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Novel Investigation of Stochastic Fractional Differential Equations Measles Model via the White Noise and Global Derivative Operator Depending on Mittag-Leffler Kernel 被引量:1
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作者 Saima Rashid Fahd Jarad 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第6期2289-2327,共39页
Because of the features involved with their varied kernels,differential operators relying on convolution formulations have been acknowledged as effective mathematical resources for modeling real-world issues.In this p... Because of the features involved with their varied kernels,differential operators relying on convolution formulations have been acknowledged as effective mathematical resources for modeling real-world issues.In this paper,we constructed a stochastic fractional framework of measles spreading mechanisms with dual medication immunization considering the exponential decay and Mittag-Leffler kernels.In this approach,the overall population was separated into five cohorts.Furthermore,the descriptive behavior of the system was investigated,including prerequisites for the positivity of solutions,invariant domain of the solution,presence and stability of equilibrium points,and sensitivity analysis.We included a stochastic element in every cohort and employed linear growth and Lipschitz criteria to show the existence and uniqueness of solutions.Several numerical simulations for various fractional orders and randomization intensities are illustrated. 展开更多
关键词 Measles epidemic model Atangana-Baleanu Caputo-Fabrizio differential operators existence and uniqueness qualitative analysis Newton interpolating polynomial
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A Collocation Technique via Pell-Lucas Polynomials to Solve Fractional Differential EquationModel for HIV/AIDS with Treatment Compartment
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作者 Gamze Yıldırım Suayip Yüzbası 《Computer Modeling in Engineering & Sciences》 SCIE EI 2024年第10期281-310,共30页
In this study,a numerical method based on the Pell-Lucas polynomials(PLPs)is developed to solve the fractional order HIV/AIDS epidemic model with a treatment compartment.The HIV/AIDS mathematical model with a treatmen... In this study,a numerical method based on the Pell-Lucas polynomials(PLPs)is developed to solve the fractional order HIV/AIDS epidemic model with a treatment compartment.The HIV/AIDS mathematical model with a treatment compartment is divided into five classes,namely,susceptible patients(S),HIV-positive individuals(I),individuals with full-blown AIDS but not receiving ARV treatment(A),individuals being treated(T),and individuals who have changed their sexual habits sufficiently(R).According to the method,by utilizing the PLPs and the collocation points,we convert the fractional order HIV/AIDS epidemic model with a treatment compartment into a nonlinear system of the algebraic equations.Also,the error analysis is presented for the Pell-Lucas approximation method.The aim of this study is to observe the behavior of five populations after 200 days when drug treatment is applied to HIV-infectious and full-blown AIDS people.To demonstrate the usefulness of this method,the applications are made on the numerical example with the help of MATLAB.In addition,four cases of the fractional order derivative(p=1,p=0.95,p=0.9,p=0.85)are examined in the range[0,200].Owing to applications,we figured out that the outcomes have quite decent errors.Also,we understand that the errors decrease when the value of N increases.The figures in this study are created in MATLAB.The outcomes indicate that the presented method is reasonably sufficient and correct. 展开更多
关键词 Collocation method fractional differential equations HIV/AIDS epidemic model Pell-Lucas polynomials
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Meta-Auto-Decoder:a Meta-Learning-Based Reduced Order Model for Solving Parametric Partial Differential Equations
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作者 Zhanhong Ye Xiang Huang +1 位作者 Hongsheng Liu Bin Dong 《Communications on Applied Mathematics and Computation》 EI 2024年第2期1096-1130,共35页
Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational... Many important problems in science and engineering require solving the so-called parametric partial differential equations(PDEs),i.e.,PDEs with different physical parameters,boundary conditions,shapes of computational domains,etc.Typical reduced order modeling techniques accelerate the solution of the parametric PDEs by projecting them onto a linear trial manifold constructed in the ofline stage.These methods often need a predefined mesh as well as a series of precomputed solution snapshots,and may struggle to balance between the efficiency and accuracy due to the limitation of the linear ansatz.Utilizing the nonlinear representation of neural networks(NNs),we propose the Meta-Auto-Decoder(MAD)to construct a nonlinear trial manifold,whose best possible performance is measured theoretically by the decoder width.Based on the meta-learning concept,the trial manifold can be learned in a mesh-free and unsupervised way during the pre-training stage.Fast adaptation to new(possibly heterogeneous)PDE parameters is enabled by searching on this trial manifold,and optionally fine-tuning the trial manifold at the same time.Extensive numerical experiments show that the MAD method exhibits a faster convergence speed without losing the accuracy than other deep learning-based methods. 展开更多
关键词 Parametric partial differential equations(PDEs) META-LEARNING Reduced order modeling Neural networks(NNs) Auto-decoder
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Dynamical Analysis of the Stochastic COVID-19 Model Using Piecewise Differential Equation Technique 被引量:1
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作者 Yu-Ming Chu Sobia Sultana +1 位作者 Saima Rashid Mohammed Shaaf Alharthi 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第12期2427-2464,共38页
Various data sets showing the prevalence of numerous viral diseases have demonstrated that the transmission is not truly homogeneous.Two examples are the spread of Spanish flu and COVID-19.The aimof this research is t... Various data sets showing the prevalence of numerous viral diseases have demonstrated that the transmission is not truly homogeneous.Two examples are the spread of Spanish flu and COVID-19.The aimof this research is to develop a comprehensive nonlinear stochastic model having six cohorts relying on ordinary differential equations via piecewise fractional differential operators.Firstly,the strength number of the deterministic case is carried out.Then,for the stochastic model,we show that there is a critical number RS0 that can predict virus persistence and infection eradication.Because of the peculiarity of this notion,an interesting way to ensure the existence and uniqueness of the global positive solution characterized by the stochastic COVID-19 model is established by creating a sequence of appropriate Lyapunov candidates.Adetailed ergodic stationary distribution for the stochastic COVID-19 model is provided.Our findings demonstrate a piecewise numerical technique to generate simulation studies for these frameworks.The collected outcomes leave no doubt that this conception is a revolutionary doorway that will assist mankind in good perspective nature. 展开更多
关键词 COVID-19 epidemic model piecewise fractional differential operators piecewise numerical scheme EXTINCTION ergodicity and stationary distribution
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A Comparative Study of Adomian Decomposition Method with Variational Iteration Method for Solving Linear and Nonlinear Differential Equations
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作者 Sarah Khaled Al Baghdadi N. Ameer Ahammad 《Journal of Applied Mathematics and Physics》 2024年第8期2789-2819,共31页
This study compares the Adomian Decomposition Method (ADM) and the Variational Iteration Method (VIM) for solving nonlinear differential equations in engineering. Differential equations are essential for modeling dyna... This study compares the Adomian Decomposition Method (ADM) and the Variational Iteration Method (VIM) for solving nonlinear differential equations in engineering. Differential equations are essential for modeling dynamic systems in various disciplines, including biological processes, heat transfer, and control systems. This study addresses first, second, and third-order nonlinear differential equations using Mathematica for data generation and graphing. The ADM, developed by George Adomian, uses Adomian polynomials to handle nonlinear terms, which can be computationally intensive. In contrast, VIM, developed by He, directly iterates the correction functional, providing a more straightforward and efficient approach. This study highlights VIM’s rapid convergence and effectiveness of VIM, particularly for nonlinear problems, where it simplifies calculations and offers direct solutions without polynomial derivation. The results demonstrate VIM’s superior efficiency and rapid convergence of VIM compared with ADM. The VIM’s minimal computational requirements make it practical for real-time applications and complex system modeling. Our findings align with those of previous research, confirming VIM’s efficiency of VIM in various engineering applications. This study emphasizes the importance of selecting appropriate methods based on specific problem requirements. While ADM is valuable for certain nonlinearities, VIM’s approach is ideal for many engineering scenarios. Future research should explore broader applications and hybrid methods to enhance the solution’s accuracy and efficiency. This comprehensive comparison provides valuable guidance for selecting effective numerical methods for differential equations in engineering. 展开更多
