Search results for " Matematica"

A first return examination of vector valued integrals.

2009

We prove that for each Bochner integrable function f there exists a trajectory yielding the Bochner integral of f, and that on infinite dimensional Banach spaces there exist Pettis integrable functions f such that no trajectory yields the Pettis integral of f.

European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis

2015

In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to be the classical Black and Scholes solution, the correction terms appear at $O(\varepsilon^{1/2})$ and $O(\varepsilon)$. The optimal hedging strategy is then explicitly obtained for the Scott's model.

Probabilistic semantics for categorical syllogisms of Figure II

2018

A coherence-based probability semantics for categorical syllogisms of Figure I, which have transitive structures, has been proposed recently (Gilio, Pfeifer, & Sanfilippo [15]). We extend this work by studying Figure II under coherence. Camestres is an example of a Figure II syllogism: from Every P is M and No S is M infer No S is P. We interpret these sentences by suitable conditional probability assessments. Since the probabilistic inference of \(\bar{P}|S\) from the premise set \(\{M|P,\bar{M}|S\}\) is not informative, we add \(p(S|(S \vee P))>0\) as a probabilistic constraint (i.e., an “existential import assumption”) to obtain probabilistic informativeness. We show how to propagate the…

Corrigendum to “Regular and singular pulse and front solutions and possible isochronous behavior in the short-pulse equation: Phase-plane, multi-infi…

2022

Section 7 of the original paper contained several errors which are corrected here. Equations (54) and (55) are incorrect. In the following, the corrected versions of these equations are given and the subsequent results of Section 7 are also revised.

Singular Neumann (p, q)-equations

2019

We consider a nonlinear parametric Neumann problem driven by the sum of a p-Laplacian and of a q-Laplacian and exhibiting in the reaction the competing effects of a singular term and of a resonant term. Using variational methods together with suitable truncation and comparison techniques, we show that for small values of the parameter the problem has at least two positive smooth solutions.

Multiple solutions for (p,2)-equations at resonance

2019

We consider a nonlinear nonhomogeneous Dirichlet problem driven by the sum of a p-Laplacian and a Laplacian and a reaction term which is (p− 1)-linear near ±∞ and resonant with respect to any nonprincipal variational eigenvalue of (−∆p, W01,p(Ω)). Using variational tools together with truncation and comparison techniques and Morse Theory (critical groups), we establish the existence of six nontrivial smooth solutions. For five of them we provide sign information and order them.

Transition to turbulence and Singularity in Boundary Layer Theory

2007

We compute the solutions of Prandtl’s and Navier- Stokes equations for the two dimensional flow induced by an array of periodic rectilinear vortices interacting with a boundary in the halfplane. This initial datum develops, in a finite time, a separation singularity for Prandtl’s equation. We investigate the different stages of unsteady separation in Navier-Stokes solutions for various Reynolds numbers. We show the presence of a large- scale interaction between viscous boundary layer and inviscid outer flow in all Re regimes, while the presence of a small-scale interaction is visible only for moderate-high Re numbers. We also investigate the asymptotic validity of boundary layer theory in t…

Stationary heat flux profile in turbulent helium II in a semi-infinite cylindrical channel

2012

In this paper we determine a set of solutions for a system of partial dif- ferential equations describing stationary heat flux in a semi-infinite cylindrical channel filled with turbulent superfluid helium. This study uses a continuous model for liquid helium II, derived from Extended Thermodynamics, in which the heat flux q is a fundamental variable. The influence of the vortex line den- sity on the radial distribution of the heat flux is especially discussed.

MODELLAZIONE DEI PROCESSI DI RIMOZIONE DEI NUTRIENTI IN IMPIANTI UCT-MBR

2011

Unbounded derivations and *-automorphisms groups of Banach quasi *-algebras

2018

This paper is devoted to the study of unbounded derivations on Banach quasi *-algebras with a particular emphasis to the case when they are infinitesimal generators of one parameter automorphisms groups. Both of them, derivations and automorphisms are considered in a weak sense; i.e., with the use of a certain families of bounded sesquilinear forms. Conditions for a weak *-derivation to be the generator of a *-automorphisms group are given.