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Preface 被引量:1
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作者 Andrea Bertozzil Ron Fedkiw +5 位作者 Frederic Gibou Chiu-Yen Kao Chi-Wang Shu Richard Tsai Wotao Yin Hong-Kai Zhao 《Communications on Applied Mathematics and Computation》 EI 2024年第2期755-756,共2页
During April 20-22,2022,colleagues and friends gathered at the Institute of Pure&Applied Mathematics(IPAM),at the University of California at Los Angeles to celebrate Professor Stanley Osher's 8Oth birthday in... During April 20-22,2022,colleagues and friends gathered at the Institute of Pure&Applied Mathematics(IPAM),at the University of California at Los Angeles to celebrate Professor Stanley Osher's 8Oth birthday in a conference focusing on recent developments in"Optimization,Shape analysis,High-dimensional differential equations in science and Engineering,and machine learning Research(OSHER)"This conference hosted in-person talks by mathematicians,scientists,and industrial professionals worldwide.Those who could not attend extended their warm regards and expressed their appreciation for Professor Osher. 展开更多
关键词 Stanley gathered BIRTHDAY
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Review of Computational Approaches to Optimization Problems in Inhomogeneous Rods and Plates
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作者 Weitao Chen Chiu-Yen Kao 《Communications on Applied Mathematics and Computation》 EI 2024年第1期236-256,共21页
In this paper,we review computational approaches to optimization problems of inhomogeneous rods and plates.We consider both the optimization of eigenvalues and the localization of eigenfunctions.These problems are mot... In this paper,we review computational approaches to optimization problems of inhomogeneous rods and plates.We consider both the optimization of eigenvalues and the localization of eigenfunctions.These problems are motivated by physical problems including the determination of the extremum of the fundamental vibration frequency and the localization of the vibration displacement.We demonstrate how an iterative rearrangement approach and a gradient descent approach with projection can successfully solve these optimization problems under different boundary conditions with different densities given. 展开更多
关键词 Inhomogeneous rods and plates Bi-Laplacian Optimization of eigenvalues Localization of eigenfunctions REARRANGEMENT
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Advancing Malaria Prediction in Uganda through AI and Geospatial Analysis Models
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作者 Maria Assumpta Komugabe Richard Caballero +1 位作者 Itamar Shabtai Simon Peter Musinguzi 《Journal of Geographic Information System》 2024年第2期115-135,共21页
The resurgence of locally acquired malaria cases in the USA and the persistent global challenge of malaria transmission highlight the urgent need for research to prevent this disease. Despite significant eradication e... The resurgence of locally acquired malaria cases in the USA and the persistent global challenge of malaria transmission highlight the urgent need for research to prevent this disease. Despite significant eradication efforts, malaria remains a serious threat, particularly in regions like Africa. This study explores how integrating Gregor’s Type IV theory with Geographic Information Systems (GIS) improves our understanding of disease dynamics, especially Malaria transmission patterns in Uganda. By combining data-driven algorithms, artificial intelligence, and geospatial analysis, the research aims to determine the most reliable predictors of Malaria incident rates and assess the impact of different factors on transmission. Using diverse predictive modeling