关键词 differential Equations Numerical Analysis Mathematical Computing Engineering models Nonlinear Dynamics
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Mechanical responses and acoustic emission behaviors of coal under compressive differential cyclic loading(DCL):a numerical study via 3D heterogeneous particle model
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作者 Zhengyang Song Yunfeng Wu +2 位作者 Yong Zhang Yi Yang Zhen Yang 《International Journal of Coal Science & Technology》 EI CAS CSCD 2023年第3期136-154,共19页
The stability of coal walls(pillars)can be seriously undermined by diverse in-situ dynamic disturbances.Based on a 3D par-ticle model,this work strives to numerically replicate the major mechanical responses and acous... The stability of coal walls(pillars)can be seriously undermined by diverse in-situ dynamic disturbances.Based on a 3D par-ticle model,this work strives to numerically replicate the major mechanical responses and acoustic emission(AE)behaviors of coal samples under multi-stage compressive cyclic loading with different loading and unloading rates,which is termed differential cyclic loading(DCL).A Weibull-distribution-based model with heterogeneous bond strengths is constructed by both considering the stress-strain relations and AE parameters.Six previously loaded samples were respectively grouped to indicate two DCL regimes,the damage mechanisms for the two groups are explicitly characterized via the time-stress-dependent variation of bond size multiplier,and it is found the two regimes correlate with distinct damage patterns,which involves the competition between stiffness hardening and softening.The numerical b-value is calculated based on the mag-nitudes of AE energy,the results show that both stress level and bond radius multiplier can impact the numerical b-value.The proposed numerical model succeeds in replicating the stress-strain relations of lab data as well as the elastic-after effect in DCL tests.The effect of damping on energy dissipation and phase shift in numerical model is summarized. 展开更多
关键词 differential cyclic loading(DCL) Particle model Acoustic emission(AE) Discrete element method(DEM)Damage mechanism
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Analysis and Optimum Design of Differential Inductors Using Distributed Capacitance Model
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作者 菅洪彦 唐长文 +1 位作者 何捷 闵昊 《Journal of Semiconductors》 EI CAS CSCD 北大核心 2005年第6期1077-1082,共6页
A distributed capacitance model for monolithic inductors is developed to predict the equivalently parasitical capacitances of the inductor.The ratio of the self-resonant frequency (f SR) of the differential-driven sym... A distributed capacitance model for monolithic inductors is developed to predict the equivalently parasitical capacitances of the inductor.The ratio of the self-resonant frequency (f SR) of the differential-driven symmetric inductor to the f SR of the single-ended driven inductor is firstly predicted and explained.Compared with a single-ended configuration,experimental data demonstrate that the differential inductor offers a 127% greater maximum quality factor and a broader range of operating frequencies.Two differential inductors with low parasitical capacitance are developed and validated. 展开更多
关键词 distributed capacitance model self-resonant frequency ratio quality factor differential inductor optimum design
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On Nonlinear Conformable Fractional Order Dynamical System via Differential Transform Method 被引量:1
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作者 Kamal Shah Thabet Abdeljawad +1 位作者 Fahd Jarad Qasem Al-Mdallal 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第8期1457-1472,共16页
