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Switching-triggered control for multiagent systems with semi-MSTs under deception attacks 欺骗攻击下半msts多智能体系统的切换触发控制
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-24 DOI: 10.1016/j.matcom.2025.11.029
Xing Guo , Lianghao Ji , Shasha Yang , Rongjian Liu
This paper investigates the impulsive consensus control for nonlinear multiagent systems (MASs) with semi-Markov switching topologies (semi-MSTs) under deception attacks. A novel switching-triggered impulsive control scheme is proposed, which creatively uses topology switching as an event to drive impulsive control. This method decouples the execution of impulsive control from conventional time-triggered or even-triggered approaches by introducing topology switching as the primary determinant of control updates, thereby enabling full utilization of topological information. The network topology condition for achieving impulsive consensus of MASs with semi-MSTs under this scheme can be relaxed to only require that the union of all switching subtopologies contains a spanning tree. Furthermore, deception attacks occurring in communication channels are considered, which can cause incorrect state information transmission. The random variables describing whether deception attacks occur obey Bernoulli distribution. Sufficient conditions for realizing secure impulsive consensus control of MASs with semi-MSTs under deception attacks and the upper bound on the mean square error between the leader and the followers are given. Finally, an example is presented to validate the effectiveness of the main results.
研究了半马尔可夫切换拓扑非线性多智能体系统在欺骗攻击下的脉冲共识控制问题。提出了一种新颖的开关触发脉冲控制方案,创造性地将拓扑切换作为事件驱动脉冲控制。该方法通过引入拓扑切换作为控制更新的主要决定因素,将脉冲控制的执行与传统的时间触发或甚至触发方法解耦,从而能够充分利用拓扑信息。在该方案下,实现具有半mst的MASs脉冲一致性的网络拓扑条件可以放宽为只要求所有交换子拓扑的并包含一棵生成树。此外,还考虑了通信通道中存在的欺骗攻击,欺骗攻击会导致状态信息传输错误。描述欺骗攻击是否发生的随机变量服从伯努利分布。给出了在欺骗攻击下,具有半mst的群体实现安全脉冲共识控制的充分条件,以及领导者与随从的均方误差的上界。最后通过算例验证了主要结果的有效性。
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引用次数: 0
Predator–prey interactions: How prey refuge, additional food, seasonality, and stochasticity shape ecological stability? 捕食者-猎物相互作用:猎物庇护所、额外食物、季节性和随机性如何塑造生态稳定性?
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-24 DOI: 10.1016/j.matcom.2025.11.026
Sayan Mandal, Pankaj Kumar Tiwari
In this study, we develop and analyze a deterministic prey–predator model where predators are generalist and follows modified Beverton–Holt-type growth dynamics due to additional foods, incorporating prey refuge. We also analyze system’s dynamics in the presence of seasonal and environmental fluctuations. Our key attention is on emphasizing the effects of density-dependent prey refuge and additional food availability on species coexistence and stability. Through theoretical analysis, we establish the feasibility of solutions under both autonomous and seasonal settings, identifying local stability criteria and the existence of positive periodic solutions. Our numerical results reveal that when there are no refuge and additional food, the system undergoes transcritical and supercritical Hopf bifurcations, leading to stable coexistence or population oscillations. However, the provision of prey refuge increases the number of coexistence equilibria, inducing bistability and, at higher levels, potential predator extinction. On variations of the levels of refuge and additional food, the system transitions from bistability to tristability, displaying complex dynamical shifts. However, the time variation of parameters significantly alter population stability, triggering periodic oscillations, chaotic regimes, and potential predator extinction under high-intensity of seasonal strengths. Sensitivity analysis confirms chaotic behavior under specific seasonal conditions, reinforcing the unpredictability of ecological dynamics. Notably, environmental noise can drive transitions between multiple equilibria, with moderate noise promoting coexistence and high noise leading to species extinction.
