There are various types of sharing economy services, such as ride-sharing and shared-taxi rides. Motivated by these services, we consider a single-server queue in which customers probabilistically select the type of service, that is, the single service or batch service, or other services (e.g., train). In the proposed model, which is denoted by the M+M(K)/M/1 queue, we assume that the arrival process of all the customers follows a Poisson distribution, the batch size is constant, and the common service time (for the single- and batch-service customers) follows an exponential distribution. In this model, the derivation of the sojourn time distribution is challenging because the sojourn time of a batch-service customer is not determined upon arrival but depends on single customers who arrive later. This results in a two-dimensional recursion, which is not generally solvable, but we made it possible by utilizing a special structure of our model. We present an analysis using a quasi-birth-and-death process, deriving the exact and approximated sojourn time distributions (for the single-service customers, batch-service customers, and all the customers). Through numerical experiments, we demonstrate that the approximated sojourn time distribution is sufficiently accurate compared to the exact sojourn time distributions. We also present a reasonable approximation for the distribution of the total number of customers in the system, which would be challenging with a direct-conventional method. Furthermore, we presented an accurate approximation method for a more general model where the service time of single-service customers and that of batch-service customers follow two distinct distributions, based on our original model.
{"title":"Sojourn Time Analysis of a Single-Server Queue with Single- and Batch-Service Customers","authors":"Yusei Koyama, Ayane Nakamura, Tuan Phung-Duc","doi":"10.3390/math12182820","DOIUrl":"https://doi.org/10.3390/math12182820","url":null,"abstract":"There are various types of sharing economy services, such as ride-sharing and shared-taxi rides. Motivated by these services, we consider a single-server queue in which customers probabilistically select the type of service, that is, the single service or batch service, or other services (e.g., train). In the proposed model, which is denoted by the M+M(K)/M/1 queue, we assume that the arrival process of all the customers follows a Poisson distribution, the batch size is constant, and the common service time (for the single- and batch-service customers) follows an exponential distribution. In this model, the derivation of the sojourn time distribution is challenging because the sojourn time of a batch-service customer is not determined upon arrival but depends on single customers who arrive later. This results in a two-dimensional recursion, which is not generally solvable, but we made it possible by utilizing a special structure of our model. We present an analysis using a quasi-birth-and-death process, deriving the exact and approximated sojourn time distributions (for the single-service customers, batch-service customers, and all the customers). Through numerical experiments, we demonstrate that the approximated sojourn time distribution is sufficiently accurate compared to the exact sojourn time distributions. We also present a reasonable approximation for the distribution of the total number of customers in the system, which would be challenging with a direct-conventional method. Furthermore, we presented an accurate approximation method for a more general model where the service time of single-service customers and that of batch-service customers follow two distinct distributions, based on our original model.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This study aimed to explore efficiency changes in Taiwan’s banking industry before and after the outbreak of coronavirus disease 2019 (COVID-19) by using the maximum slacks-based measure approach. The data, spanning from 2018 to 2021, categorized banks into three systems: state-owned, private, and foreign. Bank performance was measured from two perspectives: single-period evaluation (assessing bank performance in each year individually) and cross-period evaluation (assessing bank performance from 2018 to 2021 collectively). Inter-temporal changes in bank performance across the three banking systems were analyzed. The results indicated that only foreign banks rebounded rapidly after the COVID-19 outbreak, while the average performance of private banks remained stagnant, and state-owned banks performed worse than before the outbreak. Therefore, it is recommended that state-owned banks develop effective and rapid improvement policies to address major emergencies. Additionally, the study found that inefficiencies in banks were due to excessive input resources and/or failure to achieve the output targets. The input–output gap of inefficient banks was also analyzed, providing learning benchmarks and clear improvement targets that can help these banks formulate practical actions to improve their performance.
