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AppliedMath

AppliedMath is an international, peer-reviewed, open access journal on applied mathematics published monthly online by MDPI.

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All Articles (415)

This paper investigates the finite-horizon survival probability for a system of correlated arithmetic Brownian motions with heterogeneous drifts and volatilities, focusing on the event in which one component remains strictly below all others. Using a whitening transformation of the covariance structure, we reduce the problem to the survival of a standard Brownian motion in a simplicial cone, characterized by its spherical cross-section. While explicit solutions are available in low dimensions, we address the computationally challenging tetrahedral angular case. We derive a semi-analytic formula for the survival probability via an eigenfunction expansion of the Dirichlet Laplace–Beltrami operator on this curved domain. For efficient implementation, we construct a diffeomorphism from the spherical tetrahedron to a fixed Euclidean tetrahedron, enabling the computation of angular eigenpairs through a stable finite-element scheme. For higher-dimensional regimes, we also introduce a covariance-based difficulty index and geometric bounds based on an inscribed spherical cap to assess spectral convergence and estimate long-time decay rates. Numerical experiments show that this offline–online approach achieves high accuracy and substantial speedups relative to Monte Carlo benchmarks.

10 March 2026

A truncated simplicial cone K⊂R3. Three generating rays v1, v2, v3 with arrowheads, emanate from the origin 0. The three 2-dimensional faces are shaded in light blue. Boundary edges connect the ray tips. The cone interior is labeled σ.

A Robust State Estimation Framework Employing a Nonlinear PI2 Observer for Photobioreactor Monitoring

  • Vicente Peña Caballero,
  • Abraham Efraim Rodríguez-Mata and
  • Víctor Alejandro González-Huitrón
  • + 2 authors

This work proposes an integral-enhanced nonlinear PI2 state observer for the robust estimation of unmeasured states in nonlinear dynamic systems, with experimental validation on a flat-panel photobioreactor. The observer is designed as a virtual sensor to reconstruct key biological variables using a reduced set of online measurements and known operating conditions. Compared with a conventional extended Luenberger observer, the proposed structure improves estimation accuracy and robustness against constant disturbances and model mismatch, which are common in bioprocess applications. The experimental results show a clear performance advantage during transient growth phases while highlighting that the method relies on a locally valid model structure and appropriate gain tuning. Overall, the proposed observer provides a practical and scalable monitoring tool for nonlinear systems where the direct measurement of critical state is not feasible.

10 March 2026

A schematic diagram of the nonlinear kinetic structure showing state variables and their relationships through kinetic constants and yield couplings.

Nonlinear systems with multiple roots arise frequently in biomedical and engineering models, yet their reliable numerical solution remains a challenging task. Many classical methods suffer from sensitivity to initial guesses, reduced convergence rates, and loss of accuracy in the presence of multiple or clustered solutions. In addition, the exploitation of parallelism to improve robustness and computational efficiency has received limited attention. In this work, we propose a high-accuracy parallel numerical framework of fourth-order convergence for the simultaneous approximation of all solutions of nonlinear systems with multiple roots. The proposed scheme is derivative-free and structurally decoupled, enabling efficient parallel implementation and robust convergence even when reliable initial approximations are unavailable. The effectiveness of the method is demonstrated on representative biomedical engineering models, including a glucose–insulin–glucagon regulatory network and a multi-compartment pharmacokinetic system, both exhibiting strong nonlinearity and multistability. Numerical experiments confirm stable convergence toward distinct solution clusters, machine-level accuracy, reduced residual norms, and improved computational performance when compared with existing approaches. These results indicate that the proposed framework provides a reliable and efficient alternative for solving nonlinear systems with multiple roots in complex applied settings.

9 March 2026

(a) Clustered numerical approximations (squares) converging to distinct steady-state solutions (circles) of the glucose–insulin–glucagon model (23), shown in a two-dimensional PCA projection. (b) Number of numerical solutions associated with each distinct root cluster, illustrating the multiplicity of steady states.

An advanced frequency study in thick-walled functionally graded material (FGM) spherical shells is investigated with advanced shear correction. The values of advanced shear correction can be greater than one, be a negative value, and be affected by a nonlinear term of third-order shear deformation theory (TSDT) of displacements, FGM power law index, and temperature. It is novel and interesting to consider using TSDT and advanced shear correction to derive a simple homogeneous equation with reasonable simplifications into a symmetrical sparse matrix subjected to free vibration. The zero determinant of the symmetrical sparse matrix can be expressed to calculate the natural frequency by Newton’s method. The parameter effects of advanced shear correction, a nonlinear TSDT term, temperature, and the FGM power-law index on the natural frequencies of thick-walled FGM spherical shells are presented. The natural-frequency data for the axial and circumferential mode shapes are obtained. This is a new finding, as the assumed simplification in a sparse matrix causes a numerical truncation error; the natural-frequency values of the presented sparse matrix are much greater than those in a full matrix for thick-walled FGM spherical shells.

7 March 2026

Coordinate systems of spherical axes and Cartesian axes for FGM spherical shells on 
  T
 effect.

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AppliedMath - ISSN 2673-9909