在本研究中,我们建立并分析了一个确定性的捕食者-捕食者模型,其中捕食者是通才,并遵循修正的beverton - holt型生长动力学,因为有额外的食物,包括猎物避难所。我们还分析了在季节和环境波动存在下的系统动力学。我们的重点是强调密度依赖性猎物避难所和额外食物供应对物种共存和稳定的影响。通过理论分析,我们建立了自治和季节条件下解的可行性,识别了局部稳定性判据和正周期解的存在性。数值结果表明,当没有避难所和额外食物时,系统经历了跨临界和超临界Hopf分岔,导致稳定共存或种群振荡。然而,提供猎物避难所增加了共存平衡的数量,导致双稳定性,在更高的水平上,潜在的捕食者灭绝。在避难所和额外食物水平的变化中,系统从双稳态过渡到三稳态,表现出复杂的动态变化。然而,在高强度的季节强度下,参数的时间变化会显著改变种群的稳定性,引发周期性振荡、混沌状态和潜在的捕食者灭绝。敏感性分析证实了特定季节条件下的混沌行为,加强了生态动力学的不可预测性。值得注意的是,环境噪声可以驱动多种平衡之间的过渡,中等噪声促进共存,高噪声导致物种灭绝。
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引用次数: 0
Compound relaxation oscillations in a modified Rayleigh–Duffing system with periodic non-smoothness 具有周期性非光滑的改进瑞利-杜芬系统的复合弛豫振荡
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-22 DOI: 10.1016/j.matcom.2025.11.027
Yi Zhang , Jin Song , Wenjie Zuo , Zhengdi Zhang
This paper aims to explore compound relaxation oscillations and underlying mechanisms in the dynamical system with periodic non-smoothness, focusing on the effect of non-smooth bifurcations on compound relaxation oscillations. Based on the Rayleigh–Duffing system with external excitation, a modified non-smooth dynamical system is developed by introducing a periodic term that represents discontinuous external influences, such as wave-induced forces in ship rolling dynamics. Various non-smooth bifurcation phenomena are systematically investigated, including non-smooth homoclinic bifurcation, C-bifurcation, persistence bifurcation, and non-smooth fold bifurcation. Five different oscillation modes are demonstrated through numerical simulations, and their mechanisms are revealed in combination with the slow–fast analysis. It is found that the non-smooth homoclinic bifurcation significantly alters the oscillation process and induces transitions between stable states. The C-bifurcation has less effect on the oscillation mode even though it changes the topology of limit cycles. Different types of boundary equilibrium bifurcations lead to substantial changes in the stability and structure of compound relaxation oscillations. In addition, two types of coexisting attractors are identified through the basin of attraction, indicating multistability that gives rise to different oscillation modes.
本文旨在探讨周期性非光滑动力系统中的复合弛豫振荡及其机制,重点研究非光滑分岔对复合弛豫振荡的影响。在有外部激励的Rayleigh-Duffing系统的基础上,通过引入一个周期项来表示船舶滚动动力学中的非连续外部影响,如波浪诱导力,建立了一种改进的非光滑动力系统。系统地研究了各种非光滑分岔现象,包括非光滑同斜分岔、c分岔、持续性分岔和非光滑褶皱分岔。通过数值模拟证明了五种不同的振荡模式,并结合慢快分析揭示了它们的机理。发现非光滑同斜分岔显著地改变了振荡过程并诱导了稳定态之间的跃迁。c分岔虽然改变了极限环的拓扑结构,但对振荡模态的影响较小。不同类型的边界平衡分岔导致复合弛豫振荡的稳定性和结构发生实质性变化。此外,通过吸引盆确定了两种共存的吸引子,表明了产生不同振荡模态的多稳定性。
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引用次数: 0
Multiple bifurcations and managing chaos: A discretized ratio-dependent Holling–Tanner predator–prey model with Allee effect in prey 多重分岔与混沌管理:一个具有Allee效应的离散比例依赖的Holling-Tanner捕食-食饵模型
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-21 DOI: 10.1016/j.matcom.2025.11.024
Md. Jasim Uddin , Savita Boora , Sarker Md. Sohel Rana , Pradeep Malik
This work introduces a ratio-dependent Holling–Tanner predator–prey model with the Allee effect in prey and then discretizes the introduced model through the Euler forward scheme. A brief discussion is held on the stability analysis for several fixed points in the discretized model. Several types of bifurcations, including codimension one and two bifurcations, are demonstrated in this study. Codimension-1 bifurcation, which covers Neimark–Sacker and flip bifurcations, and codimension-2 bifurcations, which include strong resonance 1:2, 1:3, and 1:4 at a positive fixed point. Various critical states under non-degeneracy conditions are computed using the critical normal form coefficient approach for each bifurcation. The model displays complex dynamical behaviours, like quasi-periodic orbits and chaotic sets. Additionally, the system’s chaos was managed by the development of control mechanisms, such as the OGY methodology. It has been established that bifurcation and chaos can be stabilized under certain circumstances. A thorough numerical simulation further supports our analytical findings, which include stability regions, bifurcation curves in 2D & 3D, phase plots, and the maximal Lyapunov exponent, etc.
