Pub Date : 2026-01-12DOI: 10.1016/j.matcom.2026.01.005
Zeeshan Ali , Sandra Pinelas
This paper investigates the existence of solutions, stability, and numerical simulations for a generalized fractional jerk equation with fractional antiperiodic boundary conditions, both involving Caputo derivatives. The model features non-integer order derivatives in the equation and boundary conditions, resulting in a more general formulation. Fixed-point theory is employed to establish sufficient conditions for the existence and uniqueness, leading to novel results. Furthermore, Ulam-Hyers stability and its generalized form are analyzed to ensure robustness of the solutions. Examples are presented to demonstrate the applicability of the theoretical findings, with the system’s behavior and stability analyzed for various fractional orders and using MATLAB. A special case of the proposed system is also discussed in the conclusion.
{"title":"A generalized Caputo fractional jerk equation with Caputo antiperiodic boundary conditions: Existence of solutions, stability and numerical simulations","authors":"Zeeshan Ali , Sandra Pinelas","doi":"10.1016/j.matcom.2026.01.005","DOIUrl":"10.1016/j.matcom.2026.01.005","url":null,"abstract":"<div><div>This paper investigates the existence of solutions, stability, and numerical simulations for a generalized fractional jerk equation with fractional antiperiodic boundary conditions, both involving Caputo derivatives. The model features non-integer order derivatives in the equation and boundary conditions, resulting in a more general formulation. Fixed-point theory is employed to establish sufficient conditions for the existence and uniqueness, leading to novel results. Furthermore, Ulam-Hyers stability and its generalized form are analyzed to ensure robustness of the solutions. Examples are presented to demonstrate the applicability of the theoretical findings, with the system’s behavior and stability analyzed for various fractional orders <span><math><mi>α</mi></math></span> and <span><math><mi>β</mi></math></span> using MATLAB. A special case of the proposed system is also discussed in the conclusion.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 79-94"},"PeriodicalIF":4.4,"publicationDate":"2026-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145980216","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This study investigates an eco-epidemiological predator–prey model that incorporates fear-driven behavioral changes in susceptible prey along with migration in both prey and predator populations. Predation on infected prey is modeled through a ratio-dependent functional response, and a transmission delay is introduced to represent the non-instantaneous nature of infection, adding novelty to the framework. We examine the local and global stability of the non-delayed system, and analyze the occurrence of transcritical and Hopf bifurcations. The results show that fear effects and susceptible prey migration may destabilize the system, whereas a higher conversion rate of infected prey biomass promotes stable coexistence. Delay-induced bifurcation analysis further reveals that increasing the transmission delay destabilizes the interior equilibrium, and numerical simulations support these analytical findings.
{"title":"Modeling a delay-driven eco-epidemiological system with fear and migration under ratio-dependent predation","authors":"Kahuwa Kuwali Barman , Ankur Jyoti Kashyap , Hemanta Kumar Sarmah","doi":"10.1016/j.matcom.2026.01.002","DOIUrl":"10.1016/j.matcom.2026.01.002","url":null,"abstract":"<div><div>This study investigates an eco-epidemiological predator–prey model that incorporates fear-driven behavioral changes in susceptible prey along with migration in both prey and predator populations. Predation on infected prey is modeled through a ratio-dependent functional response, and a transmission delay is introduced to represent the non-instantaneous nature of infection, adding novelty to the framework. We examine the local and global stability of the non-delayed system, and analyze the occurrence of transcritical and Hopf bifurcations. The results show that fear effects and susceptible prey migration may destabilize the system, whereas a higher conversion rate of infected prey biomass promotes stable coexistence. Delay-induced bifurcation analysis further reveals that increasing the transmission delay destabilizes the interior equilibrium, and numerical simulations support these analytical findings.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 114-142"},"PeriodicalIF":4.4,"publicationDate":"2026-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145980288","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-10DOI: 10.1016/j.matcom.2026.01.007
Jinyuan Zhang , Yuechao Ma
This article focuses on the pinning synchronization issue for Takagi–Sugeno (T–S) fuzzy complex dynamical networks (CDNs) under critical-data-targeted denial-of-service (DoS) attacks. Firstly, a novel critical-data-targeted DoS attack method is considered for the attacker to enhance the destructiveness of the attack against various nodes. Contrasting with most existing DoS attack models, this attack scheme can selectively attack critical data, allowing the attacker to cause relatively large damage to system performance. Secondly, we establish a new pinning synchronization control model for T–S fuzzy CDNs with random coupling delays. It can describe the actual world more accurately compared with the general model of CDNs. And the issue of asynchronous premise variables is solved. Furthermore, a new secure synchronization criterion is presented by leveraging the appropriate Lyapunov–Krasovskii function to realize the performance of the system against critical-data-targeted DoS attacks. Finally, three examples are offered to confirm the efficacy of the suggested results.
