要：We develop a cobweb model in which firms, facing a two-period production delay, have access to a flexible (costly) and an inflexible (cheap) production technology. Moreover, firms select between production technologies depending on their evolutionary fitness, measured in terms of past realized profits. The dynamics of our cobweb model is driven by a four-dimensional nonlinear map. We analytically show that its unique steady state may become unstable due to a Neimark-Sacker bifurcation, a scenario that gives rise to cyclical price dynamics, as observed in actual commodity markets. Simulations furthermore reveal that our cobweb model may also produce chaotic motion.(c) 2022 Elsevier Ltd. All rights reserved.
Fernandez, Diego S.Seoane, Jesus M.Sanjuan, Miguel A. F.
9页
查看更多>>摘要：Chaotic scattering in three dimensions has not received as much attention as in two dimensions so far. In this paper, we deal with a three-dimensional open Hamiltonian system whose Wada basin boundaries become non Wada when the critical energy value is surpassed in the absence of dissipation. In particu-lar, we study here the dissipation effects on this topological change, which has no analogy in two dimen-sions. Hence, we find that non-Wada basins, expected in the absence of dissipation, transform themselves into partially Wada basins when a weak dissipation reduces the system energy below the critical energy. We provide numerical evidence of the emergence of the Wada points on the basin boundaries under weak dissipation. According to the paper findings, Wada basins are typically driven, enhanced and, con-sequently, structurally stable under weak dissipation in three-dimensional open Hamiltonian systems.(c) 2022 Elsevier Ltd. All rights reserved.
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