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McKean-Vlasov Backward Stochastic Differential Equations with Weak Monotonicity Coefficients
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作者 FU Zongkui FEI Dandan GUO Shanshan 《应用数学》 北大核心 2026年第1期98-107,共10页
This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic diff... This paper deals with Mckean-Vlasov backward stochastic differential equations with weak monotonicity coefficients.We first establish the existence and uniqueness of solutions to Mckean-Vlasov backward stochastic differential equations.Then we obtain a comparison theorem in one-dimensional situation. 展开更多
关键词 McKean-Vlasov backward stochastic differential equation Weak monotonicity condition Comparison theorem
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Thermal decomposition and kinetics of diisopropyl methylphosphonate(DIMP),a chemical warfare agent simulant
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作者 Natalie Gese Hergen Eilers 《Defence Technology(防务技术)》 2026年第1期40-51,共12页
Chemical warfare agents(CWAs)remain a persistent hazard in many parts of the world,necessitating a deeper exploration of their chemical and physical characteristics and reactions under diverse conditions.Diisopropyl m... Chemical warfare agents(CWAs)remain a persistent hazard in many parts of the world,necessitating a deeper exploration of their chemical and physical characteristics and reactions under diverse conditions.Diisopropyl methylphosphonate(DIMP),a commonly used CWA surrogate,is widely studied to enhance our understanding of CWA behavior.The prevailing thermal decomposition model for DIMP,developed approximately 25 years ago,is based on data collected in nitrogen atmospheres at temperatures ranging from 700 K to 800 K.Despite its limitations,this model continues to serve as a foundation for research across various thermal and reactive environments,including combustion studies.Our recent experiments have extended the scope of decomposition analysis by examining DIMP in both nitrogen and zero air across a lower temperature range of 175??C to 250??C.Infrared spectroscopy results under nitrogen align well with the established model;however,we observed that catalytic effects,stemming from decomposition byproducts and interactions with stainless steel surfaces,alter the reaction kinetics.In zero air environments,we observed a novel infrared absorption band.Spectral fitting suggests this band may represent a combination of propanal and acetone,while GCMS analysis points to vinyl formate and acetone as possible constituents.Although the precise identity of these new products remains unresolved,our findings clearly indicate that the existing decomposition model cannot be reliably extended to lower temperatures or non-nitrogen environments without further revisions. 展开更多
关键词 Chemical warfare agents Simulants Diisopropyl methylphosphonate Thermal decomposition decomposition model PROPANAL Vinyl formate ACETONE
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Advanced isoconversional kinetic analysis of lepidolite sulfation product decomposition reactions for selectively extracting lithium
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作者 Yubo Liu Baozhong Ma +4 位作者 Jiahui Cheng Xiang Li Hui Yang Chengyan Wang Yongqiang Chen 《International Journal of Minerals,Metallurgy and Materials》 2026年第1期217-227,共11页
The sulfation and decomposition process has proven effective in selectively extracting lithium from lepidolite.It is essential to clarify the thermochemical behavior and kinetic parameters of decomposition reactions.A... The sulfation and decomposition process has proven effective in selectively extracting lithium from lepidolite.It is essential to clarify the thermochemical behavior and kinetic parameters of decomposition reactions.Accordingly,comprehensive kinetic study by employing thermalgravimetric analysis at various heating rates was presented in this paper.Two main weight loss regions were observed during heating.The initial region corresponded to the dehydration of crystal water,whereas the subsequent region with overlapping peaks involved complex decomposition reactions.The overlapping peaks were separated into two individual reaction peaks and the activation energy of each peak was calculated using isoconversional kinetics methods.The activation energy of peak 1 exhibited a continual increase as the reaction conversion progressed,while that of peak 2 steadily decreased.The optimal kinetic models,identified as belonging to the random nucleation and subsequent growth category,provided valuable insights into the mechanism of the decomposition reactions.Furthermore,the adjustment factor was introduced to reconstruct the kinetic mechanism models,and the reconstructed models described the kinetic mechanism model more accurately for the decomposition reactions.This study enhanced the understanding of the thermochemical behavior and kinetic parameters of the lepidolite sulfation product decomposition reactions,further providing theoretical basis for promoting the selective extraction of lithium. 展开更多