{"title":"Secure synchronization of T–S fuzzy complex dynamical networks under critical-data-targeted DoS attacks","authors":"Jinyuan Zhang , Yuechao Ma","doi":"10.1016/j.matcom.2026.01.007","DOIUrl":"10.1016/j.matcom.2026.01.007","url":null,"abstract":"<div><div>This article focuses on the pinning synchronization issue for Takagi–Sugeno (T–S) fuzzy complex dynamical networks (CDNs) under critical-data-targeted denial-of-service (DoS) attacks. Firstly, a novel critical-data-targeted DoS attack method is considered for the attacker to enhance the destructiveness of the attack against various nodes. Contrasting with most existing DoS attack models, this attack scheme can selectively attack critical data, allowing the attacker to cause relatively large damage to system performance. Secondly, we establish a new pinning synchronization control model for T–S fuzzy CDNs with random coupling delays. It can describe the actual world more accurately compared with the general model of CDNs. And the issue of asynchronous premise variables is solved. Furthermore, a new secure synchronization criterion is presented by leveraging the appropriate Lyapunov–Krasovskii function to realize the <span><math><msub><mrow><mi>H</mi></mrow><mrow><mi>∞</mi></mrow></msub></math></span> performance of the system against critical-data-targeted DoS attacks. Finally, three examples are offered to confirm the efficacy of the suggested results.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 95-113"},"PeriodicalIF":4.4,"publicationDate":"2026-01-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145980217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-08DOI: 10.1016/j.matcom.2026.01.006
Bushra Aqil , Rakib Mustafa , Ghulam Mustafa
In real-world problems, acquiring precise information can be challenging, as data points often exhibit vagueness, imprecision, or uncertainty. Dealing with uncertain data, which involves intricate processes due to incomplete information, poses difficulties. This paper presents a spherical fuzzy Bézier curve () model for computer-aided geometric design (CAGD) to tackle uncertain data, especially in the context of vehicle lane-changing trajectories. Unlike existing methods that assume exact data and overlook obstacles or uncertainty, employs spherical fuzzy point relations and control point relations are defined using fuzzy set theory to achieve superior uncertainty modeling and adaptability. An , illustrated in a lane-changing scenario, produces adaptive, obstacle-avoiding trajectories that outperform crisp Bézier models. Visualization of spherical fuzzy Bézier surfaces () is also provided in this paper. The de Casteljau algorithm efficiently calculates curve points, and a dynamic method for trajectory planning improves adaptability. This model demonstrates superior performance compared to traditional crisp Bézier methods, providing valuable solutions for automotive design, 3D modeling, and animation.