本文引入了一种考虑猎物中Allee效应的比例依赖的Holling-Tanner捕食者-猎物模型,并通过欧拉正演对模型进行离散化。简要讨论了离散模型中若干不动点的稳定性分析。本文讨论了几种类型的分岔,包括余维分岔和二维分岔。co维数1分岔包括neimmark - sacker分岔和flip分岔,co维数2分岔包括在正不动点处的强共振1:2、1:3和1:4。采用临界范式系数法计算了非简并条件下的各种临界状态。模型表现出复杂的动力学行为,如拟周期轨道和混沌集。此外,系统的混乱是通过控制机制的发展来管理的,比如OGY方法论。已经证明在一定条件下,分岔和混沌是可以稳定的。全面的数值模拟进一步支持了我们的分析结果,包括稳定区域、二维和三维分岔曲线、相图和最大Lyapunov指数等。
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引用次数: 0
Enhancing chemovirotherapy through a data-driven model with detailed consideration of immune system response using Unscented Kalman Filter 通过使用Unscented卡尔曼滤波器详细考虑免疫系统反应的数据驱动模型增强化学病毒治疗
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-21 DOI: 10.1016/j.matcom.2025.11.022
Mohammad Amini , Ramin Vatankhah , Mohammad Mehdi Arefi
Recent advancements in mathematical modeling have enhanced the analysis of cancer responses to treatments, particularly in the promising field of chemovirotherapy. The present research introduces a novel data-driven mathematical model of chemovirotherapy that comprehensively incorporates the immune response. This thorough consideration of the immune system enables a comparative analysis of chemovirotherapy with immunotherapy, specifically CD8+T cells, CD4+T cells, and IL-2 cytokine therapies. By estimating a Michaelis-Menten constant from empirical therapy data for virotherapy, the computational efficiency of the dynamical system is enhanced while maintaining high accuracy in capturing virotherapy dynamics. Parameters are estimated using the Unscented Kalman Filter based on data from human melanoma cell lines. A stability analysis investigates parameter-dependent equilibrium shifts of the model, revealing that treatments such as chemotherapy destabilize the system at any dosage, which may inform treatment scenarios. Numerical simulations conducted on the model demonstrate that the combination of chemotherapy and virotherapy yields superior outcomes, particularly in cases of high tumor burden and weakened immune systems. This study presents a comprehensive framework for comparing immunotherapy, chemotherapy, and virotherapy, thereby advancing cancer therapeutic modeling and facilitating the optimization of comparative treatment strategies.
