We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approa...We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approach to the European vanilla option for non-tradable assets. The formulas of the actuarial approach to the reload option are derived from the fair premium principle and the obtained results are arbitrage. Numerical experiments are conducted to analyze the effects of different parameters on the results of valuation as well as their differences from those obtained by the no-arbitrage approach. Finally, we give the valuations of the reload options under different parameters.展开更多
In this work we consider the problem of shape reconstruction from an unorganized data set which has many important applications in medical imaging, scientific computing, reverse engineering and geometric modelling. Th...In this work we consider the problem of shape reconstruction from an unorganized data set which has many important applications in medical imaging, scientific computing, reverse engineering and geometric modelling. The reconstructed surface is obtained by continuously deforming an initial surface following the Partial Differential Equation (PDE)-based diffusion model derived by a minimal volume-like variational formulation. The evolution is driven both by the distance from the data set and by the curvature analytically computed by it. The distance function is computed by implicit local interpolants defined in terms of radial basis functions. Space discretization of the PDE model is obtained by finite co-volume schemes and semi-implicit approach is used in time/scale. The use of a level set method for the numerical computation of the surface reconstruction allows us to handle complex geometry and even changing topology,without the need of user-interaction. Numerical examples demonstrate the ability of the proposed method to produce high quality reconstructions. Moreover, we show the effectiveness of the new approach to solve hole filling problems and Boolean operations between different data sets.展开更多
Due to the fact that the emergency medicine distribution is vital to the quick response to urgent demand when an epidemic occurs, the optimal vaccine distribution approach is explored according to the epidemic diffusi...Due to the fact that the emergency medicine distribution is vital to the quick response to urgent demand when an epidemic occurs, the optimal vaccine distribution approach is explored according to the epidemic diffusion rule and different urgency degrees of affected areas with the background of the epidemic outbreak in a given region. First, the SIQR （susceptible, infected, quarantined,recovered） epidemic model with pulse vaccination is introduced to describe the epidemic diffusion rule and obtain the demanded vaccine in each pulse. Based on the SIQR model, the affected areas are clustered by using the self-organizing map （SOM） neutral network to qualify the results. Then, a dynamic vaccine distribution model is formulated, incorporating the results of clustering the affected areas with the goals of both reducing the transportation cost and decreasing the unsatisfied demand for the emergency logistics network. Numerical study with twenty affected areas and four distribution centers is carried out. The corresponding numerical results indicate that the proposed approach can make an outstanding contribution to controlling the affected areas with a relatively high degree of urgency, and the comparison results prove that the performance of the clustering method is superior to that of the non-clustering method on controlling epidemic diffusion.展开更多
In order to reveal the epidemic regularity of Huanglongbing （HLB） in different management approaches, different citrus production areas were selected between 2002 and 2012 to compare epidemic regularity of different...In order to reveal the epidemic regularity of Huanglongbing （HLB） in different management approaches, different citrus production areas were selected between 2002 and 2012 to compare epidemic regularity of different types and control effects of different management approaches with plant incidence rate. All survey data in 11 years were used to build a mathematical model, and epidemic evolution and control effects were quantitatively analyzed. The results indicated that diffusion and prevalence of HLB generally increased linearly. In naturally growing citrus orchards without artificial control, the annual diseased plant rate was 11.11%, and the epidemic diffusion model was y1 = 12. 24x - 1.382 8 （ n =9, r =0. 976 9 ＊ ＊ ）. Under general prevention and control conditions, the annual diseased plant rate was 4.69%, the epidemic diffusion model was Y2 = 5. 449 8x - 1.603 5 （ n = 11, r =0. 974 9 ＊ ＊ ）, and the control effect was 43.93% （22.93% - 55.04% ）. In citrus orchards with integrated prevention and control, the epidemic diffusion model was Y3 = 0. 366 3x - 0. 342 2 （ n = 11, r = 0. 989 8 ＊ ＊ ）, the control effect was 96.15% （94.95% -97.40% ）, and the annual diseased plant rate was 0.31%. Thus, HLB is preventable and controllable as long as integrated prevention and control work is implemented well.展开更多
In this paper,the approximate analytical oscillatory solutions to the generalized KolmogorovPetrovsky-Piskunov equation(gKPPE for short)are discussed by employing the theory of dynamical system and hypothesis undeterm...In this paper,the approximate analytical oscillatory solutions to the generalized KolmogorovPetrovsky-Piskunov equation(gKPPE for short)are discussed by employing the theory of dynamical system and hypothesis undetermined method.According to the corresponding dynamical system of the bounded traveling wave solutions to the gKPPE,the number and qualitative properties of these bounded solutions are received.Furthermore,pulses(bell-shaped)and waves fronts(kink-shaped)of the gKPPE are given.In particular,two types of approximate analytical oscillatory solutions are constructed.Besides,the error estimations between the approximate analytical oscillatory solutions and the exact solutions of the gKPPE are obtained by the homogeneity principle.Finally,the approximate analytical oscillatory solutions are compared with the numerical solutions,which shows the two types of solutions are similar.展开更多
