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The effect of inventory on asset prices 存货对资产价格的影响
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-10-01 DOI: 10.1016/j.rinam.2025.100650
Jiaqi Hou , Jing Wang , Zhi Yang
In this paper, we extend the existing asset pricing model of the market maker mechanism to consider the market maker clearing the market price through inventory. Using the stability and branching theory of discrete dynamical systems, we discuss the existence of the steady state and the influence of the change with the adjustment rate of the market maker’s inventory on the stability region of the model. Through numerical simulation, we obtain the result that the faster or slower the adjustment of the market maker’s inventory, the more unstable the market price is. We establish a linear regression model and analyze it by empirical tests using the stock data of Lanqi Technology, which shows that there is a positive correlation between the market maker’s inventory and price; the increase of the market maker’s inventory will cause the price to increase. By analyzing the theoretical model data through the TVP-VAR model, it can also be obtained that there is a positive correlation between the price and the market maker’s inventory.
本文将现有做市商机制的资产定价模型进行扩展,考虑做市商通过库存出清市场价格。利用离散动力系统的稳定性和分支理论,讨论了稳态的存在性,以及做市商库存随调整率的变化对模型稳定域的影响。通过数值模拟,得出做市商库存调整越快或越慢,市场价格越不稳定的结果。利用蓝旗科技的股票数据建立线性回归模型并进行实证检验,结果表明:做市商的库存与股价之间存在正相关关系;做市商库存的增加会导致价格上涨。通过tpv - var模型分析理论模型数据,也可以得出价格与做市商库存呈正相关关系。
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引用次数: 0
The existence of ground state normalized solution for mass supercritical modified Kirchhoff equation 质量超临界修正Kirchhoff方程基态规范化解的存在性
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-10-01 DOI: 10.1016/j.rinam.2025.100649
Zhongxiang Wang , Cai Chang
In this paper, we focus on the existence of ground state solution with prescribed L2-norm for the following modified Kirchhoff problem: a+bRN|u|2dxΔuuΔ(u2)λu=|u|p2u,xRN,where N=2,3, a,b>0 are constants, p4+4N,2, 2=6 if N=3, and 2=+ if N=2. By employing a novel scaling method, we establish the existence of ground state normalized solutions for the above problem. Our result is new for the mass supercritical case 4+4N<p2, notably for the case p=2.
本文重点讨论了下列修正Kirchhoff问题- a+b∫RN|∇u|2dxΔu−uΔ(u2) - λu=|u|p−2u,x∈RN,其中N=2,3, a,b>;0为常数,p∈4+4N,2∗,如果N=3, 2∗=6,如果N=2, 2∗=+∞,具有规定l2范数的基态解的存在性。采用一种新颖的标度方法,建立了上述问题的基态归一化解的存在性。我们的结果对于质量超临界情况(4+4N<p≤2∗)是新的,特别是对于p=2∗的情况。
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引用次数: 0
Pullback D−attractors for the fractional non-autonomous beam equation with fractional rotational inertia and structural damping or strong damping 具有分数阶转动惯量和结构阻尼或强阻尼的分数阶非自治梁方程的回拉D -吸引子
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-10-01 DOI: 10.1016/j.rinam.2025.100640
Penghui Lv , Jingxin Lu , Guoguang Lin
This paper investigates the well-posedness and long-time dynamics of a class of fractional non-autonomous beam equations with fractional rotational inertia and structural damping or strong damping. We prove that if 1p<pθ2N+4θ2(N4θ2)+ (12θ21), then: (i) The initial–boundary value problem (IBVP) of the equations admits a unique solution in Xθ2θ1; (ii) there exists a pullback Dattractor for the non-autonomous dynamical system (ϕ,θ). We provide a systematic proof of pullback Dattractors and extend the existing results on non-autonomous beam models. The findings establish a theoretical foundation for future practical applications.
