Search results for "stochastic"
showing 10 items of 1018 documents
Mesure invariante d'une equation integrale stochastique a coefficients periodiques et applications a un modele d'epidemiologie
2012
We consider a stochastic integral equation, whose coe cients are periodic in time. Under a suitable condition we prove the existence of an invariant mesure for this stochastic equation. This invariant mesure is constructed on a Banach space of continuous functions. We study also its application to an epidemiologic model of malaria, which concerns the infected population and the vector population.
From Particle Systems to Partial Differential Equations International Conference, Particle Systems and PDEs VI, VII and VIII, 2017-2019
2021
This book includes the joint proceedings of the International Conference on Particle Systems and PDEs VI, VII and VIII. Particle Systems and PDEs VI was held in Nice, France, in November/December 2017, Particle Systems and PDEs VII was held in Palermo, Italy, in November 2018, and Particle Systems and PDEs VIII was held in Lisbon, Portugal, in December 2019. Most of the papers are dealing with mathematical problems motivated by different applications in physics, engineering, economics, chemistry and biology. They illustrate methods and topics in the study of particle systems and PDEs and their relation. The book is recommended to probabilists, analysts and to those mathematicians in general…
Smart Cities and a Stochastic Frontier Analysis: A Comparison among European Cities
2013
The level of interest in smart cities is growing, and the recent literature on this topic (Holland, 2008; Caragliu et al., 2009, Nijkamp et al., 2011 and Lombardi et al., 2012) identifies a number of factors that characterise a city as smart, such as economic development, environment, human capital, culture and leisure, and e-governance. Thus, the smartness concept is strictly linked to urban efficiency in a multifaceted way. A seminal research for European policy conducted by Giffinger et al. (2007) defines a smart city on the basis of several intangible indicators, such as a smart economy, smart mobility, smart environment, smart people, smart living, and smart governance. These authors’ …
Landslides susceptibility stochastic modelling under earthquakes and rainfalls triggering: applications to 2001 earthquakes (13th January and 13th Fe…
2022
Predicting storm-triggered debris flow events: application to the 2009 Ionian Peloritan disaster (Sicily, Italy)
2015
Abstract. The main assumption on which landslide susceptibility assessment by means of stochastic modelling lies is that the past is the key to the future. As a consequence, a stochastic model able to classify past known landslide events should be able to predict a future unknown scenario as well. However, storm-triggered multiple debris flow events in the Mediterranean region could pose some limits on the operative validity of such an expectation, as they are typically resultant of a randomness in time recurrence and magnitude and a great spatial variability, even at the scale of small catchments. This is the case for the 2007 and 2009 storm events, which recently hit north-eastern Sicily …
Evaluation of Options using the Black-Scholes Methodology
2019
This paper discusses how to obtain the Black-Scholes equation to evaluate options and how to obtain explicit solutions for Call and Put. The Black-Scholes equation, which is the basis for determining explicit solutions for Call and Put, is a rather sophisticated equation. It is a partial differential equation of the second order, parabolic, similar to the heat equation. The terms of the equation express diffusion in a homogeneous environment, convection and reaction. The main objective of the paper is to present the Black-Scholes methodology and apply this methodology on the underlying asset of the nature of the listed stock on the Bucharest Stock Exchange. Also, a secondary objective is to…
On stochastic modelling and reliability of systems with moving cracked material
2015
In many industrial processes, such as printing paper, a material travels through a series of rollers unsupported and under longitudinal tension. The value of the tension has an important role in the system behaviour, such as fracture and me- chanical stability. This thesis develops stochastic models for a system in which an elastic, isotropic cracked material travels through a series of spans and studies the probabilities of fracture and instability of the material. The models focus on describing tension variations and initial cracks in the material. Time-dependent tension fluctuations are modelled by the stationary Ornstein-Uhlenbeck process, and the occurrence and lengths of the cracks are…
A stochastic reaction-diffusion-taxis model for picophytoplankton dynamics
2011
The dynamics of picophytoplankton communities in marine environment is studied by astochastic reaction-dìffusìon-taxis model, analyzing the time evolution of the biomass concentration along a water column. The model is based on two stochastic differentìal equations, where the random fluctuations of the environmental variables are considered by inserting two multiplicative noise terms. Specifically, the model describes the dynamics of diffusion of picophytoplankton biomass and nutrient concentrations. In the proposed model the marine environment is characterized by poorly mixed waters and picophytoplankton is subject to intraspecific competition for light and nutrients. By numerically solvin…
A stochastic reaction-diffusion-taxis model for two picophytoplankton populations
2012
In this work, the stationary distributions of two populations of picophytoplankton, i.e. picoeukaryotes and Prochlorococcus, are studied. This two groups account on average for 60% of the total chlorophyll a (chl a) and divinil chlorophyll a (divinil chl a) concentration in Mediterranean Sea. The interaction of these populations with the environment occurs through two factors that limit the growth of the aquatic microorganisms: light intensity and nutrient, i.e. phosphorus. The dynamics of the two picophytoplanktonic groups, distributed at different depth along a water column (one-dimensional spatial domain), is analyzed starting from a deterministic reaction-diffusion-taxis model. This con…
Random vibration mitigation of beams via tuned mass dampers with spring inertia effects
2019
The dynamics of beams equipped with tuned mass dampers is of considerable interest in engineering applications. Here, the purpose is to introduce a comprehensive framework to address the stochastic response of the system under stationary and non-stationary loads, considering inertia effects along the spring of every tuned mass damper applied to the beam. For this, the key step is to show that a tuned mass damper with spring inertia effects can be reverted to an equivalent external support, whose reaction force on the beam depends only on the deflection of the attachment point. On this basis, a generalized function approach provides closed analytical expressions for frequency and impulse res…