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A Finite Difference Method for a Normalized Time-Fractional Black–Scholes Equation

International Journal of Applied and Computational Mathematics 2025年第3期11卷 1-17页

作者： Nam, Yunjae Wang, Jian Lee, Chaeyoung Choi, Yongho Bang, Minjoon Li, Zhengang Kim, Junseok Program in Actuarial Science and Financial Engineering Korea University Seoul 02841 South Korea School of Mathematics and Statistics Nanjing University of Information Science and Technology Nanjing 210044 China Department of Mathematics Kyonggi University Suwon 16227 South Korea Computer and Information Engineering Daegu University Gyeongsan 38453 South Korea Department of Mathematics Korea University Seoul 02841 South Korea

In this article, we propose a normalized time-fractional Black–Scholes (TFBS) equation. The proposed model uses a normalized time-fractional derivative which has a distinctive feature wherein a weight function possesses the property that its integral with respect to time is always equal to one. This feature ensures a well-balanced integration over time and provides a fair comparison between different fractional orders. An implicit finite difference method is used for the numerical solution of the TFBS equation. We perform several standard numerical tests to examine the effect of the fractional parameter on the option pricing. These experiments are designed to investigate how variations in the fractional parameter influence pricing outcomes and provide valuable insights into the model’s behavior under different conditions. The computational results demonstrate the model’s potential for capturing more intricate market dynamics, which makes the proposed model a promising tool for financial analysis. In the appendix, we provide a computer program that implements the numerical methods discussed in the paper for interested readers. © The Author(s), under exclusive licence to Springer Nature India Private Limited 2025.

关键词： Implicit finite difference method Memory effect Normalized time-fractional Black–Scholes equation

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Reachability Analysis of Nonlinear Discrete-Time Systems Using Polyhedral Relaxations and Constrained Zonotopes

arXiv

引用

arXiv 2025年

作者： Rego, Brenner S. Raffo, Guilherme V. Terra, Marco H. Scott, Joseph K. Department of Chemical and Biomolecular Engineering Georgia Institute of Technology 311 Ferst Dr. AtlantaGA30318 United States Department of Electrical and Computer Engineering University of São Paulo SP São Carlos13566-590 Brazil Department of Electronics Engineering the Graduate Program in Electrical Engineering Federal University of Minas Gerais MG Belo Horizonte31270-901 Brazil

This paper presents a novel algorithm for reachability analysis of nonlinear discrete-time systems. The proposed method combines constrained zonotopes (CZs) with polyhedral relaxations of factorable representations of nonlinear functions to propagate CZs through nonlinear functions, which is normally done using conservative linearization techniques. The new propagation method provides better approximations than those resulting from linearization procedures, leading to significant improvements in the computation of reachable sets in comparison to other CZ methods from the literature. Numerical examples highlight the advantages of the proposed algorithm. © 2025, CC BY-NC-ND.

关键词： Numerical methods

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A Low Power Digitizer Array with Adaptive Split Current Source for 3-D-Stacked 100 MP High Dynamic Range Imager

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IEEE Sensors Journal 2025年

作者： Lee, Youngwoo Kim, Seyeon Kim, Jinha Kim, Suhwan Jun, Jaehoon Seoul08826 Korea Republic of Samsung Electronics Hwaseong18448 Korea Republic of Inha University Department of Electrical and Computer Engineering Program in Semiconductor Convergence Incheon22212 Korea Republic of Seoul National University Department of Electrical and Computer Engineering Seoul08826 Korea Republic of Gwanak Analog Company Ltd Seoul08826 Korea Republic of

The increasing demand for high dynamic range (HDR), power efficiency, and high resolution has driven the adoption of single-exposure dual conversion gain (DCG) techniques. This paper proposes an adaptive split current source to optimize power consumption in single-exposure DCG readouts. By splitting the comparator bias current, the power consumption of the digitizer array can be adaptively optimized based on the conversion gain (CG) of pixel in single-exposure DCG operation. Additional power-saving features including decision-feedback and auto-zeroing (AZ) power-down techniques are also implemented to further improve power efficiency. The proposed digitizer chip was fabricated in a 28 nm CMOS process, achieving a power consumption reduction of 44.5% in comparator. The integral nonlinearity (INL) was measured as +2.67/–2.34 LSB in high conversion gain (HCG) and +2.95/–1.92 LSB in low conversion gain (LCG). The input-referred random noise (RN) values of 2.17 LSB (HCG) and 2.41 LSB (LCG) were measured at an analog gain of 16, corresponding to 93 μVrms and 103 μVrms, respectively. The prototype chip shows a highly competitive figure of merit (FoM) of 2.41 mV∙pJ/pixel/frame. © 2001-2012 IEEE.

