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Modeling and Mathematical Analysis of Liquidity Risk Contagion in the Banking System 银行系统流动性风险传染的建模与数学分析
Pub Date : 2022-06-20 DOI: 10.1155/2022/5382153
Hamza Mourad, Said Fahim, Adriana Burlea‐Schiopoiu, M. Lahby, Abdelbaki Attioui
In recent times, all world banks have been threatened by the liquidity risk problem. This phenomenon represents a devastating financial threat to banks and may lead to irrecoverable consequences in case of negligence or underestimation. In this article, we study a mathematical model that describes the contagion of liquidity risk in the banking system based on the SIR epidemic model simulation. The model consists of three ordinary differential equations illustrating the interaction between banks susceptible or affected by liquidity risk and tending towards bankruptcy. We have demonstrated the bornness and positivity of the solutions, and we have mathematically analyzed this system to demonstrate how to control the banking system’s stability. Numerical simulations have been illustrated by using real data to support the analytical results and prove the effects of different system parameters studied on the contagion of liquidity risk.
近年来,世界各国银行都受到流动性风险问题的威胁。这种现象对银行构成了毁灭性的财务威胁,在疏忽或低估的情况下可能导致不可挽回的后果。本文在SIR流行病模型仿真的基础上,研究了描述银行体系流动性风险传染的数学模型。该模型由三个常微分方程组成,说明易受流动性风险或影响的银行与倾向于破产的银行之间的相互作用。我们已经证明了解决方案的诞生性和积极性,并对该系统进行了数学分析,以演示如何控制银行系统的稳定性。用实际数据进行了数值模拟,验证了所研究的不同系统参数对流动性风险传染的影响。
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引用次数: 1
A Chebyshev Spectral Collocation Method-Based Series Approach for Boundary Layer Flow and Heat Transfer in a Micropolar Fluid past a Permeable Flat Plate 基于Chebyshev谱配置法的微极流体通过可渗透平板边界层流动和传热的级数方法
Pub Date : 2022-06-18 DOI: 10.1155/2022/4943306
T. M. Agbaje, G. Makanda
This paper demonstrates the applicability of the large parameter spectral perturbation method (LSPM) to a coupled system of partial differential equations that cannot be solved exactly. The LSPM is a numerical method that employs the Chebyshev spectral collocation method in the solution of a sequence of ordinary differential equations (ODEs) that are derived from decomposing coupled systems of nonlinear partial differential equations (PDEs) using series expansion about a large parameter. The validity of the LSPM is applied to the problem of boundary layer flow and heat transfer in a micropolar fluid past a permeable flat plate in the presence of heat generation and thermal radiation. The coupled nature of the PDEs that define the problem under investigation precludes the option of using series-based methods that seek to generate analytical solutions even in the presence of small or large parameters. The present study demonstrates that the LSPM can easily overcome this limitation while giving very accurate results in a computationally efficient manner. For qualitative validation of the results and the numerical method used, calculations were carried out to graphically obtain the velocity, microrotation, and temperature profiles for selected physical parameter values. The results obtained were found to correlate with the results from a published literature. For quantitative confirmation of our findings, the LSPM numerical solutions were again validated against known results from the literature and against results obtained using the multidomain bivariate spectral quasilinearisation method (MD-BSQLM), and the results were observed to be in perfect agreement. Further accuracy validation is displayed by using residual error and solution error analysis on the governing PDEs and their underlying solutions. This study’s findings indicate that the heat generation and thermal radiation parameters have related effects on the temperature profile, enhancing both the fluid temperature and the thermal boundary layer thickness.