techniques including Linear Regression, K-Nearest Neighbor, Neural Network, and Random Forest, the study found that;Random Forest model outperformed the others, demonstrating superior predictive accuracy with an R<sup>2</sup> of approximately 0.88 and a Mean Squared Error (MSE) of 0.0534, Antimalarial treatment was identified as the most influential factor, with mosquito net access associated with a significant reduction in incident rates, while higher temperatures correlated with increased rates. Our study concluded that the Random Forest model was effective in predicting malaria incident rates in Uganda and highlighted the significance of climate factors and preventive measures such as mosquito nets and antimalarial drugs. We recommended that districts with malaria hotspots lacking Indoor Residual Spraying (IRS) coverage prioritize its implementation to mitigate incident rates, while those with high malaria rates in 2020 require immediate attention. By advocating for the use of appropriate predictive models, our research emphasized the importance of evidence-based decision-making in malaria control strategies, aiming to reduce transmission rates and save lives. 展开更多
关键词 MALARIA Predictive Modeling Geospatial Analysis Climate Factors Preventive Measures
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United States Healthcare Data Breaches: Insights for NIST SP 800-66 Revision 2 from a Review of the NIST SP 800-66 Revision 1
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作者 Mohammed Mohammed Raoof 《Journal of Information Security》 2024年第2期232-244,共13页
Healthcare security and privacy breaches are occurring in the United States (US), and increased substantially during the pandemic. This paper reviews the National Institute of Standards and Technology (NIST) publicati... Healthcare security and privacy breaches are occurring in the United States (US), and increased substantially during the pandemic. This paper reviews the National Institute of Standards and Technology (NIST) publication base as an effective solution. The NIST Special Publication 800-66 Revision 1 was an essential standard in US healthcare, which was withdrawn in February 2024 and superseded by SP 800-66 Revision 2. This review investigates the academic papers concerning the application of the NIST SP 800-66 Revision 1 standard in the US healthcare literature. A systematic review method was used in this study to determine current knowledge gaps of the SP 800-66 Revision 1. Some limitations were employed in the search to enforce validity. A total of eleven articles were found eligible for the study. Consequently, this study suggests the necessity for additional academic papers pertaining to SP 800-66 Revision 2 in the US healthcare literature. In turn, it will enhance awareness of safeguarding electronic protected health information (ePHI), help to mitigate potential future risks, and eventually reduce breaches. 展开更多
关键词 SP 800-66 Revision 1 SP 800-66 Revision 2 HIPAA Compliance Security Breaches Risk Management Framework (RMF) Internet of Things (IoT) Artificial Intelligence (AI)
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Transplanted: Chinese Herbal Medicine in the United States, 1800-1911 被引量:1
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作者 Tamara Venit Shelton 《Chinese Medicine and Culture》 2023年第4期357-366,共10页
