Bianchi Type-III Cosmic Strings and Domain Walls Cosmological Model in General Relativity

Bianchi type-III space time is considered in the presence of cosmic strings and thick domain walls source in the frame work of general relativity. Exact cosmological models using various cases of ρ=α λ and p=γ ρ are presented. It is observed that the behavior of these models (with cosmic strings and domain walls), based on their physical and kinematical properties, is found to be identical.     

Envelopes of splines in the projective plane

In this paper a family of curves—Riemannian cubics—inthe unit sphere and the real projective plane is investigated.Riemannian cubics naturally arise as solutions to variationalproblems in Riemannian spaces. It is remarkable to find thatan envelope of lines generated by a Riemannian cubic in onespace is (nearly) a Riemannian cubic in another space.     

DYNAMICS OF A NONLINEAR NON-AUTONOMOUS n-PATCHES PREDATOR-PREY DISPERSION-DELAY MODEL

In this paper,a nonlinear nonautonomous predator-prey dispersion model with continuous distributed delay is studied,where all parameters are time-dependent.In this system consisting of n-patches the prey species can disperse among n-patches,but the predator species is confined to one patch and cannot disperse.It is proved that the system is uniformly persistent under any dispersion rate effect.Furthermore,some sufficient conditions are established for the existence of a unique almost periodic solution of the system.The example shows that the criteria in the paper are new,general and easily verifiable.     

Approximation of common fixed points for finite families of nonself asymptotically nonexpansive mappings in Banach spaces

Let E be a real uniformly convex Banach space, K be a closed convex nonempty subset of E which is also a nonexpansive retract with retraction P. Let be asymptotically nonexpansive mappings of K into E with sequences (respectively) satisfying kin→1 as n→∞, i=1,2,…,m, and . Let be a sequence in [?,1−?],?∈(0,1), for each i∈{1,2,…,m} (respectively). Let {xn} be a sequence generated for m?2 by

     

Nonlinear Time Series Forecast Using Radial Basis Function Neural Networks

In the research of using Radial Basis Function Neural Network (RBF NN) forecasting nonlinear time series, we investigate how the different clusterings affect the process of learning and forecasting. We find that k-means clustering is very suitable. In order to increase the precision we introduce a nonlinear feedback term to escape from the local minima of energy, then we use the model to forecast the nonlinear time series which are produced by Mackey-Glass equation and stocks. By selecting the k-means clustering and the suitable feedback term, much better forecasting results are obtained.     

The problem of processing time series: Extending possibilities of the local approximation method using singular spectrum analysis

We present algorithms for singular spectrum analysis and local approximation methods used to extrapolate time series. We analyze the advantages and disadvantages of these methods and consider the peculiarities of applying them to various systems. Based on this analysis, we propose a generalization of the local approximation method that makes it suitable for forecasting very noisy time series. We present the results of numerical simulations illustrating the possibilities of the proposed method.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 142, No. 1, pp. 148–159, January, 2005.     

IMPLICIT DIFFERENCE APPROXIMATION FOR A TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

In this paper, a time fractional advection-dispersion equation is considered. From the relationship between the Caputo derivative and the Grunwald derivative, the Caputo derivative is approximated by using the Griinwald derivative. An implicit difference approximation for this equation is proposed. We prove that this approximation is unconditionally stable and convergent. Finally, numerical examples are given.     

Proper-Time Classical Electrodynamics

We construct a generalization of Maxwell's equations associated with the proper-time of the source which accounts for radiation reaction without any assumptions concerning the nature of the source. The theory leads to a new invariance group, related to the Lorentz group, which leaves the proper-time of the source fixed for all observers.     

Adaptive control of nonlinear complex Holling II predator–prey system with unknown parameters

In recent years, control of nonlinear complex predator–prey systems has attracted the attention of many researchers. The previous works have some weaknesses such as neglecting the consideration of the effects of both model uncertainties and unknown parameters and having an infinite time of convergence. To overcome the mentioned shortages, this article solves the problem of robust control of nonlinear complex Holling type II predator–prey system in a given finite time. It is assumed that the parameters of the system are fully unknown in advance and some uncertainties perturb the system's dynamics. To tackle the system unknown parameters, some adaptation laws are introduced. Thereafter, a robust switching controller is proposed to finite‐timely stabilize the predator–prey system. An illustrative example demonstrates the efficiency and usefulness of the proposed control strategy. © 2015 Wiley Periodicals, Inc. Complexity 21: 260–266, 2016     

Minimizing lifetime poverty with a penalty for bankruptcy

We provide investment advice for an individual who wishes to minimize her lifetime poverty, with a penalty for bankruptcy or ruin. We measure poverty via a non-negative, non-increasing function of (running) wealth. Thus, the lower wealth falls and the longer wealth stays low, the greater the penalty. This paper generalizes the problems of minimizing the probability of lifetime ruin and minimizing expected lifetime occupation, with the poverty function serving as a bridge between the two. To illustrate our model, we compute the optimal investment strategies for a specific poverty function and two consumption functions, and we prove some interesting properties of those investment strategies.