期刊：
Expert Systems with Applications,2024年248:123408 ISSN：0957-4174
通讯作者：
Zhifeng Dai
作者机构：
[Zhifeng Dai; Rui Tang] College of Mathematics and Statistics, Changsha University of Science and Technology, Hunan 410114, China
通讯机构：
[Zhifeng Dai] C;College of Mathematics and Statistics, Changsha University of Science and Technology, Hunan 410114, China
摘要：
In this paper, we delve into the critical role of oil shocks in influencing the systematic risk of G7 stock markets—a concern of paramount importance given the interconnectedness of global economies and the pivotal role of energy markets. We employ Delta Conditional Value at Risk (ΔCoVaR) and Marginal Expected Shortfall (MES) to measure the systematic risk of G7 stock markets due to volatility in the oil market. By decomposing oil price change into oil supply shocks, aggregate demand shocks, and oil-specific demand shocks using a structural vector autoregression model, we offer a more granular perspective to investigate the time-varying effects of oil price fluctuations on the systematic risk of G7 stock markets. The results indicate that the impact of oil supply shock is insignificant compared with aggregate demand shock and speculative demand shock. Speculative demand shock contributes the most to systematic risk in the short term, but their impact declines as the number of periods increases. In the long term, the biggest impact on systematic risk is aggregate demand shock. Additionally, we construct a network among G7 stock markets and oil structural shocks based on time-varying spillover and the empirical results show that G7 stock markets play a role as receiver and all oil structural shocks as emitter. Besides, Japan is the country in G7 countries most affected by oil shocks.
摘要：
Abstract: In this paper, the finite difference method is used to solve a class of ordinary differential equations with Caputo-Hadamard fractional derivative. We approximate the Caputo- Hadamard fractional derivative by using the constructed L2 − 1σ formula. The finite difference method is used to discrete the special inhomogeneous mesh (uniform mesh in logarithmic sense). The experimental results show that the convergence rate obtained by this method is (3 − α).#@#@#摘要: 本文采用有限差分法求解一类带有Caputo-Hadamard分数阶导数的常微分方程，我们用构造 的L2 − 1σ 公式来近似方程中的Caputo-Hadamard 分数阶导数，并在特殊非均匀网格(对数意义 下的均匀网格)上采用有限差分法离散。 实验结果表明，该方法得到的收敛速度为(3 − α)阶。
作者机构：
[Jing Li; Yukun Liu; Hongfang Gong; Xiaofei Huang] Changsha University of Science and Technology, School of Mathematics and Statistics, Changsha 410114, China
通讯机构：
[Hongfang Gong] C;Changsha University of Science and Technology, School of Mathematics and Statistics, Changsha 410114, China
摘要：
In recent times, predicting stock prices has garnered attention from both regulators and academic circles. However, the intricate nature of financial time-series data, with its nonlinearities, discontinuities, and sensitivity to noise, complicates the understanding and forecasting of financial movements. In our approach, we initially deploy an adaptive empirical modal decomposition on the primary data to enhance model precision. Subsequently, we sift the technical indicator data through the Boruta method, enhancing selected functionalities via an adaptive noise reduction technique. We then employ support vector regression (SVR) integrated with brain storm optimization algorithm (BSO) for effective data handling and forecasting target variables. Our results suggest that the composite model outlined in this paper outperforms the other eight comparison models in terms of reducing errors and improving regression scores. Additionally, when juxtaposed against these four models, the outcomes reinforce the efficiency of our proposed multiscale strategy and denoising technique in refining prediction accuracy.
作者机构：
[Zhifeng Dai; Tong Wu] College of Mathematics and Statistics, Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha University of Science and Technology, Changsha, China
通讯机构：
[Tong Wu] C;College of Mathematics and Statistics, Hunan Provincial Key Laboratory of Mathematical Modeling and Analysis in Engineering, Changsha University of Science and Technology, Changsha, China
摘要：
This study examines the influence of oil shocks on systemic risk spillover among the commodity markets. Specifically, this paper uses the DCC-GARCH approach combined with the TVP-VAR model to calculate risk connectedness and the GARCH-MIDAS model to explore how oil shocks from different sources affect the risk spillover effects among the commodity markets. The results are the following: First, there are significant risk spillovers among the commodity markets with important time-varying characteristics and with sharp changes in times of crisis. The industrial metals, agriculture, precious metals, and light energy commodity markets are risk recipients, and the energy and livestock commodity markets are risk exporters. Second, oil price shocks, particularly oil aggregate demand shocks, prominently affect the total risk connectedness among the commodity markets. In particular, the impact on the net risk spillover effect of different commodity market differs.