研究了一类具有分数阶转动惯量和结构阻尼或强阻尼的分数阶非自治梁方程的适定性和长时间动力学问题。证明了如果1≤p<;pθ2≡N+4θ2(N−4θ2)+(12≤θ2≤1),则:(i)方程的初边值问题(IBVP)在Xθ2θ1中存在唯一解;(ii)非自治动力系统(φ,θ)存在一个回拉D -吸引子。我们提供了一个系统的回拉D -吸引子的证明,并在非自治光束模型上推广了已有的结果。研究结果为今后的实际应用奠定了理论基础。
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引用次数: 0
Enabling dendrite-free lithium metal batteries through a constrained phase-field model 通过约束相场模型实现无枝晶锂金属电池
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-29 DOI: 10.1016/j.rinam.2025.100632
Ben Mansour Dia , Guy Olivier Ngongang Ndjawa
High-capacity batteries that employ lithium-metal anodes experience filamentary dendrite growth at the anode/electrolyte interface, which significantly impacts battery performance and safety. In this study, we introduce a constrained phase-field approach to model dendrite-free electro-deposition by incorporating an optimal control mechanism into the phase-field evolution. Specifically, dendrite formation is mitigated by introducing an energy functional that penalizes the formation of interfaces with high-curvature protrusions. We develop a coupled multiphysics model comprising a nonconserved Allen–Cahn equation for the metal electrode interface, a reaction–diffusion (Cahn–Hilliard-type) equation for ionic transport, and electrostatic charge conservation with Butler–Volmer boundary kinetics. The model is solved under a variational framework, yielding modified phase-field evolution equations that steers deposition away from dendritic pathways. Our findings suggest a novel paradigm for designing charging protocols and interface modifications that could enable safer dendrite-free lithium-metal batteries.
采用锂金属阳极的高容量电池在阳极/电解质界面处会出现丝状枝晶生长,这对电池的性能和安全性产生了重大影响。在本研究中,我们引入了一种约束相场方法,通过将最优控制机制纳入相场演化中来模拟无枝晶电沉积。具体来说,通过引入能量泛函来抑制具有高曲率突起的界面的形成,可以减轻枝晶的形成。我们建立了一个耦合的多物理场模型,其中包括金属电极界面的非守恒Allen-Cahn方程,离子输运的反应-扩散(cahn - hilliard型)方程,以及具有Butler-Volmer边界动力学的静电电荷守恒。该模型在变分框架下求解,得到改进的相场演化方程,使沉积远离树突路径。我们的研究结果为设计充电协议和接口修改提供了一种新的范例,可以实现更安全的无枝晶锂金属电池。
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引用次数: 0
Fractional logistic growth with memory effects: A tool for industry-oriented modeling 具有记忆效应的分式逻辑增长:面向行业的建模工具
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-27 DOI: 10.1016/j.rinam.2025.100647
M.O. Aibinu , A. Shoukat , F.M. Mahomed
The logistic growth model is a classical framework for describing constrained growth phenomena, widely applied in areas such as population dynamics, epidemiology, and resource management. This study presents a generalized extension using Atangana–Baleanu in Caputo sense (ABC)-type fractional derivatives. Proportional time delay is also included, allowing the model to capture memory-dependent and nonlocal dynamics not addressed in classical formulations. Free parameters provide flexibility for modeling complex growth in industrial, medical, and social systems. The Hybrid Sumudu Variational (HSV) method is employed to efficiently obtain semi-analytical solutions. Results highlight the combined effects of fractional order and delay on system behavior. This approach demonstrates the novelty of integrating ABC-type derivatives, proportional delay, and HSV-based solutions for real-world applications.
逻辑增长模型是描述约束增长现象的经典框架,广泛应用于人口动力学、流行病学和资源管理等领域。本文研究了Caputo意义(ABC)型分数阶导数中Atangana-Baleanu的广义推广。还包括比例时间延迟,允许模型捕捉经典公式中未解决的记忆依赖和非局部动态。自由参数为工业、医疗和社会系统中的复杂增长建模提供了灵活性。采用混合Sumudu变分(HSV)方法有效地获得半解析解。结果突出了分数阶和延迟对系统行为的综合影响。这种方法展示了将abc型导数、比例延迟和基于hsv的解决方案集成到实际应用中的新颖性。
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引用次数: 0
Efficient computation for the eigenvalues and eigenfunctions of two-dimensional non-separable linear canonical transform 二维不可分线性正则变换的特征值和特征函数的高效计算
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-27 DOI: 10.1016/j.rinam.2025.100645
Yuru Tian, Feng Zhang
The parameter matrix of the two-dimensional non-separable linear canonical transform (2D-NSLCT) determines its specific form and properties. Certain forms of the 2D-NSLCT are consistent with well-known transforms, such as two-dimensional non-separable fractional Fourier transform (2D-NSFrFT), Fresnel transform, and other related transforms. Based on the analysis of the eigenvalues and eigenfunctions of these special transforms, this paper proposes an efficient method for computing the eigenvalues and eigenfunctions of the 2D-NSLCT. Specifically, based on the properties of similar matrices, if the parameter matrix of the 2D-NSLCT is similar to that of a special transform (e.g., 2D-NSFrFT or other transforms), then the eigenvalues of the 2D-NSLCT are identical to those of the special transform. Moreover, the eigenfunctions of the 2D-NSLCT can be computed using the known eigenfunctions of this special transform based on the additivity of the 2D-NSLCT. The detailed derivation is presented in this paper, and some applications of the 2D-NSLCT’s eigenfunction are also discussed.
