Search results for "Applied Mathematics"

2004

This paper presents the use of Support Vector Machines (SVMs) for prediction and analysis of antisense oligonucleotide (AO) efficacy. The collected database comprises 315 AO molecules including 68 features each, inducing a problem well-suited to SVMs. The task of feature selection is crucial given the presence of noisy or redundant features, and the well-known problem of the curse of dimensionality. We propose a two-stage strategy to develop an optimal model: (1) feature selection using correlation analysis, mutual information, and SVM-based recursive feature elimination (SVM-RFE), and (2) AO prediction using standard and profiled SVM formulations. A profiled SVM gives different weights to …

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.

Projective metrics and mixing properties on towers

2001

Tame dynamics and robust transitivity chain-recurrence classes versus homoclinic classes

2014

Non-wandering sets with non-empty interiors

2003

We study diffeomorphisms of a closed connected manifold whose non-wandering set has a non-empty interior and conjecture that C1-generic diffeomorphisms whose non-wandering set has a non-empty interior are transitive. We prove this conjecture in three cases: hyperbolic diffeomorphisms, partially hyperbolic diffeomorphisms with two hyperbolic bundles, and tame diffeomorphisms (in the first case, the conjecture is folklore; in the second one, it follows by adapting the proof in Brin (1975 Topological transitivity of a certain class of dynamical systems, and flows of frames on manifolds of negative curvature Funct. Anal. Appl. 9 9–19)).We study this conjecture without global assumptions and pro…

A new rotational integral formula for intrinsic volumes in space forms

2010

A new rotational version of Crofton's formula is derived for the intrinsic volumes of a domain Y in a space form. More precisely, a functional is defined on the intersection between Y and a totally geodesic submanifold (plane) through a fixed point, such that the rotational average of this functional is equal to the intrinsic volumes of Y. Particular cases of interest in stereology are considered for the Euclidean case. © 2009 Elsevier Inc. All rights reserved.

Transverse instability of periodic and generalized solitary waves for a fifth-order KP model

2017

We consider a fifth-order Kadomtsev-Petviashvili equation which arises as a two-dimensional model in the classical water-wave problem. This equation possesses a family of generalized line solitary waves which decay exponentially to periodic waves at infinity. We prove that these solitary waves are transversely spectrally unstable and that this instability is induced by the transverse instability of the periodic tails. We rely upon a detailed spectral analysis of some suitably chosen linear operators.

A branch-price-and-cut algorithm for the capacitated multiple vehicle traveling purchaser problem with unitary demand

2021

Abstract The multiple vehicle traveling purchaser problem (MVTPP) consists of simultaneously selecting suppliers and routing a fleet of homogeneous vehicles to purchase different products at the selected suppliers so that all product demands are fulfilled and traveling and purchasing costs are minimized. We consider variants of the MVTPP in which the capacity of the vehicles can become binding and the demand for each product is one unit. Corresponding solution algorithms from the literature are either branch-and-cut or branch-and-price algorithms, where in the latter case the route-generation subproblem is solved on an expanded graph by applying standard dynamic-programming techniques. Our …

Corrigendum to “Smooth and non-smooth traveling wave solutions of some generalized Camassa–Holm equations” [19 (6) (2014) 1746–1769]

2015

Corrigendum Corrigendum to ‘‘Smooth and non-smooth traveling wave solutions of some generalized Camassa–Holm equations’’ [19 (6) (2014) 1746–1769] M. Russo , S. Roy Choudhury , T. Rehman , G. Gambino b University of Central Florida, Department of Mathematics, 4000 Central Florida Blvd., Orlando, USA University of Palermo, Department of Mathematics and Computer Science, Via Archirafi 34, 90123 Palermo, Italy

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.