This paper is a review, a thesis, of some interesting results that have been obtained in various research concerning the “brane collisions in string and M-theory” (Cyclic Universe), p-adic inflation and p-adic cosmo...This paper is a review, a thesis, of some interesting results that have been obtained in various research concerning the “brane collisions in string and M-theory” (Cyclic Universe), p-adic inflation and p-adic cosmology. In Section 2, we have described some equations concerning cosmic evolution in a Cyclic Universe. In Section 3, we have described some equations concerning the cosmological perturbations in a Big Crunch/Big Bang space-time, the M-theory model of a Big Crunch/Big Bang transition and some equations concerning the solution of a braneworld Big Crunch/Big Bang Cosmology. In Section 4, we have described some equations concerning the generating ekpyrotic curvature perturbations before the Big Bang, some equations concerning the effective five-dimensional theory of the strongly coupled heterotic string as a gauged version of N=1five-dimensional supergravity with four-dimensional boundaries, and some equations concerning the colliding branes and the origin of the Hot Big Bang. In Section 5, we have described some equations regarding the “null energy condition” violation concerning the inflationary models and some equations concerning the evolution to a smooth universe in an ekpyrotic contracting phase with w>1. In Section 6, we have described some equations concerning the approximate inflationary solutions rolling away from the unstable maximum of p-adic string theory. In Section 7, we have described various equations concerning the p-adic minisuperspace model, zeta strings, zeta nonlocal scalar fields and p-adic and adelic quantum cosmology. In Section 8, we have shown various and interesting mathematical connections between some equations concerning the p-adic inflation, the p-adic quantum cosmology, the zeta strings and the brane collisions in string and M-theory. Furthermore, in each section, we have shown the mathematical connections with various sectors of Number Theory, principally the Ramanujan’s modular equations, the Aurea Ratio and the Fibonacci’s numbers.展开更多
In this paper, we introduce new concepts of a-type F-contractive mappings which are essentially weaker than the class of F-contractive mappings given in [21, 22] and different from a-GF-contractions given in [8]. Then...In this paper, we introduce new concepts of a-type F-contractive mappings which are essentially weaker than the class of F-contractive mappings given in [21, 22] and different from a-GF-contractions given in [8]. Then, sufficient conditions for the existence and uniqueness of fixed point are established for these new types of contractive mappings, in the setting of complete metric space. Consequently, the obtained results encompass various generalizations of the Banach contraction principle. Moreover, some examples and an application to nonlinear fractional differential equation are given to illustrate the usability of the new theory.展开更多
The starting point of this study is the theory of tonal consonance by Plomp and Levelt. The major reference point is the theory of Critical Band and its use for evaluating consonance of simple tones. On the basis of s...The starting point of this study is the theory of tonal consonance by Plomp and Levelt. The major reference point is the theory of Critical Band and its use for evaluating consonance of simple tones. On the basis of such empirical criterion, our aim consists in providing a method of estimating the value of consonance of complex tones, by taking account not only of the number of harmonics, but also of the intensity of the partials which contribute to forming the tone. By introducing a specific algorithm, the level of consonance of a chord of complex tones is expressed in terms both of frequency differences and sound intensity of the partials. The results give rise to a series of considerations and applications, ranging from displaying the order of consonance of all intervals within the octave up to evaluating the hierarchy of chords in the frame of a musical scale.展开更多
This paper deals with a coupled system consisting of a scalar conservation law and an eikonal equation, called the Hughes model. Introduced in [24], this model attempts to describe the motion of pedestrians in a dense...This paper deals with a coupled system consisting of a scalar conservation law and an eikonal equation, called the Hughes model. Introduced in [24], this model attempts to describe the motion of pedestrians in a densely crowded region, in which they are seen as a 'thinking' (continuum) fluid. The main mathematical difficulty is the discontinuous gradient of the solution to the eikonal equation appearing in the flux of the conservation law. On a one dimensional interval with zero Dirichlet conditions (the two edges of the interval are interpreted as 'targets'), the model can be decoupled in a way to consider two classical conservation laws on two sub-domains separated by a turning point at which the pedestrians change their direction. We shall consider solutions with a possible jump discontinuity around the turning point. For simplicity, we shall assume they are locally constant on both sides of the discontinuity. We provide a detailed description of the local- in-time behavior of the solution in terms of a 'global' qualitative property of the pedestrian density (that we call 'relative evacuation rate'), which can be interpreted as the attitude of the pedestrians to direct towards the left or the right target. We complement our result with explicitly computable examples.展开更多