本文证明了大参数谱摄动法(LSPM)对不能精确求解的偏微分方程耦合系统的适用性。LSPM是一种利用切比雪夫谱配置法求解大参数非线性偏微分方程耦合系统分解得到的常微分方程序列的数值方法。将LSPM的有效性应用于微极流体经过可渗透平板时的边界层流动和传热问题。定义所调查问题的偏微分方程的耦合性质排除了使用基于序列的方法的选择,即使在存在小或大参数的情况下也寻求生成分析解。本研究表明,LSPM可以很容易地克服这一限制,同时以计算效率高的方式给出非常准确的结果。为了定性验证结果和所使用的数值方法,进行了计算,以图形方式获得了选定物理参数值的速度、微旋转和温度分布。所得结果与已发表文献的结果一致。为了定量证实我们的发现,LSPM数值解再次与文献中的已知结果和使用多域二元光谱拟线性化方法(MD-BSQLM)获得的结果进行了验证,结果完全一致。通过对控制偏微分方程及其底层解的残差和解差分析,进一步验证了精度。研究结果表明,产热参数和热辐射参数对温度剖面有相关的影响,流体温度和热边界层厚度都有所提高。
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引用次数: 0
A Regularized Alternating Least-Squares Method for Minimizing a Sum of Squared Euclidean Norms with Rank Constraint 带秩约束的欧式范数平方和最小化的正则交替最小二乘法
Pub Date : 2022-05-17 DOI: 10.1155/2022/4838182
Pablo Soto-Quiros
Minimizing a sum of Euclidean norms (MSEN) is a classic minimization problem widely used in several applications, including the determination of single and multifacility locations. The objective of the MSEN problem is to find a vector x such that it minimizes a sum of Euclidean norms of systems of equations. In this paper, we propose a modification of the MSEN problem, which we call the problem of minimizing a sum of squared Euclidean norms with rank constraint, or simply the MSSEN-RC problem. The objective of the MSSEN-RC problem is to obtain a vector x and rank-constrained matrices A 1 , ⋯ , A p such that they minimize a sum of squared Euclidean norms of systems of equations. Additionally, we present an algorithm based on the regularized alternating least-squares (RALS) method for solving the MSSEN-RC problem. We show that given the existence of critical points of the alternating least-squares method, the limit points of the converging sequences of the RALS are the critical points of the objective function. Finally, we show numerical experiments that demonstrate the efficiency of the RALS method.
最小化欧氏范数和(MSEN)是一个经典的最小化问题,广泛应用于单个和多个设施位置的确定。MSEN问题的目标是找到一个向量x,使方程组的欧几里得范数的和最小。在本文中,我们提出了MSEN问题的一个改进,我们称之为最小化有秩约束的欧氏范数平方和问题,或者简称为MSSEN-RC问题。MSSEN-RC问题的目标是获得向量x和秩约束矩阵a1,⋯,a p,使方程组的欧几里得范数的平方和最小化。此外,我们提出了一种基于正则化交替最小二乘(RALS)方法的求解MSSEN-RC问题的算法。证明了在交替最小二乘法的临界点存在的情况下,RALS收敛序列的极限点就是目标函数的临界点。最后,通过数值实验验证了RALS方法的有效性。
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引用次数: 0
Modeling the Effect of Vaccination and Treatment on the Transmission Dynamics of Hepatitis B Virus and HIV/AIDS Coinfection
Pub Date : 2022-05-05 DOI: 10.1155/2022/5246762
Engida Endriyas Endashaw, T. Mekonnen
Hepatitis B and HIV/AIDS coinfections are common globally due to their similar mode of transmission. Since HIV infection modifies the course of HBV infection by increasing the rate of chronicity, prolonging HBV viremia, and increasing liver disease-associated deaths, individuals with coinfection of both diseases have a higher tendency of developing cirrhosis of the liver, higher levels of HBV DNA, reduced rate of clearance of the hepatitis B e antigen (HBeAg), and more likely to die than an individual with a single infection. This nature of HBV-HIV/AIDS coinfection motivated us to conduct this study. In this paper, we proposed and rigorously analyzed a deterministic mathematical model with the aim of investigating the effect of vaccination against hepatitis B virus and treatment for all infections on the transmission dynamics of HBV-HIV/AIDS coinfection in a population. We proved that the solutions of the submodels and the coinfection model are positive and bounded. The models are studied qualitatively using the stability theory of differential equations, and the effective reproduction numbers of the models are derived using the next generation matrix method. Stability of the equilibria of the submodels and the coinfection model is analyzed using Routh-Hurwitz criteria. The disease-free and endemic equilibria of the submodels and the coinfection model are computed, and both local and global asymptotic stability conditions for those equilibria are discussed. We performed a sensitivity analysis to illustrate the influence of different parameters on the effective reproduction number of HBV-HIV/AIDS coinfection model, and we identified the most sensitive parameters are ω B and ω H , which are the effective contact rates for HBV and HIV transmission, respectively. The numerical simulation of the model is done using MATLAB, and the findings from the simulations are discussed. It is observed that if the vaccination and treatment rates are increased, then the number of individuals susceptible to both infections and HBV-HIV/AIDS coinfection decreases and even falls to zero over time. Hence, it is concluded that vaccination against hepatitis B virus infection, treatment of hepatitis B and HIV/AIDS infections, and HBV-HIV/AIDS infection at the highest possible rate is very essential to control the spread of HBV-HIV/AIDS coinfection as an important public health problem.
