Search

In this study, we explore the valuation challenge posed by American options subject to regime switching, utilizing a model defined by a complex system of parabolic variational inequalities within an infinite domain. The initial pricing model is transformed into a linear complementarity problem (LCP) in a bounded rectangular domain, achieved through the application of a priori estimations and the introduction of an appropriate artificial boundary condition. To discretize the LCP, we employ a finite difference method (FDM), and address the resulting discretized system using a primal-dual active set (PDAS) strategy. The PDAS approach is particularly advantageous for its ability to concurrently determine the option's price and the optimal exercise boundary. This paper conducts an extensive convergence analysis, evaluating both the truncation error associated with the FDM and the iteration error of the PDAS. Comprehensive numerical simulations are performed to validate the method's accuracy and efficiency, underscoring its significant potential for application in the field of financial mathematics. [ABSTRACT FROM AUTHOR]

Few-shot segmentation (FSS) aims to segment novel classes given a small number of labeled samples. Most of the existing studies do not fine-tune the model during meta-testing, thus biasing the model towards the base classes and preventing the prediction of novel classes. Other studies only use support images for fine-tuning, which biases the model towards the support images rather than the target query images, especially when there is a large difference between the support and the query images. To alleviate these issues, we propose an e ̲ fficient f ̲ ine- t ̲ uning network (EFTNet) that uses unlabeled query images and predicted pseudo labels to fine-tune the trained model parameters during meta-testing, which can bias the model towards the target query images. In addition, we design a query-to-support module, a support-to-query module, and a discrimination module to evaluate which fine-tuning round the model achieves optimal results. Moreover, the query-to-support module also takes the query images and their pseudo masks as part of the support images and support masks, which causes the prototypes to contain query information and tend to obtain better predictions. As a new meta-testing scheme, our EFTNet can be easily combined with existing studies and greatly improve their model performance without repeating the meta-training phase. Many experiments on PASCAL- 5 i and COCO- 20 i prove the effectiveness of our EFTNet. The EFTNet also achieves new state-of-the-art performance. Codes are available at https://github.com/Jiaguang-NEU/EFTNet. [ABSTRACT FROM AUTHOR]

At present, the main controlling factors of helium accumulation is one of the key scientific problems restricting the exploration and development of helium reservoir. In this paper, based on the calculation results of He generation rate and the geochemical characteristics of the produced gas, both the similarities and differences between natural gas and He resources in the Bohai Bay, Ordos and the surrounding Songliao Basin are compared and analyzed, discussing the main controlling factors of helium resources in the three main petroliferous basins of the North China Craton. It is found that the three basins of Bohai Bay, Ordos and Songliao have similar characteristics of source rocks, reservoirs and cap rocks, that's why their methane resource characteristics are essentially the same. The calculated 4He generation per cubic metamorphic crystalline basement in the three basins is roughly equivalent, which is consistent with the measured He resources, and it is believed that the 4He of radiogenic from the crust is the main factor controlling the overall He accumulation in the three basins; there is almost no contribution of the mantle-derived CH4, which suggests that the transport and uplift of mantle-derived 3He carried by the present-day magmatic activities along the deep-large faults is not the main reason for the mantle-derived 3He mixing in the basins. Combined with the results of regional volcanic and geophysical studies, it is concluded that under the background of the destruction of North China Craton, magma intrusion carried a large amount of mantle-derived material and formed basic volcanic rocks in the Bohai Bay Basin and Songliao Basin, which replenished mantle-derived 3He for the interior of the basins, and that strong seismic activities in and around the basins also promoted the upward migration of mantle source 3He. This study suggests that the tectonic zone with dense volcanic rocks in the Cenozoic era and a high incidence of historical strong earthquakes history may be a potential area for helium resource exploration. [ABSTRACT FROM AUTHOR]

Maximizing the utility of large-scale Internet of Things (IoT) is an important issue in practice. In this paper, we attempt to improve the performance of IoT edge computing system (IoT ECS) from a perspective of task value, which decays with execution time. We consider such an IoT ECS which is composed of multiple mobile equipments (MEs) and edge nodes (ENs). Each ME holds a task with a certain task value decay curve (TVDC) that decides whether to execute locally or at the edge nodes. Further more, we use a system utility function to describe the overall performance of the network by trading-off task value, calculation cost, and network risk factor. We convert the IoT ECS utility maximization problem into a multi-knapsack and multi-dimensional knapsack problem and prove it's NP-hard. Then, we adopt the piecewise linearization method to conquer the non-linear, even non-convex challenge of the objective function, and develop a distributed task offloading scheme based on Lagrange relaxation framework (TOS-LRPLM). Finally, numerical experiments prove the effectiveness of our proposed strategies and its superiority to others. [ABSTRACT FROM AUTHOR]

Increasing water consumption in agriculture due to global climate change has posed considerable challenges to food security, thus improving the efficiency of water production is the key to sustainable agricultural development. Deficit irrigation uses limited water resources to achieve stable crop yield according to the migration law of production parameters during crop growth. This study uses meta-analysis to quantitatively analyze the yield and water effects on winter wheat and summer maize under deficit irrigation in northern China based on previously published studies. The result shows that deficit irrigation results in an average yield reduction of 7.10% for wheat and an average yield reduction of 18.71% for maize, while the average water use efficiency (WUE) increases by 9.25% and 6.38% for wheat and maize, respectively. This research reveals the differences and effectiveness of deficit irrigation of wheat and maize in different regions and hydrological years and proposes appropriate water deficit levels and irrigation strategies. The optimal deficit irrigation schedule in different regions involves irrigating twice during the wheat growth with irrigation quotas of 100–200 mm. Generally, supplementary irrigation is carried out during the critical water demand period. When supplemental water (the sum of irrigation and precipitation) is 80% of full irrigation (FI), maize can obtain higher yield and WUE. This study provides a reference for irrigation strategies for winter wheat and summer maize in the major agricultural producing areas in northern China to mitigate the adverse effects of increased agricultural water use and extreme climates. [ABSTRACT FROM AUTHOR]

