一类含有非线性传染率的传染病模型的全局稳定性

讨论了一类带有非线性传染率的SIRS型传染病模型,得到了无病平衡点和地方病平衡点存在的阈值条件,借助构造Dulac函数和Liapunov函数,找到了两类平衡点全局渐近稳定的充要条件.     

Stability and Hopf bifurcation analysis on a simplified BAM neural network with delays

A delay-differential equation modelling a bidirectional associative memory (BAM) neural network with three neurons is investigated. Its dynamics are studied in terms of local analysis and Hopf bifurcation analysis. By analyzing the associated characteristic equation, its linear stability is investigated and Hopf bifurcations are demonstrated. The stability and direction of the Hopf bifurcation are determined by applying the normal form theory and the center manifold reduction. Numerical simulation results are given to support the theoretical predictions.     

Unilaterally competitive games

The authors acknowledge valuable discussions with Jonathan Hamilton and Mamoru Kaneko as well as very detailed comments of two referees.     

Spectroscopic study on the complex formation of chromogenic bridged calixarenes with aliphatic amines

The complex formation between chromogenic capped calix 4 arene derivatives comprising indophenol indicator group(s), and aliphatic amines has been studied by UV/Vis spectroscopy. The equilibrium constants have been determined in ethanol, and—for one ligand—also in dimethylsulfoxide. The results have been interpreted in terms of various types of host–guest interactions and of steric effects.     

Optical Spectroscopy and Theoretical Studies in Calixarene Chemistry

This review summarizes different applications of optical spectroscopic methods in calixarene chemistry including UV/Vis spectrometry, vibrational spectroscopic techniques (FTIR and Raman spectroscopy), luminescence spectroscopy (including fluorescence and phosphorescence), ellipsometry and various optical microscopic methods. Moreover, the results of theoretical studies (AM1, PM3, DFT, ab initio, etc.) are summarized based on selected papers in the field of conformational studies, thermodynamics and complexation features. About 300 references are processed systematically from the results reported mainly in the recent years with emphasis on the potential of practical application of these molecules.     

Hybrid physics of the mind

The physics of the mind is considered as a hybrid system incorporating both the theories of modern and ancient scientists in order to shed some light on the existing [E.E. Escultura, The physics of the mind (in press)] theory and to strengthen it.     

Stationary Distributions of GI/M/c Queue with PH Type Vacations

We study a GI/M/c type queueing system with vacations in which all servers take vacations together when the system becomes empty. These servers keep taking synchronous vacations until they find waiting customers in the system at a vacation completion instant.The vacation time is a phase-type (PH) distributed random variable. Using embedded Markov chain modeling and the matrix geometric solution methods, we obtain explicit expressions for the stationary probability distributions of the queue length at arrivals and the waiting time. To compare the vacation model with the classical GI/M/c queue without vacations, we prove conditional stochastic decomposition properties for the queue length and the waiting time when all servers are busy. Our model is a generalization of several previous studies.     

Lower bounds for densities of uniformly elliptic random variables on Wiener space

 In this article, we generalize the lower bound estimates for uniformly elliptic diffusion processes obtained by Kusuoka and Stroock. We define the concept of uniform elliptic random variable on Wiener space and show that with this definition one can prove a lower bound estimate of Gaussian type for its density. We apply our results to the case of the stochastic heat equation under the hypothesis of unifom ellipticity of the diffusion coefficient. Received: 6 November 2001 / Revised version: 27 February 2003 / Published online: 12 May 2003 Key words or phrases: Malliavin Calculus – Density estimates – Aronson estimates     

A volatility decomposition control variate technique for Monte Carlo simulations of Heath Jarrow Morton models

The aim of this work is to develop a simulation approach to the yield curve evolution in the Heath, Jarrow and Morton [Econometrica 60 (1) (1992) 77] framework. The stochastic quantities considered as affecting the forward rate volatility function are the spot rate and the forward rate. A decomposition of the volatility function into a Hull and White [Rev. Financial Stud. 3 (1990) 573] volatility and a remainder allows us to develop an efficient Control Variate Method that makes use of the closed form solution of the Hull and White call option. This technique considerably speeds up the simulation algorithm to approximate call option values with Monte Carlo simulation.