{"title":"Spherical fuzzy Bézier curve approximation for efficient lane-changing trajectories under uncertain data","authors":"Bushra Aqil , Rakib Mustafa , Ghulam Mustafa","doi":"10.1016/j.matcom.2026.01.006","DOIUrl":"10.1016/j.matcom.2026.01.006","url":null,"abstract":"<div><div>In real-world problems, acquiring precise information can be challenging, as data points often exhibit vagueness, imprecision, or uncertainty. Dealing with uncertain data, which involves intricate processes due to incomplete information, poses difficulties. This paper presents a spherical fuzzy Bézier curve (<span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>f</mi></mrow></msub><mi>BC</mi></mrow></math></span>) model for computer-aided geometric design (CAGD) to tackle uncertain data, especially in the context of vehicle lane-changing trajectories. Unlike existing methods that assume exact data and overlook obstacles or uncertainty, <span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>f</mi></mrow></msub><mi>BC</mi></mrow></math></span> employs spherical fuzzy point relations and control point relations are defined using fuzzy set theory to achieve superior uncertainty modeling and adaptability. An <span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>f</mi></mrow></msub><mi>BC</mi></mrow></math></span>, illustrated in a lane-changing scenario, produces adaptive, obstacle-avoiding trajectories that outperform crisp Bézier models. Visualization of spherical fuzzy Bézier surfaces (<span><math><mrow><msub><mrow><mi>S</mi></mrow><mrow><mi>f</mi></mrow></msub><mi>BS</mi></mrow></math></span>) is also provided in this paper. The de Casteljau algorithm efficiently calculates curve points, and a dynamic method for trajectory planning improves adaptability. This model demonstrates superior performance compared to traditional crisp Bézier methods, providing valuable solutions for automotive design, 3D modeling, and animation.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 65-78"},"PeriodicalIF":4.4,"publicationDate":"2026-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145980287","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-08DOI: 10.1016/j.matcom.2026.01.004
Xiao Guo , Chengzhi Liu
This paper presents a framework for optimizing B-spline knot placement in curve fitting. We show that the perturbation introduced during knot removal increases with the magnitude of the derivative jumps at the removed knots. Based on this observation, we employ polynomial trend filtering to detect abrupt changes in the higher-order discrete derivatives of the sample data, which in turn guides effective knot selection. The proposed framework consists of two main steps: (1) Starting from a densely placed initial knot vector, we optimize the coefficients of the 0-degree B-splines using a generalized lasso model. Knots corresponding to significant changes in discrete derivatives of a selected order are identified as active; (2) A higher-order B-spline approximation is then constructed using these active knots. Redundant knots are iteratively removed while maintaining the approximation quality. We validate the method on several functions and parameter curve fitting tasks. Results show that the proposed approach yields B-spline approximations with a similar number of knots as existing methods, while achieving comparable or improved accuracy.
{"title":"Two-step optimization of knots in B-spline curve approximation","authors":"Xiao Guo , Chengzhi Liu","doi":"10.1016/j.matcom.2026.01.004","DOIUrl":"10.1016/j.matcom.2026.01.004","url":null,"abstract":"<div><div>This paper presents a framework for optimizing B-spline knot placement in curve fitting. We show that the perturbation introduced during knot removal increases with the magnitude of the derivative jumps at the removed knots. Based on this observation, we employ polynomial trend filtering to detect abrupt changes in the higher-order discrete derivatives of the sample data, which in turn guides effective knot selection. The proposed framework consists of two main steps: (1) Starting from a densely placed initial knot vector, we optimize the coefficients of the 0-degree B-splines using a generalized lasso model. Knots corresponding to significant changes in discrete derivatives of a selected order are identified as active; (2) A higher-order B-spline approximation is then constructed using these active knots. Redundant knots are iteratively removed while maintaining the approximation quality. We validate the method on several functions and parameter curve fitting tasks. Results show that the proposed approach yields B-spline approximations with a similar number of knots as existing methods, while achieving comparable or improved accuracy.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 53-64"},"PeriodicalIF":4.4,"publicationDate":"2026-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145929184","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-05DOI: 10.1016/j.matcom.2025.12.021
Quen-Yi Lin, Ming-Cheng Shiue
Spectral deferred correction (SDC) methods constitute a class of numerical schemes that achieve arbitrarily high-order accuracy by iteratively applying a low-order method. These methods combine high accuracy with low computational cost, making them attractive for numerically solving differential equations. In this paper, the explicit two-grid SDC method for the generalized multi-order fractional differential equations and its theoretical analysis are studied. The analysis demonstrates that the proposed scheme is stable, provided that the time step size is sufficiently small, and that it achieves high-order convergence under the same condition. Numerical experiments are provided to validate and illustrate the theoretical findings.