This article studies a nonlinear fractional order Lotka-Volterra prey-predator type dynamical system.For the proposed study,we consider the model under the conformable fractional order derivative(CFOD).We investigate ... This article studies a nonlinear fractional order Lotka-Volterra prey-predator type dynamical system.For the proposed study,we consider the model under the conformable fractional order derivative(CFOD).We investigate the mentioned dynamical system for the existence and uniqueness of at least one solution.Indeed,Schauder and Banach fixed point theorems are utilized to prove our claim.Further,an algorithm for the approximate analytical solution to the proposed problem has been established.In this regard,the conformable fractional differential transform(CFDT)technique is used to compute the required results in the form of a series.Using Matlab-16,we simulate the series solution to illustrate our results graphically.Finally,a comparison of our solution to that obtained for the Caputo fractional order derivative via the perturbation method is given. 展开更多
关键词 Prey predator model existence results conformable fractional differential transform
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Influence of differential settlement on pavement structure of widened roads based on large-scale model test 被引量:12
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作者 Xiaolin Weng1,2,Wei Wang3 1 Key Laboratory for Special Area Highway Engineering of Ministry of Education,Chang’an University,Xi’an,710064,China 2 CCCC First Highway Consultants Co.,Ltd.,Xi’an,710068,China 3 Henan Vocational and Technical College of Communications,Zhengzhou,450005,China 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE 2011年第1期90-96,共7页
This study introduced at first the background of numerous highway widening projects that have been developed in recent years in China.Using a large ground settlement simulator and a fiber Bragg grating (FBG) strain se... This study introduced at first the background of numerous highway widening projects that have been developed in recent years in China.Using a large ground settlement simulator and a fiber Bragg grating (FBG) strain sensor network system,a large-scale model test,with a similarity ratio of 1:2,was performed to analyze the influence of differential settlement between new and old subgrades on pavement structure under loading condition.The result shows that excessive differential settlement can cause considerable tensile strain in the pavement structure of a widened road,for which a maximum value (S) of 6 cm is recommended.Under the repetitive load,the top layers of pavement structure are subjected to the alternate action of tensile and compressive strains,which would eventually lead to a fatigue failure of the pavement.However,application of geogrid to the splice between the new and the old roads can reduce differential settlement to a limited extent.The new subgrade of a widened road is vulnerable to the influence of dynamic load transferred from the above pavement structures.While for the old subgrade,due to its comparatively high stiffness,it can well spread the load on the pavement statically or dynamically.The test also shows that application of geogrid can effectively prevent or defer the failure of pavement structure.With geogrid,the modulus of resilience of the subgrade is increased and inhomogeneous deformation can be reduced;therefore,the stress/strain distribution in pavement structure under loading condition becomes uniform.The results obtained in this context are expected to provide a helpful reference for structural design and maintenance strategy for future highway widening projects. 展开更多
关键词 widened subgrade differential settlement fiber Bragg grating (FBG) strain sensor model test
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Reduced Differential Transform Method for Solving Nonlinear Biomathematics Models 被引量:4
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作者 K.A.Gepreel A.M.S.Mahdy +1 位作者 M.S.Mohamed A.Al-Amiri 《Computers, Materials & Continua》 SCIE EI 2019年第9期979-994,共16页
In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.T... In this paper,we study the approximate solutions for some of nonlinear Biomathematics models via the e-epidemic SI1I2R model characterizing the spread of viruses in a computer network and SIR childhood disease model.The reduced differential transforms method(RDTM)is one of the interesting methods for finding the approximate solutions for nonlinear problems.We apply the RDTM to discuss the analytic approximate solutions to the SI1I2R model for the spread of virus HCV-subtype and SIR childhood disease model.We discuss the numerical results at some special values of parameters in the approximate solutions.We use the computer software package such as Mathematical to find more iteration when calculating the approximate solutions.Graphical results and discussed quantitatively are presented to illustrate behavior of the obtained approximate solutions. 展开更多
关键词 Reduced differential transforms method nonlinear biomathematics models SI1I2R model SIR model analytic approximate solutions qualitative analysis stability and equilibrium.