Chinese medicine has a long history in the United States, dating back to its colonial period and extending up to the present. This essay focuses on the earliest generation of practitioners of traditional Chinese medic... Chinese medicine has a long history in the United States, dating back to its colonial period and extending up to the present. This essay focuses on the earliest generation of practitioners of traditional Chinese medicine in the United States. Although acupuncture is the modality most commonly associated with Chinese medicine in today's medical marketplace, up until the 1970s, Chinese healers in the United States typically specialized in herbalism. Well before mass emigration from China to the United States began, Chinese material medica crossed the oceans, in both directions: Chinese medicinal teas and herbs came west while Appalachian ginseng went east. Beginning in the 1850s, Chinese immigrants came to the United States and transplanted their health practices, sometimes quite literally by propagating medicinal plants in their adopted home. Over time, Chinese doctors learned how to sell their services to non-Chinese patients by presenting herbalism as “nature's remedies.” 展开更多
关键词 American medicine Alternative medicine Chinese herbalism Natural medicine
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工作价值观上下契合与员工绩效关系研究
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作者 阙善材 林萍 陈林越 《闽江学院学报》 2023年第4期63-75,共13页
基于相似吸引理论以及动机理论,研究工作价值观上下契合对员工绩效的影响,并对253组样本数据进行多项式回归分析。实证研究结果表明,外在工作价值观上下契合正向影响员工的任务绩效,员工内在动机的调节作用不显著;内在工作价值观上下契... 基于相似吸引理论以及动机理论,研究工作价值观上下契合对员工绩效的影响,并对253组样本数据进行多项式回归分析。实证研究结果表明,外在工作价值观上下契合正向影响员工的任务绩效,员工内在动机的调节作用不显著;内在工作价值观上下契合正向影响员工的关联绩效,员工内在动机具有调节作用。建议企业在招聘过程中,对候选人与上司工作价值观契合水平进行测量,对提高未来员工绩效具有积极意义;企业应该重视管理层对员工工作价值观供给的管理,以此提高上司-员工的工作价值观契合水平;对于低绩效的员工,企业可以通过工作价值观契合测量结果对其进行调岗。 展开更多
关键词 工作价值观 关联绩效 任务绩效 内在动机 契合
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Parameter Identification in Traveling Wave Solutions of a Modified Fisher’s Equation
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作者 Zhixuan Jia Ali Nadim 《Applied Mathematics》 2023年第5期290-313,共24页
In this work, we focus on the inverse problem of determining the parameters in a partial differential equation from given numerical solutions. For this purpose, we consider a modified Fisher’s equation that includes ... In this work, we focus on the inverse problem of determining the parameters in a partial differential equation from given numerical solutions. For this purpose, we consider a modified Fisher’s equation that includes a relaxation time in relating the flux to the gradient of the density and an added cubic non-linearity. We show that such equations still possess traveling wave solutions by using standard methods for nonlinear dynamical systems in which fixed points in the phase plane are found and their stability characteristics are classified. A heteroclinic orbit in the phase plane connecting a saddle point to a node represents the traveling wave solution. We then design parameter estimation/discovery algorithms for this system including a few based on machine learning methods and compare their performance. 展开更多
关键词 PDE Traveling Wave Solution Stability Analysis Machine Learning Optimization EMBEDDING
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Dynamics and Equilibria of N Point Charges on a 2D Ellipse or a 3D Ellipsoid
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作者 Barah Makhdum Ali Nadim 《Applied Mathematics》 2023年第4期245-264,共20页
We consider the so-called Thomson problem which refers to finding the equilibrium distribution of a finite number of mutually repelling point charges on the surface of a sphere, but for the case where the sphere is re... We consider the so-called Thomson problem which refers to finding the equilibrium distribution of a finite number of mutually repelling point charges on the surface of a sphere, but for the case where the sphere is replaced by a spheroid or ellipsoid. To get started, we first consider the problem in two dimensions, with point charges on circles (for which the equilibrium distribution is