关键词 LITHIUM LEPIDOLITE decomposition reactions KINETICS isoconversional analysis
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Unanticipated strengthening of Cu−19Ni−6Cr−7Mn alloy achieved by synergistic effect of spinodal decomposition and multiscale precipitation
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作者 Shao-lin LI Ying-ying ZHU +3 位作者 Xiu-hua GUO Qiang-song WANG Wen-ming SUN Ke-xing SONG 《Transactions of Nonferrous Metals Society of China》 2026年第1期183-202,共20页
The microstructural evolution of Cu−19Ni−6Cr−7Mn alloy during aging treatment was investigated.After aging for 120 min at 500℃,the alloy exhibited excellent mechanical properties,including a tensile strength of 978 M... The microstructural evolution of Cu−19Ni−6Cr−7Mn alloy during aging treatment was investigated.After aging for 120 min at 500℃,the alloy exhibited excellent mechanical properties,including a tensile strength of 978 MPa and an elastic modulus of 145.8 GPa.After aging for 240 min at 500℃,the elastic modulus of the alloy reached 149.5 GPa,which was among the highest values reported for Cu alloys.It was worth mentioning that the tensile strength increased rapidly from 740 to 934 MPa after aging for 5 min at 500℃,which was close to the maximum tensile strength(978 MPa).Analysis of the underlying strengthening mechanisms and phase transformation behavior revealed that the Cu−19Ni−6Cr−7Mn alloy underwent spinodal decomposition and DO_(22) ordering during the first 5 min of aging at 500℃,and L1_(2) ordered phases and bcc-Cr precipitates appeared.Therefore,the enhanced mechanical properties of the Cu−19Ni−6Cr−7Mn alloy can be attributed to the stress field generated by spinodal decomposition and the presence of nanoscale ordered phase and Cr precipitates. 展开更多
关键词 Cu−Ni−Cr−Mn alloy mechanical properties nanoscale precipitates spinodal decomposition elastic modulus
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A bifunctional cathode enabling efficient decomposition and utilization of nitrous oxide in protonic ceramic fuel cells for power generation
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作者 Tao Yuan Shaozhuo Jia +7 位作者 Chen Song Yutao Rong Cong Ren Zhimin Li Yubin Chen Youjun Lu Weiwei Wu Yihang Li 《Nano Research》 2026年第1期598-609,共12页
Protonic ceramic fuel cells(PCFCs)have been recognized as promising power generation devices for future clean energy systems,owing to their relatively low activation energy for proton migration and high energy convers... Protonic ceramic fuel cells(PCFCs)have been recognized as promising power generation devices for future clean energy systems,owing to their relatively low activation energy for proton migration and high energy conversion efficiency.In certain application scenarios,the use of N_(2)O(a potent greenhouse gas),as an alternative oxidant to air,presents a feasible strategy.Herein,we report for the first time the operation of PCFCs employing N_(2)O as the oxidant.A hybrid Pr_(2)Ni_(0.6)Co_(0.4)O_(4-δ)(PNCO-214)catalyst is developed,comprising Ruddlesden-Popper(R-P)structured Pr_(4)Ni_(1.8)Co_(1.2)O_(10-δ)(PNCO-4310)and fluorite structured Pr_(6)O_(11)(PO-611),which synergistically exhibits exceptional catalytic activity toward both N_(2)O decomposition and the oxygen reduction reaction,achieving a conversion over 92% and an area specific resistance of 1.301Ω·cm^(2) at 600℃.Quasi-insitu temperature-dependent Fourier transform infrared(FTIR)and electrochemical impedance spectroscopy analyses reveal that abundant oxygen vacancies in PNCO-214 facilitate rapid adsorption and dissociation of N_(2)O into N_(2) and O_(2),while also promoting the surface exchange kinetics of proton/oxygen during oxygen reduction reaction(ORR).When applied in an anode-supported single cell with PNCO-214 cathode operating under N_(2)O,outstanding power density and low resistance are achieved,delivering 0.801 W·cm^(-2) and 0.245Ω·cm^(2) at 600℃.Satisfactory performance is also maintained even when the temperature is reduced to 500℃.Furthermore,the single cell demonstrates relatively good stability with negligible degradation over 130 h at 600℃ and 0.7 V.These findings underscore the potential of PNCO-214 as a highly effective cathode catalyst for enabling the use of N_(2)O as a viable oxidant in PCFCs for specific industrial applications. 展开更多
