Search results for "stochastic"
showing 10 items of 1018 documents
Multiplicity results for a class of asymmetric weakly coupled systems of second order ordinary differential equations
2005
We prove the existence and multiplicity of solutions to a two-point boundary value problem associated to a weakly coupled system of asymmetric second-order equations. Applying a classical change of variables, we transform the initial problem into an equivalent problem whose solutions can be characterized by their nodal properties. The proof is developed in the framework of the shooting methods and it is based on some estimates on the rotation numbers associated to each component of the solutions to the equivalent system.
A Criterium for the Strict Positivity of the Density of the Law of a Poisson Process
2011
We translate in semigroup theory our result (Leandre, 1990) giving a necessary condition so that the law of a Markov process with jumps could have a strictly positive density. This result express, that we have to jump in a finite number of jumps in a "submersive" way from the starting point to the end point if the density of the jump process is strictly positive in . We use the Malliavin Calculus of Bismut type of (Leandre, (2008;2010)) translated in semi-group theory as a tool, and the interpretation in semi-group theory of some classical results of the stochastic analysis for Poisson process as, for instance, the formula giving the law of a compound Poisson process.
Secondary nucleation and accessible surface in insulin amyloid fibril formation.
2008
At low pH insulin is highly prone to self-assembly into amyloid fibrils. The process has been proposed to be affected by the existence of secondary nucleation pathways, in which already formed fibrils are able to catalyze the formation of new fibrils. In this work, we studied the fibrillation process of human insulin in a wide range of protein concentrations. Thioflavin T fluorescence was used for its ability to selectively detect amyloid fibrils, by mechanisms that involve the interaction between the dye and the accessible surface of the fibrils. Our results show that the rate of fibrillation and the Thioflavin T fluorescence intensity saturate at high protein concentration and that, surpr…
An environment based approach for the ant colony convergence
2020
Abstract Ant colony optimization (ACO) algorithms are a bio inspired solutions which have been very successful in combinatorial problem solving, also known as NP-hard problems, including transportation system optimization. As opposed to exact methods, which could give the best results of a tested problem, this meta-heuristics is based on the stochastic logic but not on theoretical mathematics demonstration (or only on certain well defined applications). According to this, the weak point of this meta-heuristics is his convergence, its termination condition. We can finds many different termination criteria in the scientific literature, yet most of them are costly in resources and unsuitable f…
Scenario optimization asset and liability modelling for individual investors
2006
We develop a scenario optimization model for asset and liability management of individual investors. The individual has a given level of initial wealth and a target goal to be reached within some time horizon. The individual must determine an asset allocation strategy so that the portfolio growth rate will be sufficient to reach the target. A scenario optimization model is formulated which maximizes the upside potential of the portfolio, with limits on the downside risk. Both upside and downside are measured vis- `a-vis the goal. The stochastic behavior of asset returns is captured through bootstrap simulation, and the simulation is embedded in the model to determine the optimal portfolio. …
Oscillation criteria for even-order neutral differential equations
2016
Abstract We study oscillatory behavior of solutions to a class of even-order neutral differential equations relating oscillation of higher-order equations to that of a pair of associated first-order delay differential equations. As illustrated with two examples in the final part of the paper, our criteria improve a number of related results reported in the literature.
Qualitative Analysis of Differential, Difference Equations, and Dynamic Equations on Time Scales
2015
and Applied Analysis 3 thank Guest Editors Josef Dibĺik, Alexander Domoshnitsky, Yuriy V. Rogovchenko, Felix Sadyrbaev, and Qi-Ru Wang for their unfailing support with editorial work that ensured timely preparation of this special edition. Tongxing Li Josef Dibĺik Alexander Domoshnitsky Yuriy V. Rogovchenko Felix Sadyrbaev Qi-Ru Wang
Stochastic Vulnerability Assessment of Masonry Structures: Concepts, Modeling and Restoration Aspects
2019
A methodology aiming to predict the vulnerability of masonry structures under seismic action is presented herein. Masonry structures, among which many are cultural heritage assets, present high vulnerability under earthquake. Reliable simulations of their response to seismic stresses are exceedingly difficult because of the complexity of the structural system and the anisotropic and brittle behavior of the masonry materials. Furthermore, the majority of the parameters involved in the problem such as the masonry material mechanical characteristics and earthquake loading characteristics have a stochastic-probabilistic nature. Within this framework, a detailed analytical methodological approac…
Estimation of Granger causality through Artificial Neural Networks: applications to physiological systems and chaotic electronic oscillators
2021
One of the most challenging problems in the study of complex dynamical systems is to find the statistical interdependencies among the system components. Granger causality (GC) represents one of the most employed approaches, based on modeling the system dynamics with a linear vector autoregressive (VAR) model and on evaluating the information flow between two processes in terms of prediction error variances. In its most advanced setting, GC analysis is performed through a state-space (SS) representation of the VAR model that allows to compute both conditional and unconditional forms of GC by solving only one regression problem. While this problem is typically solved through Ordinary Least Sq…
Determinants and efficiency of Pakistan's chemical products' exports: An application of stochastic frontier gravity model.
2019
The estimation of efficiency of industry-specific exports is very important to find exports' gap and to frame exports promotion policy for targeted industry. This study attempts to investigate the main determinants of chemical products' exports of Pakistan with 62 trading partners by applying Stochastic Frontier Analysis (SFA) on an augmented gravity model for a period 1995-2015. The results corroborate that chemical products' exports follow gravity patterns. This study finds a negative and significant impact of import tariff on exports of chemical products while the positive impact of devaluation has been observed. Further, the estimations also take into account the impact of Preferential …