Search results for " function"

How Does the Public Spending Affect Technical Efficiency? Some Evidence from 15 European Countries

2019

The relationship between government size and economic growth has been widely debated. Departing from this issue, we provide an empirical analysis of the impact of government size on technical efficiency. The aim of this paper is to estimate by using a True Random Effect model the impact of public sector’s size and of public expenditure components on 15 European countries’ technical efficiency from 1996 to 2011. Using the total public expenditure as a proxy for the government size we estimate simultaneously national optimal production function and technical efficiency model by controlling for income distribution and institutional quality. Our main findings show that the effect of public sect…

Interdependence Between Tool Fracture and Wear

1985

Wear and fracture are the main causes of tool scrapping. However fracture plays a major role for increasing values of the hardness and brittleness of tool materials or when low-cobalt tungsten carbides are used or in interrupted cutting conditions where it is the most relevant factor for tool scrapping. In order to obtain the optimal values of the cutting speed both these factors should be considered. The hypothesis of stochastic independence among them simplifies the mathematical formulation of the optimization problem; but experimental investigations do not agree with this assumption and, as a matter of fact, the probability density function of tool fracture results to be dependent on the…

A stochastic integral of operator-valued functions.

2009

A stochastic integral of operator-valued functions.

A subtle error in conventional stochastic linearization techniques

1998

Abstract The stochastic linearization technique as applied to the SDOF system is re-examined. Two standard procedures associated with the stochastic linearization, widely adopted in the literature, are shown to be erroneous. Two new procedures to correct the errors made in previous works are introduced. To gain more insight, the procedures are applied to the quintic oscillator. Comparative numerical analysis is performed.

Einstein-Smoluchowsky equation handled by complex fractional moments

2014

In this paper the response of a non linear half oscillator driven by α-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index α and for any nonlinear function of the drift term in the stochastic differential equation.

Exact stationary solution for a class of non-linear systems driven by a non-normal delta-correlated process

1995

In this paper the exact stationary solution in terms of probability density function for a restricted class of non-linear systems under both external and parametric non-normal delta-correlated processes is presented. This class has been obtained by imposing a given probability distribution and finding the corresponding dynamical system which satisfies the modified Fokker-Planck equation. The effectiveness of the results has been verified by means of a Monte Carlo simulation.

Bounded Drift-Diffusion Motion

2009

A Scenario Simulation Model of Stock's Volatility Based on a Stationary Markovian Process

2013

In this paper we discuss univariate statistical properties of volatility. We present a parsimonious univariate model that well reproduces two stylized facts of volatility: the power-law decay of the volatility probability density function with exponent α and the power-law decay of the autocorrelation function with exponent β. Such model also reproduces, at least qualitatively, the empirical observation than when the probability density function decays faster, then the autocorrelation decays slower. Another important feature investigated within the model is the mean First Passage Time (mFPT) Tx0 (Λ) of volatility time-series. We show that the proposed model allows to obtain the mFPT in terms…

The Mean-Field Limit for Solid Particles in a Navier-Stokes Flow

2008

We propose a mathematical derivation of Brinkman's force for a cloud of particles immersed in an incompressible viscous fluid. Specifically, we consider the Stokes or steady Navier-Stokes equations in a bounded domain Omega subset of R-3 for the velocity field u of an incompressible fluid with kinematic viscosity v and density 1. Brinkman's force consists of a source term 6 pi rvj where j is the current density of the particles, and of a friction term 6 pi vpu where rho is the number density of particles. These additional terms in the motion equation for the fluid are obtained from the Stokes or steady Navier-Stokes equations set in Omega minus the disjoint union of N balls of radius epsilo…

Reliability of physical functioning measures in ambulatory subjects with MS.

2005

Background and Purpose. One of the primary reasons for measuring outcomes during rehabilitation is to determine the effect of physiotherapy. Repeated measurement situations are susceptible to several sources of error, including inconsistencies caused by the subject, the procedure, the instrument and the examiner. Therefore, the reliability of the measures needs to be examined. Method. The present study used a repeated-measures design. Two studies were undertaken to examine the test–retest and inter-rater reliability for physical functioning measures. The interval between the measurements was one week. The sample consisted of 19 ambulatory subjects with mutliple sclerosis (MS) in the test–re…