intuitively obvious) and ellipses. We then generalize the approach to the three-dimensional case of an ellipsoid. The method we use is to begin with a random distribution of charges on the surface and allow each point charge to move tangentially to the surface due to the sum of all Coulomb forces it feels from the other charges. Deriving the proper equations of motion requires using a projection operator to project the total force on each point charge onto the tangent plane of the surface. The position vectors then evolve and find their final equilibrium distribution naturally. For the case of ellipses and ellipsoids or spheroids, we find that multiple distinct equilibria are possible for certain numbers of charges, depending on the starting conditions. We characterize these based on their total potential energies. Some of the equilibria found turn out to represent local minima in the potential energy landscape, while others represent the global minimum. We devise a method based on comparing the moment-of-inertia tensors of the final configurations to distinguish them from one another. 展开更多
关键词 Thomson Problem Point Charges ELLIPSOID Constrained Optimization
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资源型城市财源建设的风险识别与制度优化路径--以陕西省延安市为例 被引量:7
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作者 宋敏 刘学敏 Hal T.Nelson 《中国软科学》 CSSCI 北大核心 2016年第10期62-70,共9页
1994年财税体制改革促成了此后延续至今的改革红利,但其财政分权的改革远未到位,近年来能源富集区经济发展中遇到的地方税收体系建设滞后、地方政府财政困难、提供基本公共服务能力弱等问题均与此密切相关。今后所实施新一轮改革中,财... 1994年财税体制改革促成了此后延续至今的改革红利,但其财政分权的改革远未到位,近年来能源富集区经济发展中遇到的地方税收体系建设滞后、地方政府财政困难、提供基本公共服务能力弱等问题均与此密切相关。今后所实施新一轮改革中,财税体制改革是全面深化经济体制改革的核心之一,应重点解决资源富集区矿产资源开发收益没有得到合理分配对地方政府财源建设所带来的风险。本文以陕西省延安市为例,认真分析财源结构、三次产业税收收入、税收收入与非税收收入的状况,以及省市分税的影响,深入研究现行财政分权影响地方财源建设的四大风险:税收与税源分离的风险、三次产业税源结构调整的风险、财政收支缺口的风险和税制改革滞后所引发的潜在风险,并深入剖析问题根源,积极探索优化资源型城市财源建设的制度路径。 展开更多
关键词 财政分权 资源型城市 风险识别 制度优化
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基于ADL-ARCH模型的我国外汇干预目标之实证研究 被引量:2
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作者 李科 陈平 《中山大学学报(社会科学版)》 CSSCI 北大核心 2010年第5期202-208,共7页
以外汇干预操作中的冲销干预与非冲销干预理论为基础,基于计量经济学时间序列ADL和ARCH模型分别对我国外汇干预目标特征中的逆风向性、波动性和非对称性三大干预特征进行实证检验。通过对中国1996年1月到2009年8月间外汇干预数据进行实... 以外汇干预操作中的冲销干预与非冲销干预理论为基础,基于计量经济学时间序列ADL和ARCH模型分别对我国外汇干预目标特征中的逆风向性、波动性和非对称性三大干预特征进行实证检验。通过对中国1996年1月到2009年8月间外汇干预数据进行实证检验,发现我国外汇干预目标的逆风向性和非对称性因素显著,而波动性因素不明显。数据说明我国央行进行外汇干预的针对目标是汇率的变动而不是市场的波动幅度,并且对于升值贬值的干预幅度明显不同。与前人研究结论不同的是:汇率干预目标对于升值表现了较小程度的外汇干预,而对于贬值所表现的干预力度较大。另外,得出了外汇干预的长期持续性特点的实证结果,从而提出了外汇均衡目标的实现需要长期的货币政策配合调整等政策建议。 展开更多
关键词 汇率 外汇干预 ARCH 模型 ADL 模型
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电动牙刷与手动牙刷对口腔卫生的效果比较 被引量:9
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作者 Robinson PG Deacon SA +7 位作者 Deery C Heanue M Walmsley AD Worthington HV Glenny AM Shaw WC 陈娥 史宗道 《中国循证医学杂志》 CSCD 2005年第11期854-862,共9页
目的对电动牙刷和手动牙刷在去除菌斑、维护牙龈健康、对色素和牙结石的作用、可靠性、不良作用和成本等进行比较.方法计算机检索Cochrane口腔健康协作组临床试验资料库(截至2004年6月17日)、Cochran临床对照试验中心资料库(Cochrane图... 目的对电动牙刷和手动牙刷在去除菌斑、维护牙龈健康、对色素和牙结石的作用、可靠性、不良作用和成本等进行比较.方法计算机检索Cochrane口腔健康协作组临床试验资料库(截至2004年6月17日)、Cochran临床对照试验中心资料库(Cochrane图书馆2004第2期)、MEDLINE(1966~2004)、EMBASE(1980~2004第2周)和CINAHL(1982~2004第2周),并与制造商联系以获取更多资料.根据下列标准纳入随机对照试验:随机分配研究对象;参加者为手运动无障碍的普通人群;干预措施为无监督的手动或电动牙刷刷牙,至少4周;主要结局指标为试验期间菌斑和牙龈炎的变化.由6个作者独立评价并纳入研究资料.用随机效应模型进行Meta分析,用标准化均数差(SMD)及其95%CI测量效果.检查可能的异质性来源,并针对研究质量和发表偏倚进行敏感性分析.为便于讨论,将SMD转换为百分率.结果对包含3 855例研究对象的42个试验进行系统评价,结果显示,旋转振动型电动牙刷去除菌斑和减低牙龈炎的效果在短期内明显优于手动牙刷,并在3个月以上的研究中显示降低了牙龈炎指数.在1~3个月的研究中,菌斑SMD为-0.43 [95%CI (-0.72, 0.14)],牙龈炎SMD为-0.62 [95%CI (-0.90, 0.34)],Quigley Hein菌斑指数降低11%,Loe and Silness龈炎指数降低6%.在3个月以上的研究中,菌斑指数SMD为-1.29 [95%CI (-2.67, 0.08)], 龈炎指数为-0.51 [95%CI (-1.76, 0.25)],Ainamo Bay探诊出血指数降低17%.短期研究之间有异质性,敏感性分析显示当选择高质量的研究时结果是肯定的,没有证据表明有发表偏倚.采取其他设计的电动牙刷并不比手动牙刷更优.对成本、可靠性和不良作用的报道不一致,已报道的不良作用都是局限的、暂时的.结论旋转振动型电动牙刷去除牙菌斑、减少牙龈炎的效果优于手动牙刷.遵守方法学指南和更标准化的设计有益于将来的研究和Meta分析. 展开更多
