Search results for: controlled stochastic differential equation

Authors: Arcady Ponosov

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A novel mathematical approach is suggested, which facilitates a compressed representation and efficient validation of parameter-rich ordinary differential equation models describing the dynamics of complex, especially biology-related, systems and which is based on identification of the system's latent variables. In particular, an efficient parameter estimation method for the compressed non-linear dynamical systems is developed. The method is applied to the so-called 'power-law systems' being non-linear differential equations typically used in Biochemical System Theory.

Keywords: generalized law of mass action, metamodels, principal components, synergetic systems

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Authors: Wilmer Osvaldo Martinez, Manuel Dario Hernandez, Juan Manuel Julio

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We propose to assess the performance of k forecast procedures by exploring the distributions of forecast errors and error losses. We argue that non systematic forecast errors minimize when their distributions are symmetric and unimodal, and that forecast accuracy should be assessed through stochastic loss order rather than expected loss order, which is the way it is customarily performed in previous work. Moreover, since forecast performance evaluation can be understood as a one way analysis of variance, we propose to explore loss distributions under two circumstances; when a strict (but unknown) joint stochastic order exists among the losses of all forecast alternatives, and when such order happens among subsets of alternative procedures. In spite of the fact that loss stochastic order is stronger than loss moment order, our proposals are at least as powerful as competing tests, and are robust to the correlation, autocorrelation and heteroskedasticity settings they consider. In addition, since our proposals do not require samples of the same size, their scope is also wider, and provided that they test the whole loss distribution instead of just loss moments, they can also be used to study forecast distributions as well. We illustrate the usefulness of our proposals by evaluating a set of real world forecasts.

Keywords: forecast evaluation, stochastic order, multiple comparison, non parametric test

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Authors: Masoud Ghermezi

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Studying the sheet metals is one of the most important research areas in the field of metal forming due to their extensive applications in the aerospace industries. A useful method for determining the forming limit of these materials and consequently preventing the rupture of sheet metals during the forming process is the use of the forming limit curve (FLC). In addition to specifying the forming limit, this curve also delineates a boundary for the allowed values of strain in sheet metal forming; these characteristics of the FLC along with its accuracy of computation and wide range of applications have made this curve the basis of research in the present paper. This study presents a new model that not only agrees with the results obtained from the above mentioned theory, but also eliminates its shortcomings. In this theory, like in the M-K theory, a thin sheet with an inhomogeneity as a gradient thickness reduction with a sinusoidal function has been chosen and subjected to two-dimensional stress. Through analytical evaluation, ultimately, a governing differential equation has been obtained. The numerical solution of this equation for the range of positive strains (stretched region) yields the results that agree with the results obtained from M-K theory. Also the solution of this equation for the range of negative strains (tension region) completes the FLC curve. The findings obtained by applying this equation on two alloys with the hardening exponents of 0.4 and 0.24 indicate the validity of the presented equation.

Keywords: sheet metal, metal forming, forming limit curve (FLC), M-K theory

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Authors: Pius W. Molo Chin

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Real life problems such as the Huxley equation are always modeled as nonlinear differential equations. These problems need accurate and reliable methods for their solutions. In this paper, we propose a nonstandard finite difference method in time and the Galerkin combined with the compactness method in the space variables. This coupled method, is used to analyze a two dimensional Huxley equation for the existence and uniqueness of the continuous solution of the problem in appropriate spaces to be defined. We proceed to design a numerical scheme consisting of the aforementioned method and show that the scheme is stable. We further show that the stable scheme converges with the rate which is optimal in both the L2 as well as the H1-norms. Furthermore, we show that the scheme replicates the decaying qualities of the exact solution. Numerical experiments are presented with the help of an example to justify the validity of the designed scheme.

Keywords: Huxley equations, non-standard finite difference method, Galerkin method, optimal rate of convergence

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Authors: Yildiray Keskin, Omer Acan, Murat Akkus

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In this paper, the solution of fractional diffusion equations is presented by means of the reduced differential transform method. Fractional partial differential equations have special importance in engineering and sciences. Application of reduced differential transform method to this problem shows the rapid convergence of the sequence constructed by this method to the exact solution. The numerical results show that the approach is easy to implement and accurate when applied to fractional diffusion equations. The method introduces a promising tool for solving many fractional partial differential equations.