乙型肝炎和艾滋病毒/艾滋病合并感染由于其传播方式相似,在全球很常见。由于HIV感染通过增加慢性率、延长HBV病毒血症和增加肝病相关死亡率来改变HBV感染的过程,因此两种疾病合并感染的个体发展为肝硬化的趋势更高,HBV DNA水平更高,乙型肝炎e抗原(HBeAg)清除率降低,并且比单一感染的个体更有可能死亡。这种HBV-HIV/AIDS合并感染的性质促使我们进行这项研究。在本文中,我们提出并严格分析了一个确定性数学模型,目的是研究乙型肝炎病毒疫苗接种和所有感染的治疗对人群中HBV-HIV/AIDS合并感染的传播动态的影响。证明了子模型和共感染模型的解是正有界的。利用微分方程的稳定性理论对模型进行了定性研究,并利用次世代矩阵法推导了模型的有效再现数。利用Routh-Hurwitz准则分析了子模型和共感染模型平衡点的稳定性。计算了子模型和共感染模型的无病平衡点和地方病平衡点,并讨论了平衡点的局部和全局渐近稳定条件。我们对不同参数对HBV-HIV/AIDS共感染模型有效繁殖数的影响进行了敏感性分析,发现最敏感的参数是ω B和ω H,它们分别是HBV和HIV传播的有效接触率。利用MATLAB对该模型进行了数值仿真,并对仿真结果进行了讨论。可以观察到,如果疫苗接种率和治疗率增加,那么感染和HBV-HIV/AIDS合并感染的易感个体数量会减少,甚至随着时间的推移降至零。因此,预防乙型肝炎病毒感染,治疗乙型肝炎和艾滋病毒/艾滋病感染,以及尽可能高的乙型肝炎-艾滋病毒/艾滋病感染是控制乙型肝炎-艾滋病毒/艾滋病合并感染传播的重要公共卫生问题。
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引用次数: 6
Perturbed Galerkin Method for Solving Integro-Differential Equations 求解积分微分方程的摄动伽辽金法
Pub Date : 2022-04-15 DOI: 10.1155/2022/9748558
K. Issa, J. Biazar, T. Agboola, T. Aliu
In this paper, perturbed Galerkin method is proposed to find numerical solution of an integro-differential equations using fourth kind shifted Chebyshev polynomials as basis functions which transform the integro-differential equation into a system of linear equations. The systems of linear equations are then solved to obtain the approximate solution. Examples to justify the effectiveness and accuracy of the method are presented and their numerical results are compared with Galerkin’s method, Taylor’s series method, and Tau’s method which provide validation for the proposed approach. The errors obtained justify the effectiveness and accuracy of the method.
本文提出了用第四类移位切比雪夫多项式作为基函数求积分微分方程数值解的摄动伽辽金方法,将积分微分方程转化为线性方程组。然后对线性方程组进行求解,得到近似解。通过算例验证了该方法的有效性和准确性,并将其数值结果与Galerkin方法、Taylor级数方法和Tau方法进行了比较,验证了该方法的有效性。得到的误差证明了该方法的有效性和准确性。
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引用次数: 0
Modelling the Effects of Meteorological Factors on Maximum Rainfall Intensities Using Exponentiated Standardized Half Logistic Distribution 利用指数化标准化半Logistic分布模拟气象因子对最大降雨强度的影响
Pub Date : 2022-04-11 DOI: 10.1155/2022/3250954
B. Sasanya, P. Awodutire, O. Ufuoma, O. S. Balogun
Rainfall intensity prediction or forecast is vital in designing hydraulic structures and flood and erosion control structures. In this work, meteorological data were obtained from the National Aeronautics and Space Administration’s (NASA) website. Models estimating maximum rainfall intensities were derived, and some meteorological factors’ effects on the models were tested. The meteorological factors considered include annual relative humidity averages, specific humidity, temperature range at 2 m, maximum temperature, and minimum temperature. This research was aimed at developing a model for estimating maximum rainfall intensities, and the effects of various meteorological factors on the models were investigated. The exponentiated standardized half logistic distribution (ESLD) was used to model the effects of the factors and return periods on 35 years’ (1984–2018) annual maxima monthly rainfall intensities for Port Harcourt metropolis, Nigeria. The model parameters were estimated using the maximum likelihood estimation method. Compared with the results from the five standard distributions, three criteria were used to determine the best-performed distribution. These indicated that the ESLD performed considerably better than the other five compared distributions. Only the return period had significant effects on the model for the rainfall intensity prediction since p < 0.05 , while the effects of the meteorological factors are insignificant.
