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Showing 5 of 5 papers in Applied Mathematics

Topological Fluctuation Series - 05 - The Nature of Black Holes

Yang Liu
2025-12-09 ChinaXiv: chinaxiv-202512.00051

Based on the general principles of "Zong Yi Ning Qi" (宗漪凝契)—specifically the core framework of "topology as the root, wave as the soul, and the three identities across three realms"—this paper focuses on black holes as extreme spacetime celestial bodies to construct a unified mathematical model of "…

AI4Games: A General Strategy Search Framework for Evolutionary Games

Wang Hongyu, Wang Long, Wang Long
2025-08-29 ChinaXiv: chinaxiv-202508.00255 Mixed Source

Systematically excavating strategies with long-term evolutionary advantages in multi-agent systems constitutes a pivotal challenge in evolutionary game theory, complex systems science, and artificial intelligence research. This paper proposes and implements a unified strategy search framework—AI4Gam…

Stability and Hopf bifurcation analysis of fractional double-delay prey-predator model under PD control strategies

Yan Zhou, Zhuang Cui, Wei Zhang, Ruimei Li, Yan Zhou, Ruimei Li
2025-06-09 ChinaXiv: chinaxiv-202506.00063 Original EN

A fractional-order proportional-derivative controller is designed to address bifurcation issues in a dual-time-delay fractional-order predator-prey model. By selecting different delays as bifurcation parameters, the stability and Hopf bifurcation conditions of the controlled system are derived. The …

Besov Estimates for Sub-elliptic Equations in the Heisenberg Group

Feng Zhou, Huimin Cheng, Feng Zhou
2024-02-22 ChinaXiv: chinaxiv-202402.00211

This paper studies the regularity of weak solutions to non-degenerate divergence form subelliptic equations on the Heisenberg group. Based on more general assumptions on the coefficient matrix, this paper establishes, for both homogeneous and inhomogeneous cases, horizontal Calderón-Zygmund estimate…

Variable Volatility Elasticity Model for Commodity Markets

Gong, Fuzhou, Wang, Ting, Wang, Ting
2022-03-30 ChinaXiv: chinaxiv-202203.00120

In this paper, we propose and study a novel continuous-time model, based on the well-known constant elasticity of variance (CEV) model, to describe the asset price process. The basic idea is that the volatility elasticity of the CEV model cannot be treated as a constant from the perspective of stoch…