关键词 protonic ceramic fuel cells hybrid catalyst N_(2)O decomposition oxygen reduction reaction quasi-in-situ characterization
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Deep Neural Network Architecture Search via Decomposition-Based Multi-Objective Stochastic Fractal Search 被引量:1
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作者 Hongshang Xu Bei Dong +1 位作者 Xiaochang Liu Xiaojun Wu 《Intelligent Automation & Soft Computing》 2023年第11期185-202,共18页
Deep neural networks often outperform classical machine learning algorithms in solving real-world problems.However,designing better networks usually requires domain expertise and consumes significant time and com-puti... Deep neural networks often outperform classical machine learning algorithms in solving real-world problems.However,designing better networks usually requires domain expertise and consumes significant time and com-puting resources.Moreover,when the task changes,the original network architecture becomes outdated and requires redesigning.Thus,Neural Architecture Search(NAS)has gained attention as an effective approach to automatically generate optimal network architectures.Most NAS methods mainly focus on achieving high performance while ignoring architectural complexity.A myriad of research has revealed that network performance and structural complexity are often positively correlated.Nevertheless,complex network structures will bring enormous computing resources.To cope with this,we formulate the neural architecture search task as a multi-objective optimization problem,where an optimal architecture is learned by minimizing the classification error rate and the number of network parameters simultaneously.And then a decomposition-based multi-objective stochastic fractal search method is proposed to solve it.In view of the discrete property of the NAS problem,we discretize the stochastic fractal search step size so that the network architecture can be optimized more effectively.Additionally,two distinct update methods are employed in step size update stage to enhance the global and local search abilities adaptively.Furthermore,an information exchange mechanism between architectures is raised to accelerate the convergence process and improve the efficiency of the algorithm.Experimental studies show that the proposed algorithm has competitive performance comparable to many existing manual and automatic deep neural network generation approaches,which achieved a parameter-less and high-precision architecture with low-cost on each of the six benchmark datasets. 展开更多
关键词 Deep neural network neural architecture search multi-objective optimization stochastic fractal search decomposition
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DECOMPOSITION OF NONLINEAR DISCRETE-TIME STOCHASTIC SYSTEMS
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作者 韩崇昭 《Acta Mathematica Scientia》 SCIE 1985年第4期399-413,共15页
This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem ... This paper gives a mathematical definition for the "caution" and "probing", and presents a decomposition theorem for nonlinear discrete-time stochastic systems. Under some assumptions, the problem of finding the closed-loop optimal control can be decomposed into three problems: the deterministic optimal feedback, cautious optimal and probing optimal control problems. 展开更多
关键词 decomposition OF NONLINEAR DISCRETE-TIME stochastic SYSTEMS
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Mean-square exponential stability for stochastic time-varying delay systems with Markovian jumping parameters:a delay decomposition approach
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作者 Li Ma Feipeng Da 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第5期816-824,共9页
The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subinte... The mean-square exponential stability problem is investigated for a class of stochastic time-varying delay systems with Markovian jumping parameters. By decomposing the delay interval into multiple equidistant subintervals, a new delay-dependent and decay-rate-dependent criterion is presented based on constructing a novel Lyapunov functional and employing stochastic analysis technique. Besides, the decay rate has no conventional constraint and can be selected according to different practical conditions. Finally, two numerical examples are provided to show that the obtained result has less conservatism than some existing ones in the literature. 展开更多
关键词 stochastic systems time-varying delay Markov chain linear matrix inequality (LMI).