关键词： CMOS integrated circuits

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Unavoidable multilevel biaxial symmetry breaking in chiral hybrid liquid crystals

引用

Physical Review E 2025年第4期111卷 045410-045410页

作者： Jin-Sheng Wu Marina Torres Lázaro Souvik Ghosh Haridas Mundoor Henricus H. Wensink Ivan I. Smalyukh Department of Physics and Chemical Physics Program University of Colorado Boulder Colorado 80309 USA Laboratoire de Physique des Solides–UMR 8502 Université Paris-Saclay and CNRS 91405 Orsay France International Institute for Sustainability with Knotted Chiral Meta Matter Hiroshima University Higashihiroshima Japan Department of Electrical Computer and Energy Engineering Materials Science and Engineering Program and Soft Materials Research Center University of Colorado Boulder Colorado 80309 USA Renewable and Sustainable Energy Institute National Renewable Energy Laboratory and University of Colorado Boulder Colorado 80309 USA

Chiral nematic or cholesteric liquid crystals (LCs) are fluid mesophases with long-ranged orientational order featuring a quasilayered periodicity imparted by a helical director configuration but lacking long-range positional order. Doping molecular cholesteric LCs with strongly anisotropic uniaxial colloidal particles adds another level of complexity because of the interplay between weak surface-anchoring boundary conditions and bulk-based elastic distortions near the particle-LC interface. Using cylindrical colloidal disks and rods with different geometric shapes and surface conditions, we demonstrate that these colloidal inclusions generically exhibit biaxial orientational probability distributions which may impart anomalously strong local biaxiality onto the hybrid cholesteric LC structure. Unlike nonchiral hybrid molecular-colloidal LCs, where biaxial order emerges only at critical colloid volume fractions exceeding some uniaxial-biaxial transition value, the orientational probability of the colloidal inclusions immersed in chiral nematic hosts is unambiguously biaxial even at infinite dilution. We demonstrate that the colloids induce local biaxial perturbations within the molecular orientational order of the LC host medium which strongly enhances the weak but native biaxial order of chiral nematic LC induced by the chiral symmetry breaking of the director field. With the help of analytical modeling and computer simulations based on the Landau–de Gennes free energy of the host LC around the colloids, we rationalize the observed multilevel biaxial order and conclude that it is not only unavoidable but also strongly enhanced compared to both achiral hybrid LCs and purely molecular cholesteric LCs.

关键词： Cholesteric liquid crystals

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Microbial Communities in Coastal Salt Marshes Along the Southeast Coast of China and their Effects on Carbon Storage

引用

Current Analytical Chemistry 2025年

作者： Lv, Chunguang Li, Yan Zhang, Huining Wang, Chenyi Ren, Min Zhang, Chiqian Zhejiang Wanli University College of Biological & Environmental Sciences 315000 China NingboTech University School of Civil Engineering 315000 China Marine Environmental Monitoring Centre of Ningbo 315100 China Civil Engineering Program College of Engineering & Computer Science Arkansas State University AR72467 United States

Background: Wetlands are vital carbon sinks, with coastal salt marshes being particularly effective in carbon sequestration. Understanding how different vegetation types influence soil carbon storage and microbial composition can enhance our knowledge of these ecosystems’ roles in global carbon cycling. Methods: This study investigates soil physicochemical properties, soil carbon storage, and microbial community composition and diversity at three depths (10, 30, and 60 cm) in five salt marsh plots from five coastal salt marshes: Bare flat (a non-vegetated marsh) and plots dominated by Imperata cylindrica, Solidago canadensis, Suaeda spp., and Phragmites australis. Carbon storage was evaluated by measuring soil organic carbon (SOC) content. At the same time, high-throughput sequencing was employed to analyze microbial communities, aiming to elucidate their relationships with soil carbon storage and wetland vegetation. Results: The average SOC contents in the five plots were in the order of S. canadensis (13.33 g·kg–1) > Bare flat (11.45 g·kg–1) > Suaeda spp. (8.10 g·kg–1) > I. cylindrica (6.15 g·kg–1) > P. australis (5.80 g·kg–1). S. canadensis and Bare flat marshes had the highest carbon content, which is mainly attributed to the presence of the most abundant carbon-fixation microbes, Fulvivirgaceae (family) and Acidobacteria RB41 (genus), in the soil of these two plots. Both organic and dissolved organic carbon contents at 10 cm were higher than those at the other two depths for all five marshes. Conclusion: The Bare flat exhibited strong carbon sequestration capability, second only to the invasive S. canadensis plot among the five plots surveyed. It also showed the highest microbial abundance and the greatest number of carbon-sequestration-related functional genes. The S. canadensis plot exhibited the lowest microbial community diversity and abundance despite having the highest carbon storage capacity. As an invasive species, S. canadensis should be removed to mit

