Monotone iteration method for differential equations involving integral boundary conditions on the half line

By applying the monotone iterative methods, we obtain the existence of monotone positive solutions for integral boundary value problems of differential equations on the half line, and establish the iterative schemes for approximating the solutions. Our approach is based on the fixed point theorem and the monotone iterative technique. The existence of lower and upper solutions is not needed.     

Existence of three weak solutions for a perturbed anisotropic discrete Dirichlet problem

In this paper, we study the existence of at least three distinct solutions for a perturbed anisotropic discrete Dirichlet problem. Our approach is based on recent variational methods for smooth functionals defined on reflexive Banach spaces. Some examples are presented to demonstrate the application of our main results.     

Characterizations of optimality in convex programming: the nondifferentiable case

Primal, dual and saddle-point characterizations of optimality are given for convex programming in the general case (nondifferentiable functions and no constraint qualification).     

Classroom note: The area under x α by geometry

By stretching the area under the curve x ^α it is shown to be of the form x ^{α + 1} p(α). Geometry is then used to prove p(α) = 1/(α + 1).     

Factors contributing to academic achievement: a Bayesian structure equation modelling study

In Iran, high school graduates enter university after taking a very difficult entrance exam called the Konkoor. Therefore, only the top-performing students are admitted by universities to continue their bachelor's education in statistics. Surprisingly, statistically, most of such students fall into the following categories: (1) do not succeed in their education despite their excellent performance on the Konkoor and in high school; (2) graduate with a grade point average (GPA) that is considerably lower than their high school GPA; (3) continue their master's education in majors other than statistics and (4) try to find jobs unrelated to statistics. This article employs the well-known and powerful statistical technique, the Bayesian structural equation modelling (SEM), to study the academic success of recent graduates who have studied statistics at Shahid Beheshti University in Iran. This research: (i) considered academic success as a latent variable, which was measured by GPA and other academic success (see below) of students in the target population; (ii) employed the Bayesian SEM, which works properly for small sample sizes and ordinal variables; (iii), which is taken from the literature, developed five main factors that affected academic success and (iv) considered several standard psychological tests and measured characteristics such as ‘self-esteem’ and ‘anxiety’. We then study the impact of such factors on the academic success of the target population. Six factors that positively impact student academic success were identified in the following order of relative impact (from greatest to least): ‘Teaching–Evaluation’, ‘Learner’, ‘Environment’, ‘Family’, ‘Curriculum’ and ‘Teaching Knowledge’. Particularly, influential variables within each factor have also been noted.     

Multi-choice stochastic transportation problem involving extreme value distribution

In this paper a multi choice stochastic transportation problem is considered where the supply and demand parameters of the constraints follow extreme value distribution. Some of the cost coefficients of the objective function are multi-choice type. At first all the probabilistic constraints are transformed into deterministic constraints. Further using the binary variables, multi-choice type cost coefficients are handled. Then the transformed problem is considered as a deterministic multi-choice transportation problem. Finally, a numerical example is presented to illustrate the solution procedure.     

Uniqueness and stability in determining the speed of propagation of second-order hyperbolic equation with variable coefficients

One of the basic inverse problems in an anisotropic media is the determination of coefficients in a bounded domain with a single measurement. We consider the problem of finding the coefficient of the second derivatives in a second-order hyperbolic equation with variable coefficients.

Under a weak regularity assumption and a geometrical condition on the metric, we prove the uniqueness in a multidimensional hyperbolic inverse problem with a single measurement. Moreover we show that our uniqueness results yield the Lipschitz stability estimate in L ² space for solution to the inverse problem under consideration.     

Linear and nonlinear nonlocal boundary value problems for differential-operator equations

This study focuses on nonlocal boundary value problems (BVPs) for linear and nonlinear elliptic differential-operator equations (DOEs) that are defined in Banach-valued function spaces. The considered domain is a region with varying bound and depends on a certain parameter. Some conditions that guarantee the maximal L_p -regularity and Fredholmness of linear BVPs, uniformly with respect to this parameter, are presented. This fact implies that the appropriate differential operator is a generator of an analytic semigroup. Then, by using these results, the existence, uniqueness and maximal smoothness of solutions of nonlocal BVPs for nonlinear DOEs are shown. These results are applied to nonlocal BVPs for regular elliptic partial differential equations, finite and infinite systems of differential equations on cylindrical domains, in order to obtain the algebraic conditions that guarantee the same properties.     

Intensity‐based estimation of extreme loss event probability and value at risk

We develop a methodology for the estimation of extreme loss event probability and the value at risk, which takes into account both the magnitudes and the intensity of the extreme losses. Specifically, the extreme loss magnitudes are modeled with a generalized Pareto distribution, whereas their intensity is captured by an autoregressive conditional duration model, a type of self‐exciting point process. This allows for an explicit interaction between the magnitude of the past losses and the intensity of future extreme losses. The intensity is further used in the estimation of extreme loss event probability. The method is illustrated and backtested on 10 assets and compared with the established and baseline methods. The results show that our method outperforms the baseline methods, competes with an established method, and provides additional insight and interpretation into the prediction of extreme loss event probability. Copyright © 2012 John Wiley & Sons, Ltd.     

Solvability of a class of impulsive damped vibration problems

In this paper, a class of impulsive damped vibration problems are considered. Existence results are obtained by using variational method and critical point theorem. The obtained results are also valid and new even if the impulsive damped vibration problem is reduced to impulsive Hamiltonian system and Hamiltonian system. Examples are presented to illustrate the feasibility and effectiveness of the results. Copyright © 2013 John Wiley & Sons, Ltd.