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Coastal ozone dynamics and formation regime in Eastern China:Integrating trend decomposition and machine learning techniques 被引量:1
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作者 Lei Tong Zhuoliang Gu +8 位作者 Xuchu Zhu Cenyan Huang Baoye Hu Yasheng Shi Yang Meng Jie Zheng Mengmeng He Jun He Hang Xiao 《Journal of Environmental Sciences》 2025年第9期597-612,共16页
Machine-learning is a robust technique for understanding pollution characteristics of surface ozone,which are at high levels in urban China.This study introduced an innovative approach combining trend decomposition wi... Machine-learning is a robust technique for understanding pollution characteristics of surface ozone,which are at high levels in urban China.This study introduced an innovative approach combining trend decomposition with Random Forest algorithm to investigate ozone dynamics and formation regimes in a coastal area of China.During the period of 2017–2022,significant inter-annual fluctuations emerged,with peaks in mid-2017 attributed to volatile organic compounds(VOCs),and in late-2019 influenced by air temperature.Multifaceted periodicities(daily,weekly,holiday,and yearly)in ozone were revealed,elucidating substantial influences of daily and yearly components on ozone periodicity.A VOC-sensitive ozone formation regime was identified,characterized by lower VOCs/NO_(x) ratios(average=0.88)and significant positive correlations between ozone and VOCs.This interplay manifested in elevated ozone duringweekends,holidays,and pandemic lockdowns.Key variables influencing ozone across diverse timescaleswere uncovered,with solar radiation and temperature driving daily and yearly ozone variations,respectively.Precursor substances,particularly VOCs,significantly shaped weekly/holiday patterns and long-term trends of ozone.Specifically,acetone,ethane,hexanal,and toluene had a notable impact on the multi-year ozone trend,emphasizing the urgency of VOC regulation.Furthermore,our observations indicated that NO_(x) primarily drived the stochastic variations in ozone,a distinguishing characteristic of regions with heavy traffic.This research provides novel insights into ozone dynamics in coastal urban areas and highlights the importance of integrating statistical and machinelearning methods in atmospheric pollution studies,with implications for targeted mitigation strategies beyond this specific region and pollutant. 展开更多
关键词 Time series decomposition Random forest VOC-sensitive Long-term trend Port area
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双区间删失数据下基于Stochastic EM算法的比例优势模型的估计研究
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作者 王淑影 李红伟 赵波 《应用概率统计》 北大核心 2025年第3期434-447,共14页
潜伏期是流行病学、疾病进展研究等关心的重要指标之一,对疾病防控及治疗具有重要作用.潜伏期是从病毒感染到产生症状这两个事件发生时间的间隔时间,并且这两个发生时间均有可能出现删失,于是产生了双区间删失数据.在双区间删失数据的... 潜伏期是流行病学、疾病进展研究等关心的重要指标之一,对疾病防控及治疗具有重要作用.潜伏期是从病毒感染到产生症状这两个事件发生时间的间隔时间,并且这两个发生时间均有可能出现删失,于是产生了双区间删失数据.在双区间删失数据的研究中,后续时间仅考虑发生右删失或区间删失的研究很多,考虑右删失和区间删失同时存在的研究成果相对较少;此外研究方法大多基于Cox模型.本文在后续时间同时存在右删失和区间删失的这类双区间删失数据下建立比例优势模型,利用Stochastic EM算法处理双区间删失数据并进行极大似然估计.通过模拟研究评估了所提方法在有限样本下的优良性,接着利用该方法分析了AIDS数据. 展开更多
关键词 双区间删失数据 比例优势模型 stochastic EM算法 拒绝抽样
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DecMamba:Mamba Utilizing Series Decomposition for Multivariate Time Series Forecasting
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作者 Jianxin Feng Jianhao Zhang +2 位作者 Ge Cao Zhiguo Liu Yuanming Ding 《Computers, Materials & Continua》 SCIE EI 2025年第1期1049-1068,共20页
Multivariate time series forecasting iswidely used in traffic planning,weather forecasting,and energy consumption.Series decomposition algorithms can help models better understand the underlying patterns of the origin... Multivariate time series forecasting iswidely used in traffic planning,weather forecasting,and energy consumption.Series decomposition algorithms can help models better understand the underlying patterns of the original series to improve the forecasting accuracy of multivariate time series.However,the decomposition kernel of previous decomposition-based models is fixed,and these models have not considered the differences in frequency fluctuations between components.These problems make it difficult to analyze the intricate temporal variations