Abstract: It is an important to achieve the hybrid synchronization of the chaotic financial system. Chaos synchronization is equivalent to the error system which is asymptotically stable. The hybrid synchronization for a class of finance chaotic systems is discussed. First, a simple single variable controller is obtained to synchronize two identical chaotic financial systems with different initial conditions. Second, a novel algorithm is proposed to determine the variables of the master system that should antisynchronize with corresponding variables of the slave system and use this algorithm to determine the corresponding variables in the chaotic financial systems. The hybrid synchronization of the chaotic financial systems is realized by a simple controller. At the same time, different controllers can implement the chaotic financial system hybrid synchronization. In comparison with the existing results, the obtained controllers in this paper are simpler than those of the existing results. Finally, numerical simulations show the effectiveness of the proposed results. PubDate: Wed, 18 Oct 2017 07:42:27 +000
Abstract: As the demands for online video services increase intensively, the selection of business models has drawn the great attention of online providers. Among them, pay-per-view mode and advertising mode are two important resource modes, where the reasonable fee charge and suitable volume of ads need to be determined. This paper establishes an analytical framework studying the optimal dynamic pricing and advertising strategies for online providers; it shows how the strategies are influenced by the videos available time and the viewers’ emotional factor. We create the two-stage strategy of revenue models involving a single fee mode and a mixed fee-free mode and find out the optimal fee charge and advertising level of online video services. According to the results, the optimal video price and ads volume dynamically vary over time. The viewer’s aversion level to advertising has direct effects on both the volume of ads and the number of viewers who have selected low-quality content. The optimal volume of ads decreases with the increase of ads-aversion coefficient, while increasing as the quality of videos increases. The results also indicate that, in the long run, a pure fee mode or free mode is the optimal strategy for online providers. PubDate: Wed, 18 Oct 2017 00:00:00 +000
Abstract: We investigate the various conditions that control the extinction and stability of a nonlinear mathematical spread model with stochastic perturbations. This model describes the spread of viruses into an infected computer network which is powered by a system of antivirus software. The system is analyzed by using the stability theory of stochastic differential equations and the computer simulations. First, we study the global stability of the virus-free equilibrium state and the virus-epidemic equilibrium state. Furthermore, we use the Itô formula and some other theoretical theorems of stochastic differential equation to discuss the extinction and the stationary distribution of our system. The analysis gives a sufficient condition for the infection to be extinct (i.e., the number of viruses tends exponentially to zero). The ergodicity of the solution and the stationary distribution can be obtained if the basic reproduction number is bigger than , and the intensities of stochastic fluctuations are small enough. Numerical simulations are carried out to illustrate the theoretical results. PubDate: Wed, 18 Oct 2017 00:00:00 +000
Abstract: A high-order accuracy numerical method is proposed to solve the -dimensional nonlinear Dirac equation in this work. We construct the compact finite difference scheme for the spatial discretization and obtain a nonlinear ordinary differential system. For the temporal discretization, the implicit integration factor method is applied to deal with the nonlinear system. We therefore develop two implicit integration factor numerical schemes with full discretization, one of which can achieve fourth-order accuracy in both space and time. Numerical results are given to validate the accuracy of these schemes and to study the interaction dynamics of the nonlinear Dirac solitary waves. PubDate: Wed, 18 Oct 2017 00:00:00 +000
Abstract: As the belief of the beholder in an exchange about the obligations that another party should have, interorganizational psychological contract (IPC) from a micro perspective provides a new angle to study interorganizational relationship (IOR). This paper studies the interrelation and coevolution of IORs and IPCs by building a system dynamics (SD) model. Firstly based on the structural analysis of the interrelations of IPC and IOR, this paper builds the qualitative causal loop diagram of the interrelations. Based on investigation of 55 manufacturing enterprises in China we further draw the stock and flow diagram. Then we apply the data of Jiangxi Motors Co., Ltd., to simulate the model. The results reveal the development and evolution of IORs and IPCs and their interrelations. Furthermore, the sensitivity analysis is conducted and the influences of trust on IORs and IPCs are discussed. Finally managerial implications and some recommendations are provided for the decision-making of developing IORs. PubDate: Tue, 17 Oct 2017 00:00:00 +000
