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  1. Article ; Online: IMEX Runge-Kutta method for solving jump-diffusion option pricing equation

    LI Zifeng / WANG Wansheng

    Journal of Shanghai Normal University (Natural Sciences), Vol 51, Iss 3, Pp 277-

    2022  Volume 283

    Abstract: The study on financial derivatives pricing has been one of the difficult issues in financial mathematics. With the continuous development and improvement of option pricing theory, the research on the jump-diffusion option pricing model has become a ... ...

    Abstract The study on financial derivatives pricing has been one of the difficult issues in financial mathematics. With the continuous development and improvement of option pricing theory, the research on the jump-diffusion option pricing model has become a hotspot, which is a partial integro-differential equation over an unbounded region. Study the extrapolated variable step-sizes implicit-explicit (IMEX) Runge-Kutta methods combined with finite-difference space discretization for European option pricing problems under the jump-diffusion model, and the effectiveness of the methods is verified by numerical experiments.
    Keywords option pricing ; partial integro-differential equations ; extrapolated ; variable step-sizes implicit-explicit (imex) runge- kutta methods ; finite difference method ; Science (General) ; Q1-390
    Language English
    Publishing date 2022-06-01T00:00:00Z
    Publisher Academic Journals Center of Shanghai Normal University
    Document type Article ; Online
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  2. Article: Study on the time conversion method of early warning indicators of flash flood disaster: A case of Qufu City, Shandong Province.

    Teng, Xiaomin / Li, Wanglin / Zhang, Xiaoxiao / Wang, Wansheng

    Water science and technology : a journal of the International Association on Water Pollution Research

    2023  Volume 87, Issue 10, Page(s) 2529–2540

    Abstract: To solve the problem of imperfect flash flood warning indicators in mountainous watersheds, this study proposes a conversion method of critical rainfall for different warning periods on the basis of the existing stormwater calculation formulae and ... ...

    Abstract To solve the problem of imperfect flash flood warning indicators in mountainous watersheds, this study proposes a conversion method of critical rainfall for different warning periods on the basis of the existing stormwater calculation formulae and applies it to typical mountainous watersheds. The specific method is to use the multiplicative power function method to interpolate and extend the early warning indicators of other time periods through the known early warning indicators of some time periods, apply them to Hengmiao Village and Gaolou Village, typical disaster prevention objects in Qufu City, Shandong Province, China, and verify the rationality of the results. The results show that the multiplicative power function method interpolates and extends the early warning indexes of 0.5, 1, 3, 6, 12, and 24 h under the same soil moisture condition. Based on the historical actual mountain flood disaster rainfall, the correlation coefficient R
    MeSH term(s) Floods ; Disasters ; Cities ; China ; Soil
    Chemical Substances Soil
    Language English
    Publishing date 2023-05-23
    Publishing country England
    Document type Journal Article
    ZDB-ID 764273-8
    ISSN 1996-9732 ; 0273-1223
    ISSN (online) 1996-9732
    ISSN 0273-1223
    DOI 10.2166/wst.2023.143
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  3. Article ; Online: Liver failure after percutaneous transhepatic variceal embolization: A case report.

    Jiang, Nan / Wang, Wan-Sheng / Zhu, Xiao-Li / Shen, Jian

    Asian journal of surgery

    2023  Volume 46, Issue 7, Page(s) 2857–2858

    MeSH term(s) Humans ; Embolization, Therapeutic/adverse effects ; Tissue Adhesives ; Liver Failure/complications ; Gastrointestinal Hemorrhage
    Chemical Substances Tissue Adhesives
    Language English
    Publishing date 2023-02-01
    Publishing country Netherlands
    Document type Case Reports ; Letter
    ZDB-ID 1068461-x
    ISSN 0219-3108 ; 1015-9584
    ISSN (online) 0219-3108
    ISSN 1015-9584
    DOI 10.1016/j.asjsur.2023.01.096
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  4. Article: Subsequent Treatment after Transarterial Chemoembolization Failure/Refractoriness: A Review Based on Published Evidence.