数学建模的最新进展加强了对癌症治疗反应的分析,特别是在有前途的化学病毒治疗领域。本研究引入了一种新的数据驱动的化学病毒治疗数学模型,该模型综合了免疫反应。这种对免疫系统的全面考虑使得化学病毒疗法与免疫疗法,特别是CD8+T细胞,CD4+T细胞和IL-2细胞因子疗法的比较分析成为可能。通过从病毒治疗的经验治疗数据中估计Michaelis-Menten常数,提高了动力系统的计算效率,同时保持了捕获病毒治疗动力学的高精度。使用基于人类黑色素瘤细胞系数据的Unscented卡尔曼滤波器估计参数。稳定性分析研究了模型的参数依赖平衡位移,揭示了化疗等治疗方法在任何剂量下都会使系统不稳定,这可能会为治疗方案提供信息。在该模型上进行的数值模拟表明,化疗和病毒治疗的结合产生了更好的结果,特别是在高肿瘤负荷和免疫系统减弱的情况下。本研究提出了一个比较免疫治疗、化疗和病毒治疗的综合框架,从而推进癌症治疗建模,促进比较治疗策略的优化。
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引用次数: 0
RBFNN-based adaptive control of singular systems via non-fragile proportional and derivative feedback method 基于rbfnn的非脆弱比例导数反馈奇异系统自适应控制
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-19 DOI: 10.1016/j.matcom.2025.11.021
Huiyan Zhang , Yu Huang , Ning Zhao , Kalidass Mathiyalagan , Peng Shi
This paper investigates the issue of adaptive neural non-fragile proportional and derivative (PD) feedback control for the singular systems with unknown nonlinear dynamics. First, considering the inaccuracy of controller implementation, the problem of non-fragile controller design is considered and solved by using a robust control strategy. Second, PD feedback control is established to transform the singular system into a normal system, which facilitates stability analysis of the system. Third, the adaptive proportional–derivative radial basis function neural network technique is used to approximate the unknown nonlinear function and resist its influence. Under this designed framework, the stability conditions of the closed-loop system are given by using the Lyapunov method. The designed methods of state feedback gains and observer-based gain matrices are presented, respectively. Last, three examples are employed to elucidate the feasibility of the developed control strategy.
研究了具有未知非线性动力学的奇异系统的自适应神经非脆弱比例导数反馈控制问题。首先,考虑到控制器实现的不准确性,考虑了非脆弱控制器的设计问题,并采用鲁棒控制策略解决了该问题。其次,建立PD反馈控制,将奇异系统转化为正常系统,便于系统的稳定性分析。第三,采用自适应比例导数径向基函数神经网络技术逼近未知非线性函数,抵抗其影响。在此框架下,利用李雅普诺夫方法给出了闭环系统的稳定条件。分别给出了状态反馈增益和基于观测器的增益矩阵的设计方法。最后,通过三个算例说明了所提出的控制策略的可行性。
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引用次数: 0
Delay-induced multiple stability scenarios, species coexistence, and predator extinction in an ecological system 生态系统中延迟诱导的多重稳定性情景、物种共存和捕食者灭绝
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-19 DOI: 10.1016/j.matcom.2025.09.025
Yovan Singh , Bapan Ghosh , Suman Mondal
Time delays are integral to ecological processes. Population models incorporate time delays to account for the time required for maturation, gestation, dispersal, and many more. Time delay can induce various stability dynamics, including (i) stability invariance, (i) stability change, (iii) stability switching, (iv) instability invariance, and (v) instability switching. Even one of these dynamics can occur with multiple mechanisms based on the distribution of critical time delays. Generally, two or three types of dynamics are detected in many population models, but exhibiting all the above dynamics is not observed. In an ecological system, species form groups to improve their chances of survival. Taking inspiration from tuna’s forging behavior Cosner et al. (1999) developed the Cosner functional response. In this study, we propose a delayed predator–prey model with Cosner functional response. The non-delayed model can have up to four equilibria, two coexisting equilibria (anti-saddle and saddle), along with trivial and boundary equilibria. The stability of all equilibria is analyzed with time delay. Under certain parameter conditions, the boundary equilibrium remains globally stable for all delays. For increasing delay, the anti-saddle equilibrium may: (i) remain stable, (ii) undergo stability change (two possible scenarios), (iii) undergo stability switching, (iv) remain unstable (two possible scenarios), or (v) undergo instability switching. These seven stability scenarios are verified to exhibit, while an additional instability invariance scenario, where no critical delay exists, is analytically shown to be non-existent. Showing all these mentioned stability scenarios in a predator–prey model with a single delay is a novelty of this paper. If the anti-saddle equilibrium is stable in the absence of delay, then the degenerate case may occur, which implies the local stability between any two consecutive delay thresholds. Moreover, we have analytically proved that the degenerate case is not possible if the anti-saddle equilibrium is unstable in the absence of delay, which is a new observation in population dynamics. We have computed species survival basin for increasing delay. Our investigation reveals that increasing delay can change the shape and size of the basin, making delay beneficial or harmful for the species’ survival, depending on the initial populations of species. Finally, we have proposed an open question and outlined a couple of potential directions for future research.