Abstract: We present some results concerning the existence of weak solutions for some functional integral equations of Hadamard fractional order with random effects and multiple delays by applying Mönch’s and Engl’s fixed point theorems associated with the technique of measure of weak noncompactness. PubDate: Sun, 15 Oct 2017 07:11:01 +000
Abstract: We propose a new set-valued risk measure, which is called set-valued Haezendonck-Goovaerts risk measure. First, we construct the set-valued Haezendonck-Goovaerts risk measure and then provide an equivalent representation. The properties of the set-valued Haezendonck-Goovaerts risk measure are investigated, which show that the set-valued Haezendonck-Goovaerts risk measure is coherent. Finally, an example of set-valued Haezendonck-Goovaerts risk measure is given, which exhibits the fact that the set-valued average value at risk is a particular case of the set-valued Haezendonck-Goovaerts risk measures. PubDate: Sun, 15 Oct 2017 06:38:17 +000
Abstract: We address existence and Ulam-Hyers and Ulam-Hyers-Mittag-Leffler stability of fractional nonlinear multiple time-delays systems with respect to two parameters’ weighted norm, which provides a foundation to study iterative learning control problem for this system. Secondly, we design PID-type learning laws to generate sequences of output trajectories to tracking the desired trajectory. Two numerical examples are used to illustrate the theoretical results. PubDate: Sun, 15 Oct 2017 00:00:00 +000
Abstract: Our main purpose is to consider the existence of positive solutions for three-order two-point boundary value problem in the following form: where , and are given constants satisfying . Some inequality conditions on guaranteeing the existence and nonexistence of positive solutions are presented. Our discussion is based on the fixed point theorem in cones. PubDate: Wed, 04 Oct 2017 00:00:00 +000
Abstract: This paper investigates some parallel relations between the operators and in Hilbert spaces in such a way that the pseudocontractivity, asymptotic pseudocontractivity, and asymptotic pseudocontractivity in the intermediate sense of one of them are equivalent to the accretivity, asymptotic accretivity, and asymptotic accretivity in the intermediate sense of the other operator. If the operators are self-adjoint then the obtained accretivity-type properties are also passivity-type properties. Such properties are very relevant in stability theory since they refer to global stability properties of passive feed-forward, in general, nonlinear, and time-varying controlled systems controlled via feedback by elements in a very general class of passive, in general, nonlinear, and time-varying controllers. These results allow the direct generalization of passivity results in controlled dynamic systems to wide classes of tandems of controlled systems and their controllers, described by -operators, and their parallel interpretations as pseudocontractive properties of their counterpart -operators. Some of the obtained results are also directly related to input-passivity, output-passivity, and hyperstability properties in controlled dynamic systems. Some illustrative examples are also given in the framework of dynamic systems described by extended square-integrable input and output signals. PubDate: Wed, 04 Oct 2017 00:00:00 +000
Abstract: We present new high-order optimal iterative methods for solving a nonlinear equation, , by using Padé-like approximants. We compose optimal methods of order 4 with Newton’s step and substitute the derivative by using an appropriate rational approximant, getting optimal methods of order 8. In the same way, increasing the degree of the approximant, we obtain optimal methods of order 16. We also perform different numerical tests that confirm the theoretical results. PubDate: Tue, 03 Oct 2017 00:00:00 +000
Abstract: Capacity of subway station is an important factor to ensure the safety and improve the transportation efficiency. In this paper, based on the M/G/C/C state-dependent queuing model, a probabilistic selection optimization model is proposed to assess the capacity of the station. The goal of the model is to maximize the output rate of the station, and the decision variables of the model are the selection results of the passengers. Finally, this paper takes a subway station of Shanghai Metro as a case study and calculates the optimal selection probability. The proposed model could be used to analyze the average waiting time, congestion probability, and other evaluation indexes; at the same time, it verifies the validity and practicability of the model. PubDate: Tue, 03 Oct 2017 00:00:00 +000