A parallel embedding overlapped iterative (EOI) algorithm about classicimplicit equations with asymmetric Saul'yev schemes (CIS-EOI) to solve one-dimensional diffusionequations is discussed to improve the properti...A parallel embedding overlapped iterative (EOI) algorithm about classicimplicit equations with asymmetric Saul'yev schemes (CIS-EOI) to solve one-dimensional diffusionequations is discussed to improve the properties of the segment classic implicit iterative (SCII)algorithm. The structure of CIS-EOI method is given and the stability of scheme and convergence ofiteration are proved by matrix method. The property of gradual-approach convergence is alsodiscussed. It has been shown that the convergent rate is faster and the property of gradual-approachconvergence also becomes better with the increasing of the net point in subsystems than with theSCII algorithm. The simulation examples show that the parallel iterative algorithm with a differentinsertion scheme CIS-EOI is more effective.展开更多
The discrete three-dimensional model of the adsorption-diffusion process was developed with three states using the comers of blocks within the framework of the theory of CA （cellular automata）. The construction of a...The discrete three-dimensional model of the adsorption-diffusion process was developed with three states using the comers of blocks within the framework of the theory of CA （cellular automata）. The construction of an asynchronous cellular automaton was used for the modeling, The implementation of the algorithm leads to a huge variety of dynamical regimes some of which are moving from the general chaos into a state of local and then global synchronization （within the framework of the model）.展开更多
The segmented filters, based on spectral cutting, proved their efficiency for the multi-correlation. In this article we propose an optimisation of this cutting according to a new error diffusion method.
This paper proposes the SISRS epidemic model to represent alcohol addiction among people.The spreading of alcohol addiction is controlled by creating awareness among the people and also by treating them to overcome it...This paper proposes the SISRS epidemic model to represent alcohol addiction among people.The spreading of alcohol addiction is controlled by creating awareness among the people and also by treating them to overcome it.Multiplex network is used to study the dynamics of addiction.Alcoholism spreads over the physical contact layer and follows the SISRS process whereas human awareness spreads over the virtual contact layer and follows the UAU process.Based on the Microscopic Markov Chain Approach competing dynamics of spreading of alcohol addiction and human awareness diffusion are studied.Necessary conditions for the existence of an alcohol-free population are found.An optimal control problem using a suitable cost index is formulated to reduce the alcohol addicts and the optimal control strategy using Pontryagin’s Minimum Principle is determined.Numerical results are developed to find the effect of various parameters and to analyze the effects of different control strategies.The results obtained from this model are closer to the data collected in the National Survey of Drug Use and Health(NSDUH)from 2002 to 2018.展开更多
基金Supported by the National Natural Science Foundation of China(No.11571365,11171349)
文摘We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approach to the European vanilla option for non-tradable assets. The formulas of the actuarial approach to the reload option are derived from the fair premium principle and the obtained results are arbitrage. Numerical experiments are conducted to analyze the effects of different parameters on the results of valuation as well as their differences from those obtained by the no-arbitrage approach. Finally, we give the valuations of the reload options under different parameters.
基金supported by PRIN-MIUR-Cofin 2006,project,by"Progetti Strategici EF2006"University of Bologna,and by University of Bologna"Funds for selected research topics"
文摘In this work we consider the problem of shape reconstruction from an unorganized data set which has many important applications in medical imaging, scientific computing, reverse engineering and geometric modelling. The reconstructed surface is obtained by continuously deforming an initial surface following the Partial Differential Equation (PDE)-based diffusion model derived by a minimal volume-like variational formulation. The evolution is driven both by the distance from the data set and by the curvature analytically computed by it. The distance function is computed by implicit local interpolants defined in terms of radial basis functions. Space discretization of the PDE model is obtained by finite co-volume schemes and semi-implicit approach is used in time/scale. The use of a level set method for the numerical computation of the surface reconstruction allows us to handle complex geometry and even changing topology,without the need of user-interaction. Numerical examples demonstrate the ability of the proposed method to produce high quality reconstructions. Moreover, we show the effectiveness of the new approach to solve hole filling problems and Boolean operations between different data sets.
基金The National Natural Science Foundation of China (No.70671021)
文摘Due to the fact that the emergency medicine distribution is vital to the quick response to urgent demand when an epidemic occurs, the optimal vaccine distribution approach is explored according to the epidemic diffusion rule and different urgency degrees of affected areas with the background of the epidemic outbreak in a given region. First, the SIQR （susceptible, infected, quarantined,recovered） epidemic model with pulse vaccination is introduced to describe the epidemic diffusion rule and obtain the demanded vaccine in each pulse. Based on the SIQR model, the affected areas are clustered by using the self-organizing map （SOM） neutral network to qualify the results. Then, a dynamic vaccine distribution model is formulated, incorporating the results of clustering the affected areas with the goals of both reducing the transportation cost and decreasing the unsatisfied demand for the emergency logistics network. Numerical study with twenty affected areas and four distribution centers is carried out. The corresponding numerical results indicate that the proposed approach can make an outstanding contribution to controlling the affected areas with a relatively high degree of urgency, and the comparison results prove that the performance of the clustering method is superior to that of the non-clustering method on controlling epidemic diffusion.