We address the issue of point value reconstructions from cell averages in the context of third-order finite volume schemes,focusing in particular on the cells close to the boundaries of the domain.In fact,most techniq...We address the issue of point value reconstructions from cell averages in the context of third-order finite volume schemes,focusing in particular on the cells close to the boundaries of the domain.In fact,most techniques in the literature rely on the creation of ghost cells outside the boundary and on some form of extrapolation from the inside that,taking into account the boundary conditions,fills the ghost cells with appropriate values,so that a standard reconstruction can be applied also in the boundary cells.In Naumann et al.(Appl.Math.Comput.325:252–270.https://doi.org/10.1016/j.amc.2017.12.041,2018),motivated by the difficulty of choosing appropriate boundary conditions at the internal nodes of a network,a different technique was explored that avoids the use of ghost cells,but instead employs for the boundary cells a different stencil,biased towards the interior of the domain.In this paper,extending that approach,which does not make use of ghost cells,we propose a more accurate reconstruction for the one-dimensional case and a two-dimensional one for Cartesian grids.In several numerical tests,we compare the novel reconstruction with the standard approach using ghost cells.展开更多
We investigate both analytically and numerically the concentration dynamics of a solution in two containers connected by a narrow and short channel, in which diffusion obeys a porous medium equation. We also consider ...We investigate both analytically and numerically the concentration dynamics of a solution in two containers connected by a narrow and short channel, in which diffusion obeys a porous medium equation. We also consider the variation of the pressure in the containers due to the flow of matter in the channel. In particular, we identify a phenomenon, which depends on the transport of matter across nano-porous membranes, which we call "transient osmosis". We find that nonlinear diffusion of the porous medium equation type allows numerous different osmotic-like phenomena, which are not present in the case of ordinary Fickian diffusion. Experimental results suggest one possible candidate for transiently osmotic processes.展开更多
We show how to use the Lucas polynomials of the second kind in the solution of a homogeneous linear differential system with constant coefficients, avoiding the Jordan canonical form for the relevant matrix.
We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “cons...We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “conservative” investors that: 1) behave in a similar way, 2) try to avoid abrupt changes in their trading strategies, 3) want to limit the risk due to the fact of having open positions on the asset shares, 4) in the long run want to have a given position on the asset shares. The big trader wants to maximize the revenue resulting from the action of buying or selling a (large) block of asset shares in a given time interval. The behaviour of the retail traders and of the big trader is modeled using respectively a mean field game model and an optimal control problem. These models are coupled by the asset share price dynamic equation. The trading execution strategy adopted by the retail traders is obtained solving the mean field game model. This strategy is used to formulate the optimal control problem that determines the behaviour of the big trader. The previous mathematical models are solved using the dynamic programming principle. In some special cases explicit solutions of the previous models are found. An extensive numerical study of the trading execution model proposed is presented. The interested reader is referred to the website: http://www.econ.univpm.it/recchioni/finance/w19 to find material including animations, an interactive application and an app that helps the understanding of the paper. A general reference to the work of the authors and of their coauthors in mathematical finance is the website:?http://www.econ.univpm.it/recchioni/finance.展开更多
A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that gov...A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that governs the time evolution of the probability density function of this process. In the stochastic process and, correspondingly, in the FP model the control function enters as a time-dependent coefficient. The objectives of the control are to minimize a discrete-in-time, resp. continuous-in-time, tracking functionals and its L2- and L1-costs, where the latter is considered to promote control sparsity. An efficient proximal scheme for solving these optimal control problems is considered. Results of numerical experiments are presented to validate the theoretical results and the computational effectiveness of the proposed control framework.展开更多
