Search results for "Mathematica"

On Fuzzy Stochastic Integral Equations—A Martingale Problem Approach

2011

In the paper we consider fuzzy stochastic integral equations using the methods of stochastic inclusions. The idea is to consider an associated martingale problem and its solutions in order to obtain a solution to the fuzzy stochastic equation.

On the stability of the collocation method for the double layer operator on polyhedral domains in R3

2002

Bounded weak solutions to superlinear Dirichlet double phase problems

2023

AbstractIn this paper we study a Dirichlet double phase problem with a parametric superlinear right-hand side that has subcritical growth. Under very general assumptions on the data, we prove the existence of at least two nontrivial bounded weak solutions to such problem by using variational methods and critical point theory. In contrast to other works we do not need to suppose the Ambrosetti–Rabinowitz condition.

Influence of the quadratic term in the alongwind stochastic response of SDOF structures

1996

A parametric study, regarding the influence of the quadratic pressure term, which is often neglected in the literature, on the stochastic alongwind response of a single-degree-of-freedom (SDOF) structure subjected to wind action, is presented. The results are reported in terms of percentages of difference in the evaluation of the response, by considering and neglecting the quadratic pressure term. The changing parameters considered are: the terrain drag coefficient, the structure height, the structure natural radian frequency, the structure damping coefficient and the wind reference mean velocity. The response stochastic analysis has been carried out in the time domain, by means of the mome…

Antibacterial drug release from a biphasic gel system: Mathematical modelling

2019

Bacterial infections represent an important drawback in the orthopaedic field, as they can develop either immediately after surgery procedures or after some years. Specifically, in case of implants, they are alleged to be troublesome as their elimination often compels a surgical removal of the infected implant. A possible solution strategy could involve a local coating of the implant by an antibacterial system, which requires to be easily applicable, biocompatible and able to provide the desired release kinetics for the selected antibacterial drug. Thus, this work focusses on a biphasic system made up by a thermo-reversible gel matrix (Poloxamer 407/water system) hosting a dispersed phase (…

Finite-Timel1-Gain Control for Positive Switched Systems with Time-Varying Delay via Delta Operator Approach

2014

This paper is concerned with the problem of finite-timel1-gain control for positive switched systems with time-varying delay via delta operator approach. Firstly, sufficient conditions which can guarantee thel1-gain finite-time boundedness of the underlying system are given by using the average dwell time approach and constructing an appropriate copositive type Lyapunov-Krasovskii functional in delta domain. Moreover, the obtained conditions can unify some previously suggested relevant results seen in literature of both continuous and discrete systems into the delta operator framework. Then, based on the results obtained, a state feedback controller is designed to ensure that the resulting …

Stability and -Gain Control of Positive Switched Systems with Time-Varying Delays via Delta Operator Approach

2013

This paper investigates the problems of stability and -gain controller design for positive switched systems with time-varying delays via delta operator approach. The purpose is to design a switching signal and a state feedback controller such that the resulting closed-loop system is exponentially stable with -gain performance. Based on the average dwell time approach, a sufficient condition for the existence of an -gain controller for the considered system is established by constructing an appropriate copositive type Lyapunov-Krasovskii functional in delta domain. Moreover, the obtained conditions can unify some previously suggested relevant methods in the literature of both continuous- and…

Impulsively-controlled systems and reverse dwell time: A linear programming approach

2015

We present a receding horizon algorithm that converges to the exact solution in polynomial time for a class of optimal impulse control problems with uniformly distributed impulse instants and governed by so-called reverse dwell time conditions. The cost has two separate terms, one depending on time and the second monotonically decreasing on the state norm. The obtained results have both theoretical and practical relevance. From a theoretical perspective we prove certain geometrical properties of the discrete set of feasible solutions. From a practical standpoint, such properties reduce the computational burden and speed up the search for the optimum thus making the algorithm suitable for th…

A Branch-and-Cut method for the Capacitated Location-Routing Problem

2011

International audience; Recent researches in the design of logistic networks have shown that the overall distribution cost may be excessive if routing decisions are ignored when locating depots. The Location-Routing Problem (LRP) overcomes this drawback by simultaneously tackling location and routing decisions. The aim of this paper is to propose an exact approach based on a Branch-and-Cut algorithm for solving the LRP with capacity constraints on depots and vehicles. The proposed method is based on a zero-one linear model strengthened by new families of valid inequalities. The computational evaluation on three sets of instances (34 instances in total), with 5–10 potential depots and 20–88 …

Swing options in commodity markets: a multidimensional Lévy diffusion model

2013

Author's version of an article in the journal: Mathematical Methods of Operations Research. Also available from the publisher at: http://dx.doi.org/10.1007/s00186-013-0452-7 We study valuation of swing options on commodity markets when the commodity prices are driven by multiple factors. The factors are modeled as diffusion processes driven by a multidimensional Lévy process. We set up a valuation model in terms of a dynamic programming problem where the option can be exercised continuously in time. Here, the number of swing rights is given by a total volume constraint. We analyze some general properties of the model and study the solution by analyzing the associated HJB-equation. Furthermo…