Abstract: This study develops a tree augmented naive Bayesian (TAN) classifier based incident detection algorithm. Compared with the Bayesian networks based detection algorithms developed in the previous studies, this algorithm has less dependency on experts’ knowledge. The structure of TAN classifier for incident detection is learned from data. The discretization of continuous attributes is processed using an entropy-based method automatically. A simulation dataset on the section of the Ayer Rajah Expressway (AYE) in Singapore is used to demonstrate the development of proposed algorithm, including wavelet denoising, normalization, entropy-based discretization, and structure learning. The performance of TAN based algorithm is evaluated compared with the previous developed Bayesian network (BN) based and multilayer feed forward (MLF) neural networks based algorithms with the same AYE data. The experiment results show that the TAN based algorithms perform better than the BN classifiers and have a similar performance to the MLF based algorithm. However, TAN based algorithm would have wider vista of applications because the theory of TAN classifiers is much less complicated than MLF. It should be found from the experiment that the TAN classifier based algorithm has a significant superiority over the speed of model training and calibration compared with MLF. PubDate: Mon, 02 Oct 2017 00:00:00 +000
Abstract: The research on a time delayed fractional order financial chaotic system is a hot issue. In this paper, synchronization of time delayed fractional order financial chaotic system is studied. Based on comparison principle of linear fractional equation with delay, by using a fractional order inequality, a sufficient condition is obtained to guarantee the synchronization of master-slave systems. An example is exploited to show the feasibility of the theoretical results. PubDate: Sun, 01 Oct 2017 08:44:52 +000
Abstract: Various problems of pure and applied sciences can be studied in the unified framework of nonlinear equations. In this paper, a new family of iterative methods for solving nonlinear equations is developed by using a new decomposition technique. The convergence of the new methods is proven. For the implementation and performance of the new methods, some examples are solved and the results are compared with some existing methods. PubDate: Sun, 01 Oct 2017 07:45:41 +000
Abstract: An artificial stock market with agent-based model is built to investigate effects of different information characteristics of common factors on the dynamics stock returns. Investors with limited information capacity update their beliefs based on the information they have obtained and processed and optimize portfolios based on beliefs. We find that with changing of concerned information characteristics the uncertainty of stock price returns rises and is higher than the uncertainty of intrinsic value returns. However, this increase is constrained by the limited information capacity of investors. At the same time, we also find that dependence between returns of stock prices also increased with the changing information environment. The uncertainty and dependency pertaining to prices show a positive relationship. However, the positive relationship is weakened when taking into account the features of intrinsic values, based on which prices are generated. PubDate: Thu, 28 Sep 2017 09:30:08 +000
Abstract: Designer engineers have always the serious challenge regarding the choice of the kind of structures to use in the areas with significant seismic activities. Development of fragility curve provides an opportunity for designers to select a structure that will have the least fragility. This paper presents an investigation into the seismic vulnerability of both steel and reinforced concrete (RC) moment frames using fragility curves obtained by HAZUS and statistical methodologies. Fragility curves are employed for several probability parameters. Fragility curves are used to assess several probability parameters. Furthermore, it examines whether the probability of the exceedence of the damage limit state is reduced as expected. Nonlinear dynamic analyses of five-, eight-, and twelve-story frames are carried out using Perform 3D. The definition of damage states is based on the descriptions provided by HAZUS, which gives the limit states and the associated interstory drift limits for structures. The fragility curves show that the HAZUS procedure reduces probability of damage, and this reduction is higher for RC frames. Generally, the RC frames have higher fragility compared to steel frames. PubDate: Thu, 28 Sep 2017 07:15:13 +000
Abstract: Limited pedestrian microcosmic simulation models focus on the interactions between pedestrians and vehicles at unmarked roadways. Pedestrians tend to head to the destinations directly through the shortest path. So, pedestrians have inclined trajectories pointing destinations. Few simulation models have been established to describe the mechanisms underlying the inclined trajectories when pedestrians cross unmarked roadways. To overcome these shortcomings, achieve solutions for optimal design features before implementation, and help to make the design more rational, the paper establishes a modified social force model for interactions between pedestrians and vehicles at unmarked roadways. To achieve this goal, stop/go decision-making model based on gap acceptance theory and conflict avoidance models were developed to make social force model more appropriate in simulating pedestrian crossing behaviors at unmarked roadways. The extended model enables the understanding and judgment ability of pedestrians about the traffic environment and guides pedestrians to take the best behavior to avoid conflict and keep themselves safe. The comparison results of observed pedestrians’ trajectories and simulated pedestrians’ trajectories at one unmarked roadway indicate that the proposed model can be used to simulate pedestrian crossing behaviors at unmarked roadways effectively. The proposed model can be used to explore pedestrians’ trajectories variation at unmarked roadways and improve pedestrian safety facilities. PubDate: Wed, 27 Sep 2017 00:00:00 +000