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An Efficient Differential Evolution for Truss Sizing Optimization Using AdaBoost Classifier
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作者 Tran-Hieu Nguyen Anh-Tuan Vu 《Computer Modeling in Engineering & Sciences》 SCIE EI 2023年第1期429-458,共30页
Design constraints verification is the most computationally expensive task in evolutionary structural optimization due to a large number of structural analyses thatmust be conducted.Building a surrogatemodel to approx... Design constraints verification is the most computationally expensive task in evolutionary structural optimization due to a large number of structural analyses thatmust be conducted.Building a surrogatemodel to approximate the behavior of structures instead of the exact structural analyses is a possible solution to tackle this problem.However,most existing surrogate models have been designed based on regression techniques.This paper proposes a novel method,called CaDE,which adopts a machine learning classification technique for enhancing the performance of the Differential Evolution(DE)optimization.The proposed method is separated into two stages.During the first optimization stage,the original DE is implemented as usual,but all individuals produced in this phase are stored as inputs of the training data.Based on design constraints verification,these individuals are labeled as“safe”or“unsafe”and their labels are saved as outputs of the training data.When collecting enough data,an AdaBoost model is trained to evaluate the safety state of structures.This model is then used in the second stage to preliminarily assess new individuals,and unpromising ones are rejected without checking design constraints.This method reduces unnecessary structural analyses,thereby shortens the optimization process.Five benchmark truss sizing optimization problems are solved using the proposed method to demonstrate its effectiveness.The obtained results show that the CaDE finds good optimal designs with less structural analyses in comparison with the original DE and four other DE variants.The reduction rate of five examples ranges from 18 to over 50%.Moreover,the proposed method is applied to a real-size transmission tower design problem to exhibit its applicability in practice. 展开更多
关键词 Structural optimization machine learning surrogate model differential evolution AdaBoost classifier
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Effect of digital elevation models on monitoring slope displacements in open-pit mine by differential interferometry synthetic aperture radar 被引量:4
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作者 I Nyoman Sudi Parwata Shinichiro Nakashima +1 位作者 Norikazu Shimizu Takahiro Osawa 《Journal of Rock Mechanics and Geotechnical Engineering》 SCIE CSCD 2020年第5期1001-1013,共13页
Displacement monitoring in open-pit mines is one of the important tasks for safe management of mining processes.Differential interferometric synthetic aperture radar(DInSAR),mounted on an artificial satellite,has the ... Displacement monitoring in open-pit mines is one of the important tasks for safe management of mining processes.Differential interferometric synthetic aperture radar(DInSAR),mounted on an artificial satellite,has the potential to be a cost-effective method for monitoring surface displacements over extensive areas,such as open-pit mines.DInSAR requires the ground surface elevation data in the process of its analysis as a digital elevation model(DEM).However,since the topography of the ground surface in open-pit mines changes largely due to excavations,measurement errors can occur due to insufficient information on the elevation of mining areas.In this paper,effect of different elevation models on the accuracy of the displacement monitoring results by DInSAR is investigated at a limestone quarry.In addition,validity of the DInSAR results using an appropriate DEM is examined by comparing them with the results obtained by global positioning system(GPS)monitoring conducted for three years at the same limestone quarry.It is found that the uncertainty of DEMs induces large errors in the displacement monitoring results if the baseline length of the satellites between the master and the slave data is longer than a few hundred meters.Comparing the monitoring results of DInSAR and GPS,the root mean square error(RMSE)of the discrepancy between the two sets of results is less than 10 mm if an appropriate DEM,considering the excavation processes,is used.It is proven that DInSAR can be applied for monitoring the displacements of mine slopes with centimeter-level accuracy. 展开更多
关键词 Open-pit mine Slope monitoring Digital elevation model(DEM) Interferometric synthetic aperture radar (InSAR) differential interferometric synthetic aperture radar(DInSAR)
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Modelling of Energy Storage Photonic Medium by Wavelength-Based Multivariable Second-Order Differential Equation 被引量:1
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作者 T.Binesh 《Computer Modeling in Engineering & Sciences》 SCIE EI 2020年第4期333-351,共19页