摘要：
M. Herschend, Y. Liu, H. Nakaoka introduced n-exangulated categories, which are a simultaneous generalization of n-exact categories and (n + 2)-angulated categories. This paper consists of two results on n-exangulated categories: (1) we give an equivalent characterization of axiom (EA2); (2) we provide a new way to construct a closed subfunctor of an n-exangulated category.
摘要：
Systemic risk is one of the main concerns for banks charged with maintaining overall financial stability. This paper adopts the minimum density method to construct an interbank lending network for European banks and examines how the network structure affects systemic risk. The result reveals that banks positioned at the core of the network exhibit higher levels of systemic risk. Moreover, we find that banks with higher network centrality can show larger systemic risk during times of distress. We demonstrate the robustness of our results by addressing potential endogeneity in the model, replacing network characteristics, and reconstructing the interbank network.
期刊：
Advances in Mathematics,2024年443:109585 ISSN：0001-8708
作者机构：
[Hai-Hua Wu] School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha, Hunan 410114, PR China
摘要：
Let {Sd}d=02N−1 be an iterated function system defined by Sd(x)=(−1)dρ(x+d), x∈R, where 0<ρ<1 and N is a positive integer. Let μρ,D2N be a self-similar measure defined by μρ,D2N(⋅)=12N∑d=02N−1μρ,D2N(Sd−1(⋅)). We show that μρ,D2N is a spectral measure if and only if ρ=p−1 for some nature number p and 2N divides p. Moreover, we introduce a useful way to determine the spectrality of the convolution of two infinitely supported measures.
摘要：
Abstract: Groundwater model of heterogeneous media and its scarcity of observation data and other related factors makes the existence of uncertainty. In order to better predict the output of the model, we need to estimate the input and parameters of the model based on limited observational data to re-duce the uncertainty. Bayesian method is an effective way to describe the uncertainty caused by incomplete data, model deviation and measurement error. It can determine the posterior distribu-tion of parameter vectors according to the existing data. In practical application, the main challenge lies in sampling. The traditional sampling method degrades with the increase of the dimension of unknown parameters, that is, the convergence is slow. In this paper, an inversion algorithm is pro-posed to identify sparse discrete cosine transform (DCT) coefficients in expectation maximized var-iable selection (EMVS) frame, and adaptively update the hyperparameters to improve the solving efficiency of the problem. In particular, the inverse Hessian is used to accelerate the convergence of Langevin dynamics Monte Carlo Markov Chain (MCMC), and the simplified model is used to compute the gradient and Hessian effectively to solve the high dimensional uncertainty analysis and inver-sion problems efficiently. Based on the high-dimensional inversion numerical experiment of groundwater source item identification, it is verified that the inversion method can obtain reliable parameter estimation, which provides a new idea for improving the reliability and computational efficiency of groundwater simulation in practical application, and has important significance for the subsequent decision-making of groundwater resource management.#@#@#摘要: 地下水模型中非均匀介质的复杂性及观测数据的稀缺性使模型存在不确定性。为了更好地预测模型的输出，需要我们基于有限的观测数据来估计模型中的未知参数，降低不确定性。贝叶斯方法是刻画不完全数据、模型偏差和测量误差带来的不确定性的有效方式，它可以根据现有数据确定参数向量的后验分布。在实际应用中，其主要挑战在于从后验分布中抽样。传统抽样方法随未知参数维数的增加而出现退化现象。本文主要利用最大期望变量选择(EMVS)方法来识别稀疏离散余弦变换(DCT)系数，并对后验分布中的超参数进行自适应更新，以提高问题的求解效率；特别地，利用逆Hessian矩阵来加速朗之万动力学蒙特卡洛马尔科夫链(MCMC)的收敛速度，使用敏感性矩阵构造的简化模型来有效地计算梯度和Hessian矩阵，高效地解决高维不确定性分析和反演问题。基于地下水源项识别高维反演数值实验，验证了反演方法能够得到可靠的参数估计，为提高地下水模拟在实际应用中的可靠性和计算效率提供了新的思路，对后续的地下水资源管理决策制定具有重要意义。
期刊：
EUROPEAN PHYSICAL JOURNAL PLUS,2024年139(2) ISSN：2190-5444
通讯作者：
Zhang, QH
作者机构：
[Zhang, Qing-Hua; Zhang, QH] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410114, Peoples R China.;[Fei, Shao-Ming] Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China.;[Fei, Shao-Ming] Max Planck Inst Math Sci, D-04103 Leipzig, Germany.