We investigate strong stability preserving(SSP)implicit-explicit(IMEX)methods for partitioned systems of differential equations with stiff and nonstiff subsystems.Conditions for order p and stage order q=p are derived...We investigate strong stability preserving(SSP)implicit-explicit(IMEX)methods for partitioned systems of differential equations with stiff and nonstiff subsystems.Conditions for order p and stage order q=p are derived,and characterization of SSP IMEX methods is provided following the recent work by Spijker.Stability properties of these methods with respect to the decoupled linear system with a complex parameter,and a coupled linear system with real parameters are also investigated.Examples of methods up to the order p=4 and stage order q—p are provided.Numerical examples on six partitioned test systems confirm that the derived methods achieve the expected order of convergence for large range of stepsizes of integration,and they are also suitable for preserving the accuracy in the stiff limit or preserving the positivity of the numerical solution for large stepsizes.展开更多
By means of the dimensional analysis a spherically simmetric universe with a mass M = c<sup>3</sup>/(2HG) and radius equal to c/H is considered, where H is the Hubble constant, c the speed of light and G t...By means of the dimensional analysis a spherically simmetric universe with a mass M = c<sup>3</sup>/(2HG) and radius equal to c/H is considered, where H is the Hubble constant, c the speed of light and G the Newton gravitational constant. The density corresponding to this mass is equal to the critical density ρ<sub>cr </sub>= 3H<sup>2</sup>/(8πG). This universe evolves according to a Bondi-Gold-Hoyle scenario, with continuous creation of matter at a rate such to maintain, during the expansion, the density always critical density. Using the Margolus-Levitin theorem and the Landauer’s principle, an entropy is associated with this universe, obtaining a formula having the same structure as the Bekenstein-Hawking formula of the entropy of a black hole. Furthermore, a time-dependent cosmological constant Λ, function of the Hubble constant and the speed of light, is proposed.展开更多
In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwi...In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.展开更多
We construct an unconventional divergence preserving discretization of updated Lagrangian ideal magnetohydrodynamics(MHD)over simplicial grids.The cell-centered finite-volume(FV)method employed to discretize the conse...We construct an unconventional divergence preserving discretization of updated Lagrangian ideal magnetohydrodynamics(MHD)over simplicial grids.The cell-centered finite-volume(FV)method employed to discretize the conservation laws of volume,momentum,and total energy is rigorously the same as the one developed to simulate hyperelasticity equations.By construction this moving mesh method ensures the compatibility between the mesh displacement and the approximation of the volume flux by means of the nodal velocity and the attached unit corner normal vector which is nothing but the partial derivative of the cell volume with respect to the node coordinate under consideration.This is precisely the definition of the compatibility with the Geometrical Conservation Law which is the cornerstone of any proper multi-dimensional moving mesh FV discretization.The momentum and the total energy fluxes are approximated utilizing the partition of cell faces into sub-faces and the concept of sub-face force which is the traction force attached to each sub-face impinging at a node.We observe that the time evolution of the magnetic field might be simply expressed in terms of the deformation gradient which characterizes the Lagrange-to-Euler mapping.In this framework,the divergence of the magnetic field is conserved with respect to time thanks to the Piola formula.Therefore,we solve the fully compatible updated Lagrangian discretization of the deformation gradient tensor for updating in a simple manner the cell-centered value of the magnetic field.Finally,the sub-face traction force is expressed in terms of the nodal velocity to ensure a semi-discrete entropy inequality within each cell.The conservation of momentum and total energy is recovered prescribing the balance of all the sub-face forces attached to the sub-faces impinging at a given node.This balance corresponds to a vectorial system satisfied by the nodal velocity.It always admits a unique solution which provides the nodal velocity.The robustness and the accuracy of this unconventional FV scheme have been demonstrated by employing various representative test cases.Finally,it is worth emphasizing that once you have an updated Lagrangian code for solving hyperelasticity you also get an almost free updated Lagrangian code for solving ideal MHD ensuring exactly the compatibility with the involution constraint for the magnetic field at the discrete level.展开更多
