Search results for "Mathematica"
showing 10 items of 7971 documents
Income distribution dynamics: monotone Markov chains make light work
1995
This paper considers some aspects of the dynamics of income distributions by employing a simple Markov chain model of income mobility. The main motivation of the paper is to introduce the techniques of “monotone” Markov chains to this field. The transition matrix of a discrete Markov chain is called monotone if each row stochastically dominates the row above it. It will be shown that by embedding the dynamics of the income distribution in a monotone Markov chain, a number of interesting results may be obtained in a straightforward and intuitive fashion.
The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
2013
Abstract In this paper we connect the well established theory of stochastic differential inclusions with a new theory of set-valued stochastic differential equations. Solutions to the latter equations are understood as continuous mappings taking on their values in the hyperspace of nonempty, bounded, convex and closed subsets of the space L 2 consisting of square integrable random vectors. We show that for the solution X to a set-valued stochastic differential equation corresponding to a stochastic differential inclusion, there exists a solution x for this inclusion that is a ‖ ⋅ ‖ L 2 -continuous selection of X . This result enables us to draw inferences about the reachable sets of solutio…
A novel strategy for solving the stochastic point location problem using a hierarchical searching scheme
2014
Stochastic point location (SPL) deals with the problem of a learning mechanism (LM) determining the optimal point on the line when the only input it receives are stochastic signals about the direction in which it should move. One can differentiate the SPL from the traditional class of optimization problems by the fact that the former considers the case where the directional information, for example, as inferred from an Oracle (which possibly computes the derivatives), suffices to achieve the optimization-without actually explicitly computing any derivatives. The SPL can be described in terms of a LM (algorithm) attempting to locate a point on a line. The LM interacts with a random environme…
Representation of Strongly Stationary Stochastic Processes
1993
A generalization of the orthogonality conditions for a stochastic process to represent strongly stationary processes up to a fixed order is presented. The particular case of non-normal delta correlated processes, and the probabilistic characterization of linear systems subjected to strongly stationary stochastic processes are also discussed.
Stochastic equation of population dynamics with diffusion on a domain
2003
We consider Lotka-Volterra competition model with diffusion in a territorial domain with a stochastic perturbation which represents the random variations of environment conditions. We prove the existence, the uniqueness and the positivity of the solution. Moreover, the stochastic boundedness of the solution is analized.
Ambit processes and stochastic partial differential equations
2011
Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Levy noise analysis.
A symmetric nonlocal damage theory
2003
The paper presents a thermodynamically consistent formulation for nonlocal damage models. Nonlocal models have been recognized as a theoretically clean and computationally efficient approach to overcome the shortcomings arising in continuum media with softening. The main features of the presented formulation are: (i) relations derived by the free energy potential fully complying with nonlocal thermodynamic principles; (ii) nonlocal integral operator which is self-adjoint at every point of the solid, including zones near to the solid's boundary; (iii) capacity of regularizing the softening ill-posed continuum problem, restoring a meaningful nonlocal boundary value problem. In the present app…
The Reduction of Dimension in the Study of Economic Growth Models
2002
We examine the dimension reduction method and prove that it could be misleading if we try to get some insight into the dynamics of the original system from the dynamics of the transformed system alone. The reduced system seemingly may give rise to a continuum multiplicity of steady states when, actually, it does exist a unique and isolated steady state or even it does not exist a steady state at all. We show how the dynamics for the primary variables that is recovered from the solution to the reduced system may be refuted by solving the original one. In our opinion there is no alternative because nothing can be regarded as a close substitute for the study of the original system. Although th…
Thermodynamically consistent residual-based gradient plasticity theory and comparison
2006
A gradient plasticity theory for small deformations is presented within the framework of nonlocal continuum thermodynamics. The second principle (Clausius–Duhem inequality), enriched by an additional term named energy residual, is employed in conjunction with the concepts of insulation condition and locality recovery condition, in order to derive all the pertinent restrictions upon the constitutive equations. These include the expressions of the energy residual and of the plastic dissipation density, as well as the PDEs governing the gradient kinematic and isotropic hardening of the material, together with the related higher-order boundary conditions for both the fixed and the moving bounda…
Fractional calculus in solid mechanics: local versus non-local approach
2009
Several enriched continuum mechanics theories have been proposed by the scientific community in order to develop models capable of describing microstructural effects. The aim of the present paper is to revisit and compare two of these models, whose common denominator is the use of fractional calculus operators. The former was proposed to investigate damage in materials exhibiting a fractal-like microstructure. It makes use of the local fractional derivative, which turns out to be a powerful tool to describe irregular patterns such as strain localization in heterogeneous materials. On the other hand, the latter is a non-local approach that models long-range interactions between particles by …