Pell equation is an important research object in elementary number theory of indefinite equation. its form is simple, but it is rich in nature. Many number theory problems can be transformed into the problem of Pell equation’s solvability. However, the previous methods in determining the Pell equation’s solvability are sophisticated for calculation, which leads to the lack of efficiency. This paper gives new and more widely used methods to determine the solvability of Pell equation, including several necessary conditions, sufficient conditions and necessary and sufficient conditions.

No abstract uploaded!

Options is an important part of global financial market，with great influence on national economies. While most classic option pricing models are based on the assumption of a constant interest rate, economic data show that interest rates in reality frequently fluctuated under the influence of varying economic performances and monetary policies. As interest rate fluctuation is closely related to the value and expected return of options, it is worth discussing option pricing under stochastic interest rate models. Since 1990s, scholars home and abroad have been conducting researches on this topic and have formulated price formulas for some types of options. However, because the pricing process involves two stochastic variables, the majority of previous studies employed sophisticated methods. As a result, their price formulas were too complicated to provide straightforward explanations of the parameters’ influence on option prices, unable to offer investors direct assistance. This paper selects Vasicek interest rate model to describe interest rate’s stochastic movement, and discusses the pricing of European equity options whose underlying asset’s price follows Geometric Brownian Motions in a complete market. The paper’s value and innovation lie in the following aspects: ① It improves and simplifies the pricing methods for options under stochastic interest rate models, applies comparatively primary mathematical methods, and attains concise price formulas; ② it 52 conducts in-depth analysis of major parameters’ financial significance, which helps investors to make better investment decisions by estimating the variations in option prices corresponding to different parameters.

This paper considers regularized block multiconvex optimization, where the feasible set and objective function are generally nonconvex but convex in each block of variables. It also accepts nonconvex blocks and requires these blocks to be updated by proximal minimization. We review some interesting applications and propose a generalized block coordinate descent method. Under certain conditions, we show that any limit point satisfies the Nash equilibrium conditions. Furthermore, we establish global convergence and estimate the asymptotic convergence rate of the method by assuming a property based on the Kurdyka-Lojasiewicz inequality. The proposed algorithms are tested on nonnegative matrix and tensor factorization, as well as matrix and tensor recovery from incomplete observations. The tests include synthetic data and hyperspectral data, as well as image sets from the CBCL and ORL databases. Compared to the existing state-of-the-art algorithms, the proposed algorithms demonstrate superior performance in both speed and solution quality. The MATLAB code of nonnegative matrix/tensor decomposition and completion, along with a few demos, are accessible from the authors' homepages.

Forest above-ground biomass (AGB) can be estimated based on light detection and ranging (LiDAR) point clouds. This paper introduces an accurate and detailed quantitative structure model (AdQSM), which can estimate the AGB of large tropical trees. AdQSM is based on the reconstruction of 3D tree models from terrestrial laser scanning (TLS) point clouds. It represents a tree as a set of closed and complete convex polyhedra. We use AdQSM to model 29 trees of various species (total 18 species) scanned by TLS from three study sites (the dense tropical forests of Peru, Indonesia, and Guyana). The destructively sampled tree geometry measurement data is used as reference values to evaluate the accuracy of diameter at breast height (DBH), tree height, tree volume, branch volume, and AGB estimated from AdQSM. After AdQSM reconstructs the structure and volume of each tree, AGB is derived by combining the wood density of the specific tree species from destructive sampling. The AGB estimation from AdQSM and the post-harvest reference measurement data show a satisfying agreement. The coefficient of variation of root mean square error (CV-RMSE) and the concordance correlation coefficient (CCC) are 20.37% and 0.97, respectively. AdQSM provides accurate tree volume estimation, regardless of the characteristics of the tree structure, without major systematic deviations. We compared the accuracy of AdQSM and TreeQSM in modeling the volume of 29 trees. The tree volume from AdQSM is compared with the reference value, and the determination coefficient (R2), relative bias (rBias), and CV-RMSE of tree volume are 0.96, 6.98%, and 22.62%, respectively. The tree volume from TreeQSM is compared with the reference value, and the R2, relative Bias (rBias), and CV-RMSE of tree volume are 0.94, −9.69%, and 23.20%, respectively. The CCCs between the volume estimates based on AdQSM, TreeQSM, and the reference values are 0.97 and 0.96. AdQSM also models the branches in detail. The volume of branches from AdQSM is compared with the destructive measurement reference data. The R2, rBias, and CV-RMSE of the branches volume are 0.97, 12.38%, and 36.86%, respectively. The DBH and height of the harvested trees were used as reference values to test the accuracy of AdQSM’s estimation of DBH and tree height. The R2, rBias, and CV-RMSE of DBH are 0.94, −5.01%, and 9.06%, respectively. The R2, rBias, and CV-RMSE of the tree height were 0.95, 1.88%, and 5.79%, respectively. This paper provides not only a new QSM method for estimating AGB based on TLS point clouds but also the potential for further development and testing of allometric equations.