降雨强度预测或预报在水工构筑物和防汛防蚀构筑物设计中具有重要意义。在这项工作中,气象数据来自美国国家航空航天局(NASA)的网站。建立了最大降水强度估算模型,并对气象因素对模型的影响进行了验证。气象因素包括年平均相对湿度、比湿度、2米温度范围、最高温度和最低温度。本研究旨在建立一个估算最大降雨强度的模型,并探讨了各种气象因素对模型的影响。采用指数化标准化半logistic分布(ESLD)模型对尼日利亚哈科特港市区35年(1984-2018)年最大月降水强度的影响进行了模拟。采用极大似然估计法对模型参数进行估计。与五个标准分布的结果进行比较,使用三个标准来确定表现最佳的分布。这些表明,ESLD的表现明显好于其他五个比较分布。只有回归期对模型的降雨强度预测有显著影响(p < 0.05),气象因子的影响不显著。
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引用次数: 0
Corrigendum to "Cooperative and Competitive Dynamics Model for Information Propagation in Online Social Networks" 在线社交网络信息传播的合作与竞争动力学模型 "勘误表
Pub Date : 2022-04-04 DOI: 10.1155/2022/9840796
Yaming Zhang, Chaosheng Tang, L. Weigang
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引用次数: 0
A New Multicontinuum Model for Advection-Diffusion Process of Single-Phase Nonlinear Flow in a Multiscale Fractured Porous Media 多尺度裂缝多孔介质中单相非线性流动平流-扩散过程的多连续统新模型
Pub Date : 2022-03-31 DOI: 10.1155/2022/5731988
Richard Owusu, Adu Sakyi, Peter Amoako-Yirenkyi, I. Dontwi
Fractured porous media modeling and simulation has seen significant development in the past decade but still pose a great challenge and difficulty due to the multiscale nature of fractures, domain heterogeneity, and the nonlinear flow fields due to the high flow velocity and permeability resulting from the presence of fractures. Therefore, modeling fluid transport that is influenced by both advection and diffusion in fractured porous media studies becomes a generic problem, which this study seeks to address. In this paper, we present a study on non-Darcian fluid transport in multiscale naturally fractured reservoirs via an upscaling technique. An averaged macroscopic equation representing pressure distribution in a three-phase multiscale fractured porous medium was developed, consisting of the matrix and a 2-scale fractured network of length-scales ℓ m and ℓ M . The resulting macroscopic model has cross-advective and diffusive terms that account for induced fluxes between the interacting domains, as well as a mass transfer function that is dependent on both physical and geometric properties of the domain, with both advective and diffusive properties. This model also has effective diffusive and advective coefficients that account for reservoir properties such as viscosity, fluid density, and flow velocity. From the numerical simulation, a radial, a horizontal-linear flow behavior, and a transient and quasi-steady-state flow regime that is typical of naturally fractured porous media was observed. The findings of this study will provide researchers a reliable tool to study fractured porous media and can also help for better understanding of the dynamics of flow in fractured reservoirs.
近十年来,裂缝性多孔介质的建模与模拟取得了很大的发展,但由于裂缝的多尺度性、区域非均质性以及裂缝的存在导致的高流速和高渗透率导致的流场非线性,仍然面临着很大的挑战和困难。因此,模拟受平流和扩散影响的流体在裂缝多孔介质研究中的运移成为一个普遍问题,这也是本研究试图解决的问题。在本文中,我们通过一种升级技术研究了多尺度天然裂缝储层中的非达西流体输运。建立了表征三相多尺度裂缝性多孔介质中压力分布的宏观平均方程,该方程由基质和长度尺度分别为m和m的2尺度裂缝网络组成。由此产生的宏观模型具有交叉平流和扩散项,用于解释相互作用域之间的诱导通量,以及依赖于具有平流和扩散性质的域的物理和几何性质的质量传递函数。该模型还具有有效的扩散和平流系数,可以考虑粘度、流体密度和流速等储层特性。通过数值模拟,观察到典型的天然裂缝多孔介质的径向、水平-线性流动行为以及瞬态和准稳态流动模式。该研究结果将为研究裂缝性多孔介质提供可靠的工具,也有助于更好地理解裂缝性储层的流动动力学。
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引用次数: 0
Mathematical Modeling and Analysis of TB and COVID-19 Coinfection TB和COVID-19合并感染的数学建模与分析
Pub Date : 2022-03-27 DOI: 10.1155/2022/2449710
Kassahun Getnet Mekonen, Shiferaw Feyissa Balcha, L. L. Obsu, Abdulkadir Hassen
Tuberculosis (TB) and coronavirus (COVID-19) are both infectious diseases that globally continue affecting millions of people every year. They have similar symptoms such as cough, fever, and difficulty breathing but differ in incubation periods. This paper introduces a mathematical model for the transmission dynamics of TB and COVID-19 coinfection using a system of nonlinear ordinary differential equations. The well-posedness of the proposed coinfection model is then analytically studied by showing properties such as the existence, boundedness, and positivity of the solutions. The stability analysis of the equilibrium points of submodels is also discussed separately after computing the basic reproduction numbers. In each case, the disease-free equilibrium points of the submodels are proved to be both locally and globally stable if the reproduction numbers are less than unity. Besides, the coinfection disease-free equilibrium point is proved to be conditionally stable. The sensitivity and bifurcation analysis are also studied. Different simulation cases were performed to supplement the analytical results.