通讯机构：
[Zhang, QH ] C;Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410114, Peoples R China.
摘要：
The Wigner-Yanase skew information stands for the uncertainty about the information on the values of observables not commuting with the conserved quantity. The Wigner-Yanase skew information-based uncertainty relations can be regarded as a complementarity to the conceptual Heisenberg uncertainty principle. We present tight uncertainty relations in both product and summation forms for two quantum channels based on the Wigner-Yanase skew information. We show that our uncertainty inequalities are tighter than the existing ones.
摘要：
As an active heat transfer enhancement technique, electrohydrodynamic has excellent potential to enhance the melting rate during solid-liquid phase change. In this work, the lattice Boltzmann method is adopted to investigate the electrohydrodynamic enhancement of solid-liquid phase change in three-dimensional cavities. The numerical method is firstly validated by several carefully chosen test cases, and then we conducted simulations under different governing parameters and aspect ratios. Results show that the interface morphologies obtained from pure electro-convection and pure thermo-convection are significantly different due to the different directions of the buoyancy and Coulomb forces. Besides, the augmentation of melting due to the electric effect becomes significant when the electric driving parameter T increases. For sufficiently high values of T, the melting performance is mainly dominated by the Coulomb force, and the influence of the thermal Rayleigh number in such a case is insignificant. Further, we note that the melting performance in the enclosure depends on the aspect ratio, and the lateral wall in a three-dimensional cavity with a relatively smaller aspect ratio usually inhibits the electro-convection. Finally, a comparison between the two-dimensional and three-dimensional simulations shows that the added dimension significantly affects the flow dynamics and the interface shape, which cannot be ignored for similar problems.
期刊：
Computers & Mathematics with Applications,2023年132:104-118 ISSN：0898-1221
通讯作者：
Tang, Bo(tangbo0809@163.com)
作者机构：
[Tang, Bo] Hubei Univ Arts & Sci, Hubei Key Lab Power Syst Design & Test Elect Vehic, Xiangyang 441053, Hubei, Peoples R China.;[Tang, Bo] Hubei Univ Arts & Sci, Sch Math & Stat, Xiangyang 441053, Hubei, Peoples R China.;[Tang, Bo] Xiangtan Univ, Sch Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China.;[Qiao, Leijie] Shanxi Univ, Sch Math Sci, Taiyuan 030006, Shanxi, Peoples R China.;[Qiao, Leijie] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410114, Hunan, Peoples R China.
通讯机构：
[Bo Tang] H;Hubei Key Laboratory of Power System Design and Test for Electrical Vehicle, Hubei University of Arts and Science, Xiangyang, Hubei 441053, PR China<&wdkj&>School of Mathematics and Statistics, Hubei University of Arts and Science, Xiangyang, Hubei 441053, PR China<&wdkj&>School of Mathematics and Computational Science, Xiangtan University, Xiangtan, Hunan 411105, PR China
关键词：
Alternating direction implicit method;Distributed-order time-fractional derivative;Orthogonal spline collocation method;Riemann-Liouville fractional integral;Stability and convergence
期刊：
EUROPEAN PHYSICAL JOURNAL PLUS,2023年138(3):1-8 ISSN：2190-5444
通讯作者：
Fei, S.-M.;Zhang, Q.-H.
作者机构：
[Zhang, Qing-Hua; Fei, Shao-Ming; Wu, Jing-Feng] Capital Normal Univ, Sch Math Sci, Beijing 100048, Peoples R China.;[Fei, Shao-Ming] Max Planck Inst Math Sci, D-04103 Leipzig, Germany.;[Zhang, Qing-Hua] Changsha Univ Sci & Technol, Sch Math & Stat, Changsha 410114, Peoples R China.
通讯机构：
[Qing-Hua Zhang; Shao-Ming Fei] S;School of Mathematical Sciences, Capital Normal University, Beijing, China<&wdkj&>School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha, China<&wdkj&>School of Mathematical Sciences, Capital Normal University, Beijing, China<&wdkj&>Max-Planck-Institute for Mathematics in the Sciences, Leipzig, Germany
摘要：
The uncertainty principle is one of the fundamental features of quantum mechanics and plays an essential role in quantum information theory. We study uncertainty relations based on variance for arbitrary finite N quantum observables. We establish a series of parameterized uncertainty relations in terms of the parameterized norm inequalities, which improve the exiting variance-based uncertainty relations. The lower bounds of our uncertainty inequalities are non-zero unless the measured state is a common eigenvector of all the observables. Detailed examples are provided to illustrate the tightness of our uncertainty relations.