of real-world time series.In this paper,we propose a series decomposition-based Mamba model,DecMamba,to obtain the intricate temporal dependencies and the dependencies among different variables of multivariate time series.A variable-level adaptive kernel combination search module is designed to interact with information on different trends and periods between variables.Two backbone structures are proposed to emphasize the differences in frequency fluctuations of seasonal and trend components.Mamba with superior performance is used instead of a Transformer in backbone structures to capture the dependencies among different variables.A new embedding block is designed to capture the temporal features better,especially for the high-frequency seasonal component whose semantic information is difficult to acquire.A gating mechanism is introduced to the decoder in the seasonal backbone to improve the prediction accuracy.A comparison with ten state-of-the-art models on seven real-world datasets demonstrates that DecMamba can better model the temporal dependencies and the dependencies among different variables,guaranteeing better prediction performance for multivariate time series. 展开更多
关键词 Data prediction time series Mamba series decomposition
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Stochastic Augmented-Based Dual-Teaching for Semi-Supervised Medical Image Segmentation
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作者 Hengyang Liu Yang Yuan +2 位作者 Pengcheng Ren Chengyun Song Fen Luo 《Computers, Materials & Continua》 SCIE EI 2025年第1期543-560,共18页
Existing semi-supervisedmedical image segmentation algorithms use copy-paste data augmentation to correct the labeled-unlabeled data distribution mismatch.However,current copy-paste methods have three limitations:(1)t... Existing semi-supervisedmedical image segmentation algorithms use copy-paste data augmentation to correct the labeled-unlabeled data distribution mismatch.However,current copy-paste methods have three limitations:(1)training the model solely with copy-paste mixed pictures from labeled and unlabeled input loses a lot of labeled information;(2)low-quality pseudo-labels can cause confirmation bias in pseudo-supervised learning on unlabeled data;(3)the segmentation performance in low-contrast and local regions is less than optimal.We design a Stochastic Augmentation-Based Dual-Teaching Auxiliary Training Strategy(SADT),which enhances feature diversity and learns high-quality features to overcome these problems.To be more precise,SADT trains the Student Network by using pseudo-label-based training from Teacher Network 1 and supervised learning with labeled data,which prevents the loss of rare labeled data.We introduce a bi-directional copy-pastemask with progressive high-entropy filtering to reduce data distribution disparities and mitigate confirmation bias in pseudo-supervision.For the mixed images,Deep-Shallow Spatial Contrastive Learning(DSSCL)is proposed in the feature spaces of Teacher Network 2 and the Student Network to improve the segmentation capabilities in low-contrast and local areas.In this procedure,the features retrieved by the Student Network are subjected to a random feature perturbation technique.On two openly available datasets,extensive trials show that our proposed SADT performs much better than the state-ofthe-art semi-supervised medical segmentation techniques.Using only 10%of the labeled data for training,SADT was able to acquire a Dice score of 90.10%on the ACDC(Automatic Cardiac Diagnosis Challenge)dataset. 展开更多
关键词 SEMI-SUPERVISED medical image segmentation contrastive learning stochastic augmented
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Attenuating reductive decomposition of fiuorinated electrolytes for high-voltage lithium metal batteries 被引量:1
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作者 Zhen-Zhen Dong Jin-Hao Zhang +4 位作者 Lin Zhu Xiao-Zhong Fan Zhen-Guo Liu Yi-Bo Yan Long Kong 《Chinese Chemical Letters》 2025年第4期416-419,共4页