关键词： Vegetation

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MV-CLAM: Multi-View Molecular Interpretation with Cross-Modal Projection via Language Model

arXiv

引用

arXiv 2025年

作者： Ha, Sumin Kim, Jun Hyeong Piao, Yinhua Kim, Sun Interdisciplinary Program in Artificial Intelligence Seoul National University Korea Republic of Bio-MAX/N-Bio Seoul National University Korea Republic of Department of Computer Science and Engineering Seoul National University Korea Republic of Interdisciplinary Program in Bioinformatics Seoul National University Korea Republic of AIGENDRUG Co. Ltd. Korea Republic of

Human expertise in chemistry and biomedicine relies on contextual molecular understanding, a capability that large language models (LLMs) can extend through fine-grained alignment between molecular structures and text. Recent multimodal learning advances focus on cross-modal alignment, but existing molecule-text models ignore complementary information in different molecular views and rely on single-view representations, limiting molecular understanding. Moreover, naïve multi-view alignment strategies face two challenges: (1) separate aligned spaces with inconsistent mappings between molecule and text embeddings, and that (2) existing loss objectives fail to preserve complementary information for fine-grained alignment. This can limit the LLM’s ability to fully understand the molecular properties. To address these issues, we propose MV-CLAM, a novel framework that aligns multi-view molecular representations into a unified textual space using a multi-query transformer (MQ-Former). Our approach ensures cross-view consistency while a token-level contrastive loss preserves diverse molecular features across textual queries. MV-CLAM enhances molecular reasoning, improving retrieval and captioning accuracy. The source code of MV-CLAM is available in https://***/sumin124/***. © 2025, CC BY-NC-SA.

关键词： Molecular docking

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Mixotrophic Chlorella pyrenoidosa biofilm with enhanced biomass production, microalgal activity, and nutrient removal from nutrient-rich wastewater

引用

Journal of Environmental Sciences (China) 2025年 157卷 366-377页

作者： Wu, Xiongwei Jin, Cong Zhang, Chiqian Li, Ping Huang, Jim Junhui Wu, Jing Wu, Jinhua Hu, Zhiqiang School of Environment and Energy South China University of Technology Guangzhou510006 China Zhongshan Institute of Modern Industrial Technology of South China University of Technology Zhongshan528400 China Civil Engineering Program College of Engineering & Computer Science Arkansas State University JonesboroAR72467 United States Environmental Research Institute National University of Singapore Singapore117411 Singapore Department of Civil and Environmental Engineering University of Missouri-Columbia 65211 United States

Microalgae possess significant advantages in nitrogen and phosphorus removal from nutrient-rich wastewater that are highly efficient and independent of the C/N ratio. However, challenges such as low biomass productivity, high variability in nutrient removal under different trophic types, and difficulty in harvesting biomass limits the large-scale application of microalgae wastewater treatment. This study attempted to employ mixotrophic microalgae biofilm to address these issues. The biomass production, microalgal activity, and nutrient removal of Chlorella pyrenoidosa biofilms with different trophic types were compared for nutrient-rich wastewater treatment. The results showed that the biomass productivity of the mixotrophic microalgal biofilm (0.215 g/(L·d)) was 2.3, 8.6, and 6.0 times higher than that of photoautotrophic microalgal biofilm, heterotrophic microalgal biofilm, and photoautotrophic suspended microalga, respectively. Additionally, the dehydrogenase activity (DHA), indicating microalgal activity, of the mixotrophic biofilm was 2.3 and 16.5 times higher than that of photoautotrophic and heterotrophic biofilms, respectively. Meanwhile, the mixotrophic biofilm removed 96.0 % of NH4+-N and 99.2 % of PO43–-P, more efficient than that with other types of biofilms and suspended microalgae. In an open-ended air-lift photobioreactor, the mixotrophic microalgal biofilm produced biomass at 0.12 g/(L·d) and removed 90.0 % of NH4+-N and 97.6 % of PO43–-P. This study suggests that the mixotrophic microalgal biofilm shows promise in treating nutrient-rich wastewater and producing microalgal biomass for value-added products. © 2024

关键词： Microalgae

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Visual Control and Mapping for UAV-Based Platform Inspection

Visual Control and Mapping for UAV-Based Platform Inspection

引用

International Conference on Unmanned Aircraft Systems (ICUAS)

作者： Leonardo A. Fagundes Carlos M. Soria Raquel F. Vassallo Alexandre S. Brandão Department of Electrical Engineering Graduate Program on Computer Science Federal University of Viçosa Viçosa MG Brazil Facultad de Ingeniería Instituto de Automática Universidad Nacional de San Juan Argentine Department of Electric Engineering Federal University of Espirito Santo Vitória ES Brazil

