按提交时间
按主题分类
按作者
按机构
  • 基于不动点理论的二阶微分-积分方程零解的渐近稳定性

    分类: 数学 >> 应用数学 提交时间: 2022-09-27 合作期刊: 《桂林电子科技大学学报》

    摘要:

    在不使用李亚普诺夫直接法的情况下,研究了一个二阶微分-积分方程的渐近稳定性。当微分-积分方程有无界的项或者时滞是无穷大时,利用李亚普诺夫直接法处理方程零解的渐近稳定性遇到了严重的困难。而本文利用不动点定理,得到了一类带有无穷时滞的中立型二阶微分-积分方程零解渐近稳定的充分必要条件。不动点定理解决了二阶微分-积分方程的零解的渐近稳定性问题,其结果不但解除了以往对无穷时滞的严格限制, 而且也明显减少对函数g 的限制。

  • 两参数布朗运动增量的一个泛函对数律

    分类: 数学 >> 应用数学 提交时间: 2022-09-27 合作期刊: 《桂林电子科技大学学报》

    摘要:

    针对两参数布朗运动及增量重对数律的问题,利用两参数布朗运动及其增量重对数律的大偏差作为工具,对布朗运动及其增量重对数律问题的有关结果做了适当改进,并推广到两参数布朗运动的情形,最终得到了两参数布朗运动增量的对数律。两参数布朗运动是由布朗运动推广得到的,具有一系列与布朗运动相对应的概率性质和分析性质,因此借助前人对布朗运动和布朗运动增量的重对数律的研究,加强两参数布朗运动重对数律的限定条件,得到了加强条件后的两参数布朗运动的一个泛函极限结果,即两参数布朗运动增量的对数律,并验证了结果的正确性。

  • 商品市场的可变波动率弹性模型

    分类: 数学 >> 统计和概率 分类: 数学 >> 应用数学 提交时间: 2022-03-30

    摘要:

    In this paper, we propose and study a novel continuous-time model, based on the well-known constant elasticity of variance (CEV) model, to describe the asset price process. The basic idea is that the volatility elasticity of the CEV model can not be treated as a constant from the perspective of stochastic analysis. To address this issue, we deduce the price process of assets from the perspective of volatility elasticity,  propose the constant volatility elasticity (CVE) model, and further derive a more general variable volatility elasticity (VVE) model. Moreover, our model can describe the positive correlation between volatility and asset prices existing in the commodity markets, while CEV model can only describe the negative correlation. Through the empirical research on the financial market, many assets, especially commodities, often show this positive correlation phenomenon in some time periods, which shows that our model has strong practical application value. Finally, we provide the explicit pricing formula of European options based on our model. This formula has an elegant form convenient to calculate, which is similarly to the renowned Black-Scholes formula and of great significance to the research of derivatives market.

  • Some properties of a hyperbolic model of complex networks for the small parameter

    分类: 数学 >> 应用数学 提交时间: 2021-12-15

    摘要: We analyze properties of degree and clustering of a hyperbolic geometric model of complex networks in small parameter case $\tau<1, 2\sigma<1$. We find that the probability of k-degree goes to 0 and the global clustering coefficient goes to 0 in probability too as the number of nodes $N\to\infty$ for some specific growth $R(N)$ of the region radius. Here the scale-free degree is failed and the connection between neighbors are very weak. The transition of properties of the model with the parameter $\sigma$ changes seems to show that the mobility is important to keep society full and stable communication, otherwise a silence society. Some analysis technique and method are first applied for such model.

  • Resonance Algorithm: A New Look at the Shortest Path Problem

    分类: 数学 >> 应用数学 分类: 计算机科学 >> 计算机软件 分类: 信息科学与系统科学 >> 信息与系统科学其他学科 提交时间: 2021-10-11

    摘要:The shortest path problem (SPP) is a classic problem and appears in a wide range of applications. Although a variety of algorithms already exist, new advances are still being made, mainly tuned for particular scenarios to have better performances. As a result, they become more and more technically complex and sophisticated. Here we developed a novel nature-inspired algorithm to compute all possible shortest paths between two nodes in a graph: Resonance Algorithm (RA), which is surprisingly simple and intuitive. Besides its simplicity, RA turns out to be much more time-efficient for large-scale graphs than the extended Dijkstra's algorithm (such that it gives all possible shortest paths). Moreover, RA can handle any undirected, directed, or mixed graphs, irrespective of loops, unweighted or positively-weighted edges, and can be implemented in a fully decentralized manner. These good properties ensure RA a wide range of applications.

  • Dating the First Case of COVID-19 Epidemic from a Probabilistic Perspective

    分类: 数学 >> 应用数学 提交时间: 2021-09-22

    摘要: In the early days of the epidemic of coronavirus disease 2019 (COVID-19), due to insufficient knowledge of the pandemic, inadequate nucleic acid tests, lack of timely data reporting, etc., the origin time of the onset of COVID-19 is difficult to determine. Therefore, source tracing is crucial for infectious disease prevention and control. The purpose of this paper is to infer the origin time of pandemic of COVID-19 based on a data and model hybrid driven method. We model the testing positive rate to fit its actual trend, and use the least squares estimation to obtain the optimal model parameters. Further, the kernel density estimation is applied to infer the origin time of pandemic given the specific confidence probability. By selecting 12 representative regions in the United States for analysis, the dates of the first infected case with 50% confidence probability are mostly between August and October 2019, which are earlier than the officially announced date of the first confirmed case in the United States on January 20, 2020. The experimental results indicate that the COVID-19 pandemic in the United States starts to spread around September 2019 with a high confidence probability. In addition, the existing confirmed cases are also used in Wuhan City and Zhejiang Province in China to infer the origin time of COVID-19 and provide the confidence probability. The results show that the spread of COVID-19 pandemic in China is likely to begin in late December 2019.