{"title":"Performance Evaluation of the Taiwanese Banking Industry before and after the COVID-19 Pandemic","authors":"Chuan-Feng Lee, Fu-Chiang Yang","doi":"10.3390/math12182817","DOIUrl":"https://doi.org/10.3390/math12182817","url":null,"abstract":"This study aimed to explore efficiency changes in Taiwan’s banking industry before and after the outbreak of coronavirus disease 2019 (COVID-19) by using the maximum slacks-based measure approach. The data, spanning from 2018 to 2021, categorized banks into three systems: state-owned, private, and foreign. Bank performance was measured from two perspectives: single-period evaluation (assessing bank performance in each year individually) and cross-period evaluation (assessing bank performance from 2018 to 2021 collectively). Inter-temporal changes in bank performance across the three banking systems were analyzed. The results indicated that only foreign banks rebounded rapidly after the COVID-19 outbreak, while the average performance of private banks remained stagnant, and state-owned banks performed worse than before the outbreak. Therefore, it is recommended that state-owned banks develop effective and rapid improvement policies to address major emergencies. Additionally, the study found that inefficiencies in banks were due to excessive input resources and/or failure to achieve the output targets. The input–output gap of inefficient banks was also analyzed, providing learning benchmarks and clear improvement targets that can help these banks formulate practical actions to improve their performance.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177095","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Correction: Muniyappan et al. Stability and Numerical Solutions of Second Wave Mathematical Modeling on COVID-19 and Omicron Outbreak Strategy of Pandemic: Analytical and Error Analysis of Approximate Series Solutions by Using HPM. Mathematics 2022, 10, 343","authors":"Ashwin Muniyappan, Balamuralitharan Sundarappan, Poongodi Manoharan, Mounir Hamdi, Kaamran Raahemifar, Sami Bourouis, Vijayakumar Varadarajan","doi":"10.3390/math12182816","DOIUrl":"https://doi.org/10.3390/math12182816","url":null,"abstract":"In the original publication [...]","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177080","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Vishnu Venugopal, Haneesha Iphineni, Divya Sri Praturi, Sharath S. Girimaji
We investigate and characterize the effect of compressibility and rarefaction on vortex structures in the benchmark lid-driven cavity flow. Direct numerical simulations are performed, employing the unified gas kinetic scheme to examine the changes in vortex generation mechanisms and the resulting flow structures at different Mach and Knudsen numbers. At high degrees of rarefaction, where inter-molecular interactions are minimal, the molecules mainly collide with the walls. Consequently, the dominant flow structure is a single vortex in the shape of the cavity. It is shown that increasing compressibility or decreasing rarefaction lead to higher molecular density in the cavity corners, due to more frequent inter-molecular collisions. This results in lower flow velocities, creating conditions conducive to the development of secondary and corner vortices. The physical processes underlying vortex formations at different Knudsen numbers, Mach numbers, and cavity shapes are explicated. A parametric map that classifies different regimes of vortex structures as a function of compressibility, rarefaction, and cavity shape is developed.
{"title":"Unified Gas Kinetic Simulations of Lid-Driven Cavity Flows: Effect of Compressibility and Rarefaction on Vortex Structures","authors":"Vishnu Venugopal, Haneesha Iphineni, Divya Sri Praturi, Sharath S. Girimaji","doi":"10.3390/math12182807","DOIUrl":"https://doi.org/10.3390/math12182807","url":null,"abstract":"We investigate and characterize the effect of compressibility and rarefaction on vortex structures in the benchmark lid-driven cavity flow. Direct numerical simulations are performed, employing the unified gas kinetic scheme to examine the changes in vortex generation mechanisms and the resulting flow structures at different Mach and Knudsen numbers. At high degrees of rarefaction, where inter-molecular interactions are minimal, the molecules mainly collide with the walls. Consequently, the dominant flow structure is a single vortex in the shape of the cavity. It is shown that increasing compressibility or decreasing rarefaction lead to higher molecular density in the cavity corners, due to more frequent inter-molecular collisions. This results in lower flow velocities, creating conditions conducive to the development of secondary and corner vortices. The physical processes underlying vortex formations at different Knudsen numbers, Mach numbers, and cavity shapes are explicated. A parametric map that classifies different regimes of vortex structures as a function of compressibility, rarefaction, and cavity shape is developed.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142223524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Among attribute processes, the number of nonconformities conforming to a Poisson distribution is among the most crucial quality attributes. Furthermore, owing to the variety of quality attributes, the significance of the multivariate Poisson process in industry cannot be overstated. An out-of-control multivariate Poisson process can be detected using an alarm on a multivariate control chart. Nevertheless, pinpointing the specific quality attributes that led to the process shifts is complex. The study focuses on the causes that lead to process shifts in multivariate Poisson processes, unlike the majority of studies examining shifts in multivariate normal processes. This paper initially presents a statistical method for detecting outliers in a multivariate Poisson distribution. Furthermore, a progressive testing algorithm is then developed to identify the variables responsible for a failure within a multivariate Poisson process. According to simulation results, the proposed approach can effectively determine the sources of a process fault within a multivariate Poisson process.