{"title":"A two-grid spectral deferred correction method for the generalized multi-order fractional differential equations","authors":"Quen-Yi Lin, Ming-Cheng Shiue","doi":"10.1016/j.matcom.2025.12.021","DOIUrl":"10.1016/j.matcom.2025.12.021","url":null,"abstract":"<div><div>Spectral deferred correction (SDC) methods constitute a class of numerical schemes that achieve arbitrarily high-order accuracy by iteratively applying a low-order method. These methods combine high accuracy with low computational cost, making them attractive for numerically solving differential equations. In this paper, the explicit two-grid SDC method for the generalized multi-order fractional differential equations and its theoretical analysis are studied. The analysis demonstrates that the proposed scheme is stable, provided that the time step size is sufficiently small, and that it achieves high-order convergence under the same condition. Numerical experiments are provided to validate and illustrate the theoretical findings.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 1-20"},"PeriodicalIF":4.4,"publicationDate":"2026-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145904148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-05DOI: 10.1016/S0378-4754(25)00563-4
{"title":"IMACS Calendar of Events","authors":"","doi":"10.1016/S0378-4754(25)00563-4","DOIUrl":"10.1016/S0378-4754(25)00563-4","url":null,"abstract":"","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"243 ","pages":"Page 525"},"PeriodicalIF":4.4,"publicationDate":"2026-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145924836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-05DOI: 10.1016/S0378-4754(25)00562-2
{"title":"News of IMACS","authors":"","doi":"10.1016/S0378-4754(25)00562-2","DOIUrl":"10.1016/S0378-4754(25)00562-2","url":null,"abstract":"","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"243 ","pages":"Page 524"},"PeriodicalIF":4.4,"publicationDate":"2026-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145924835","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-03DOI: 10.1016/j.matcom.2025.12.022
Muhammad Amin S. Murad , Usman Younas , Homan Emadifar , Mujahid Iqbal , Wael W. Mohammed , Karim K. Ahmed
In this paper, we employ the modified generalized Riccati equation approach to derive a variety of exact solutions for the Ivancevic option pricing model incorporating the conformable derivative. The Ivancevic option pricing equation is structured using an adaptive nonlinear Schrödinger equation, which describes the option-pricing wave function based on time and stock price. This equation captures the typical regulated Brownian motion seen in financial markets. The predictive nature of the model allows financial analysts to forecast option prices under varying market conditions. The model helps traders to price complex options with greater accuracy by considering nonlinear market dynamics. A variety of soliton solutions to the conformable Ivancevic model are derived, including dark, mixed dark–bright, singular, bell-shaped, and wave solutions. To provide deeper insights into their dynamical properties and physical significance, these solutions are visualized through three-dimensional plots, two-dimensional plots, and contour plots. The graphical representations underscore the intricate dynamics and potential financial applications of soliton solutions within the conformable framework, demonstrating their relevance in option pricing theory and nonlinear financial modeling.