Fluoride-based electrolyte exhibits extraordinarily high oxidative stability in high-voltage lithium metal batteries(h-LMBs) due to the inherent low highest occupied molecular orbital(HOMO) of fiuorinated solvents. Ho... Fluoride-based electrolyte exhibits extraordinarily high oxidative stability in high-voltage lithium metal batteries(h-LMBs) due to the inherent low highest occupied molecular orbital(HOMO) of fiuorinated solvents. However, such fascinating properties do not bring long-term cyclability of h-LMBs. One of critical challenges is the interface instability in contacting with the Li metal anode, as fiuorinated solvents are highly susceptible to exceptionally reductive metallic Li attributed to its low lowest unoccupied molecular orbital(LUMO), which leads to significant consumption of the fiuorinated components upon cycling.Herein, attenuating reductive decomposition of fiuorinated electrolytes is proposed to circumvent rapid electrolyte consumption. Specifically, the vinylene carbonate(VC) is selected to tame the reduction decomposition by preferentially forming protective layer on the Li anode. This work, experimentally and computationally, demonstrates the importance of pre-passivation of Li metal anodes at high voltage to attenuate the decomposition of fiuoroethylene carbonate(FEC). It is expected to enrich the understanding of how VC attenuate the reactivity of FEC, thereby extending the cycle life of fiuorinated electrolytes in high-voltage Li-metal batteries. 展开更多
关键词 Li metal batteries Solid electrolyte interphase High voltage Fluorinated electrolyte Electrolyte decomposition
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A Multi-Objective Particle Swarm Optimization Algorithm Based on Decomposition and Multi-Selection Strategy
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作者 Li Ma Cai Dai +1 位作者 Xingsi Xue Cheng Peng 《Computers, Materials & Continua》 SCIE EI 2025年第1期997-1026,共30页
The multi-objective particle swarm optimization algorithm(MOPSO)is widely used to solve multi-objective optimization problems.In the article,amulti-objective particle swarm optimization algorithmbased on decomposition... The multi-objective particle swarm optimization algorithm(MOPSO)is widely used to solve multi-objective optimization problems.In the article,amulti-objective particle swarm optimization algorithmbased on decomposition and multi-selection strategy is proposed to improve the search efficiency.First,two update strategies based on decomposition are used to update the evolving population and external archive,respectively.Second,a multiselection strategy is designed.The first strategy is for the subspace without a non-dominated solution.Among the neighbor particles,the particle with the smallest penalty-based boundary intersection value is selected as the global optimal solution and the particle far away fromthe search particle and the global optimal solution is selected as the personal optimal solution to enhance global search.The second strategy is for the subspace with a non-dominated solution.In the neighbor particles,two particles are randomly selected,one as the global optimal solution and the other as the personal optimal solution,to enhance local search.The third strategy is for Pareto optimal front(PF)discontinuity,which is identified by the cumulative number of iterations of the subspace without non-dominated solutions.In the subsequent iteration,a new probability distribution is used to select from the remaining subspaces to search.Third,an adaptive inertia weight update strategy based on the dominated degree is designed to further improve the search efficiency.Finally,the proposed algorithmis compared with fivemulti-objective particle swarm optimization algorithms and five multi-objective evolutionary algorithms on 22 test problems.The results show that the proposed algorithm has better performance. 展开更多
关键词 Multi-objective optimization multi-objective particle swarm optimization decomposition multi-selection strategy
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Periodic Solutions for a Stochastic Stage-structure Predator-prey Model with Impulses
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作者 HOU Meiting QIU Xiaoling 《数学进展》 北大核心 2025年第6期1307-1318,共12页