{"title":"An Outlier Detection Approach to Recognize the Sources of a Process Failure within a Multivariate Poisson Process","authors":"Chia-Ding Hou, Rung-Hung Su","doi":"10.3390/math12182813","DOIUrl":"https://doi.org/10.3390/math12182813","url":null,"abstract":"Among attribute processes, the number of nonconformities conforming to a Poisson distribution is among the most crucial quality attributes. Furthermore, owing to the variety of quality attributes, the significance of the multivariate Poisson process in industry cannot be overstated. An out-of-control multivariate Poisson process can be detected using an alarm on a multivariate control chart. Nevertheless, pinpointing the specific quality attributes that led to the process shifts is complex. The study focuses on the causes that lead to process shifts in multivariate Poisson processes, unlike the majority of studies examining shifts in multivariate normal processes. This paper initially presents a statistical method for detecting outliers in a multivariate Poisson distribution. Furthermore, a progressive testing algorithm is then developed to identify the variables responsible for a failure within a multivariate Poisson process. According to simulation results, the proposed approach can effectively determine the sources of a process fault within a multivariate Poisson process.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177124","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ali Yahya Hummdi, Öznur Gölbaşı, Emine Koç Sögütcü, Nadeem ur Rehman
This paper examines the commutativity of the quotient ring F/Y by utilizing specific differential identities in a general ring F that contains a semiprime ideal Y. This study particularly focuses on the role of a multiplicative generalized semiderivation ψ, which is associated with a map θ, in determining the commutative nature of the quotient ring.
本文利用包含一个半质理想 Y 的一般环 F 中的特定微分等式，研究了商环 F/Y 的交换性。本研究特别关注与映射 θ 相关联的乘法广义半矢量 ψ 在确定商环的交换性中的作用。
{"title":"Some Equations in Rings Involving Semiprime Ideals and Multiplicative Generalized Semiderivations","authors":"Ali Yahya Hummdi, Öznur Gölbaşı, Emine Koç Sögütcü, Nadeem ur Rehman","doi":"10.3390/math12182818","DOIUrl":"https://doi.org/10.3390/math12182818","url":null,"abstract":"This paper examines the commutativity of the quotient ring F/Y by utilizing specific differential identities in a general ring F that contains a semiprime ideal Y. This study particularly focuses on the role of a multiplicative generalized semiderivation ψ, which is associated with a map θ, in determining the commutative nature of the quotient ring.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177083","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The key findings of this study include a detailed examination of the Lorenz system’s observability, revealing that it maintains high observability compared to other chaotic systems, thus supporting its potential use in cryptographic applications. We also investigated the singularity manifolds, identifying regions where observability might be compromised, but overall demonstrating that the system remains reliable across various states. Additionally, statistical tests confirm that the Lorenz system exhibits strong statistical independence in its outputs, further validating its suitability for encryption purposes. These findings collectively underscore the Lorenz system’s potential to enhance cryptographic security and contribute significantly to the field of secure communications. By providing a thorough analysis of its key properties, this study positions the Lorenz system as a promising candidate for advanced encryption technologies.
{"title":"Singularity, Observability, and Independence: Unveiling Lorenz’s Cryptographic Potential","authors":"Alexandru Dinu","doi":"10.3390/math12182798","DOIUrl":"https://doi.org/10.3390/math12182798","url":null,"abstract":"The key findings of this study include a detailed examination of the Lorenz system’s observability, revealing that it maintains high observability compared to other chaotic systems, thus supporting its potential use in cryptographic applications. We also investigated the singularity manifolds, identifying regions where observability might be compromised, but overall demonstrating that the system remains reliable across various states. Additionally, statistical tests confirm that the Lorenz system exhibits strong statistical independence in its outputs, further validating its suitability for encryption purposes. These findings collectively underscore the Lorenz system’s potential to enhance cryptographic security and contribute significantly to the field of secure communications. By providing a thorough analysis of its key properties, this study positions the Lorenz system as a promising candidate for advanced encryption technologies.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177057","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Financial forecasting involves predicting the future financial states and performance of companies and investors. Recent technological advancements have demonstrated that machine learning-based models can outperform traditional financial forecasting techniques. In particular, hybrid approaches that integrate diverse methods to leverage their strengths have yielded superior results in financial prediction. This study introduces a novel hybrid model, entitled EMD-TI-LSTM, consisting of empirical mode decomposition (EMD), technical indicators (TI), and long short-term memory (LSTM). The proposed model delivered more accurate predictions than those generated by the conventional LSTM approach on the same well-known financial datasets, achieving average enhancements of 39.56%, 36.86%, and 39.90% based on the MAPE, RMSE, and MAE metrics, respectively. Furthermore, the results show that the proposed model has a lower average MAPE rate of 42.91% compared to its state-of-the-art counterparts. These findings highlight the potential of hybrid models and mathematical innovations to advance the field of financial forecasting.