Wavelength-dependent mathematical modelling of the differential energy change of a photon has been performed inside a proposed hypothetical optical medium.The existence of this medium demands certain mathematical cons... Wavelength-dependent mathematical modelling of the differential energy change of a photon has been performed inside a proposed hypothetical optical medium.The existence of this medium demands certain mathematical constraints,which have been derived in detail.Using reverse modelling,a medium satisfying the derived conditions is proven to store energy as the photon propagates from the entry to exit point.A single photon with a given intensity is considered in the analysis and hypothesized to possess a definite non-zero probability of maintaining its energy and velocity functions analytic inside the proposed optical medium,despite scattering,absorption,fluorescence,heat generation,and other nonlinear mechanisms.The energy and velocity functions are thus singly and doubly differentiable with respect to wavelength.The solution of the resulting second-order differential equation in two variables proves that energy storage or energy flotation occurs inside a medium with a refractive index satisfying the described mathematical constraints.The minimum-value-normalized refractive index profiles of the modelled optical medium for transformed wavelengths both inside the medium and for vacuum have been derived.Mathematical proofs,design equations,and detailed numerical analyses are presented in the paper. 展开更多
关键词 Optical medium modelling energy storage multivariable second order differential equation numerical analysis minimum value-normalized refractive index profile
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An Adaptive Time-Step Backward Differentiation Algorithm to Solve Stiff Ordinary Differential Equations: Application to Solve Activated Sludge Models 被引量:2
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作者 Jamal Alikhani Bahareh Shoghli +1 位作者 Ujjal Kumar Bhowmik Arash Massoudieh 《American Journal of Computational Mathematics》 2016年第4期298-312,共15页
A backward differentiation formula (BDF) has been shown to be an effective way to solve a system of ordinary differential equations (ODEs) that have some degree of stiffness. However, sometimes, due to high-frequency ... A backward differentiation formula (BDF) has been shown to be an effective way to solve a system of ordinary differential equations (ODEs) that have some degree of stiffness. However, sometimes, due to high-frequency variations in the external time series of boundary conditions, a small time-step is required to solve the ODE system throughout the entire simulation period, which can lead to a high computational cost, slower response, and need for more memory resources. One possible strategy to overcome this problem is to dynamically adjust the time-step with respect to the system’s stiffness. Therefore, small time-steps can be applied when needed, and larger time-steps can be used when allowable. This paper presents a new algorithm for adjusting the dynamic time-step based on a BDF discretization method. The parameters used to dynamically adjust the size of the time-step can be optimally specified to result in a minimum computation time and reasonable accuracy for a particular case of ODEs. The proposed algorithm was applied to solve the system of ODEs obtained from an activated sludge model (ASM) for biological wastewater treatment processes. The algorithm was tested for various solver parameters, and the optimum set of three adjustable parameters that represented minimum computation time was identified. In addition, the accuracy of the algorithm was evaluated for various sets of solver parameters. 展开更多
关键词 Adaptive Time-Step Backward differentiation Formula Activated Sludge model Ordinary differential Equation Stiffness Computation Time
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Identification of structure and parameters of rheological constitutive model for rocks using differential evolution algorithm
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作者 苏国韶 张小飞 +1 位作者 陈光强 符兴义 《Journal of Central South University》 SCIE EI CAS 2008年第S1期25-28,共4页
To determine structure and parameters of a rheological constitutive model for rocks,a new method based on differential evolution(DE) algorithm combined with FLAC3D(a numerical code for geotechnical engineering) was pr... To determine structure and parameters of a rheological constitutive model for rocks,a new method based on differential evolution(DE) algorithm combined with FLAC3D(a numerical code for geotechnical engineering) was proposed for identification of the global optimum coupled of model structure and its parameters.At first,stochastic coupled mode was initialized,the difference in displacement between the numerical value and in-situ measurements was regarded as fitness value to evaluate quality of the coupled mode.Then the coupled-mode was updated continually using DE rule until the optimal parameters were found.Thus,coupled-mode was identified adaptively during back analysis process.The results of applications to Jinping tunnels in China show that the method is feasible and efficient for identifying the coupled-mode of constitutive structure and its parameters.The method overcomes the limitation of the traditional method and improves significantly precision and speed of displacement back analysis process. 展开更多
关键词 RHEOLOGICAL CONSTITUTIVE model ROCKS differential evolution algorithm IDENTIFICATION FLAC3D
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THE DIFFERENTIAL DYNAMIC MODEL OF ENTERPRISE ECONOMIC DEVELOPMENTANDITSCOMPUTATIONALMETHODS
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作者 Xuli Han (1) Songren Li (2) 《Journal of Central South University》 SCIE EI CAS 1994年第1期87-90,共4页
