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  1. Free, publicly-accessible full text available October 1, 2024
  2. Free, publicly-accessible full text available August 18, 2024
  3. Vibrations are ubiquitous in mechanical or biological systems, and they are ruinous in numerous circumstances. We develop a viscoelastic Timoshenko beam model, which naturally captures distinctive power-law responses arising from a broad distribution of time-scales presented in the complex internal structures of viscoelastic materials and so provides a very competitive description of the mechanical responses of viscoelastic beams, thick beams, and beams subject to high-frequency excitations. We, then, prove the well-posedness and regularity of the viscoelastic Timoshenko beam model. We finally investigate the performance of the model, in comparison with the widely used Euler–Bernoulli and Timoshenko beam models, which shows the utility of the new model. 
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  4. The Chinese giant salamander, belonging to an ancient amphibian lineage, is the largest amphibian existing in the world, and is also an important animal for artificial cultivation in China. However, some aspects of the innate and adaptive immune system of the Chinese giant salamander are still unknown. The Chinese giant salamander iridovirus (GSIV), a member of the Ranavirus genus (family Iridoviridae ), is a prominent pathogen causing high mortality and severe economic losses in Chinese giant salamander aquaculture. As a serious threat to amphibians worldwide, the etiology of ranaviruses has been mainly studied in model organisms, such as the Ambystoma tigrinum and Xenopus . Nevertheless, the immunity to ranavirus in Chinese giant salamander is distinct from other amphibians and less known. We review the unique immune system and antiviral responses of the Chinese giant salamander, in order to establish effective management of virus disease in Chinese giant salamander artificial cultivation. 
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  5. null (Ed.)
    Abstract Variable-order space-fractional diffusion equations provide very competitive modeling capabilities of challenging phenomena, including anomalously superdiffusive transport of solutes in heterogeneous porous media, long-range spatial interactions and other applications, as well as eliminating the nonphysical boundary layers of the solutions to their constant-order analogues.In this paper, we prove the uniqueness of determining the variable fractional order of the homogeneous Dirichlet boundary-value problem of the one-sided linear variable-order space-fractional diffusion equation with some observed values of the unknown solutions near the boundary of the spatial domain.We base on the analysis to develop a spectral-Galerkin Levenberg–Marquardt method and a finite difference Levenberg–Marquardt method to numerically invert the variable order.We carry out numerical experiments to investigate the numerical performance of these methods. 
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  6. Abstract

    Traditionally, mutual funds are mostly managed via an ad hoc approach, namely a terminal‐only optimization. Due to the intricate mathematical complexity of a continuum of constraints imposed, effects of the inter‐temporal reward for the managers are essentially neglected in the previous literature. For instance, the inter‐temporal optimal investment problem from the fund manager's viewpoint, who earns proportional management fees continuously (a golden rule in practice), has been outstanding for long. This article completely resolves this challenging question especially under generic running and terminal utilities, via the Dynamic Programming Principle which leads to a nonconventional, highly nonlinear HJB equation. We develop an original mathematical analysis to establish the unique existence of the classical solution of the primal problem. Further numerical calibrations and simulations for both the portfolio weight and the value functions illustrate the robustness of the optimal portfolio towards the manager's risk attitude, which allows different managers with various risk characteristics to sell essentially the same investment vehicle. Simulation studies also indicate that the policy of charging a substantial terminal‐only management fee can be replaced by another one with only a negligible amount over the interim period, which substantially reduces the total management fee paid by the clients without lowering the manager's satisfaction at all; this last observation echoes the magic of the alchemy of finance.

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