时间延迟是生态过程不可或缺的一部分。种群模型包含了时间延迟,以解释成熟、孕育、扩散等所需的时间。时间延迟可以诱发各种稳定性动力学,包括(i)稳定性不变性,(i)稳定性变化,(iii)稳定性切换,(iv)不稳定性不变性和(v)不稳定性切换。甚至这些动态中的一种也可能发生在基于临界时间延迟分布的多种机制中。通常,在许多种群模型中检测到两种或三种类型的动态,但没有观察到表现出上述所有动态。在生态系统中,物种形成群体是为了提高生存的机会。Cosner et al.(1999)从金枪鱼的锻造行为中获得灵感,开发了Cosner功能反应。在本研究中,我们提出了一个具有Cosner功能响应的延迟捕食者-猎物模型。非延迟模型最多可以有四个平衡点,两个共存平衡点(反鞍态和鞍态),以及平凡平衡点和边界平衡点。用时滞分析了所有平衡点的稳定性。在一定的参数条件下,边界平衡对所有时滞保持全局稳定。对于增加的延迟,反鞍平衡可能:(i)保持稳定,(ii)经历稳定性变化(两种可能的情况),(iii)经历稳定性切换,(iv)保持不稳定(两种可能的情况),或(v)经历不稳定切换。这七个稳定性场景经过验证,而另一个不稳定不变性场景(不存在临界延迟)分析显示不存在。在具有单一延迟的捕食者-猎物模型中显示所有上述稳定性情景是本文的一个新颖之处。如果在没有延迟的情况下,反鞍平衡是稳定的,则可能出现退化情况,这意味着任意两个连续延迟阈值之间的局部稳定性。此外,我们还解析地证明了在没有时滞的情况下,如果反鞍平衡是不稳定的,就不可能出现退化情况,这是种群动力学中的一个新的观察结果。我们计算了增加延迟的物种生存盆地。我们的研究表明,延迟的增加可以改变盆地的形状和大小,使延迟对物种的生存有利或有害,这取决于物种的初始种群。最后,我们提出了一个开放性问题,并概述了未来研究的几个潜在方向。
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引用次数: 0
Stability and bifurcation of a time-delayed fractional three-disk system 时滞分数型三盘系统的稳定性和分岔
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-19 DOI: 10.1016/j.matcom.2025.11.023
Elham Ghafari , Reza Khoshsiar Ghaziani , Javad Alidousti , Khayyam Salehi
This study investigates a fractional-order three-disk dynamo system incorporating time delay and viscous friction, enhancing its relevance to real-world phenomena. We analyze dynamics of the system with and without time delay, revealing richer behaviors in the delayed case. Through theoretical analysis, we investigate equilibrium points and their stability, identifying pitchfork and double-Hopf bifurcations that lead to complex dynamics, including three-dimensional torus structures. Numerical simulations validate these findings for both fractional and classical systems, highlighting the impact of fractional-order derivatives and time delays. A comparative analysis shows that the fractional-order system exhibits a broader stability region than its integer-order counterpart, underscoring the stabilizing role of fractional calculus. These results provide insights into modeling magnetic field dynamics in geophysical and astrophysical systems, with potential applications to geomagnetic reversals and stellar magnetic cycles.