结核病(TB)和冠状病毒(COVID-19)都是传染病,每年继续影响全球数百万人。它们有相似的症状,如咳嗽、发烧和呼吸困难,但潜伏期不同。本文采用非线性常微分方程系统建立了TB和COVID-19共感染传播动力学的数学模型。然后通过显示解的存在性、有界性和正性等性质来分析研究所提出的共感染模型的适定性。在计算基本再现数后,分别讨论了各子模型平衡点的稳定性分析。在每种情况下,当繁殖数小于1时,证明了子模型的无病平衡点是局部和全局稳定的。此外,还证明了共感染无病平衡点是条件稳定的。并对其灵敏度和分岔分析进行了研究。通过不同的仿真实例对分析结果进行了补充。
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引用次数: 18
Parallel Implementation and Scalability Results of a Local-Scale Air Quality Model: Application to Bamako Urban City 局部尺度空气质量模型的并行实施和可扩展性结果:在巴马科城市的应用
Pub Date : 2022-03-26 DOI: 10.1155/2022/9463537
A. Samaké, A. Mahamane, O. Diallo
We present a computational framework for the parallel implementation of a local-scale air quality model described by an advection-diffusion-reaction partial differential equation, the so-called equation of reactive dispersion. The temporal discretization of the model is carried out using the forward Euler scheme. The spatial discretization is achieved using the finite element method. The strategy used for the parallel implementation is based on the distributed-memory approach using the message-passing library MPI. The simulations are focused on two road traffic-related air pollutants, namely particulate matters PM2.5 and PM10. The efficiency and the scalability of the parallel implementation are illustrated by numerical experiments performed using up to 128 processor cores of a cluster computing system.
我们提出了一个计算框架,用于并行实现由平流-扩散-反应偏微分方程描述的局部尺度空气质量模型,即所谓的反应性弥散方程。采用正演欧拉格式对模型进行时间离散化。采用有限元法实现了空间离散化。并行实现所使用的策略是基于使用消息传递库MPI的分布式内存方法。模拟的重点是两种与道路交通有关的空气污染物,即颗粒物PM2.5和PM10。通过在集群计算系统上使用多达128个处理器核进行的数值实验,证明了并行实现的效率和可扩展性。
{"title":"Parallel Implementation and Scalability Results of a Local-Scale Air Quality Model: Application to Bamako Urban City","authors":"A. Samaké, A. Mahamane, O. Diallo","doi":"10.1155/2022/9463537","DOIUrl":"https://doi.org/10.1155/2022/9463537","url":null,"abstract":"We present a computational framework for the parallel implementation of a local-scale air quality model described by an advection-diffusion-reaction partial differential equation, the so-called equation of reactive dispersion. The temporal discretization of the model is carried out using the forward Euler scheme. The spatial discretization is achieved using the finite element method. The strategy used for the parallel implementation is based on the distributed-memory approach using the message-passing library MPI. The simulations are focused on two road traffic-related air pollutants, namely particulate matters PM2.5 and PM10. The efficiency and the scalability of the parallel implementation are illustrated by numerical experiments performed using up to 128 processor cores of a cluster computing system.","PeriodicalId":14766,"journal":{"name":"J. Appl. Math.","volume":"29 1","pages":"9463537:1-9463537:9"},"PeriodicalIF":0.0,"publicationDate":"2022-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80917924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
期刊
J. Appl. Math.
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