Abstract: The aim of this work is to analyze the influence of the fast development of a disease on competition dynamics. To this end we present two discrete time ecoepidemic models. The first one corresponds to the case of one parasite affecting demography and intraspecific competition in a single host, whereas the second one contemplates the more complex case of competition between two different species, one of which is infected by the parasite. We carry out a complete mathematical analysis of the asymptotic behavior of the solutions of the corresponding systems of difference equations and derive interesting ecological information about the influence of a disease in competition dynamics. This includes an assessment of the impact of the disease on the equilibrium population of both species as well as some counterintuitive behaviors in which although we would expect the outbreak of the disease to negatively affect the infected species, the contrary happens. PubDate: Wed, 20 Sep 2017 00:00:00 +000
Abstract: This paper investigates the modified function projective synchronization between fractional-order chaotic systems, which are partially linear financial systems with uncertain parameters. Based on the stability theory of fractional-order systems and the Lyapunov matrix equation, a controller is obtained for the synchronization between fractional-order financial chaotic systems. Using the controller, the error systems converged to zero as time tends to infinity, and the uncertain parameters were also estimated so that the phenomenon of parameter distortion was effectively avoided. Numerical simulations demonstrate the validity and feasibility of the proposed method. PubDate: Tue, 19 Sep 2017 09:58:05 +000
Abstract: The frequency and severity of climate abnormal change displays an irregular upward cycle as global warming intensifies. Therefore, this paper employs a doubly stochastic Poisson process with Black Derman Toy (BDT) intensity to describe the catastrophic characteristics. By using the Property Claim Services (PCS) loss index data from 2001 to 2010 provided by the US Insurance Services Office (ISO), the empirical result reveals that the BDT arrival rate process is superior to the nonhomogeneous Poisson and lognormal intensity process due to its smaller RMSE, MAE, MRPE, and U and larger E and d. Secondly, to depict extreme features of catastrophic risks, this paper adopts the Peak Over Threshold (POT) in extreme value theory (EVT) to characterize the tail characteristics of catastrophic loss distribution. And then the loss distribution is analyzed and assessed using a quantile-quantile (QQ) plot to visually check whether the PCS index observations meet the generalized Pareto distribution (GPD) assumption. Furthermore, this paper derives a pricing formula for zero-coupon catastrophe bonds with a stochastic interest rate environment and aggregate losses generated by a compound doubly stochastic Poisson process under the forward measure. Finally, simulation results verify pricing model predictions and show how catastrophic risks and interest rate risk affect the prices of zero-coupon catastrophe bonds. PubDate: Wed, 13 Sep 2017 09:35:41 +000
Abstract: Hospitals are essential components of a city; huge traffic demand is generated and attracted, causing contradiction between parking supply and demand. By sharing parking berths, limited space can serve more demand which is beneficial to alleviating parking problems. Aimed at improving the capacity of shared parking, the paper analyzes four parking groups in typical hospitals, which are medical staff, outpatients, emergency patients, and visiting groups. The parking demand of medical staff is rigid. For outpatients and visiting groups, longer walking distance is acceptable and more attention is paid to parking fee. By contrast, emergency patients can accept shorter walking distance and focus more on convenience due to urgency. Under this circumstance, parking behaviors selection models are established by means of Multinomial Logit Model. On this basis, time value is adopted to calculate the tolerance of alterative parking time. Moreover, this paper explores the variation of time window, under different parking impedance. A case study is conducted and suggests that start and end point of a certain time window can be influenced by external factors. PubDate: Wed, 13 Sep 2017 00:00:00 +000