  • 金融科技中支持区块链生态系统的一般共识博弈框架

    分类: 数学 >> 应用数学 分类: 管理学 >> 管理工程 分类: 信息科学与系统科学 >> 信息与系统科学其他学科 提交时间: 2020-03-31

    摘要:本文的目的是建立区块链生态系统中采矿池博弈共识均衡的一般框架,特别是在区块链生态系统中,通过使用一个新的概念“共识博弈(Consensus Game)”,解释与挖掘差距(Gap Games)博弈行为相关的共识均衡存在的意义上的稳定性,这里,区块链生态系统主要是指应用2008年中本聪(Nakamoto)所提出的“工作证明”(Proof of Work) 这一关键共识,将区块链工作的费用、报酬机制和采矿权三类不同因素考虑在内的经济活动。 为了做到这一点,我们首先概述了采矿池游戏共识均衡的一般存在性是如何表述的,然后通过区块链共识框架下共识均衡的存在性来解释比特币缺口博弈 (Gap博弈) 稳定性,然后利用博弈论中矿工的利润函数作为收益,建立了一般矿业缺口博弈一致均衡的一般存在性结果。作为应用,建立了缺口博弈 (Gap博弈)一致均衡的一般存在性结果,这不仅有助于我们在区块链生态系统的一般框架下断言缺口博弈 (Gap博弈) 的一般稳定性的存在性,但也让我们能够说明在研究采矿池博弈时的一些不同现象,这些现象可能是由于采矿者的(Gap博弈)行为与嵌入比特币经济学的情景造成的。 我们对区块链生态系统挖掘缺口博弈稳定性的解释研究表明,共识均衡的概念可能对共识经济学基础理论的发展起到重要作用

  • 一道工序智能加工系统 RGV 调度模型

    分类: 数学 >> 应用数学 提交时间: 2019-07-16

    摘要:研究了一道工序智能加工系统轨道式自动引导车(RGV)调度问题. 该问题为2018年全国大学生数学建模竞赛B题的一部分. 系统由一辆轨道式自动引导车和若干台计算机数控机床(CNC)等部件组成, RGV操控多台CNC完成多个物料加工, RGV调度方案决定了系统的效率. 以 RGV的移动路径为决策变量, 以RGV在CNC上的操作结束时刻为时间节点, 以物料加工剩余时间为状态变量, 给出了问题的数学模型, 但模型中的部分参数以决策变量为下标. 通过定义新的变量和约束, 将模型修改为不含变量下标和分段函数的非线性混合整数规划模型. 最后给出了算例, 说明了模型的正确性和可操作性.

  • From limited-aperture to full-aperture

    分类: 数学 >> 计算数学 分类: 数学 >> 应用数学 提交时间: 2017-08-22

    摘要:Many numerical methods have been proposed in the last 30 years for inverse problems. While very successful in many cases, progress has lagged in other areas of applications which are forced to rely on {\em limited-aperture} measurements. In this paper, we introduce some techniques to retrieve the other data that can not be measured directly. We consider the inverse acoustic scattering of time harmonic plane waves and take the scattering amplitude to be the measurements. Assume that the scattering amplitude can only be measured with observation directions restricted in $S^{n-1}_0$, which is compactly supported in the unit sphere. Based on the reciprocity relation of the scattering amplitude, we prove a special symmetric structure of the corresponding multi-static response matrix. This will also be verified by numerical examples. Combining this, with the help of the Green's formula for the scattered field, we introduce an iterative scheme to retrieve approximate {\em full-aperture} scattering amplitude. As an application, using a recently proposed direct sampling method [28], we consider the fast and robust sampling methods with {\em limited-aperture} measurements. Some numerical simulations are conducted with noisy data, and the results will further verify the effectiveness and robustness of the proposed data retrieval method and of the sampling method for inverse acoustic scattering problems.

  • 等边长网络上的动态围堵嫌犯模型

    分类: 数学 >> 应用数学 提交时间: 2017-04-07

    摘要:研究了动态围堵嫌犯问题, 假设网络边长相等, 交巡警与嫌犯的速度相等. 建立了嫌犯移动信息更新下的交巡警调度问题的0-1线性整数规划模型, 模型利用点截集条件使调度后的警力形成围堵圈, 并对嫌犯的逃跑行为建模, 由此得到了动态围堵嫌犯问题的动态模拟模型. 算例考虑分割非等边长网络的边, 然后将分割后的网络视为等边长网络.

  • 海盗分金问题数学原理的新差分模型初探

    分类: 数学 >> 应用数学 提交时间: 2016-07-07

    摘要:自博弈论中有趣的海盗分金问题(Pirate Game(PG))提出以来,其在理论分析上,仅摘要:自博弈论中有趣的海盗分金问题(Pirate Game(PG))提出以来,其在理论分析上,仅限于逆向递推法和数列递推法。本文首先借鉴这两种方法建立一阶差分模型;而后,考虑到每个海盗不是绝对理性的,等级高的海盗需要依赖等级低一级的海盗的决策而做出最优决策,建立二阶时滞差分模型,在数学原理上对 PG 做深入分析:当τ= 0 时,与实际情况偏差较大;当时滞量 τ=1 时,模型的解和一阶差分模型的解一致,即在现实生活中也存在着做决策时直接咨询自己的第一副手的社会群体。从而,在现代分析方法的层次上,本文给出一个 PG 的新的合理的数学解释。