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A stable Langevin model with diffusive-reflective boundary conditions
Stochastic Processes and their Applications. 2019. Vol. 129. No. 11. P. 4269-4293.
Jabir J. M., Profeta C.
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In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to diffusive-reflective boundary conditions whenever the particle position hits 0. We show that two main different regimes appear according to the values of the chosen parameters. We then use this study to construct the law of a (free) stable Langevin process conditioned to stay positive, thus extending earlier works on integrated Brownian motion. This construction further allows to obtain the exact asymptotics of the persistence probability of the integrated stable Lévy process. In addition, the paper is concluded by solving the associated trace problem in the symmetric case.
Gordin V. A., Shemendyuk A., Applied Mathematical Modelling 2020 Vol. 88 P. 550-572
Local perturbations of an infinitely long rod travel to infinity. On the contrary, in the case of a finite length of the rod, the perturbations reach its boundary and are reflected. The boundary conditions constructed here for the implicit difference scheme imitate the Cauchy problem and provide almost no reflection. These boundary conditions are non- ...
Added: September 20, 2020
Sinelshchikov D., Кудряшов Н. А., Theoretical and Mathematical Physics 2018 Vol. 196 No. 2 P. 1230-1240
We study a family of nonautonomous generalized Liénard-type equations. We consider the equivalence problem via the generalized Sundman transformations between this family of equations and type-I Painlevé–Gambier equations. As a result, we find four criteria of equivalence, which give four integrable families of Liénard-type equations. We demonstrate that these criteria can be used to construct ...
Added: February 9, 2019
Astrakhantsev R., Научные труды Вольного экономического общества России 2015 Т. 194 № 5 С. 55-61
The article presents the author's economic and mathematical modelof long-term forecasting of socio-economic development. The modeltakes into account the factor of exponential growth and cyclical devel- opment of the economy. Author's model can be used in both the mac-roeconomic and microeconomic planning in the long and short termperiod. The approbation of a mathematical model based ...
Added: January 16, 2020
Nazirov R., / ИКИ АН СССР. Серия 0 "Препринт ИКИ АН СССР". 1984. № Пр-875.
Added: April 1, 2013
Pahomov F., Известия РАН. Серия математическая 2016 Т. 80 № 6 С. 173-216
Полимодальная логика доказуемости
GLP была введена Г. К. Джапаридзе в 1986 г. Она является логикой доказуемости для ряда цепочек предикатов доказуемости возрастающей силы. Всякой полимодальной логике соответствует многообразие полимодальных алгебр. Л. Д. Беклемишевым и А. Виссером был поставлен вопрос о разрешимости элементарной теории свободной GLP-алгебры, порожденной константами 0, 1 [1]. В этой статье для любого натурального n решается аналогичный вопрос для логик GLPn, являющихся ...
Added: December 4, 2017
Ilyashenko Y., Яковенко С. Ю., М. : МЦНМО, 2013
Предлагаемая книга—первый том двухтомной монографии, посвящённой аналитической теории дифференциальных уравнений.
В первой части этого тома излагается формальная и аналитическая теория нормальных форм и теорема о разрешении особенностей для векторных полей на плоскости.
Вторая часть посвящена алгебраически разрешимым локальным задачам теории аналитических дифференциальных уравнений , квадратичным векторным полям и проблеме локальной классификации ростков векторных полей в комплексной области ...
Added: February 5, 2014
Rabinowitch A. S., Applied Mathematics 2010 Vol. 1 P. 1-7
Added: October 5, 2019
Fengler M. R., Mammen E., Vogt M., Journal of Econometrics 2015 Vol. 188 No. 1 P. 196-218
Abstract We study two types of testing problems in a nonparametric additive model setting: We develop methods to test (i) whether an additive component function has a given parametric form and (ii) whether an additive component has a structural break. We apply the theory to a nonparametric extension of the linear heterogeneous autoregressive model which ...
Added: September 4, 2015
Zinder Y., Lazarev A. A., Musatova E. G., Автоматика и телемеханика 2020 Т. 5 С. 91-104
Представлен полиномиальный алгоритм корректировки расписания движения поездов для случая, когда один из путей двухпутной железной дороги становится недоступным, оставшийся путь содержит разъезд, а все поезда делятся на две категории: приоритетные поезда, например пассажирские, и обычные поезда, к которым относятся большинство грузовых поездов. Представленный алгоритм минимизирует негативное влияние, оказываемое блокировкой пути, сначала для приоритетных поездов, а ...
Added: September 2, 2020
ООО Фирма "Элист", 2014
В книге представлены тезисы докладов I тура XV Всероссийской научно-технической конференции и школы молодых ученых, аспирантов и студентов. ...
Added: October 17, 2014
Maslov V., Теоретическая и математическая физика 2019 Т. 201 № 1 С. 65-83
We study the process of a nucleon separating from an atomic nucleus from the mathematical standpoint
using experimental values of the binding energy for the nucleus of the given substance. A nucleon becomes
a boson at the instant of separating from a fermionic nucleus. We study the further transformations of
boson and fermion states of separation in a ...