Abstract: The delivery time of order has become an important fact for customers to evaluate logistics services. Due to the diverse and large quantities of orders in the background of electronic commerce, how to improve the flexibility of distribution hub and reduce the waiting time of customers becomes one of the most challenging questions for logistics companies. With this in mind, this paper proposes a new method of flexibility assessment in distribution hub by introducing cost weighted time (CWT). The advantages of supply hub operation mode in delivery flexibility are verified by the approach: the mode has pooling effects and uniform distribution characteristics; these traits can reduce overlapping delivery time to improve the flexibility in the case of two suppliers. Numerical examples show that the supply hub operation mode is more flexible than decentralized distribution operation mode in multidelivery cycles. PubDate: Mon, 11 Sep 2017 00:00:00 +000
Abstract: The agile earth observing satellite scheduling (AEOSS) problem consists of scheduling a subset of images among a set of candidates that satisfy imperative constraints and maximize a gain function. In this paper, we consider a new AEOSS model which integrates a time-dependent temporal constraint. To solve this problem, we propose a highly efficient branch and bound algorithm whose effective ingredients include a look-ahead construction method (for generating a high quality initial lower bound) and a combined use of three pruning strategies (which help to prune a large portion of the search space). We conducted computational experiments on a set of test data that were generated with information from real-life scenarios. The results showed that the proposed algorithm is efficient enough for engineering application. In particular, it is able to solve instances with 55 targets to optimality within 164 seconds on average. Furthermore, we carried out additional experiments to analyze the contribution of each key algorithm ingredient. PubDate: Thu, 07 Sep 2017 00:00:00 +000
Abstract: We focus on the algorithm research of a class of six-order generalized Boussinesq equation. We use the finite difference method to discrete the Boussinesq equation. The discrete format with the law of energy conservation is deduced; stability and existence and good order of convergence properties are also derived. The efficiency of the proposed method is tested to numerical results that the convergence of space is of second-order and the conservation law of energy is verified very well for the energy difference. PubDate: Wed, 06 Sep 2017 09:49:30 +000
Abstract: Simple dynamic systems representing time varying states of interconnected neurons may exhibit extremely complex behaviors when bifurcation parameters are switched from one set of values to another. In this paper, motivated by simulation results, we examine the steady states of one such system with bang-bang control and two real parameters. We found that nonnegative and negative periodic states are of special interests since these states are solutions of linear nonhomogeneous three-term recurrence relations. Although the standard approach to analyse such recurrence relations is the method of finding the general solutions by means of variation of parameters, we find novel alternate geometric methods that offer the tracking of solution trajectories in the plane. By means of this geometric approach, we are then able, without much tedious computation, to completely characterize the nonnegative and negative periodic solutions in terms of the bifurcation parameters. PubDate: Wed, 06 Sep 2017 00:00:00 +000
Abstract: Based on the feature of projection operator under box constraint, by using convex analysis method, this paper proposed three robust linear systems to solve a class of quadratic optimization problems. Utilizing linear matrix inequality (LMI) technique, eigenvalue perturbation theory, Lyapunov-Razumikhin method, and LaSalle’s invariance principle, some stable criteria for the related models are also established. Compared with previous criteria derived in the literature cited herein, the stable criteria established in this paper are less conservative and more practicable. Finally, a numerical simulation example and an application example in compressed sensing problem are also given to illustrate the validity of the criteria established in this paper. PubDate: Mon, 28 Aug 2017 00:00:00 +000
Abstract: We derive a piecewise linear difference equation from logistic equations with time delay by ultradiscretization. The logistic equation that we consider in this paper has been shown to be globally stable in the continuous and discrete time formulations. Here, we study if ultradiscretization preserves the global stability property, analyzing the asymptotic behaviour of the obtained piecewise linear difference equation. It is shown that our piecewise linear difference equation has a threshold property concerning global attractivity of equilibria, similar to the stable logistic equations with time delay. PubDate: Sun, 27 Aug 2017 10:35:28 +000
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