{"title":"A Novel Hybrid Model (EMD-TI-LSTM) for Enhanced Financial Forecasting with Machine Learning","authors":"Olcay Ozupek, Reyat Yilmaz, Bita Ghasemkhani, Derya Birant, Recep Alp Kut","doi":"10.3390/math12172794","DOIUrl":"https://doi.org/10.3390/math12172794","url":null,"abstract":"Financial forecasting involves predicting the future financial states and performance of companies and investors. Recent technological advancements have demonstrated that machine learning-based models can outperform traditional financial forecasting techniques. In particular, hybrid approaches that integrate diverse methods to leverage their strengths have yielded superior results in financial prediction. This study introduces a novel hybrid model, entitled EMD-TI-LSTM, consisting of empirical mode decomposition (EMD), technical indicators (TI), and long short-term memory (LSTM). The proposed model delivered more accurate predictions than those generated by the conventional LSTM approach on the same well-known financial datasets, achieving average enhancements of 39.56%, 36.86%, and 39.90% based on the MAPE, RMSE, and MAE metrics, respectively. Furthermore, the results show that the proposed model has a lower average MAPE rate of 42.91% compared to its state-of-the-art counterparts. These findings highlight the potential of hybrid models and mathematical innovations to advance the field of financial forecasting.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177120","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In the most common literature about fractional calculus, we find that Dtαaft=It−αaft is assumed implicitly in the tables of fractional integrals and derivatives. However, this is not straightforward from the definitions of Itαaft and Dtαaft. In this sense, we prove that Dt0ft=It−α0ft is true for ft=tν−1logt, and ft=eλt, despite the fact that these derivations are highly non-trivial. Moreover, the corresponding formulas for Dtα−∞t−δ and Itα−∞t−δ found in the literature are incorrect; thus, we derive the correct ones, proving in turn that Dtα−∞t−δ=It−α−∞t−δ holds true.
{"title":"Some Fractional Integral and Derivative Formulas Revisited","authors":"Juan Luis González-Santander, Francesco Mainardi","doi":"10.3390/math12172786","DOIUrl":"https://doi.org/10.3390/math12172786","url":null,"abstract":"In the most common literature about fractional calculus, we find that Dtαaft=It−αaft is assumed implicitly in the tables of fractional integrals and derivatives. However, this is not straightforward from the definitions of Itαaft and Dtαaft. In this sense, we prove that Dt0ft=It−α0ft is true for ft=tν−1logt, and ft=eλt, despite the fact that these derivations are highly non-trivial. Moreover, the corresponding formulas for Dtα−∞t−δ and Itα−∞t−δ found in the literature are incorrect; thus, we derive the correct ones, proving in turn that Dtα−∞t−δ=It−α−∞t−δ holds true.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177092","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
One of the major issues facing commercial airlines is the time that it takes to board passengers. Further, most airlines wish to increase the number of trips that an aircraft can make between two or more cities. Thus, reducing the overall boarding times by a few minutes will have a significant impact on the number of trips made by an aircraft, as well as enabling improvements in key measures such as the median and 75th and 95th percentiles. Looking at such measures other than the mean is critical as it is well known that the mean can under- or overestimate the performance of any model. While there is considerable literature on the study of strategies to decrease boarding times, the same cannot be said about the study of the boarding time given a particular strategy for boarding. Thus, the focus of this paper is to study analytically (using suitable stochastic models) and numerically the impact of reducing the average time on the key measures to help the system to plan accordingly. This is achieved using a well-known probability distribution, namely the phase type distribution, to model various events involved in the boarding process. Illustrative numerical results show a reduction in the percentile values when the average boarding times are decreased. Understanding the percentiles of the boarding times, as opposed to relying only on the average boarding times, will help management to adopt a better boarding strategy that in turn will lead to an increase in the number of trips that an aircraft can make.
{"title":"Quantitative and Qualitative Analysis of Aircraft Round-Trip Times Using Phase Type Distributions","authors":"Srinivas R. Chakravarthy","doi":"10.3390/math12172795","DOIUrl":"https://doi.org/10.3390/math12172795","url":null,"abstract":"One of the major issues facing commercial airlines is the time that it takes to board passengers. Further, most airlines wish to increase the number of trips that an aircraft can make between two or more cities. Thus, reducing the overall boarding times by a few minutes will have a significant impact on the number of trips made by an aircraft, as well as enabling improvements in key measures such as the median and 75th and 95th percentiles. Looking at such measures other than the mean is critical as it is well known that the mean can under- or overestimate the performance of any model. While there is considerable literature on the study of strategies to decrease boarding times, the same cannot be said about the study of the boarding time given a particular strategy for boarding. Thus, the focus of this paper is to study analytically (using suitable stochastic models) and numerically the impact of reducing the average time on the key measures to help the system to plan accordingly. This is achieved using a well-known probability distribution, namely the phase type distribution, to model various events involved in the boarding process. Illustrative numerical results show a reduction in the percentile values when the average boarding times are decreased. Understanding the percentiles of the boarding times, as opposed to relying only on the average boarding times, will help management to adopt a better boarding strategy that in turn will lead to an increase in the number of trips that an aircraft can make.","PeriodicalId":18303,"journal":{"name":"Mathematics","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142177119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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