关键词 电动牙刷 手动牙刷 牙菌斑 龈炎 系统评价 META分析
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马克思“共生”理论的意义及其生态思维 被引量:3
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作者 莎伦.斯诺伊思 李玲 《武汉理工大学学报(社会科学版)》 2019年第2期1-5,共5页
人类与自然在相互影响的过程中,产生了一种共生关系。自然作为有生命的有机体,与人类在社会中共生互动;人类的个体感知与自然界的其他意识相辅相成,并且互相影响、互相作用。用马克思、恩格斯的唯物辩证法分析,这种共生互动关系就是生... 人类与自然在相互影响的过程中,产生了一种共生关系。自然作为有生命的有机体,与人类在社会中共生互动;人类的个体感知与自然界的其他意识相辅相成,并且互相影响、互相作用。用马克思、恩格斯的唯物辩证法分析,这种共生互动关系就是生态思维,由此使人类的思想和认识具有统一性,人类与自然共生过程中,需要改变自身行为使之与整个自然界的群体相互和谐。 展开更多
关键词 马克思 有机自然 共生 生态思维
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生态文明时代亟需一种新质外交思维——走向一种建设性后现代的“有机外交” 被引量:1
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作者 王治河 薛颖 孟东军 《武汉理工大学学报(社会科学版)》 2022年第1期1-7,共7页
从哲学角度分析了现代主流国际关系理论失败的原因,认为它在根蒂上是现代工业文明的衍生品,是现代机械世界观、实体思维和斗争思维的产物。随着生态文明的崛起,这种外交理论的失败就成为一种必然。生态文明需要一种新质外交思维,需要发... 从哲学角度分析了现代主流国际关系理论失败的原因,认为它在根蒂上是现代工业文明的衍生品,是现代机械世界观、实体思维和斗争思维的产物。随着生态文明的崛起,这种外交理论的失败就成为一种必然。生态文明需要一种新质外交思维,需要发展一种建设性后现代的“有机外交”。这是一种服膺有机世界观,将生态意识作为基石的外交,一种拥有共情主义的情怀,推重双赢式共生性发展的外交。建设性后现代有机外交对于我们创建具有中国特色、中国气派的外交不无启迪,它挑战我们重新反思传统的“内和外”、“中心与边缘”的概念,促使我们关注内和外、中心与边缘之间的内在关联,警示我们要提防形形色色的孤绝主义,提醒我们要大力推重开放与对话,努力拓展微外交、民间外交和生态外交,进而发展一种有情外交。 展开更多
关键词 生态文明 有机外交 建设性后现代 共生性发展 生态外交 有情外交
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Targeting the transferrin receptor to develop erythropoietin for Alzheimer’s disease 被引量:5
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作者 Rachita K.Sumbria 《Neural Regeneration Research》 SCIE CAS CSCD 2020年第12期2251-2252,共2页
Alzheimer’s disease(AD)is the sixth leading cause of death in the United States with approximately 5.8 million Americans currently living with AD.Due to the lack of a disease modifying treatment for AD and the aging ... Alzheimer’s disease(AD)is the sixth leading cause of death in the United States with approximately 5.8 million Americans currently living with AD.Due to the lack of a disease modifying treatment for AD and the aging baby boomer generation,this number is projected to grow to 13.8 million by 2050(Gaugler et al.,2019).Amyloid-beta(Aβ)plaque accumulation,one of the major pathological hallmarks of AD,can begin>20 years before clinical symptoms of AD.By the time AD is clinically diagnosed,neuronal loss and neuropathological lesions(Aβplaques and tau tangles)have already. 展开更多
关键词 ALZHEIMER TAU
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Low Thrust Minimum Time Orbit Transfer Nonlinear Optimization Using Impulse Discretization via the Modified Picard–Chebyshev Method 被引量:4
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作者 Darin Koblick Shujing Xu +1 位作者 Joshua Fogel Praveen Shankar 《Computer Modeling in Engineering & Sciences》 SCIE EI 2016年第1期1-27,共27页
The Modified Picard-Chebyshev Method(MPCM)is implemented as an orbit propagation solver for a numerical optimization method that determines minimum time orbit transfer trajectory of a satellite using a series of multi... The Modified Picard-Chebyshev Method(MPCM)is implemented as an orbit propagation solver for a numerical optimization method that determines minimum time orbit transfer trajectory of a satellite using a series of multiple impulses at intermediate waypoints.The waypoints correspond to instantaneous impulses that are determined using a nonlinear constrained optimization routine,SNOPT with numerical force models for both Two-Body and J2 perturbations.It is found that using the MPCM increases run-time performance of the discretized lowthrust optimization method when compared to other sequential numerical solvers,such as Adams-Bashforth-Moulton and Gauss-Jackson 8th order methods. 展开更多
关键词 Low THRUST Picard–Chebyshev Optimization Multi-Impulse Boundary Value Problem.