    Zhang, Shen / Wang, Wan-Sheng / Zhong, Bin-Yan / Ni, Cai-Fang

    Journal of clinical and translational hepatology

    2022  Volume 10, Issue 4, Page(s) 740–747

    Abstract: Transarterial chemoembolization (TACE) is widely applied for the treatment of hepatocellular carcinoma. Repeat TACE is often required in clinical practice because a satisfactory tumor response may not be achieved with a single session. However, repeated ... ...

    Abstract Transarterial chemoembolization (TACE) is widely applied for the treatment of hepatocellular carcinoma. Repeat TACE is often required in clinical practice because a satisfactory tumor response may not be achieved with a single session. However, repeated TACE procedures can impair liver function and increase treatment-related adverse events, all of which prompted the introduction of the concept of "TACE failure/refractoriness". Mainly based on evidence from two retrospective studies conducted in Japan, sorafenib is recommended as the first choice for subsequent treatment after TACE failure/refractoriness. Several studies have investigated the outcomes of other subsequent treatments, including locoregional, other molecular targeted, anti-programmed death-1/anti-programed death ligand-1 therapies, and combination therapies after TACE failure/refractoriness. In this review, we summarize the up-to-date information about the outcomes of several subsequent treatment modalities after TACE failure/refractoriness.
    Language English
    Publishing date 2022-01-04
    Publishing country China
    Document type Journal Article ; Review
    ZDB-ID 3019822-7
    ISSN 2310-8819 ; 2225-0719
    ISSN (online) 2310-8819
    ISSN 2225-0719
    DOI 10.14218/JCTH.2021.00336
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  5. Article ; Online: A Generalized Halanay Inequality for Stability of Nonlinear Neutral Functional Differential Equations

    Wang Wansheng

    Journal of Inequalities and Applications, Vol 2010, Iss 1, p

    2010  Volume 475019

    Abstract: This paper is devoted to generalize Halanay's inequality which plays an important rule in study of stability of differential equations. By applying the generalized Halanay inequality, the stability results of nonlinear neutral functional differential ... ...

    Abstract This paper is devoted to generalize Halanay's inequality which plays an important rule in study of stability of differential equations. By applying the generalized Halanay inequality, the stability results of nonlinear neutral functional differential equations (NFDEs) and nonlinear neutral delay integrodifferential equations (NDIDEs) are obtained.
    Keywords Mathematics ; QA1-939 ; Science ; Q ; DOAJ:Mathematics ; DOAJ:Mathematics and Statistics
    Language English
    Publishing date 2010-01-01T00:00:00Z
    Publisher Springer
    Document type Article ; Online
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  6. Book ; Online: Deep learning numerical methods for high-dimensional fully nonlinear PIDEs and coupled FBSDEs with jumps

    Wang, Wansheng / Wang, Jie / Li, Jinping / Gao, Feifei / Fu, Yi

    2023  

    Abstract: We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion process are derived ... ...

    Abstract We propose a deep learning algorithm for solving high-dimensional parabolic integro-differential equations (PIDEs) and high-dimensional forward-backward stochastic differential equations with jumps (FBSDEJs), where the jump-diffusion process are derived by a Brownian motion and an independent compensated Poisson random measure. In this novel algorithm, a pair of deep neural networks for the approximations of the gradient and the integral kernel is introduced in a crucial way based on deep FBSDE method. To derive the error estimates for this deep learning algorithm, the convergence of Markovian iteration, the error bound of Euler time discretization, and the simulation error of deep learning algorithm are investigated. Two numerical examples are provided to show the efficiency of this proposed algorithm.
    Keywords Mathematics - Numerical Analysis ; Computer Science - Machine Learning ; 60H35 ; 65C20 ; 65M15 ; 65C30 ; 60H10 ; 65M75
    Subject code 518
    Publishing date 2023-01-30
    Publishing country us
    Document type Book ; Online
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  7. Article: A Posteriori Error Estimates for Fully Discrete Finite Element Method for Generalized Diffusion Equation with Delay.

    Wang, Wansheng / Yi, Lijun / Xiao, Aiguo

    Journal of scientific computing

    2020  Volume 84, Issue 1, Page(s) 13

    Abstract: In this paper, we derive several a posteriori error estimators for generalized diffusion equation with delay in a convex polygonal domain. The Crank-Nicolson method for time discretization is used and a continuous, piecewise linear finite element space ... ...