in this paper, taking enterprise vitality as a target, an evaluation method of the economic development state of enterprise is proposed by using differential model. The solution of the differential model is discussed.... in this paper, taking enterprise vitality as a target, an evaluation method of the economic development state of enterprise is proposed by using differential model. The solution of the differential model is discussed. The direct fitting methods and operational formulas for the parameters in the differenticl model are given. The feasible conditions of the methods are shown. It is an advantage that the methods have gotten rid of discretization error in contrast with the methods of grey theory. 展开更多
关键词 FITTING MATHEMATICAL model differential equation
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SIMPLEST DIFFERENTIAL EQUATION OF STOCK PRICE,ITS SOLUTION AND RELATION TO ASSUMPTION OF BLACK-SCHOLES MODEL
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作者 云天铨 雷光龙 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2003年第6期654-658,共5页
Two kinds of mathematical expressions of stock price, one of which based on certain description is the solution of the simplest differential equation (S.D.E.) obtained by method similar to that used in solid mechanics... Two kinds of mathematical expressions of stock price, one of which based on certain description is the solution of the simplest differential equation (S.D.E.) obtained by method similar to that used in solid mechanics,the other based on uncertain description (i.e., the statistic theory)is the assumption of Black_Scholes's model (A.B_S.M.) in which the density function of stock price obeys logarithmic normal distribution, can be shown to be completely the same under certain equivalence relation of coefficients. The range of the solution of S.D.E. has been shown to be suited only for normal cases (no profit, or lost profit news, etc.) of stock market, so the same range is suited for A.B_ S.M. as well. 展开更多
关键词 stock market option pricing Black_Scholes model probability and certainty differential equation
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Fixed Point Theorem and Fractional Differential Equations with Multiple Delays Related with Chaos Neuron Models
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作者 Toshiharu Kawasaki Masashi Toyoda 《Applied Mathematics》 2015年第13期2192-2198,共7页
In this paper, we show a fixed point theorem which deduces to both of Lou’s fixed point theorem and de Pascale and de Pascale’s fixed point theorem. Moreover, our result can be applied to show the existence and uniq... In this paper, we show a fixed point theorem which deduces to both of Lou’s fixed point theorem and de Pascale and de Pascale’s fixed point theorem. Moreover, our result can be applied to show the existence and uniqueness of solutions for fractional differential equations with multiple delays. Using the theorem, we discuss the fractional chaos neuron model. 展开更多
关键词 Fixed Point Theorem Ordinary differential EQUATION Delay differential EQUATION FRACTIONAL differential EQUATION FRACTIONAL CHAOS NEURON model
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Parallel Implementations of Modeling Dynamical Systems by Using System of Ordinary Differential Equations
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作者 Cao Hong-qing, Kang Li-shan, Yu Jing-xianState Key Laboratory of Software Engineering, Wuhan University, Wuhan 430072,Hubei,ChinaCollege of Chemistry and Molecular Sciences, Wuhan University, Wuhan 430072, Hubei, China 《Wuhan University Journal of Natural Sciences》 CAS 2003年第S1期229-233,共5页
First, an asynchronous distributed parallel evolutionary modeling algorithm (PEMA) for building the model of system of ordinary differential equations for dynamical systems is proposed in this paper. Then a series of ... First, an asynchronous distributed parallel evolutionary modeling algorithm (PEMA) for building the model of system of ordinary differential equations for dynamical systems is proposed in this paper. Then a series of parallel experiments have been conducted to systematically test the influence of some important parallel control parameters on the performance of the algorithm. A lot of experimental results are obtained and we make some analysis and explanations to them. 展开更多
关键词 parallel genetic programming evolutionary modeling system of ordinary differential equations
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Optimization Scheme Based on Differential Equation Model for Animal Swarming
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作者 Takeshi Uchitane Atsushi Yagi 《Open Journal of Optimization》 2013年第2期45-51,共7页
This paper is devoted to introducing an optimization algorithm which is devised on a basis of ordinary differential equation model describing the process of animal swarming. By several numerical simulations, the natur... This paper is devoted to introducing an optimization algorithm which is devised on a basis of ordinary differential equation model describing the process of animal swarming. By several numerical simulations, the nature of the optimization algorithm is clarified. Especially, if parameters included in the algorithm are suitably set, our scheme can show very good performance even in higher dimensional problems. 展开更多
关键词 OPTIMIZATION SCHEME differential EQUATION model ANIMAL SWARMING
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