Keywords: fractional diffusion equations, Caputo fractional derivative, reduced differential transform method, partial

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Authors: Mohammad Arif Sobhan Bhuiyan, Zainal Abidin Nordin, Mamun Bin Ibne Reaz

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A compact and power efficient high performance Voltage Controlled Oscillator (VCO) is a must in analog and digital circuits especially in the communication system, but the best trade-off among the performance parameters is a challenge for researchers. In this paper, a design of a compact 3-stage differential voltage controlled ring oscillator (VCRO) with low phase noise, low power and higher tuning bandwidth is proposed in 0.18 µm CMOS technology. The VCRO is designed with symmetric load and positive feedback techniques to achieve higher gain and minimum delay. The proposed VCRO can operate at tuning range of 3.9-5.0 GHz at 1.6 V supply voltage. The circuit consumes only 1.0757 mW of power and produces -129 dbc/Hz. The total active area of the proposed VCRO is only 11.74 x 37.73 µm2. Such a VCO can be the best choice for compact and low-power RF applications.

Keywords: CMOS, VCO, VCRO, oscillator

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Authors: Manlika Ratchagit

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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, Lyapunov functional, linear matrix inequalities

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Authors: Manlika Rajchakit

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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.

Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, lyapunov functional, linear matrix inequalities

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Authors: Rahul Saini, Roshan Lal

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The present paper deals with the free axisymmetric vibrations of bi-directional functionally graded circular plates using Mindlin’s plate theory and physical neutral surface. The temperature-dependent, as well as temperature-independent mechanical properties of the plate material, varies in radial and transverse directions. Also, temperature profile for one- and two-dimensional temperature variations has been obtained from the heat conduction equation. A simple computational formulation for the governing differential equation of motion for such a plate model has been derived using Hamilton's principle for the clamped and simply supported plates at the periphery. Employing the generalized differential quadrature method, the corresponding frequency equations have been obtained and solved numerically to retain their lowest three roots as the natural frequencies for the first three modes. The effect of various other parameters such as temperature profile, functionally graded indices, and boundary conditions on the vibration characteristics has been presented. In order to validate the accuracy and efficiency of the method, the results have been compared with those available in the literature.

Keywords: bi-directionally FG, GDQM, Mindlin’s circular plate, neutral axis, vibrations

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Authors: Joelle Fong

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Older persons are at greatest risk of becoming frail. As survival to the age of 80 and beyond continues to increase, the health and frailty of older Americans has garnered much recent attention among policy makers and healthcare administrators. This paper examines patterns in old-age frailty within a multistate actuarial model that characterizes the stochastic process of biological ageing. Using aggregate population-level U.S. mortality data, we implement a stochastic aging model to examine cohort trends and gender differences in frailty distributions for older Americans born 1865 – 1894. The stochastic ageing model, which draws from the fields of actuarial science and gerontology, is well-established in the literature. The implications for public health insurance programs are also discussed. Our results suggest that, on average, women tend to be frailer than men at older ages and reveal useful insights about the magnitude of the male-female differential at critical age points. Specifically, we note that the frailty statuses of males and females are actually quite comparable from ages 65 to 80. Beyond age 80, however, the frailty levels start to diverge considerably implying that women are moving quicker into worse states of health than men. Tracking average frailty by gender over 30 successive birth cohorts, we also find that frailty levels for both genders follow a distinct peak-and-trough pattern. For instance, frailty among 85-year old American survivors increased in years 1954-1963, decreased in years 1964-1971, and again started to increase in years 1972-1979. A number of factors may have accounted for these cohort differences including differences in cohort life histories, differences in disease prevalence, differences in lifestyle and behavior, differential access to medical advances, as well as changes in environmental risk factors over time. We conclude with a discussion on the implications of our findings on spending for long-term care programs within the broader health insurance system.