A stochastic stage-structure predator-prey system with impulsive effect is investigated.First,we build the corresponding system without impulse in order to demonstrate the existence and uniqueness of the global positi... A stochastic stage-structure predator-prey system with impulsive effect is investigated.First,we build the corresponding system without impulse in order to demonstrate the existence and uniqueness of the global positive solution.Second,by selecting an appropriate Lyapunov function,we provide the sufficient condition for the existence of a positive T-periodic solution.Finally,numerical simulations illustrate our theoretical results,which show that the impulse or the white noises can result in the extinction of the predator in a certain condition. 展开更多
关键词 periodic solution stochastic noise IMPULSE
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Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
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作者 Boris Ter-Avanesov Gunter Meissner 《Applied Mathematics》 2025年第1期113-142,共30页
Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign cur... Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed. 展开更多
关键词 Quanto Option Multi-Strike Option stochastic Volatility (SV) stochastic Correlation (SC) stochastic Exchange Rates (SER) CORA GORA Correlation Risk
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Stochastic Periodic Solutions for Two Populations Game Models with Impulses
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作者 HOU Meiting QIU Xiaoling 《应用数学》 北大核心 2025年第2期453-467,共15页
The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding sto... The article studies the evolutionary dynamics of two-population two-strategy game models with and without impulses. First, the payment matrix is given and two evolutionary dynamics models are established by adding stochastic and impulse. For the stochastic model without impulses, the existence and uniqueness of solution, and the existence of positive periodic solutions are proved, and a sufficient condition for strategy extinction is given. For the stochastic model with impulses, the existence of positive periodic solutions is proved. Numerical results show that noise and impulses directly affect the model, but the periodicity of the model does not change. 展开更多
关键词 Periodic solution stochastic game IMPULSES Strategy extinct
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A C_(6)-decomposition of theλ-fold Line Graph of K_(x,y)
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作者 XIN Yue YANG Weihua 《数学进展》 北大核心 2025年第6期1205-1222,共18页
In this paper,we prove that L(K_(x,y))(λ),theλ-fold line graph of the complete bipartite graph Ka,y,has a C_(6)-decomposition if and only if ry≥6,λxy(c+y-2)=0(mod 12)and(x+y)=0(mod 2),where x,y are nonnegative int... In this paper,we prove that L(K_(x,y))(λ),theλ-fold line graph of the complete bipartite graph Ka,y,has a C_(6)-decomposition if and only if ry≥6,λxy(c+y-2)=0(mod 12)and(x+y)=0(mod 2),where x,y are nonnegative integers and(x,y)≠(2,4)or(2,5). 展开更多
关键词 cycle decomposition line graph complete bipartite graph
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Learning the parameters of a class of stochastic Lotka-Volterra systems with neural networks
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作者 WANG Zhanpeng WANG Lijin 《中国科学院大学学报(中英文)》 北大核心 2025年第1期20-25,共6页
In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained f... In this paper,we propose a neural network approach to learn the parameters of a class of stochastic Lotka-Volterra systems.Approximations of the mean and covariance matrix of the observational variables are obtained from the Euler-Maruyama discretization of the underlying stochastic differential equations(SDEs),based on which the loss function is built.The stochastic gradient descent method is applied in the neural network training.Numerical experiments demonstrate the effectiveness of our method. 展开更多
关键词 stochastic Lotka-Volterra systems neural networks Euler-Maruyama scheme parameter estimation
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Some studies on stochastic optimization based quantitative risk management
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作者 HU Zhaolin 《运筹学学报(中英文)》 北大核心 2025年第3期135-159,共25页
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical... Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems. 展开更多
关键词 stochastic optimization quantitative risk management risk measure computing technique statistical property
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