基金Supported by Special Fund for Agro-scientific Research in the Public Interest "Research and Demonstration of Comprehensive Prevention and Control Technology against Huanglongbing and Canker"(201003067)
文摘In order to reveal the epidemic regularity of Huanglongbing （HLB） in different management approaches, different citrus production areas were selected between 2002 and 2012 to compare epidemic regularity of different types and control effects of different management approaches with plant incidence rate. All survey data in 11 years were used to build a mathematical model, and epidemic evolution and control effects were quantitatively analyzed. The results indicated that diffusion and prevalence of HLB generally increased linearly. In naturally growing citrus orchards without artificial control, the annual diseased plant rate was 11.11%, and the epidemic diffusion model was y1 = 12. 24x - 1.382 8 （ n =9, r =0. 976 9 ＊ ＊ ）. Under general prevention and control conditions, the annual diseased plant rate was 4.69%, the epidemic diffusion model was Y2 = 5. 449 8x - 1.603 5 （ n = 11, r =0. 974 9 ＊ ＊ ）, and the control effect was 43.93% （22.93% - 55.04% ）. In citrus orchards with integrated prevention and control, the epidemic diffusion model was Y3 = 0. 366 3x - 0. 342 2 （ n = 11, r = 0. 989 8 ＊ ＊ ）, the control effect was 96.15% （94.95% -97.40% ）, and the annual diseased plant rate was 0.31%. Thus, HLB is preventable and controllable as long as integrated prevention and control work is implemented well.
基金supported by the National Natural Science Foundation of China (No.11471215)。
文摘In this paper,the approximate analytical oscillatory solutions to the generalized KolmogorovPetrovsky-Piskunov equation(gKPPE for short)are discussed by employing the theory of dynamical system and hypothesis undetermined method.According to the corresponding dynamical system of the bounded traveling wave solutions to the gKPPE,the number and qualitative properties of these bounded solutions are received.Furthermore,pulses(bell-shaped)and waves fronts(kink-shaped)of the gKPPE are given.In particular,two types of approximate analytical oscillatory solutions are constructed.Besides,the error estimations between the approximate analytical oscillatory solutions and the exact solutions of the gKPPE are obtained by the homogeneity principle.Finally,the approximate analytical oscillatory solutions are compared with the numerical solutions,which shows the two types of solutions are similar.
文摘A parallel embedding overlapped iterative (EOI) algorithm about classicimplicit equations with asymmetric Saul'yev schemes (CIS-EOI) to solve one-dimensional diffusionequations is discussed to improve the properties of the segment classic implicit iterative (SCII)algorithm. The structure of CIS-EOI method is given and the stability of scheme and convergence ofiteration are proved by matrix method. The property of gradual-approach convergence is alsodiscussed. It has been shown that the convergent rate is faster and the property of gradual-approachconvergence also becomes better with the increasing of the net point in subsystems than with theSCII algorithm. The simulation examples show that the parallel iterative algorithm with a differentinsertion scheme CIS-EOI is more effective.
文摘The discrete three-dimensional model of the adsorption-diffusion process was developed with three states using the comers of blocks within the framework of the theory of CA （cellular automata）. The construction of an asynchronous cellular automaton was used for the modeling, The implementation of the algorithm leads to a huge variety of dynamical regimes some of which are moving from the general chaos into a state of local and then global synchronization （within the framework of the model）.
文摘The segmented filters, based on spectral cutting, proved their efficiency for the multi-correlation. In this article we propose an optimisation of this cutting according to a new error diffusion method.
文摘This paper proposes the SISRS epidemic model to represent alcohol addiction among people.The spreading of alcohol addiction is controlled by creating awareness among the people and also by treating them to overcome it.Multiplex network is used to study the dynamics of addiction.Alcoholism spreads over the physical contact layer and follows the SISRS process whereas human awareness spreads over the virtual contact layer and follows the UAU process.Based on the Microscopic Markov Chain Approach competing dynamics of spreading of alcohol addiction and human awareness diffusion are studied.Necessary conditions for the existence of an alcohol-free population are found.An optimal control problem using a suitable cost index is formulated to reduce the alcohol addicts and the optimal control strategy using Pontryagin’s Minimum Principle is determined.Numerical results are developed to find the effect of various parameters and to analyze the effects of different control strategies.The results obtained from this model are closer to the data collected in the National Survey of Drug Use and Health(NSDUH)from 2002 to 2018.