Added: November 1, 2019
Kalyagin V.A., Koldanov A.P., Koldanov P.A. et al., Physica A: Statistical Mechanics and its Applications 2014 Vol. 413 No. 1 P. 59-70
A general approach to measure statistical uncertainty of different filtration techniques for market network analysis is proposed. Two measures of statistical uncertainty are introduced and discussed. One is based on conditional risk for multiple decision statistical procedures and another one is based on average fraction of errors. It is shown that for some important cases ...
Added: July 19, 2014
Losev A. S., Slizovskiy S., JETP Letters 2010 Vol. 91 P. 620-624
Added: February 27, 2013
191574970, Functional Analysis and Its Applications 2006 Vol. 40 No. 2 P. 81-90
It is well known that every module M over the algebra ℒ(X) of operators on a finite-dimensional space X can be represented as the tensor product of X by some vector space E, M ≅ = E ⊗ X. We generalize this assertion to the case of topological modules by proving that if X is a stereotype space with the stereotype approximation property, then for each stereotype module M over the ...
Added: September 23, 2016
Blakeway S., Gromov D., Gromova E. et al., Vestnik Sankt-Peterburgskogo Universiteta, Prikladnaya Matematika, Informatika, Protsessy Upravleniya 2019 Vol. 15 No. 1 P. 22-38
We describe a novel game-theoretic formulation of the optimal mobile agents’ placement problem which arises in the context of Mobile Ad-hoc Networks (MANETs). This problem is modelled as a sequential multistage game. The definitions of both the Nash equilibrium and cooperative solution are given. A modification was proposed to ensure the existence of a Nash ...
Added: March 13, 2020
Bershtein M., Feigin B. L., Merzon G., Selecta Mathematica, New Series 2018 Vol. 24 No. 1 P. 21-62
We study plane partitions satisfying condition a_{n+1,m+1}=0 (this condition is called “pit”) and asymptotic conditions along three coordinate axes. We find the formulas for generating function of such plane partitions. Such plane partitions label the basis vectors in certain representations of quantum toroidal gl1 algebra, therefore our formulas can be interpreted as the characters of ...
Added: October 24, 2018
Семин С. В., Kurkina O. E., Kurkin A. A. et al., Труды НГТУ им. Р.Е. Алексеева 2012 № 2(95) С. 48-65
Purpose: Numerical modeling of internal baroclinic disturbances of different shapes in a model lake with variable depth, analysis of velocity field of wave-induced current, especially in the near-bed layer.
Approach: The study is carried out with the use of numerical full nonlinear nonhydrostatic model for stratified fluid.
Findings: The full nonlinear numerical modeling of internal wave dynamics ...
Added: October 6, 2012
49606783, Russian Journal of Mathematical Physics 2019 Vol. 26 No. 2 P. 168-173
The parameters of unstable short-living isotopes are studied from
the mathematical point of view. The values of the chemical potential
and activity parameters that determine the neutron halo arising when
the neutron separates from the nucleus of an unstable isotope are
calculated. The analogy between nuclear physics and economics is
considered from the point of view of such parameters as ...
Added: August 25, 2019
Levashov M., Кухаренко А. В., Вопросы защиты информации 2018 № 2 С. 66-71
Рассматривается статистическая модель одного этапа системы фрод-мониторинга транзакций в интернет-банкинге. Построен и рассчитан близкий к отношению правдоподобия критерий отсева мошеннических транзакций. Для выборочных распределений, полученных на выборке объема в 1 млн реальных транзакций, вычислены параметры эффективности этого критерия. ...
Added: June 14, 2018
Vyalyi M., Дискретная математика 1991 Т. 3 № 3 С. 35-45
Added: October 17, 2014
Kolokolov I., Lebedev V., Sizov G. A., Journal of Experimental and Theoretical Physics 2011 Vol. 140 No. 2 P. 387-400
We analyze magnetic kinematic dynamo in a conducting fluid where the stationary shear flow is accompanied by relatively weak random velocity fluctuations. The diffusionless and diffusion regimes are described. The growth rates of the magnetic field moments are related to the statistical characteristics of the flow describing divergence of the Lagrangian trajectories. The magnetic field ...
Added: February 2, 2017
Kotelnikova M. V., Aistov A., Вестник Нижегородского университета им. Н.И. Лобачевского. Серия: Социальные науки 2019 Т. 55 № 3 С. 183-189
The article describes a method that allows to improve the content of disciplines of the mathematical cycle by dividing them into invariant (general) and variable parts. The invariants were identified for such disciplines as «Linear algebra», «Mathematical analysis», «Probability theory and mathematical statistics» delivered to Bachelors program students of economics at several universities. Based on ...
Added: January 28, 2020
Min Namkung, Younghun K., Scientific Reports 2018 Vol. 8 No. 1 P. 16915-1-16915-18
Sequential state discrimination is a strategy for quantum state discrimination of a sender’s quantum
states when N receivers are separately located. In this report, we propose optical designs that can
perform sequential state discrimination of two coherent states. For this purpose, we consider not
only binary phase-shifting-key (BPSK) signals but also general coherent states, with arbitrary prior
probabilities. Since ...
Added: November 16, 2020
Buchstaber V., Limonchenko I., / Cornell University. Series math "arxiv.org". 2018. No. 1808.08851.
We introduce the notions of algebraic and geometric direct families of polytopes and develop a theory of such families. The theory is then applied to the problem of existence of nontrivial higher Massey products in cohomology of moment-angle-complexes. ...
Added: September 29, 2019