ARTICLE | doi:10.20944/preprints202311.1734.v1
Subject: Engineering, Energy And Fuel Technology Keywords: preconditioning; JFNK; coloring algorithm; reordering algorithm; incomplete LU factorization
Online: 28 November 2023 (07:14:29 CET)
Jacobian-free Newton Krylov (JFNK) is an attractive method to solve nonlinear equations in nuclear engineering systems, and has been successfully applied to steady-state neutron diffusion (k-eigenvalue) problems and multi-physics coupling problems. Preconditioning technique plays an important role in JFNK algorithm, significantly affecting computational efficiency. The key point is how to automatically construct a high-quality preconditioning matrix that can improve the convergence rate, and perform the preconditioning matrix factorization efficiently. An efficient reordering-based ILU(k) preconditioner is proposed to achieve the above objectives. In detail, the finite difference technique combined with the coloring algorithm is utilized to construct an efficient preconditioning matrix with low computational cost automatically. Furthermore, the reordering algorithm is employed for the ILU(k) to reduce the additional non-zero elements and pursue robust computational performance. A two-dimensional LRA neutron steady-state benchmark problem is used to evaluate the performance of the proposed preconditioning technique, and steady-state neutron diffusion problem with thermal-hydraulic feedback is also utilized as a supplement. The results show that coloring algorithms can efficiently and automatically construct the preconditioning matrix. The reordering-based ILU(k) preconditioner shows excellent robustness, avoiding the effect of fill-in levels k choice in incomplete LU factorization.
ARTICLE | doi:10.20944/preprints202208.0284.v2
Subject: Computer Science And Mathematics, Applied Mathematics Keywords: Safe price; multi asset options; Bermudan options; incomplete markets
Online: 8 September 2022 (09:18:40 CEST)
In this note we describe a new approach to the option pricing problem by introducing the notion of the safe (and acceptable) for the writer price of an option, in contrast to the fair price used in the Black-Scholes model. Our starting point is that the option pricing problem is closely related with the hedging problem by practical techniques. Recalling that the Black - Scholes model does not give us the price of the option but the initial value of a replicating portfolio we observe easily that has a serious disadvantage because assumes the building of this replicating portfolio continuously in time and this is a disadvantage of any model that assumes such a construction. Here we study the problem from the practical point of view concerning mainly the over the counter market. This approach is not affected by the number of the underlying assets and is particularly useful for incomplete markets. In the usual Black-Scholes or binomial or some other approaches one assumes that one can invest or borrow at the same risk free rate $r>0$ which is not true in general. Even if this is the case one can immediately observes that this risk free rate is not a universal constant but is different among different people or institutions. So, the fair price of an option is not so much fair! Moreover, the two sides are not, in general, equivalent against the risk therefore the notion of a fair price has no meaning at all. We also define a variant of the usual binomial model, by estimating safe upward and downward rates $u,d$, trying to give a cheaper safe or acceptable price for the option.
ARTICLE | doi:10.20944/preprints201808.0369.v3
Subject: Medicine And Pharmacology, Psychiatry And Mental Health Keywords: schizophrenia; incomplete neurogenesis; sleep-wake cycle; non-REM sleep
Online: 9 October 2018 (05:08:56 CEST)
Through the use of a simplified model of consciousness this paper illustrates the symptoms of schizophrenia linked to neocortical structures and functions. It makes the case that the bewildering and varied presentation of symptoms in schizophrenia can be analyzed and explained using such models. The model is used to illustrate the central thesis of the paper, that schizophrenia is a disorder of neurogenesis which leads to progressive neurochemical, functional and neurophysiological changes that create the characteristic behaviors of the disease.
ARTICLE | doi:10.20944/preprints202212.0580.v1
Subject: Business, Economics And Management, Finance Keywords: credence goods; price and performance; incomplete contracts; gift exchange and reciprocity
Online: 30 December 2022 (09:55:50 CET)
When sellers set the price for ex-ante unobservable and ex-post unenforceable quality, price signals credence quality. Hedge funds resemble incomplete long-term contracts for credence goods under buyer-determined auctions. I show that hedge funds' ability to solicit investments at higher management fees signals their capacity to generate higher net returns. This result is more pronounced during bust cycles and closer to financial hubs, i.e., when signaling quality is more valuable. The findings are relevant to understanding price and effort in the provision of credence goods like medical procedures and legal advice.
ARTICLE | doi:10.20944/preprints201705.0187.v1
Subject: Business, Economics And Management, Economics Keywords: Monty Hall; Equiprobability Bias; games of incomplete information; Bayes Nash Equilibrium
Online: 25 May 2017 (08:57:06 CEST)
This paper formulates the classic Monty Hall problem as a Bayesian game. Allowing Monty a small amount of freedom in his decisions facilitates a variety of solutions. The solution concept used is the Bayes Nash Equilibrium (BNE), and the set of BNE relies on Monty's motives and incentives. We endow Monty and the contestant with common prior probabilities (p) about the motives of Monty, and show that under certain conditions on p, the unique equilibrium is one where the contestant is indifferent between switching and not switching. This coincides and agrees with the typical responses and explanations by experimental subjects. Finally, we show that our formulation can explain the experimental results in Page (1998) ; that more people gradually choose switch as the number of doors in the problem increases.