Disjoint sampling is critical for rigorous and unbiased evaluation of state-of-the-art(SOTA)models e.g.,Attention Graph and Vision Transformer.When training,validation,and test sets overlap or share data,it introduces...Disjoint sampling is critical for rigorous and unbiased evaluation of state-of-the-art(SOTA)models e.g.,Attention Graph and Vision Transformer.When training,validation,and test sets overlap or share data,it introduces a bias that inflates performance metrics and prevents accurate assessment of a model’s true ability to generalize to new examples.This paper presents an innovative disjoint sampling approach for training SOTA models for the Hyperspectral Image Classification(HSIC).By separating training,validation,and test data without overlap,the proposed method facilitates a fairer evaluation of how well a model can classify pixels it was not exposed to during training or validation.Experiments demonstrate the approach significantly improves a model’s generalization compared to alternatives that include training and validation data in test data(A trivial approach involves testing the model on the entire Hyperspectral dataset to generate the ground truth maps.This approach produces higher accuracy but ultimately results in low generalization performance).Disjoint sampling eliminates data leakage between sets and provides reliable metrics for benchmarking progress in HSIC.Disjoint sampling is critical for advancing SOTA models and their real-world application to large-scale land mapping with Hyperspectral sensors.Overall,with the disjoint test set,the performance of the deep models achieves 96.36%accuracy on Indian Pines data,99.73%on Pavia University data,98.29%on University of Houston data,99.43%on Botswana data,and 99.88%on Salinas data.展开更多
In this paper, we prove some fixed point theorems for generalized contractions in the setting of G-metric spaces. Our results extend a result of Edelstein [M. Edelstein, On fixed and periodic points under contractive ...In this paper, we prove some fixed point theorems for generalized contractions in the setting of G-metric spaces. Our results extend a result of Edelstein [M. Edelstein, On fixed and periodic points under contractive mappings, J. London Math. Soc., 37 (1962), 74-79] and a result of Suzuki [T. Suzuki, A new type of fixed point theorem in metric spaces, Nonlinear Anal., 71 (2009), 5313-5317]. We prove, also, a fixed point theorem in the setting of G-cone metric spaces.展开更多
After studying finite asymptotic expansions in real powers, we have developed a general theory for expansions of type (*) ,x → x0 where the ordered n-tuple forms an asymptotic scale at x0 , i.e. as x → x0, 1 ≤ i ≤...After studying finite asymptotic expansions in real powers, we have developed a general theory for expansions of type (*) ,x → x0 where the ordered n-tuple forms an asymptotic scale at x0 , i.e. as x → x0, 1 ≤ i ≤ n – 1, and is practically assumed to be an extended complete Chebyshev system on a one-sided neighborhood of x o. As in previous papers by the author concerning polynomial, real-power and two-term theory, the locution “factorizational theory” refers to the special approach based on various types of factorizations of a differential operator associated to . Moreover, the guiding thread of our theory is the property of formal differentiation and we aim at characterizing some n-tuples of asymptotic expansions formed by (*) and n -1 expansions obtained by formal applications of suitable linear differential operators of orders 1,2,…,n-1. Some considerations lead to restrict the attention to two sets of operators naturally associated to “canonical factorizations”. This gives rise to conjectures whose proofs build an analytic theory of finite asymptotic expansions in the real domain which, though not elementary, parallels the familiar results about Taylor’s formula. One of the results states that to each scale of the type under consideration it remains associated an important class of functions (namely that of generalized convex functions) enjoying the property that the expansion(*), if valid, is automatically formally differentiable n-1 times in two special senses.展开更多
In this paper, a constructive theory is developed for approximating func- tions of one or more variables by superposition of sigmoidal functions. This is done in the uniform norm as well as in the L^p norm. Results fo...In this paper, a constructive theory is developed for approximating func- tions of one or more variables by superposition of sigmoidal functions. This is done in the uniform norm as well as in the L^p norm. Results for the simultaneous approx- imation, with the same order of accuracy, of a function and its derivatives (whenever these exist), are obtained. The relation with neural networks and radial basis func- tions approximations is discussed. Numerical examples are given for the purpose of illustration.展开更多
In this paper we obtain fixed point and common fixed point theorems for self- mappings defined on a metric-type space, an ordered metric-type space or a normal cone metric space. Moreover, some examples and an applica...In this paper we obtain fixed point and common fixed point theorems for self- mappings defined on a metric-type space, an ordered metric-type space or a normal cone metric space. Moreover, some examples and an application to integral equations are given to illustrate the usability of the obtained results.展开更多
In this paper, to complete the global dynamics of a multi-strains SIS epidemic model, we establish a precise result on coexistence for the cases of the partial and complete duplicated multiple largest reproduction rat...In this paper, to complete the global dynamics of a multi-strains SIS epidemic model, we establish a precise result on coexistence for the cases of the partial and complete duplicated multiple largest reproduction ratios for this model.展开更多