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Loss of oral mucosal stem cell markers in oral submucous fibrosis and their reactivation in malignant transformation 被引量:8
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作者 Mohit Sharma Felipe Paiva Fonseca +1 位作者 Keith D.Hunter Raghu Radhakrishnan 《International Journal of Oral Science》 SCIE CAS CSCD 2020年第3期199-208,共10页
The integrity of the basal stem cell layer is critical for epithelial homoeostasis.In this paper,we review the expression of oral mucosal stem cell markers(OM-SCMs)in oral submucous fibrosis(OSF),oral potentially mali... The integrity of the basal stem cell layer is critical for epithelial homoeostasis.In this paper,we review the expression of oral mucosal stem cell markers(OM-SCMs)in oral submucous fibrosis(OSF),oral potentially malignant disorders(OPMDs)and oral squamous cell carcinoma(OSCC)to understand the role of basal cells in potentiating cancer stem cell behaviour in OSF.While the loss of basal cell clonogenicity triggers epithelial atrophy in OSF,the transition of the epithelium from atrophic to hyperplastic and eventually neoplastic involves the reactivation of basal stemness.The vacillating expression patterns of OM-SCMs confirm the role of keratins 5,14,19,CD44,β1-integrin,p63,sex-determining region Y box(SOX2),octamer-binding transcription factor 4(Oct-4),c-MYC,B-cell-specific Moloney murine leukaemia virus integration site 1(Bmi-1)and aldehyde dehydrogenase 1(ALDH1)in OSF,OPMDs and OSCC.The downregulation of OM-SCMs in the atrophic epithelium of OSF and their upregulation during malignant transformation are illustrated with relevant literature in this review. 展开更多
关键词 EPITHELIUM MALIGNANT MUCOSAL
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后现代有机美学对现代实体美学的反思及超越——一个生态文明的视角 被引量:2
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作者 樊美筠 蔚蓝 《武汉理工大学学报(社会科学版)》 2020年第6期18-25,共8页
现代美学是现代工业文明的产物,在根蒂上是一种实体美学,对于今日严峻的生态环境危机、道德危机和精神危机以及世界范围内“美盲”的大量产生,现代美学难辞其咎。生态文明时代呼唤一种后现代的有机美学。这种有机美学拒绝主观主义美学... 现代美学是现代工业文明的产物,在根蒂上是一种实体美学,对于今日严峻的生态环境危机、道德危机和精神危机以及世界范围内“美盲”的大量产生,现代美学难辞其咎。生态文明时代呼唤一种后现代的有机美学。这种有机美学拒绝主观主义美学观和人类中心主义美学观,强调审美经验的客观性和普遍性;将美界定为“动态的广大和谐”,主张将美放在我们生活中“最显著的位置”,视美为生命的标志,视生态文明为一种审美文明。因其与中国合和文化和有机思维的深度契合,后现代有机美学注定在中国拥有广阔的发展空间。 展开更多
关键词 现代美学 实体美学 后现代有机美学 生态美学 过程哲学
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Conservation of Quiver Trees in Namibia and South Africa under a Changing Climate 被引量:1
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作者 Danni Guo Judith L. Arnolds +1 位作者 Guy F. Midgley Wendy B. Foden 《Journal of Geoscience and Environment Protection》 2016年第7期1-8,共8页
Aloe dichotoma (Quiver tree) occurs in the arid regions of Namaqualand and Bushman land in South Africa, and in arid regions of southern Namibia. The Quiver trees are not only threatened by agricultural expansion, ove... Aloe dichotoma (Quiver tree) occurs in the arid regions of Namaqualand and Bushman land in South Africa, and in arid regions of southern Namibia. The Quiver trees are not only threatened by agricultural expansion, overgrazing, and mining;but also by climate changes and droughts. Previous studies show that Quiver trees are very sensitive to environmental changes, and do not respond well to extreme hot and dry conditions. This study investigates the current status of the Quiver tree within its existing environment, and also assesses the projected future changes of the Quiver tree habitat under different climatic scenarios. It provided evidence regarding the importance of the study to understanding the climate change impacts on the Quiver tree and its geographical response to climate changes. 展开更多
关键词 Climate Change CONSERVATION Quiver Tree Aloe Dichotoma KAROO Species Distribution Arid Region Namibia South Africa
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Near Term Hybrid Quantum Computing Solution to the Matrix Riccati Equations 被引量:1