本文研究了一个包含时滞和粘性摩擦的分数阶三盘发电机系统,增强了其与现实世界现象的相关性。分析了系统在有时滞和无时滞情况下的动力学特性,揭示了系统在有时滞情况下更丰富的行为。通过理论分析,我们研究了平衡点及其稳定性,识别了导致复杂动力学的干草叉和双hopf分岔,包括三维环面结构。数值模拟验证了分数阶和经典系统的这些发现,突出了分数阶导数和时间延迟的影响。对比分析表明分数阶系统比整数阶系统具有更宽的稳定域,突出了分数阶微积分的稳定作用。这些结果为地球物理和天体物理系统的磁场动力学建模提供了见解,并可能应用于地磁反转和恒星磁周期。
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引用次数: 0
Dual-population two-archive evolutionary framework for constrained multi-objective optimization 约束多目标优化的双种群双档案进化框架
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-19 DOI: 10.1016/j.matcom.2025.11.019
Miao Chen , Shijie Zhao , Tianran Zhang , Xin Yu
Constrained multi-objective optimization problems (CMOPs) constitute a prevalent and ubiquitous class of optimization challenges that are frequently encountered across diverse field within science and engineering. To solve the complementary multi-objective optimization problem with narrow and disconnected feasible regions, dual-population two-archive evolutionary framework for constrained multi-objective optimization with constrained-archive solution phase-transition and auxiliary-population environment selection pause-termination (CAE_2SP) is proposed. The algorithm uses dual-population with different efficacy and two archives with different functions. To improve the problem of lower population diversity, constrained-archive solution phase-transition strategy is proposed. In this strategy, the diversity of solutions is emphasized in the early generation, so the non-dominated infeasible solutions generated by the evolution of main population are stored in the archive. In the late generation, the feasibility of solutions is taken into account, hence, constrained archive is transformed into storing non-dominated feasible solutions. In addition, this paper puts forward auxiliary-population environment selection pause-termination strategy. In this strategy, auxiliary population stop updating in the late generation and uses the optimal population information in the early generation to guide the evolution, to reduce the consumption of computing resources in the late generation and provide more computing resources for main population to help it search for potential feasible regions. The experimental results of nine comparison algorithms in three benchmark function suites demonstrate that CAE_2SP has superior performance in solving CMOPs compared with others. To validate the applicability of the proposed algorithm in solving practical problems, six real-world problems are employed for testing. The experimental results demonstrate that CAE_2SP exhibits competitive performance in addressing practical issues.
约束多目标优化问题(cops)是一种普遍存在的优化问题,在科学和工程的各个领域都经常遇到。为解决可行区域狭窄且不连通的互补多目标优化问题,提出了具有约束存档解相变和辅助种群环境选择暂停-终止(CAE_2SP)的约束多目标优化双种群双存档进化框架。算法采用不同功效的双种群和不同功能的两个档案。针对种群多样性较低的问题,提出了约束存档解相变策略。在该策略中,在早期代中强调解的多样性,因此主要种群进化产生的非支配不可行解存储在存档中。在后期,考虑了解的可行性,将约束存档转变为存储非支配可行解。此外,本文还提出了辅助种群环境选择暂停-终止策略。在该策略中,辅助种群在后期停止更新,利用早期最优的种群信息引导进化,减少后期计算资源的消耗,为主种群提供更多的计算资源,帮助其搜索潜在的可行区域。在3个基准函数组中对9种比较算法的实验结果表明,CAE_2SP算法在求解CMOPs方面具有较好的性能。为了验证所提出的算法在解决实际问题中的适用性,采用了六个实际问题进行测试。实验结果表明,CAE_2SP在解决实际问题方面具有较强的竞争力。
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引用次数: 0
Comments on “Pricing Asian options under the mixed fractional Brownian motion with jumps”. 对“带跳跃的混合分数布朗运动下亚洲期权的定价”的评论。
IF 4.4 2区 数学 Q1 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Pub Date : 2025-11-19 DOI: 10.1016/j.matcom.2025.11.006
Zhidong Guo
Paper (Shokrollahi et al. [Mathematics and Computers in Simulation 226 (2024) 172-183]), addresses the pricing of geometric Asian options with jumps using a method analogous to that employed in non-jump scenarios. In this comment, based on the probability distribution of path variables, we will point out that the main conclusion of the paper is incorrect. More importantly, we aim to show that the conclusions drawn from non-jump models do not directly carry over to jump models when dealing with path-dependent options.
论文(Shokrollahi et al. [Mathematics and Computers in Simulation 226(2024) 172-183]),使用类似于非跳跃情景的方法,解决了具有跳跃的几何亚洲期权的定价问题。在这篇评论中,我们将根据路径变量的概率分布,指出本文的主要结论是不正确的。更重要的是,我们的目标是表明,当处理路径依赖选项时,从非跳跃模型得出的结论并不直接适用于跳跃模型。
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引用次数: 0
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