Mostrando recursos 1 - 20 de 5.086

  1. Itô’s Formula, the Stochastic Exponential, and Change of Measure on General Time Scales

    Hu, Wenqing
    We provide an Itô formula for stochastic dynamical equation on general time scales. Based on this Itô’s formula we give a closed-form expression for stochastic exponential on general time scales. We then demonstrate Girsanov’s change of measure formula in the case of general time scales. Our result is being applied to a Brownian motion on the quantum time scale ( $q$ -time scale).

  2. New Conditions for the Exponential Stability of Nonlinear Differential Equations

    Medina, Rigoberto
    We develop a method for proving local exponential stability of nonlinear nonautonomous differential equations as well as pseudo-linear differential systems. The logarithmic norm technique combined with the “freezing” method is used to study stability of differential systems with slowly varying coefficients and nonlinear perturbations. Testable conditions for local exponential stability of pseudo-linear differential systems are given. Besides, we establish the robustness of the exponential stability in finite-dimensional spaces, in the sense that the exponential stability for a given linear equation persists under sufficiently small perturbations. We illustrate the application of this test to linear approximations of the differential systems under...

  3. On Approximations by Trigonometric Polynomials of Classes of Functions Defined by Moduli of Smoothness

    Berisha, Nimete Sh.; Berisha, Faton M.; Potapov, Mikhail K.; Dema, Marjan
    In this paper, we give a characterization of Nikol’skiĭ-Besov type classes of functions, given by integral representations of moduli of smoothness, in terms of series over the moduli of smoothness. Also, necessary and sufficient conditions in terms of monotone or lacunary Fourier coefficients for a function to belong to such a class are given. In order to prove our results, we make use of certain recent reverse Copson-type and Leindler-type inequalities.

  4. Some Notes about the Continuous-in-Time Financial Model

    Chakkour, Tarik
    In this paper, we investigate the properties of operators in the continuous-in-time model which is designed to be used for the finances of public institutions. These operators are involved in the inverse problem of this model. We discuss this inverse problem in Schwartz space that we prove the uniqueness theorem.

  5. Modification of Nonlinear Conjugate Gradient Method with Weak Wolfe-Powell Line Search

    Alhawarat, Ahmad; Salleh, Zabidin
    Conjugate gradient (CG) method is used to find the optimum solution for the large scale unconstrained optimization problems. Based on its simple algorithm, low memory requirement, and the speed of obtaining the solution, this method is widely used in many fields, such as engineering, computer science, and medical science. In this paper, we modified CG method to achieve the global convergence with various line searches. In addition, it passes the sufficient descent condition without any line search. The numerical computations under weak Wolfe-Powell line search shows that the efficiency of the new method is superior to other conventional methods.

  6. Boundedness Criteria and Norm of Some Multilinear Hilbert-Type Operators

    Bansah, Justice S.; Sehba, Benoît F.
    We consider two families of multilinear Hilbert-type operators for which we give exact relations between the parameters so that they are bounded. We also find the exact norm of these operators.

  7. A Variation on Uncertainty Principle and Logarithmic Uncertainty Principle for Continuous Quaternion Wavelet Transforms

    Bahri, Mawardi; Ashino, Ryuichi
    The continuous quaternion wavelet transform (CQWT) is a generalization of the classical continuous wavelet transform within the context of quaternion algebra. First of all, we show that the directional quaternion Fourier transform (QFT) uncertainty principle can be obtained using the component-wise QFT uncertainty principle. Based on this method, the directional QFT uncertainty principle using representation of polar coordinate form is easily derived. We derive a variation on uncertainty principle related to the QFT. We state that the CQWT of a quaternion function can be written in terms of the QFT and obtain a variation on uncertainty principle related to the...

  8. Qualitative Theory of Functional Differential and Integral Equations 2016

    Tunç, Cemil; Liu, Bingwen; Sanchez, Luís R.; Alimohammady, Mohsen; Mustafa, Octavian G.; Saker, Samir H.

  9. Generation and Identification of Ordinary Differential Equations of Maximal Symmetry Algebra

    Ndogmo, J. C.
    An effective method for generating linear ordinary differential equations of maximal symmetry in their most general form is found, and an explicit expression for the point transformation reducing the equation to its canonical form is obtained. New expressions for the general solution are also found, as well as several identification and other results and a direct proof of the fact that a linear ordinary differential equation is iterative if and only if it is reducible to the canonical form by a point transformation. New classes of solvable equations parameterized by an arbitrary function are also found, together with simple algebraic...

  10. Lie Group Solutions of Magnetohydrodynamics Equations and Their Well-Posedness

    Li, Fu-zhi; Yu, Jia-li; Li, Yang-rong; Yang, Gan-shan
    Based on classical Lie Group method, we construct a class of explicit solutions of two-dimensional ideal incompressible magnetohydrodynamics (MHD) equation by its infinitesimal generator. Via these explicit solutions we study the uniqueness and stability of initial-boundary problem on MHD.

