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21.
Manuel Ritoré Cé sar Rosales 《Transactions of the American Mathematical Society》2004,356(11):4601-4622
We study the problem of existence of regions separating a given amount of volume with the least possible perimeter inside a Euclidean cone. Our main result shows that nonexistence for a given volume implies that the isoperimetric profile of the cone coincides with the one of the half-space. This allows us to give some criteria ensuring existence of isoperimetric regions: for instance, local convexity of the cone at some boundary point.
We also characterize which are the stable regions in a convex cone, i.e., second order minima of perimeter under a volume constraint. From this it follows that the isoperimetric regions in a convex cone are the euclidean balls centered at the vertex intersected with the cone.
22.
We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
23.
Christian Richter 《Elemente der Mathematik》1998,53(4):149-158
24.
25.
A noncooperative game governed by a distributed-parameter predator-prey system is considered, assuming that two players control
initial conditions for predator and prey, respectively. Existence of a Nash equilibrium is shown under the condition that
the desired population profiles and the environmental carrying capacity for the prey are sufficiently small. A conceptual
approximation algorithm is proposed and analyzed. Finally, numerical simulations are performed, too. 相似文献
26.
José F. Cariñena Manuel F. Rañada 《Journal of Mathematical Analysis and Applications》2007,332(2):975-988
Given a smooth vector field Γ and assuming the knowledge of an infinitesimal symmetry X, Hojman [S. Hojman, The construction of a Poisson structure out of a symmetry and a conservation law of a dynamical system, J. Phys. A Math. Gen. 29 (1996) 667-674] proposed a method for finding both a Poisson tensor and a function H such that Γ is the corresponding Hamiltonian system. In this paper, we approach the problem from geometrical point of view. The geometrization leads to the clarification of several concepts and methods used in Hojman's paper. In particular, the relationship between the nonstandard Hamiltonian structure proposed by Hojman and the degenerate quasi-Hamiltonian structures introduced by Crampin and Sarlet [M. Crampin, W. Sarlet, Bi-quasi-Hamiltonian systems, J. Math. Phys. 43 (2002) 2505-2517] is unveiled in this paper. We also provide some applications of our construction. 相似文献
27.
Optimal explicit Runge–Kutta methods consider more stages in order to include a particular spectrum in their stability domain
and thus reduce time-step restrictions. This idea, so far used mostly for real-line spectra, is generalized to more general
spectra in the form of a thin region. In thin regions the eigenvalues may extend away from the real axis into the imaginary
plane. We give a direct characterization of optimal stability polynomials containing a maximal thin region and calculate these
polynomials for various cases. Semi-discretizations of hyperbolic–parabolic equations are a relevant application which exhibit
a thin region spectrum. As a model, linear, scalar advection–diffusion is investigated. The second-order-stabilized explicit
Runge–Kutta methods derived from the stability polynomials are applied to advection–diffusion and compressible, viscous fluid
dynamics in numerical experiments. Due to the stabilization the time step can be controlled solely from the hyperbolic CFL
condition even in the presence of viscous fluxes. 相似文献
28.
In this paper a cubic lattice L(S) is endowed with a symmetric implication structure and it is proved that L(S) \ {0} is a power of the three-element simple symmetric implication algebra. The Metropolis–Rota’s symmetries are obtained as partial terms in the language of symmetric implication algebras. 相似文献
29.
Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach
An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
30.
Manuel Fernández-López Eduardo García-Río Demir N. Kupeli 《Annals of Global Analysis and Geometry》2002,21(1):1-13
A characterization of time functions on a spacetime is made by using theMöbius equation. It is shown that a time function characterized in this wayyields past timelike geodesic incompleteness and local Lorentzian warpedproduct decomposition of spacetime, provided that the stress-energy tensoris a fluid. Also, by imposing additional assumptions on the stress-energytensor and global analytic structure of the spacetime, more restrictivedecompositions closer to Robertson–Walker spacetimes are obtained. 相似文献