文摘This paper is a review, a thesis, of some interesting results that have been obtained in various research concerning the “brane collisions in string and M-theory” (Cyclic Universe), p-adic inflation and p-adic cosmology. In Section 2, we have described some equations concerning cosmic evolution in a Cyclic Universe. In Section 3, we have described some equations concerning the cosmological perturbations in a Big Crunch/Big Bang space-time, the M-theory model of a Big Crunch/Big Bang transition and some equations concerning the solution of a braneworld Big Crunch/Big Bang Cosmology. In Section 4, we have described some equations concerning the generating ekpyrotic curvature perturbations before the Big Bang, some equations concerning the effective five-dimensional theory of the strongly coupled heterotic string as a gauged version of N=1five-dimensional supergravity with four-dimensional boundaries, and some equations concerning the colliding branes and the origin of the Hot Big Bang. In Section 5, we have described some equations regarding the “null energy condition” violation concerning the inflationary models and some equations concerning the evolution to a smooth universe in an ekpyrotic contracting phase with w>1. In Section 6, we have described some equations concerning the approximate inflationary solutions rolling away from the unstable maximum of p-adic string theory. In Section 7, we have described various equations concerning the p-adic minisuperspace model, zeta strings, zeta nonlocal scalar fields and p-adic and adelic quantum cosmology. In Section 8, we have shown various and interesting mathematical connections between some equations concerning the p-adic inflation, the p-adic quantum cosmology, the zeta strings and the brane collisions in string and M-theory. Furthermore, in each section, we have shown the mathematical connections with various sectors of Number Theory, principally the Ramanujan’s modular equations, the Aurea Ratio and the Fibonacci’s numbers.
基金the support of CSIR,Govt.of India,Grant No.-25(0215)/13/EMR-II
文摘In this paper, we introduce new concepts of a-type F-contractive mappings which are essentially weaker than the class of F-contractive mappings given in [21, 22] and different from a-GF-contractions given in [8]. Then, sufficient conditions for the existence and uniqueness of fixed point are established for these new types of contractive mappings, in the setting of complete metric space. Consequently, the obtained results encompass various generalizations of the Banach contraction principle. Moreover, some examples and an application to nonlinear fractional differential equation are given to illustrate the usability of the new theory.
文摘The starting point of this study is the theory of tonal consonance by Plomp and Levelt. The major reference point is the theory of Critical Band and its use for evaluating consonance of simple tones. On the basis of such empirical criterion, our aim consists in providing a method of estimating the value of consonance of complex tones, by taking account not only of the number of harmonics, but also of the intensity of the partials which contribute to forming the tone. By introducing a specific algorithm, the level of consonance of a chord of complex tones is expressed in terms both of frequency differences and sound intensity of the partials. The results give rise to a series of considerations and applications, ranging from displaying the order of consonance of all intervals within the octave up to evaluating the hierarchy of chords in the frame of a musical scale.
基金supported by the grant MTM 2011-27739-C04-02 of the Spanish Ministry of Science and Innovation,and supported by the‘Ramon y Cajal’Sub-programme (MICINN-RYC) of the Spanish Ministry of Science and Innovation,Ref. RYC-2010-06412
文摘This paper deals with a coupled system consisting of a scalar conservation law and an eikonal equation, called the Hughes model. Introduced in [24], this model attempts to describe the motion of pedestrians in a densely crowded region, in which they are seen as a 'thinking' (continuum) fluid. The main mathematical difficulty is the discontinuous gradient of the solution to the eikonal equation appearing in the flux of the conservation law. On a one dimensional interval with zero Dirichlet conditions (the two edges of the interval are interpreted as 'targets'), the model can be decoupled in a way to consider two classical conservation laws on two sub-domains separated by a turning point at which the pedestrians change their direction. We shall consider solutions with a possible jump discontinuity around the turning point. For simplicity, we shall assume they are locally constant on both sides of the discontinuity. We provide a detailed description of the local- in-time behavior of the solution in terms of a 'global' qualitative property of the pedestrian density (that we call 'relative evacuation rate'), which can be interpreted as the attitude of the pedestrians to direct towards the left or the right target. We complement our result with explicitly computable examples.