The rapid growth of mobile data traffic, especially video streaming traffic, places a serious burden on cellular networks. D2D caching has emerged as a promising paradigm to alleviate network congestions, in which contents are cached at user terminals proactively and then shared among neighbor requesting users via D2D communications. In this paper, we study the content placement problem to maximize cache hit probability (i.e., the probability that contents requested by users are successfully served by neighbor helpers through D2D communications) in D2D underlaid cellular networks. To decide where to cache and which contents to be pushed, we formulate our problem considering D2D communication probability of helpers and preference probability of requesting users. Then our problem is proved to be a submodular function maximization problem under a matroid constraint. To solve this problem, we present an improved greedy algorithm which can achieve an approximation guarantee of min (1 , 1 v 0 + 1 t m i n ) , based on the classic 1 2 -approximation algorithm. Simulation results show that our proposed scheme achieves higher cache hit probability and lower energy consumption compared with existing caching schemes. [ABSTRACT FROM AUTHOR]

We present RealPot, an immersive virtual pottery system with haptic feedback for pottery simulation training using hand-held motion controllers. Our system consists of two major components: an automatic mesh generator and an interactive model editor. The mesh generator can procedurally generate realistic clay meshes by adding Perlin Noise. With the interactive pottery model editor, the user can shape the virtual clay intuitively with a series of bimanual interactions. Based on real-life pottery, a high realism pottery creation workflow was developed and a haptic model was proposed. Our user study investigated how haptic fidelity can impact usability in virtual pottery, and compared our system with a representative work of barehand-based virtual pottery systems. The results of our study reveal that haptic fidelity significantly affects performance and user experience. In addition, the results indicate that our system offers significantly accuracy, presence and usability compared with barehand-based virtual pottery experience. [ABSTRACT FROM AUTHOR]

This paper tries to deal with the issue of state estimation for Boolean control networks (BCNs), and a kind of improved multiple-state observer is proposed. The improved multiple-state observer can be described by means of a specific BCN that overcomes the difficulty of the existing multiple-state observer, where it is difficult to find a general expression for the observer matrix. Next, based on the states that can possibly generate the output and the ones that are observed by the designed observer in current time step, an adaptive algorithm which finishes the design of multiple-state observer is provided to update the observer states, and the purpose of state estimation for BCN is achieved. Finally, an example is given to illustrate the proposed methods. [ABSTRACT FROM AUTHOR]

In this paper, we mainly discuss the existence and uniqueness results of solutions to fractional differential equations with multi-strip boundary conditions. When the fractional order α becomes integer, the existence theorem of positive solutions can be established by a monotone iterative technique. Also, some examples are presented to illustrate the main results. [ABSTRACT FROM AUTHOR]

The tiger nut (Cyperus esculentus L.) possesses a substantial nutrition yet its industrialization process is characterized by sluggishness. Herein, we introduced a green approach to achieve simultaneous extraction of oil and glucose syrup from tiger nuts via an amylolysis-assisted aqueous extraction process (AAEP). Briefly, tiger nut flour was rinsed with fivefold distilled water for 1 h to eliminate non-starch polysaccharides and separate the majority of the oil (64.02%). Subsequently, liquefaction was conducted using α-amylase (AMY), followed by saccharification employing amyloglucosidase (AMG) and pullulanase. The operating conditions of amylolysis were optimized which include enzyme dosage and time of liquefaction and saccharification. Eventually, the final yield of oil and glucose syrup reached 89.84% and 89.41%, respectively. Confocal laser scanning microscopy (CLSM) results demonstrated that starch hydrolysis promoted the release of encapsulated oil, which enhanced the extraction efficiency of oil. Overall, our findings highlight that AAEP is an effective industrial approach facilitating comprehensive utilization of tiger nuts.Graphical Abstract: The tiger nut (Cyperus esculentus L.) possesses a substantial nutrition yet its industrialization process is characterized by sluggishness. Herein, we introduced a green approach to achieve simultaneous extraction of oil and glucose syrup from tiger nuts via an amylolysis-assisted aqueous extraction process (AAEP). Briefly, tiger nut flour was rinsed with fivefold distilled water for 1 h to eliminate non-starch polysaccharides and separate the majority of the oil (64.02%). Subsequently, liquefaction was conducted using α-amylase (AMY), followed by saccharification employing amyloglucosidase (AMG) and pullulanase. The operating conditions of amylolysis were optimized which include enzyme dosage and time of liquefaction and saccharification. Eventually, the final yield of oil and glucose syrup reached 89.84% and 89.41%, respectively. Confocal laser scanning microscopy (CLSM) results demonstrated that starch hydrolysis promoted the release of encapsulated oil, which enhanced the extraction efficiency of oil. Overall, our findings highlight that AAEP is an effective industrial approach facilitating comprehensive utilization of tiger nuts. [ABSTRACT FROM AUTHOR]