Search results for "lcsh:T57-57.97"
showing 10 items of 11 documents
Managing Human Factors to Reduce Organisational Risk in Industry
2018
[EN] Human factors are intrinsically involved at virtually any level of most industrial/business activities, and may be responsible for several accidents and incidents, if not correctly identified and managed. Focusing on the significance of human behaviour in industry, this article proposes a multi-criteria decision-making (MCDM)-based approach to support organizational risk assessment in industrial environments. The decision-making trial and evaluation laboratory (DEMATEL) method is proposed as a mathematical framework to evaluate mutual relationships within a set of human factors involved in industrial processes, with the aim of highlighting priorities of intervention. A case study relat…
Existence of viscosity solutions to two-phase problems for fully nonlinear equations with distributed sources
2018
In this paper we construct a viscosity solution of a two-phase free boundary problem for a class of fully nonlinear equation with distributed sources, via an adaptation of the Perron method. Our results extend those in [Caffarelli, 1988], [Wang, 2003] for the homogeneous case, and of [De Silva, Ferrari, Salsa, 2015] for divergence form operators with right hand side.
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
2021
We develop a new nonparametric approach for estimating the risk-neutral density of asset prices and reformulate its estimation into a double-constrained optimization problem. We evaluate our approach using the S\&P 500 market option prices from 1996 to 2015. A comprehensive cross-validation study shows that our approach outperforms the existing nonparametric quartic B-spline and cubic spline methods, as well as the parametric method based on the Normal Inverse Gaussian distribution. As an application, we use the proposed density estimator to price long-term variance swaps, and the model-implied prices match reasonably well with those of the variance future downloaded from the CBOE websi…
Nonlinear elliptic equations involving the p-Laplacian with mixed Dirichlet-Neumann boundary conditions
2019
In this paper, a nonlinear differential problem involving the \(p\)-Laplacian operator with mixed boundary conditions is investigated. In particular, the existence of three non-zero solutions is established by requiring suitable behavior on the nonlinearity. Concrete examples illustrate the abstract results.
A multiplicity theorem for parametric superlinear (p,q)-equations
2020
We consider a parametric nonlinear Robin problem driven by the sum of a \(p\)-Laplacian and of a \(q\)-Laplacian (\((p,q)\)-equation). The reaction term is \((p-1)\)-superlinear but need not satisfy the Ambrosetti-Rabinowitz condition. Using variational tools, together with truncation and comparison techniques and critical groups, we show that for all small values of the parameter, the problem has at least five nontrivial smooth solutions, all with sign information.
Wardowski conditions to the coincidence problem
2015
In this article we first discuss the existence and uniqueness of a solution for the coincidence problem: Find p ∈ X such that Tp = Sp, where X is a nonempty set, Y is a complete metric space, and T, S:X → Y are two mappings satisfying a Wardowski type condition of contractivity. Later on, we will state the convergence of the Picard-Juncgk iteration process to the above coincidence problem as well as a rate of convergence for this iteration scheme. Finally, we shall apply our results to study the existence and uniqueness of a solution as well as the convergence of the Picard-Juncgk iteration process toward the solution of a second order differential equation. Ministerio de Economía y Competi…
Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates
2021
We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subodinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in Di Crescenzo A., Macci C., Martinucci B. (2014).
Graph-based exploration and clustering analysis of semantic spaces
2019
Abstract The goal of this study is to demonstrate how network science and graph theory tools and concepts can be effectively used for exploring and comparing semantic spaces of word embeddings and lexical databases. Specifically, we construct semantic networks based on word2vec representation of words, which is “learnt” from large text corpora (Google news, Amazon reviews), and “human built” word networks derived from the well-known lexical databases: WordNet and Moby Thesaurus. We compare “global” (e.g., degrees, distances, clustering coefficients) and “local” (e.g., most central nodes and community-type dense clusters) characteristics of considered networks. Our observations suggest that …
Heat rectification in He II counterflow in radial geometries
2018
Abstract We consider heat rectification in radial flows of turbulent helium II, where heat flux is not described by Fourier's law, but by a more general law. This is different from previous analyses of heat rectification, based on such law. In our simplified analysis we show that the coupling between heat flux and the gradient of vortex line density plays a decisive role in such rectification. Such rectification will be low at low and high values of the heat rate, but it may exhibit a very high value at an intermediate value of the heat rate. In particular, for a given range of values for the incoming heat ow, the outgoing heat flow corresponding to the exchange of internal and external tem…