摘要：
Herschend–Liu–Nakaoka introduced the notion of an n-exangulated category. It is not only a higher dimensional analogue of extriangulated categories defined by Nakaoka–Palu, but also gives a simultaneous generalization of n-exact categories and
$$(n+2)$$
-angulated categories. In this article, we give an n-exangulated version of Auslander’s defect and Auslander–Reiten duality formula. Moreover, we also give a classification of substructures (=closed subbifunctors) of a given skeletally small n-exangulated category by using the category of defects.
摘要：
In this paper, the localized method of fundamental solutions (LMFS) with coupling the dual reciprocity method (DRM) is applied to simulate three-space dimensional nonlinear wave equations. First, DRM, which is a popular meshless method based on polyharmonic splines (PhS), is applied to obtain the particular solution. After evaluating the particular solution, 3D-LMFS method can be employed to evaluate the homogeneous solution. The proposed 3D-LMFS algorithms construct 3D artificial surfaces where source points and then the collocation procedure propose by using the fundamental solutions in each 3D surface. Straightforwardly, a solution to the 3D wave equation is approximated by a sum of the combination of PhS and fundamental solutions using LMFS. Eventually, the scheme has been prosperously tested with selected examples.
摘要：
Abstract: In order to verify the effectiveness of multi-scale algorithm on the elastic stiffness parameters of asphalt mixture, this paper analyzes the characteristics of multi-scale algorithm and the fine model of asphalt mixture, and proposes the theoretical method and characterization of multi-scale algo-rithm for random composite materials. The distribution characteristics of fine aggregate of asphalt mixture with different particle sizes are counted, the fine aggregate is randomly generated in the scale area according to the distribution characteristics of aggregate, and the scale area of various kinds of asphalt mixture is selected to calculate the scale, and the fine scale model is generated in the scale area according to the random distribution characteristics of aggregate. A multi-scale algo-rithm is used to predict the stiffness parameters of the fatigue process of asphalt mixture. The con-clusion is that the multi-scale algorithm is effective for the stiffness parameter of asphalt mixture, and this algorithm can provide some reference significance for similar practical engineering.#@#@#摘要: 为了验证多尺度算法对沥青混合料的弹性力学刚度参数的有效性问题，本文分析了多尺度算法及沥青混合料细观模型特性，提出了多尺度算法运用于随机复合材料的理论方法及表征。统计含不同粒径集料沥青混合料细观骨料分布特性，依据骨料分布特性规律在尺度区域内随机生成细观骨料，选取各类沥青混合料计算尺度区域，依据骨料随机分布特性在尺度区域内生成细观尺度模型。运用多尺度算法预测沥青混合料疲劳过程刚度参数，提出了计算沥青混合料疲劳损伤过程刚度参数的多尺度算法流程。结论是多尺度算法用于沥青混合料的刚度参数是有效的，该算法可以为类似的实际工程提供一定的参考意义。
关键词：
Multistability;Switched complex-valued neural network;State-dependent;Equilibrium point
摘要：
The paper focuses on the multistability problems of the switched complex-valued neural networks with state-dependent switching rules. Based on the differential inclusions theory and fixed point theorem, sev-eral sufficient conditions are derived to ascertain that there exist 25n equilibria, 9n of which are locally ex for n-neuron switched complex-valued neural networks. The number of stable equilibria of an n-neuron switched complex-valued neural network increases significantly from 4n to 9n compared with the con-ventional complex-valued neural networks. Finally, four numerical examples are presented to substanti-ate the theoretical results. & COPY; 2023 Elsevier B.V. All rights reserved.
摘要：
It was shown recently that the heart of a twin cotorsion pair on an extriangulated category is semi-abelian. In this article, we consider a special class of hearts of twin cotorsion pairs induced by d-cluster tilting subcategories in extriangulated categories. We give a necessary and sufficient condition for such hearts to be abelian. In particular, we can also see that such hearts are hereditary. As an application, this generalizes the work by Liu in the exact case, thereby providing new insights into the triangulated case.