    Abstract In this paper, we derive several a posteriori error estimators for generalized diffusion equation with delay in a convex polygonal domain. The Crank-Nicolson method for time discretization is used and a continuous, piecewise linear finite element space is employed for the space discretization. The a posteriori error estimators corresponding to space discretization are derived by using the interpolation estimates. Two different continuous, piecewise quadratic reconstructions are used to obtain the error due to the time discretization. To estimate the error in the approximation of the delay term, linear approximations of the delay term are used in a crucial way. As a consequence, a posteriori upper and lower error bounds for fully discrete approximation are derived for the first time. In particular, long-time a posteriori error estimates are obtained for stable systems. Numerical experiments are presented which confirm our theoretical results.
    Keywords covid19
    Language English
    Publishing date 2020-07-01
    Publishing country United States
    Document type Journal Article
    ZDB-ID 2017260-6
    ISSN 1573-7691 ; 0885-7474
    ISSN (online) 1573-7691
    ISSN 0885-7474
    DOI 10.1007/s10915-020-01262-5
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  8. Article: Efficacy comparison of acupuncture and balanced acupuncture combined with TongduZhengji manipulation in the treatment of acute lumbar sprain.

    Fu, Guan / Liu, Xia / Wang, Wansheng / Fan, Nannan / Cao, Shanmei / Liu, Haimeng

    American journal of translational research

    2022  Volume 14, Issue 7, Page(s) 4628–4637

    Abstract: Objective: To compare the curative effect of balanced acupuncture combined with TongduZhengji manipulation vs acupuncture in the treatment of acute lumbar sprain.: Methods: Clinical data of 71 patients with acute lumbar sprains in our hospital from ... ...

    Abstract Objective: To compare the curative effect of balanced acupuncture combined with TongduZhengji manipulation vs acupuncture in the treatment of acute lumbar sprain.
    Methods: Clinical data of 71 patients with acute lumbar sprains in our hospital from January 2020 to December 2020 were retrospectively analyzed. Patients were divided into single group (n=35) and combined group (n=36) based on treatment methods. The single group received only acupuncture treatment, while the combined group received balanced acupuncture combined with TongduZhengji manipulation. The treatment efficacy, pain level, lumbar function and motion of the lumbar spine were compared between the two groups.
    Results: The Visual Analogue Scale (VAS) scores of the combined group were lower than those of the single group after 3, 4, and 5 days of treatment (P<0.05). There was no significant difference in VAS scores between the two groups after 1 and 2 days of treatment (P>0.05). The Roland-Morris Disability Questionnaire (RMDQ) score of the combined group showed no significant difference compared with that of the single group after 1 and 2 days of treatment (P>0.05), and were lower than those of the single group after 3, 4, and 5 days of treatment (P<0.05). The Japanese Orthopedic Association (JOA) score of the combined group after 1, 2, and 3 days of treatment showed no significant difference compared with the single group (P>0.05), and was higher than that of the single group after 4 and 5 days of treatment (P<0.05). The Range of Motion (ROM) score of the combined group showed no significant difference compared with the single group after 1 and 2 days of treatment (P>0.05), and was lower than that of the single group after 3, 4, and 5 days of treatment (P<0.05). The total effective rate of treatment in the combined group was significantly higher than that in the single group (91.67% vs. 71.43%) (P<0.05).
    Conclusion: Compared with acupuncture alone, balanced acupuncture combined with TongduZhengji manipulation can significantly reduce the pain level and improve lumbar spine mobility as well as lumbar spine function, exhibiting better curative effect than acupuncture only.
    Language English
    Publishing date 2022-07-15
    Publishing country United States
    Document type Journal Article
    ZDB-ID 2471058-1
    ISSN 1943-8141
    ISSN 1943-8141
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  9. Article: Transarterial chemoembolization failure/refractoriness: A scientific concept or pseudo-proposition.

    Zhang, Shen / Zhong, Bin-Yan / Zhang, Lei / Wang, Wan-Sheng / Ni, Cai-Fang

    World journal of gastrointestinal surgery

    2022  Volume 14, Issue 6, Page(s) 528–537

    Abstract: Multi-session transarterial chemoembolization (TACE) is usually needed for the treatment of intermediate-stage hepatocellular carcinoma (HCC), but it may not always have a positive influence on prognosis due to high heterogeneity of HCC. To avoid ... ...