基金MIUR-PRIN project 2017KKJP4X“Innovative numerical methods for evolutionary partial differential equations and applications”.Gabriella Puppo acknowledges also the support of 2019 Ateneo Sapienza research project no.RM11916B51CD40E1.
文摘We address the issue of point value reconstructions from cell averages in the context of third-order finite volume schemes,focusing in particular on the cells close to the boundaries of the domain.In fact,most techniques in the literature rely on the creation of ghost cells outside the boundary and on some form of extrapolation from the inside that,taking into account the boundary conditions,fills the ghost cells with appropriate values,so that a standard reconstruction can be applied also in the boundary cells.In Naumann et al.(Appl.Math.Comput.325:252–270.https://doi.org/10.1016/j.amc.2017.12.041,2018),motivated by the difficulty of choosing appropriate boundary conditions at the internal nodes of a network,a different technique was explored that avoids the use of ghost cells,but instead employs for the boundary cells a different stencil,biased towards the interior of the domain.In this paper,extending that approach,which does not make use of ghost cells,we propose a more accurate reconstruction for the one-dimensional case and a two-dimensional one for Cartesian grids.In several numerical tests,we compare the novel reconstruction with the standard approach using ghost cells.
文摘We investigate both analytically and numerically the concentration dynamics of a solution in two containers connected by a narrow and short channel, in which diffusion obeys a porous medium equation. We also consider the variation of the pressure in the containers due to the flow of matter in the channel. In particular, we identify a phenomenon, which depends on the transport of matter across nano-porous membranes, which we call "transient osmosis". We find that nonlinear diffusion of the porous medium equation type allows numerous different osmotic-like phenomena, which are not present in the case of ordinary Fickian diffusion. Experimental results suggest one possible candidate for transiently osmotic processes.
文摘We show how to use the Lucas polynomials of the second kind in the solution of a homogeneous linear differential system with constant coefficients, avoiding the Jordan canonical form for the relevant matrix.
文摘We present a trading execution model that describes the behaviour of a big trader and of a multitude of retail traders operating on the shares of a risky asset. The retail traders are modeled as a population of “conservative” investors that: 1) behave in a similar way, 2) try to avoid abrupt changes in their trading strategies, 3) want to limit the risk due to the fact of having open positions on the asset shares, 4) in the long run want to have a given position on the asset shares. The big trader wants to maximize the revenue resulting from the action of buying or selling a (large) block of asset shares in a given time interval. The behaviour of the retail traders and of the big trader is modeled using respectively a mean field game model and an optimal control problem. These models are coupled by the asset share price dynamic equation. The trading execution strategy adopted by the retail traders is obtained solving the mean field game model. This strategy is used to formulate the optimal control problem that determines the behaviour of the big trader. The previous mathematical models are solved using the dynamic programming principle. In some special cases explicit solutions of the previous models are found. An extensive numerical study of the trading execution model proposed is presented. The interested reader is referred to the website: http://www.econ.univpm.it/recchioni/finance/w19 to find material including animations, an interactive application and an app that helps the understanding of the paper. A general reference to the work of the authors and of their coauthors in mathematical finance is the website:?http://www.econ.univpm.it/recchioni/finance.
文摘A framework for the optimal sparse-control of the probability density function of a jump-diffusion process is presented. This framework is based on the partial integro-differential Fokker-Planck (FP) equation that governs the time evolution of the probability density function of this process. In the stochastic process and, correspondingly, in the FP model the control function enters as a time-dependent coefficient. The objectives of the control are to minimize a discrete-in-time, resp. continuous-in-time, tracking functionals and its L2- and L1-costs, where the latter is considered to promote control sparsity. An efficient proximal scheme for solving these optimal control problems is considered. Results of numerical experiments are presented to validate the theoretical results and the computational effectiveness of the proposed control framework.