二维不可分线性正则变换(2D-NSLCT)的参数矩阵决定了它的具体形式和性质。2D-NSLCT的某些形式与众所周知的变换一致,例如二维不可分分数傅里叶变换(2D-NSFrFT)、菲涅耳变换和其他相关变换。在分析这些特殊变换的特征值和特征函数的基础上,提出了一种计算2D-NSLCT特征值和特征函数的有效方法。具体来说,根据相似矩阵的性质,如果2D-NSLCT的参数矩阵与特殊变换(如2D-NSFrFT或其他变换)的参数矩阵相似,则2D-NSLCT的特征值与特殊变换的特征值相同。基于2D-NSLCT的可加性,利用该特殊变换的已知特征函数可以计算2D-NSLCT的特征函数。本文给出了二维nslct特征函数的详细推导过程,并讨论了二维nslct特征函数的一些应用。
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引用次数: 0
Bayesian estimation of discretely observed diffusion processes using Wiener chaos expansion 利用维纳混沌展开的离散观测扩散过程的贝叶斯估计
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-27 DOI: 10.1016/j.rinam.2025.100644
Fernando Baltazar-Larios , Gabriel Adrián Salcedo-Varela , Francisco Delgado-Vences
We employ a Bayesian inference technique for discretely observed diffusion processes that arise as solutions of stochastic differential equations. Our aim is to estimate the parameters of the stochastic differential equation. To achieve this, we frame the estimation procedure as a missing data problem. In this framework, the complete dataset includes the theoretically continuous-time path between observed points. We propose augmenting the dataset and using a Gibbs sampler to derive Bayesian estimators for the parameters in cases where the diffusion process is observed discretely. The Gibbs sampler is integrated with a diffusion bridge simulation technique based on the Wiener chaos expansion. The methodology and its implementation are demonstrated through examples and simulation studies. We also present an application to actual data.
我们采用贝叶斯推理技术离散观察扩散过程出现作为随机微分方程的解决方案。我们的目的是估计随机微分方程的参数。为了实现这一点,我们将估计过程定义为缺失数据问题。在这个框架中,完整的数据集包含了观测点之间理论上的连续时间路径。我们建议扩大数据集并使用吉布斯采样器在离散观察扩散过程的情况下推导参数的贝叶斯估计。Gibbs采样器集成了基于维纳混沌展开的扩散桥模拟技术。通过实例和仿真研究证明了该方法及其实现。我们也给出了一个实际数据的应用。
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引用次数: 0
Isogeometric boundary element method for solving 2D multi-media heat conduction problems 求解二维介质热传导问题的等几何边界元法
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-23 DOI: 10.1016/j.rinam.2025.100639
Kunpeng Li , Wei Jiang , Haozhi Li
In this work, we employ the isogeometric boundary element approach to investigate heat transfer mechanisms in various media. We derive and construct integral equations for the interface of different media to address heat transfer issues. Our proposed modeling technique for two-dimensional problems can be dynamically constructed by incorporating control points and weight factors. In comparison to other numerical software, this approach offers high customizability, improves model accuracy, mitigates mesh errors, and seamlessly integrates the advantages of Computer-Aided Design (CAD) and Computer-Aided Engineering (CAE) through the isogeometric method. The boundary element approach boasts several advantages, with numerical stability and excellent precision being paramount. The amalgamation of the isogeometric approach with the boundary element method holds promise for future applications in practical engineering. Simultaneously, we address the domain integral using the radial integration approach. The algorithmic results reveal that the isogeometric boundary element method, in contrast to the traditional boundary element method, expands the applicability of the latter while maintaining good stability and robustness. This provides substantial support for further software integration.