  11. An Efficient Method for Solving Spread Option Pricing Problem: Numerical Analysis and Computing

    Company, R.; Egorova, V. N.; Jódar, L.
    This paper deals with numerical analysis and computing of spread option pricing problem described by a two-spatial variables partial differential equation. Both European and American cases are treated. Taking advantage of a cross derivative removing technique, an explicit difference scheme is developed retaining the benefits of the one-dimensional finite difference method, preserving positivity, accuracy, and computational time efficiency. Numerical results illustrate the interest of the approach.

  12. The Impact of Cocreation on the Student Satisfaction: Analysis through Structural Equation Modeling

    Pantoja Díaz, Odette; Ribes-Giner, Gabriela; Perello-Marin, María Rosario
    The objective of this study is to apply the cocreation initiative as a marketing tool in the context of university undergraduate programs. Considering that cocreation is a practice that involves stakeholders in different phases of product production or service, this research analyzes the interactions between some of the factors during the cocreation process as students collaborate with the university. These factors are participation, communication, cocreation, and satisfaction, and this study focuses on how they fuse together at the moment of cocreation. After a literature review, which supplied the basis for creating a model, we used exploratory and confirmatory factor analysis...

  13. Pricing Strategy versus Heterogeneous Shopping Behavior under Market Price Dispersion

    Álvarez, Francisco; Rey, José-Manuel; Sanchis, Raúl G.
    We consider the ubiquitous problem of a seller competing in a market of a product with dispersed prices and having limited information about both his competitors’ prices and the shopping behavior of his potential customers. Given the distribution of market prices, the distribution of consumers’ shopping behavior, and the seller’s cost as inputs, we find the computational solution for the pricing strategy that maximizes his expected profits. We analyze the seller’s solution with respect to different exogenous perturbations of parametric and functional inputs. For that purpose, we produce synthetic price data using the family of Generalized Error Distributions that includes...

  14. Analysis and Models in Interdisciplinary Mathematics 2016

    Cortés, J. C.; Chen-Charpentier, B.; Company, R.; Solis, Francisco J.; Torregrosa, J. R.; Villanueva, R. J.

  15. Approximating the Solution Stochastic Process of the Random Cauchy One-Dimensional Heat Model

    Navarro-Quiles, A.; Romero, J.-V.; Roselló, M.-D.; Sohaly, M. A.
    This paper deals with the numerical solution of the random Cauchy one-dimensional heat model. We propose a random finite difference numerical scheme to construct numerical approximations to the solution stochastic process. We establish sufficient conditions in order to guarantee the consistency and stability of the proposed random numerical scheme. The theoretical results are illustrated by means of an example where reliable approximations of the mean and standard deviation to the solution stochastic process are given.

  16. Mathematical Modeling of Hidden Intimate Partner Violence in Spain: A Quantitative and Qualitative Approach

    Poza, E. De la; Jódar, L.; Barreda, S.
    The fact that women are abused by their male partner is something that happens worldwide in the 21st century. In numerous cases, abuse only becomes publicly known when a fatal event occurs and is beyond any possible remedy, that is, when men murder their female partner. Since 2003, 793 (September 4, 2015) women have been assassinated by their significant other or excouple in Spain. Only 7.2% of murdered women had reported their fear and previous intimate partner violence (IPV) to the police. Even when the number of female victims is comparable to the number of victims by terrorism, the Government...

  17. Capturing the Data Uncertainty Change in the Cocaine Consumption in Spain Using an Epidemiologically Based Model

    Anaya, Christopher; Burgos, Clara; Cortés, Juan-Carlos; Villanueva, Rafael-J.
    A probabilistic model is proposed to study the transmission dynamics of the cocaine consumption in Spain during the period of 1995–2011. Using the so-called probabilistic fitting technique, we study if the model is able to capture the data uncertainty coming from surveys. The proposed model is formulated through a nonlinear system of difference equations whose coefficients are treated as stochastic processes. A discussion regarding the usefulness and limitations of probabilistic fitting technique in order to capture the data uncertainty of the proposed model is presented.

  18. Global Existence of Weak Solutions to a Fractional Model in Magnetoelastic Interactions

    Ellahiani, Idriss; Essoufi, EL-Hassan; Tilioua, Mouhcine
    The paper deals with global existence of weak solutions to a one-dimensional mathematical model describing magnetoelastic interactions. The model is described by a fractional Landau-Lifshitz-Gilbert equation for the magnetization field coupled to an evolution equation for the displacement. We prove global existence by using Faedo-Galerkin/penalty method. Some commutator estimates are used to prove the convergence of nonlinear terms.

  19. Resolvent for Non-Self-Adjoint Differential Operator with Block-Triangular Operator Potential

    Kholkin, Aleksandr Mikhailovich
    A resolvent for a non-self-adjoint differential operator with a block-triangular operator potential, increasing at infinity, is constructed. Sufficient conditions under which the spectrum is real and discrete are obtained.

  20. A Variational Approach to Perturbed Discrete Anisotropic Equations

    Salari, Amjad; Caristi, Giuseppe; Barilla, David; Puglisi, Alfio
    We continue the study of discrete anisotropic equations and we will provide new multiplicity results of the solutions for a discrete anisotropic equation. We investigate the existence of infinitely many solutions for a perturbed discrete anisotropic boundary value problem. The approach is based on variational methods and critical point theory.

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