文摘We investigate strong stability preserving(SSP)implicit-explicit(IMEX)methods for partitioned systems of differential equations with stiff and nonstiff subsystems.Conditions for order p and stage order q=p are derived,and characterization of SSP IMEX methods is provided following the recent work by Spijker.Stability properties of these methods with respect to the decoupled linear system with a complex parameter,and a coupled linear system with real parameters are also investigated.Examples of methods up to the order p=4 and stage order q—p are provided.Numerical examples on six partitioned test systems confirm that the derived methods achieve the expected order of convergence for large range of stepsizes of integration,and they are also suitable for preserving the accuracy in the stiff limit or preserving the positivity of the numerical solution for large stepsizes.
文摘By means of the dimensional analysis a spherically simmetric universe with a mass M = c<sup>3</sup>/(2HG) and radius equal to c/H is considered, where H is the Hubble constant, c the speed of light and G the Newton gravitational constant. The density corresponding to this mass is equal to the critical density ρ<sub>cr </sub>= 3H<sup>2</sup>/(8πG). This universe evolves according to a Bondi-Gold-Hoyle scenario, with continuous creation of matter at a rate such to maintain, during the expansion, the density always critical density. Using the Margolus-Levitin theorem and the Landauer’s principle, an entropy is associated with this universe, obtaining a formula having the same structure as the Bekenstein-Hawking formula of the entropy of a black hole. Furthermore, a time-dependent cosmological constant Λ, function of the Hubble constant and the speed of light, is proposed.
文摘In this paper we study optimal advertising problems that model the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dynamics of the product goodwill to depend on the past, and also on past advertising efforts. We treat the problem by means of the stochastic Pontryagin maximum principle, that here is considered for a class of problems where in the state equation either the state or the control depend on the past. Moreover the control acts on the martingale term and the space of controls U can be chosen to be non-convex but now the space of controls U can be chosen to be non-convex. The maximum principle is thus formulated using a first-order adjoint Backward Stochastic Differential Equations (BSDEs), which can be explicitly computed due to the specific characteristics of the model, and a second-order adjoint relation.
基金support by Fondazione Cariplo and Fondazione CDP(Italy)under the project No.2022-1895.
文摘We construct an unconventional divergence preserving discretization of updated Lagrangian ideal magnetohydrodynamics(MHD)over simplicial grids.The cell-centered finite-volume(FV)method employed to discretize the conservation laws of volume,momentum,and total energy is rigorously the same as the one developed to simulate hyperelasticity equations.By construction this moving mesh method ensures the compatibility between the mesh displacement and the approximation of the volume flux by means of the nodal velocity and the attached unit corner normal vector which is nothing but the partial derivative of the cell volume with respect to the node coordinate under consideration.This is precisely the definition of the compatibility with the Geometrical Conservation Law which is the cornerstone of any proper multi-dimensional moving mesh FV discretization.The momentum and the total energy fluxes are approximated utilizing the partition of cell faces into sub-faces and the concept of sub-face force which is the traction force attached to each sub-face impinging at a node.We observe that the time evolution of the magnetic field might be simply expressed in terms of the deformation gradient which characterizes the Lagrange-to-Euler mapping.In this framework,the divergence of the magnetic field is conserved with respect to time thanks to the Piola formula.Therefore,we solve the fully compatible updated Lagrangian discretization of the deformation gradient tensor for updating in a simple manner the cell-centered value of the magnetic field.Finally,the sub-face traction force is expressed in terms of the nodal velocity to ensure a semi-discrete entropy inequality within each cell.The conservation of momentum and total energy is recovered prescribing the balance of all the sub-face forces attached to the sub-faces impinging at a given node.This balance corresponds to a vectorial system satisfied by the nodal velocity.It always admits a unique solution which provides the nodal velocity.The robustness and the accuracy of this unconventional FV scheme have been demonstrated by employing various representative test cases.Finally,it is worth emphasizing that once you have an updated Lagrangian code for solving hyperelasticity you also get an almost free updated Lagrangian code for solving ideal MHD ensuring exactly the compatibility with the involution constraint for the magnetic field at the discrete level.