在这项工作中,我们采用等几何边界元方法来研究各种介质中的传热机制。我们推导并构造了不同介质界面的积分方程来解决传热问题。我们提出的二维问题建模技术可以通过结合控制点和权重因子来动态构建。与其他数值软件相比,该方法具有较高的可定制性,提高了模型精度,减轻了网格误差,并通过等几何方法无缝集成了计算机辅助设计(CAD)和计算机辅助工程(CAE)的优势。边界元法具有数值稳定性和较高的精度等优点。等几何方法与边界元方法的融合在实际工程中具有广阔的应用前景。同时,我们使用径向积分方法来处理域积分。算法结果表明,与传统边界元方法相比,等几何边界元方法在保持较好的稳定性和鲁棒性的同时,扩大了传统边界元方法的适用性。这为进一步的软件集成提供了实质性的支持。
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引用次数: 0
Mathematical analysis of shallow water wave and the generalized Hirota-Satsuma-Ito models: Soliton solutions and their interactions 浅水波的数学分析与广义Hirota-Satsuma-Ito模型:孤子解及其相互作用
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-19 DOI: 10.1016/j.rinam.2025.100641
M. Belal Hossen , Md. Towhiduzzaman , Harun-Or-Roshid , K. M. Abdul A. Woadud
This study investigates the mathematical properties and soliton dynamics of the (2+1)-dimensional extended Shallow Water Wave (eSWW) and the generalized Hirota-Satsuma-Ito (gHSI) models by Hirota bilinear scheme. A comprehensive mathematical analysis is conducted to derive multi-soliton solutions, including 2-soliton and 3-soliton solutions, while breather, rogue and lump solutions derive from 2-soliton. Investigation focuses on soliton interactions under various conditions, with particular attention to special cases like rogue and lump type solutions, highlighting their distinct characteristics and physical significance. Additionally, the analysis extends to the gHSI equation, where long wave limit scheme is applied to attain rogue and lump wave solutions. We analyzed the planar dynamics of the system to assess its sensitivity. These findings enhance our knowledge of nonlinear wave processes, with potential applications in oceanography, fluid mechanics, and related scientific fields.
利用Hirota双线性格式研究了(2+1)维扩展浅水波(eSWW)和广义Hirota- satsuma - ito (gHSI)模型的数学性质和孤子动力学。对多孤子解进行了全面的数学分析,包括2孤子解和3孤子解,而呼吸、流氓和块状解则由2孤子导出。研究重点是各种条件下的孤子相互作用,特别关注流氓型和块状解等特殊情况,突出其独特的特征和物理意义。此外,分析扩展到gHSI方程,其中长波极限格式应用于获得流氓和块波解。我们分析了系统的平面动力学,以评估其灵敏度。这些发现增强了我们对非线性波浪过程的认识,在海洋学、流体力学和相关科学领域具有潜在的应用前景。
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引用次数: 0
Weighted Lorentz estimates with a variable power for non-uniformly elliptic two-sided obstacle problems 非均匀椭圆型双边障碍问题的变幂加权Lorentz估计
IF 1.3 Q2 MATHEMATICS, APPLIED Pub Date : 2025-09-15 DOI: 10.1016/j.rinam.2025.100638
Junjie Zhang, Lina Niu
We proved an optimal local Calderón–Zygmund type estimate with a variable power in weighted Lorentz spaces for the weak solution of non-uniformly elliptic two-sided obstacle problems. It is mainly assumed that the nonlinearity satisfies the (p(x),q(x))-growth condition and (δ,R)-BMO condition, while the exponents p(x),q(x) are strong log-Hölder continuous functions. The approach of this paper is mainly based on the perturbation technique and maximal function free technique.
在加权洛伦兹空间中,证明了非均匀椭圆型双边障碍问题弱解的最优局部变幂Calderón-Zygmund型估计。主要假设非线性满足(p(x),q(x))-生长条件和(δ,R)-BMO条件,而指数p(x),q(x)是强log-Hölder连续函数。本文的方法主要基于微扰技术和无极大函数技术。
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引用次数: 0
期刊
Results in Applied Mathematics
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