    Abstract Multi-session transarterial chemoembolization (TACE) is usually needed for the treatment of intermediate-stage hepatocellular carcinoma (HCC), but it may not always have a positive influence on prognosis due to high heterogeneity of HCC. To avoid ineffective repeated TACE, the concept of TACE failure/refractoriness has been proposed by several organizations and is being addressed using tyrosine kinase inhibitors. The concept of TACE failure/refractoriness is controversial due to ambiguous definitions and low evidence-based data. To date, only a few studies have examined the rationality concerning the definition of TACE failure/refractoriness, although the concept has been introduced and applied in many TACE-related clinical trials. This review focuses on some of the issues related to different versions of TACE failure/refractoriness, the rationality of related definitions, and the feasibility of continuing TACE after so-called failure/refractoriness based on published evidence. A suggestion to re-define TAEC failure/refractoriness is also put forward.
    Language English
    Publishing date 2022-08-01
    Publishing country United States
    Document type Journal Article ; Review
    ZDB-ID 2573700-4
    ISSN 1948-9366
    ISSN 1948-9366
    DOI 10.4240/wjgs.v14.i6.528
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  10. Article ; Online: Emergent Transjugular Intrahepatic Portosystemic Shunt as a First-Line Therapy in Patients with Cirrhosis with Acute Gastroesophageal Variceal Hemorrhage.

    Li, Wan-Ci / Zhong, Bin-Yan / Zhang, Shuai / Shen, Jian / Wang, Wansheng / Zhu, Xiao-Li

    Journal of vascular and interventional radiology : JVIR

    2022  Volume 34, Issue 3, Page(s) 344–350

    Abstract: Purpose: To investigate the safety and effectiveness of emergent transjugular intrahepatic portosystemic shunt (TIPS) as first-line therapy in patients with advanced cirrhosis with acute variceal hemorrhage.: Materials and methods: From July 2016 to ... ...

    Abstract Purpose: To investigate the safety and effectiveness of emergent transjugular intrahepatic portosystemic shunt (TIPS) as first-line therapy in patients with advanced cirrhosis with acute variceal hemorrhage.
    Materials and methods: From July 2016 to June 2019, 76 patients with advanced cirrhosis and acute variceal hemorrhage were included in this retrospective study. All patients underwent emergent TIPS as first-line therapy within 24 hours. Gastroesophageal varices in patients with cirrhosis were diagnosed with contrast-enhanced computed tomography because emergent endoscopy has not been routinely performed in this center. The primary outcomes were the control rate of bleeding and the rate of rebleeding. Secondary outcomes were the technical success rate of procedure, transplantation-free survival, the mean hospitalization time, the time of stay in the intensive care unit, and adverse events.
    Results: All patients underwent TIPS creation successfully and were transferred to general wards. The median follow-up time was 21.7 months (interquartile range, 12.6-28.1 months). The control rate of bleeding (≤5 days) was 100%. The rates of early (>5 days to 6 weeks) and late (>6 weeks to 2 years) rebleeding were 6.6% and 1.3%, respectively. The 6-week, 1-year, and 2-year transplantation-free survival rates were 94.7%, 93.4%, and 84.6%, respectively. The incidences of acute liver failure, hepatic encephalopathy, and shunt dysfunction were 5.3%, 25%, and 5.3%, respectively.
    Conclusions: Emergent TIPS as a first-line therapy in patients with advanced cirrhosis with acute variceal hemorrhage is safe and effective. This study provides an alternative approach for medical centers without emergent endoscopy facility to manage the condition.
    MeSH term(s) Humans ; Esophageal and Gastric Varices/etiology ; Portasystemic Shunt, Transjugular Intrahepatic/adverse effects ; Gastrointestinal Hemorrhage/therapy ; Retrospective Studies ; Neoplasm Recurrence, Local ; Liver Cirrhosis/complications ; Varicose Veins/etiology ; Treatment Outcome ; Recurrence
    Language English
    Publishing date 2022-11-19
    Publishing country United States
    Document type Journal Article
    ZDB-ID 1137756-2
    ISSN 1535-7732 ; 1051-0443
    ISSN (online) 1535-7732
    ISSN 1051-0443
    DOI 10.1016/j.jvir.2022.11.015
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