ISBN: (数字)9798331513283

ISBN: (纸本)9798331513290

Autonomous take-off and landing capabilities are crucial in UAV vision-based missions, ensuring adaptive navigation, especially in challenging environments where realtime identification and interaction with a variety of landing platforms are required. In this context, this paper presents a servo-visual controller that uses pattern detection and color segmentation techniques to identify take-off/landing platforms and estimate their current orientation. The proposed system was subjected to experimental validation with four platforms positioned in different orientations, heights, and positions, demonstrating its versatility in various conditions. Our study addresses the Flying Robots Trial League challenge, which emulates mapping and inspection tasks in offshore platforms.

关键词： Visualization Offshore installations Navigation Color Inspection Autonomous aerial vehicles Aircraft Drones Aerospace control

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UAV-Based Real-Time Air Quality Monitoring and Prediction Using Machine Learning Approach

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IEEE Internet of Things Journal 2025年

作者： Hsu, Huan-Chia Tarekegn, Getaneh Berie Getnet, Mastewal Endeshaw Yu, Kuo-Pin Tai, Li-Chia NYCU Department of Electrical and Computer Engineering Hsinchu30010 Taiwan NYCU Institute of Electrical and Control Engineering Hsinchu30010 Taiwan NYCU Institute of Environmental and Occupational Health Sciences Taipei112304 Taiwan NYCU Department of International Health Program Taipei112304 Taiwan

Globally, air pollution has become a major problem due to the growth of the human population and rapid urbanization, posing a serious threat to the environment and human health. Currently, most monitoring systems are based on fixed monitoring stations and are inefficient due to slow response time. An accurate and real-time air quality monitoring and prediction (AQMP) system is required to prevent health problems caused by air pollution. With the swift advancement of Internet of Things (IoT) technologies such as low-cost sensors and advanced wireless communication systems capable of sensing their environment, connecting with other systems, and interacting with users. To overcome the problems of existing systems, this paper aims to develop an unmanned aerial vehicle (UAV)-based real-time AQMP system by integrating artificial intelligence and data science technologies. The proposed UAV is equipped with lightweight air quality sensors including particulate matter (i.e., PM2.5 and PM10), carbon monoxide (CO), carbon dioxide (CO2), and ozone (O3), and meteorological sensors. The sensors are mounted on the UAV via the microcontroller, and the sensors reading data is transmitted to the web server via a message queueing telemetry transport (MQTT) protocol using a 5G mobile network module. Practical experiments were conducted in Hsinchu City and the industrial area of Yunlin County to collect real-time air pollutant data. Then, we employed a hybrid of attention mechanism, convolutional neural network (CNN) and gated recurrent unit (GRU) algorithms to predict future air quality levels. Experimental results show that the proposed system improves prediction performance compared with baseline time series algorithms. © 2014 IEEE.

关键词： Air quality

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Spectral Extremal Connectivity of Two-State Seizure Brain Waves

arXiv

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arXiv 2025年

作者： Talento, Mara Sherlin D. Richards, Jordan Pinto-Orellana, Marco Huser, Raphael Ombao, Hernando C. Statistics Program Computer Electrical and Mathematical Science & Engineering Division King Abdullah University of Science and Technology 23955 - 6900 Saudi Arabia Neuro-AI Laboratory Computer Electrical and Mathematical Science & Engineering Division King Abdullah University of Science and Technology 23955 - 6900 Saudi Arabia School of Mathematics Maxwell Institute for Mathematical Sciences University of Edinburgh EdinburghEH9 3FD United Kingdom Department of Biomedical Engineering University of California Irvine92697 United States

Coherence analysis plays a vital role in the study of functional brain connectivity. However, coherence captures only linear spectral associations, and thus can produce misleading findings when ignoring variations of connectivity in the tails of the distribution. This limitation becomes important when investigating extreme neural events that are characterized by large signal amplitudes. The focus of this paper is to examine connectivity in the tails of the distribution, as this reveals salient information that may be overlooked by standard methods. We develop a novel notion of spectral tail association of periodograms to study connectivity in the network of electroencephalogram (EEG) signals of seizure-prone neonates. We further develop a novel non-stationary extremal dependence model for multivariate time series that captures differences in extremal dependence during different brain phases, namely burst-suppression and non-burst-suppression. One advantage of our proposed approach is its ability to identify tail connectivity at key frequency bands that could be associated with outbursts of energy which may lead to seizures. We discuss these novel scientific findings alongside a comparison of the extremal behavior of brain signals for epileptic and non-epileptic patients. © 2025, CC BY.

关键词： Electroencephalography

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