Pub Date : 2023-10-19DOI: 10.1007/s13160-023-00622-6
Taoshun He, Yong Chen
{"title":"Pricing European options under stochastic looping contagion risk model","authors":"Taoshun He, Yong Chen","doi":"10.1007/s13160-023-00622-6","DOIUrl":"https://doi.org/10.1007/s13160-023-00622-6","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135731475","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Scheduling system for automated storage and retrieval system with multiple machines using a time-expanded network","authors":"Hiroki Ishikura, Nariaki Tateiwa, Shingo Egi, Issa Oe, Nozomi Hata, Toru Mitsutake, Keiichiro Yamamura, Miyu Fujii, Katsuki Fujisawa","doi":"10.1007/s13160-023-00619-1","DOIUrl":"https://doi.org/10.1007/s13160-023-00619-1","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136014659","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-10-06DOI: 10.1007/s13160-023-00618-2
Yuma Tamura
{"title":"On a certain martingale representation and the related infinite dimensional moment problem","authors":"Yuma Tamura","doi":"10.1007/s13160-023-00618-2","DOIUrl":"https://doi.org/10.1007/s13160-023-00618-2","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135351194","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-22DOI: 10.1007/s13160-023-00617-3
Rui Zhang
{"title":"On the spectral bias of coupled frequency predictor–corrector triangular DNN: The convergence analysis","authors":"Rui Zhang","doi":"10.1007/s13160-023-00617-3","DOIUrl":"https://doi.org/10.1007/s13160-023-00617-3","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136061213","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-20DOI: 10.1007/s13160-023-00615-5
Haide Gou, Mei Wei
{"title":"Lower and upper solutions for damped elastic systems with delay in ordered Banach space","authors":"Haide Gou, Mei Wei","doi":"10.1007/s13160-023-00615-5","DOIUrl":"https://doi.org/10.1007/s13160-023-00615-5","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136313977","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fast algorithms for perturbed Toeplitz-plus-Hankel system based on discrete cosine transform and their applications","authors":"Xing Zhang, Yanpeng Zheng, Zhaolin Jiang, Heejung Byun","doi":"10.1007/s13160-023-00616-4","DOIUrl":"https://doi.org/10.1007/s13160-023-00616-4","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135060927","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-19DOI: 10.1007/s13160-023-00612-8
Kohei Higashi
Abstract We propose a nonlinear discrete model which incorporates the effects of slow-to-start property into rule 184 fuzzy CA as a mathematical traffic flow model. The exact solutions corresponding to free-flow and congested states are given for the new model. The exact average fluxes of both states are also given. By studying the stability of the uniform solution corresponding to the congested state, the critical point at which congestion does not occur is obtained analytically. This may be the first analytical result on stability of congested states of the models with slow-to-start property. The stability of some typical free-flow states are also discussed analytically.
{"title":"Fuzzy cellular automaton with slow-to-start property","authors":"Kohei Higashi","doi":"10.1007/s13160-023-00612-8","DOIUrl":"https://doi.org/10.1007/s13160-023-00612-8","url":null,"abstract":"Abstract We propose a nonlinear discrete model which incorporates the effects of slow-to-start property into rule 184 fuzzy CA as a mathematical traffic flow model. The exact solutions corresponding to free-flow and congested states are given for the new model. The exact average fluxes of both states are also given. By studying the stability of the uniform solution corresponding to the congested state, the critical point at which congestion does not occur is obtained analytically. This may be the first analytical result on stability of congested states of the models with slow-to-start property. The stability of some typical free-flow states are also discussed analytically.","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135060823","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-01DOI: 10.1007/s13160-023-00611-9
Jiang Yu Nguwi, Nicolas Privault
{"title":"Numerical solution of the modified and non-Newtonian Burgers equations by stochastic coded trees","authors":"Jiang Yu Nguwi, Nicolas Privault","doi":"10.1007/s13160-023-00611-9","DOIUrl":"https://doi.org/10.1007/s13160-023-00611-9","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48559027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-01DOI: 10.1007/s13160-023-00610-w
Kazuhiro Yasuda
{"title":"An expected exponential utility maximization problem for Bitcoin miners","authors":"Kazuhiro Yasuda","doi":"10.1007/s13160-023-00610-w","DOIUrl":"https://doi.org/10.1007/s13160-023-00610-w","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43813315","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-09-01DOI: 10.1007/s13160-023-00614-6
H. Okamoto
{"title":"On the special issue for the 40th anniversary of the Japan Journal of Industrial and Applied Mathematics","authors":"H. Okamoto","doi":"10.1007/s13160-023-00614-6","DOIUrl":"https://doi.org/10.1007/s13160-023-00614-6","url":null,"abstract":"","PeriodicalId":50264,"journal":{"name":"Japan Journal of Industrial and Applied Mathematics","volume":null,"pages":null},"PeriodicalIF":0.9,"publicationDate":"2023-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45123415","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"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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