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作者 Augusto Gonzalez Bonorino Malick Ndiaye Casimer DeCusatis 《Journal of Quantum Computing》 2022年第3期135-146,共12页
The well-known Riccati differential equations play a key role in many fields,including problems in protein folding,control and stabilization,stochastic control,and cybersecurity(risk analysis and malware propaga-tion)... The well-known Riccati differential equations play a key role in many fields,including problems in protein folding,control and stabilization,stochastic control,and cybersecurity(risk analysis and malware propaga-tion).Quantum computer algorithms have the potential to implement faster approximate solutions to the Riccati equations compared with strictly classical algorithms.While systems with many qubits are still under development,there is significant interest in developing algorithms for near-term quantum computers to determine their accuracy and limitations.In this paper,we propose a hybrid quantum-classical algorithm,the Matrix Riccati Solver(MRS).This approach uses a transformation of variables to turn a set of nonlinear differential equation into a set of approximate linear differential equations(i.e.,second order non-constant coefficients)which can in turn be solved using a version of the Harrow-Hassidim-Lloyd(HHL)quantum algorithm for the case of Hermitian matrices.We implement this approach using the Qiskit language and compute near-term results using a 4 qubit IBM Q System quantum computer.Comparisons with classical results and areas for future research are discussed. 展开更多
关键词 Quantum computing matrix ricatti equations differential equations qiskit hybrid algorithm HHL algorithm
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A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
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作者 Z. Guo H. Schellhorn 《Applied Mathematics》 2019年第6期485-512,共28页
We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model, as well as improve the speed of the calculations. We consider the S... We develop two new pricing formulae for European options. The purpose of these formulae is to better understand the impact of each term of the model, as well as improve the speed of the calculations. We consider the SABR model (with &beta;=1) of stochastic volatility, which we analyze by tools from Malliavin Calculus. We follow the approach of Alòs et al. (2006) who showed that under stochastic volatility framework, the option prices can be written as the sum of the classic Hull-White (1987) term and a correction due to correlation. We derive the Hull-White term, by using the conditional density of the average volatility, and write it as a two-dimensional integral. For the correction part, we use two different approaches. Both approaches rely on the pairing of the exponential formula developed by Jin, Peng, and Schellhorn (2016) with analytical calculations. The first approach, which we call “Dyson series on the return’s idiosyncratic noise” yields a complete series expansion but necessitates the calculation of a 7-dimensional integral. Two of these dimensions come from the use of Yor’s (1992) formula for the joint density of a Brownian motion and the time-integral of geometric Brownian motion. The second approach, which we call “Dyson series on the common noise” necessitates the calculation of only a one-dimensional integral, but the formula is more complex. This research consisted of both analytical derivations and numerical calculations. The latter show that our formulae are in general more exact, yet more time-consuming to calculate, than the first order expansion of Hagan et al. (2002). 展开更多
关键词 SABR MODEL Stochastic VOLATILITY Malliavin CALCULUS Exponential Formula OPTION PRICING
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