ARTICLE | doi:10.20944/preprints202106.0136.v1
Subject: Engineering, Automotive Engineering Keywords: Droop control; micro-grid inverter; grid-connected mode; instantaneous frequency detection; incomplete derivation
Online: 4 June 2021 (10:48:27 CEST)
This paper presents an improved droop control strategy for grid-connected inverter power stability and power quality under distorted with consideration of grid fluctuation and inter-harmonics. An instantaneous frequency without PLL and amplitude of capacitor voltage feed-forward control strategy is given to power stability control, meanwhile a grid current feedback control is given by an incomplete derivation with a high-pass filter, so that the harmonics and inter-harmonics current can be suppressed. These approaches can provide both good active and reactive power dynamic response under fluctuation of frequency, and rejection ability against harmonic and inter-harmonic voltage. Based on model of inverter, the proposed control strategies are designed in detail. Simulations and experiments are present to validate the effectiveness of proposed method.
ARTICLE | doi:10.20944/preprints202307.0835.v1
Subject: Business, Economics And Management, Other Keywords: renewable energy,disappointment theory; incomplete fuzzy preference relationship; satisfaction matrix; two-sided matching; field survey
Online: 13 July 2023 (03:00:24 CEST)
In the context of "dual carbon", with the continuous deepening of the power system reform, the application of high proportion renewable energy is becoming increasingly widespread. All sectors of society have put forward higher requirements for electricity sales packages, which can guide the behavior of power users, promote energy conservation and emission reduction, and finally promote low-carbon operation of the power market economy.Therefore, the requirements of power users and power selling companies for the power selling package are increasing, which puts forward higher requirements to the power selling package recommended by the power selling company . However, the existing recommendation methods are unable to make appropriate recommendations for the users with lack of preference information. Therefore, this paper proposes a two-sided matching decision-making method of electricity sales package based on disappointment theory. First of all, according to the incomplete fuzzy preference relationship provided by the power user and the electricity sales package, the respective priority weight vector is obtained, and then the subjective satisfaction matrix of the power user and the electricity sales package to each other is obtained; Next, the adjusted satisfaction matrix is calculated by adding the influence of the theory of joy and disappointment; Then, based on the adjusted satisfaction matrix, an optimization model aiming at maximizing the total satisfaction of power users and electricity sales packages is established, and the optimal stable matching model of power users and electricity sales packages is obtained; Finally, taking an industrial park in Zhejiang Province as an example, by using the bilateral matching method proposed in this article, the optimal matching schemes for 5 power users and 6 electricity sales packages are obtained, which shows the effectiveness and rationality of the two-sided matching decision-making method of electricity sales package based on the disappointment theory proposed in this paper.
ARTICLE | doi:10.20944/preprints202101.0390.v1
Subject: Biology And Life Sciences, Anatomy And Physiology Keywords: protein structure; relative solvent accessibility; secondary structure; phylogeny; models of sequence evolution; gene tree-species tree discordance; incomplete lineage sorting; Ctenophora; Porifera
Online: 19 January 2021 (16:46:25 CET)
Despite the long history of using protein sequences to infer the tree of life the potential for different parts of protein structures to retain historical signal remains unclear. We propose that it might be possible to improve analyses of phylogenomic datasets by incorporating information about protein structure; we test this idea using the position of the root of Metazoa (animals) as a model system. We examined the distribution of “strongly decisive” sites (alignment positions that support a specific tree topology) in a dataset comprising >1,500 proteins and almost 100 taxa. The proportion of each class of strongly decisive sites in different structural environments was very sensitive to the model used to analyze the data when a limited number of taxa were used but they were stable when taxa were added. As long as enough taxa were analyzed, sites in all structural environments supported the same topology (ctenophores sister to other animals) regardless of whether standard tree searches or decisive sites were used to select the optimal tree. However, the use of decisive sites revealed a difference between the support for minority topologies for sites in different structural environments; buried sites and sites in sheet and coil environments exhibited equal support for the minority topologies whereas solvent exposed and helix sites had unequal numbers of sites supporting the minority topologies. Given the plausible trees equal support for minority topologies is consistent with discordance among gene trees, making it possible the relatively slowly evolving buried (and sheet and coil) sites are giving an accurate picture of the true species tree as well as the amount of conflict among gene trees. Alternatively, the apparent support could reflect currently uncharacterized processes of molecular evolution. Regardless, it is clear that analyses of the deepest branches in the animal tree of life using sites in different structural environments are associated with a subtle data type effect that results in distinct phylogenetic signals.