基金the Researchers Supporting Project number(RSPD2024R848),King Saud University,Riyadh,Saudi Arabia.
文摘Disjoint sampling is critical for rigorous and unbiased evaluation of state-of-the-art(SOTA)models e.g.,Attention Graph and Vision Transformer.When training,validation,and test sets overlap or share data,it introduces a bias that inflates performance metrics and prevents accurate assessment of a model’s true ability to generalize to new examples.This paper presents an innovative disjoint sampling approach for training SOTA models for the Hyperspectral Image Classification(HSIC).By separating training,validation,and test data without overlap,the proposed method facilitates a fairer evaluation of how well a model can classify pixels it was not exposed to during training or validation.Experiments demonstrate the approach significantly improves a model’s generalization compared to alternatives that include training and validation data in test data(A trivial approach involves testing the model on the entire Hyperspectral dataset to generate the ground truth maps.This approach produces higher accuracy but ultimately results in low generalization performance).Disjoint sampling eliminates data leakage between sets and provides reliable metrics for benchmarking progress in HSIC.Disjoint sampling is critical for advancing SOTA models and their real-world application to large-scale land mapping with Hyperspectral sensors.Overall,with the disjoint test set,the performance of the deep models achieves 96.36%accuracy on Indian Pines data,99.73%on Pavia University data,98.29%on University of Houston data,99.43%on Botswana data,and 99.88%on Salinas data.
基金supported by Università degli Studi di Palermo (Local University Project ex 60%)
文摘In this paper, we prove some fixed point theorems for generalized contractions in the setting of G-metric spaces. Our results extend a result of Edelstein [M. Edelstein, On fixed and periodic points under contractive mappings, J. London Math. Soc., 37 (1962), 74-79] and a result of Suzuki [T. Suzuki, A new type of fixed point theorem in metric spaces, Nonlinear Anal., 71 (2009), 5313-5317]. We prove, also, a fixed point theorem in the setting of G-cone metric spaces.
文摘After studying finite asymptotic expansions in real powers, we have developed a general theory for expansions of type (*) ,x → x0 where the ordered n-tuple forms an asymptotic scale at x0 , i.e. as x → x0, 1 ≤ i ≤ n – 1, and is practically assumed to be an extended complete Chebyshev system on a one-sided neighborhood of x o. As in previous papers by the author concerning polynomial, real-power and two-term theory, the locution “factorizational theory” refers to the special approach based on various types of factorizations of a differential operator associated to . Moreover, the guiding thread of our theory is the property of formal differentiation and we aim at characterizing some n-tuples of asymptotic expansions formed by (*) and n -1 expansions obtained by formal applications of suitable linear differential operators of orders 1,2,…,n-1. Some considerations lead to restrict the attention to two sets of operators naturally associated to “canonical factorizations”. This gives rise to conjectures whose proofs build an analytic theory of finite asymptotic expansions in the real domain which, though not elementary, parallels the familiar results about Taylor’s formula. One of the results states that to each scale of the type under consideration it remains associated an important class of functions (namely that of generalized convex functions) enjoying the property that the expansion(*), if valid, is automatically formally differentiable n-1 times in two special senses.
基金supported, in part, by the GNAMPA and the GNFM of the Italian INdAM
文摘In this paper, a constructive theory is developed for approximating func- tions of one or more variables by superposition of sigmoidal functions. This is done in the uniform norm as well as in the L^p norm. Results for the simultaneous approx- imation, with the same order of accuracy, of a function and its derivatives (whenever these exist), are obtained. The relation with neural networks and radial basis func- tions approximations is discussed. Numerical examples are given for the purpose of illustration.
基金supported by Universit`a degliStudi di Palermo(Local University Project ex 60%)
文摘In this paper we obtain fixed point and common fixed point theorems for self- mappings defined on a metric-type space, an ordered metric-type space or a normal cone metric space. Moreover, some examples and an application to integral equations are given to illustrate the usability of the obtained results.
文摘In this paper, to complete the global dynamics of a multi-strains SIS epidemic model, we establish a precise result on coexistence for the cases of the partial and complete duplicated multiple largest reproduction ratios for this model.