{"title":"Diverse soliton solutions to the conformable Ivancevic option pricing model via the modified generalized Riccati equation mapping method","authors":"Muhammad Amin S. Murad , Usman Younas , Homan Emadifar , Mujahid Iqbal , Wael W. Mohammed , Karim K. Ahmed","doi":"10.1016/j.matcom.2025.12.022","DOIUrl":"10.1016/j.matcom.2025.12.022","url":null,"abstract":"<div><div>In this paper, we employ the modified generalized Riccati equation approach to derive a variety of exact solutions for the Ivancevic option pricing model incorporating the conformable derivative. The Ivancevic option pricing equation is structured using an adaptive nonlinear Schrödinger equation, which describes the option-pricing wave function based on time and stock price. This equation captures the typical regulated Brownian motion seen in financial markets. The predictive nature of the model allows financial analysts to forecast option prices under varying market conditions. The model helps traders to price complex options with greater accuracy by considering nonlinear market dynamics. A variety of soliton solutions to the conformable Ivancevic model are derived, including dark, mixed dark–bright, singular, bell-shaped, and wave solutions. To provide deeper insights into their dynamical properties and physical significance, these solutions are visualized through three-dimensional plots, two-dimensional plots, and contour plots. The graphical representations underscore the intricate dynamics and potential financial applications of soliton solutions within the conformable framework, demonstrating their relevance in option pricing theory and nonlinear financial modeling.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"244 ","pages":"Pages 213-225"},"PeriodicalIF":4.4,"publicationDate":"2026-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145927610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2026-01-03DOI: 10.1016/j.matcom.2025.12.023
Samuel Asante Gyamerah , Emmanuel Afrifa , Perpetual Andam Boiquaye , Nelson Dzupire
Bank runs can destabilize individual institutions and, through financial networks, spread into general economic crises. The study explores the interconnection of systemic risk in the banking system, emphasizing interbank networks as the primary means of propagating financial contagion. We propose a compartmental system through which contagion is propagated. The system classifies the banks in the network into six compartments (undistressed, exposed, distressed, liquid, run, and failed states). We capture the dynamics of distress transmission through interbank interactions and depositor behaviours. We derive the basic reproduction number to characterize the threshold conditions for systemic stability and identify both risk-free and risk-persistent equilibrium points. Through sensitivity experiments, we identify the parameters that exert the strongest influence on contagion dynamics—the contact rate between banks, the level of behavioural compliance, and transition intensities. Building on these insights, we formulate an optimal-control framework that incorporates three forms of intervention: deposit-insurance protection, policies aimed at calming depositors, and targeted liquidity intervention. Using Pontryagin’s Maximum Principle, we derive the time paths of these interventions that jointly reduce the spread of distress while keeping regulatory costs manageable. The numerical results highlight the importance of acting early: even a moderate level of deposit-insurance coverage, when implemented at the right moment, substantially dampens the transmission of shocks across the network. The study offers practical guidance for the design of policy tools intended to contain systemic risk in interconnected banking systems.
{"title":"Modelling financial contagion and optimal policy design for bank runs and systemic risk","authors":"Samuel Asante Gyamerah , Emmanuel Afrifa , Perpetual Andam Boiquaye , Nelson Dzupire","doi":"10.1016/j.matcom.2025.12.023","DOIUrl":"10.1016/j.matcom.2025.12.023","url":null,"abstract":"<div><div>Bank runs can destabilize individual institutions and, through financial networks, spread into general economic crises. The study explores the interconnection of systemic risk in the banking system, emphasizing interbank networks as the primary means of propagating financial contagion. We propose a compartmental system through which contagion is propagated. The system classifies the banks in the network into six compartments (undistressed, exposed, distressed, liquid, run, and failed states). We capture the dynamics of distress transmission through interbank interactions and depositor behaviours. We derive the basic reproduction number <span><math><msub><mrow><mi>R</mi></mrow><mrow><mn>0</mn></mrow></msub></math></span> to characterize the threshold conditions for systemic stability and identify both risk-free and risk-persistent equilibrium points. Through sensitivity experiments, we identify the parameters that exert the strongest influence on contagion dynamics—the contact rate between banks, the level of behavioural compliance, and transition intensities. Building on these insights, we formulate an optimal-control framework that incorporates three forms of intervention: deposit-insurance protection, policies aimed at calming depositors, and targeted liquidity intervention. Using Pontryagin’s Maximum Principle, we derive the time paths of these interventions that jointly reduce the spread of distress while keeping regulatory costs manageable. The numerical results highlight the importance of acting early: even a moderate level of deposit-insurance coverage, when implemented at the right moment, substantially dampens the transmission of shocks across the network. The study offers practical guidance for the design of policy tools intended to contain systemic risk in interconnected banking systems.</div></div>","PeriodicalId":49856,"journal":{"name":"Mathematics and Computers in Simulation","volume":"245 ","pages":"Pages 35-52"},"PeriodicalIF":4.4,"publicationDate":"2026-01-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145929178","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"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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