Keywords: actuarial modeling, cohort analysis, frail elderly, health

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Authors: Yeliz Mert Kantar, İsmail Yeni̇lmez, Ibrahim Arik

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In this study, the efficiency measurement of the top fifty Turkish Universities has been conducted. The top fifty Turkish Universities are listed by The Scientific and Technological Research Council of Turkey (TÜBITAK) according to the Entrepreneur and Innovative University Index every year. The index is calculated based on four components since 2018. Four components are scientific and technological research competency, intellectual property pool, cooperation and interaction, and economic and social contribution. The four components consist of twenty-three sub-components. The 2021 list announced in January 2022 is discussed in this study. Efficiency analysis have been carried out using the Stochastic Frontier Model. Statistical significance of the sub-components that make up the index with certain weights has been examined in terms of the efficiency measurement calculated through the Stochastic Frontier Model. The relationship between the efficiency ranking estimated based on the Stochastic Frontier Model and the Entrepreneur and Innovative University Index ranking is discussed in detail.

Keywords: efficiency, entrepreneur and innovative universities, turkish universities, stochastic frontier model, tübi̇tak

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Authors: Brando Vagenende, Marie-Anne Guerry

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For stochastic matrices of any order, the geometric description of the convex set of eigenvalues is completely known. The purpose of this study is to investigate the subset of the monotone matrices. This type of matrix appears in contexts such as intergenerational occupational mobility, equal-input modeling, and credit ratings-based systems. Monotone matrices are stochastic matrices in which each row stochastically dominates the previous row. The monotonicity property of a stochastic matrix can be expressed by a nonnegative lower-order matrix with the same eigenvalues as the original monotone matrix (except for the eigenvalue 1). Specifically, the aim of this research is to focus on the properties of eigenvalues of monotone matrices. For those matrices up to order 3, there already exists a complete description of the convex set of eigenvalues. For monotone matrices of order at least 4, this study gives, through simulations, more insight into the geometric description of their eigenvalues. Furthermore, this research treats in a geometric and algebraic way the properties of eigenvalues of monotone matrices of order at least 4.

Keywords: eigenvalues of matrices, finite Markov chains, monotone matrices, nonnegative matrices, stochastic matrices

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Authors: Zhi Zhang, Liling Cao, Seyedbabak Momenzadeh, Lisa Davey

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Reinforced concrete (RC) flat slab-column systems are commonly used in residential or office buildings, as the flat slab provides efficient clearance resulting in more stories at a given height than regular reinforced concrete beam-slab system. Punching shear of slab-column joints is a critical component of two-way reinforced concrete flat slab design. The unbalanced moment at the joint is transferred via slab moment and shear forces. ACI 318 provides an equation to evaluate the punching shear under the design load. It is important to note that the design code considers gravity and environmental load when considering the design load combinations, while it does not consider the effect from differential foundation settlement, which may be a governing load condition for the slab design. This paper describes how prestressed reinforced concrete slab punching shear is evaluated based on ACI 318 provisions and finite element analysis. A prestressed reinforced concrete slab under differential settlements is studied using the finite element modeling methodology. The punching shear check equation is explained. The methodology to extract data for punching shear check from the finite element model is described and correlated with the corresponding code provisions. The study indicates that the finite element analysis results should be carefully reviewed and processed in order to perform accurate punching shear evaluation. Conclusions are made based on the case studies to help engineers understand the punching shear behavior in prestressed and non-prestressed reinforced concrete slabs.

Keywords: differential settlement, finite element model, prestressed reinforced concrete slab, punching shear

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Authors: Y. Pala, M. O. Ertas

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In this paper, the general Riccati equation is analytically solved by a new transformation. By the method developed, looking at the transformed equation, whether or not an explicit solution can be obtained is readily determined. Since the present method does not require a proper solution for the general solution, it is especially suitable for equations whose proper solutions cannot be seen at first glance. Since the transformed second order linear equation obtained by the present transformation has the simplest form that it can have, it is immediately seen whether or not the original equation can be solved analytically. The present method is exemplified by several examples.

Keywords: Riccati equation, analytical solution, proper solution, nonlinear

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Authors: Krzysztof Pomorski

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In the given work we present universal mathematical framework for modeling of cattle farm system that can set and validate various hypothesis that can be tested against experimental data. The presented work is preliminary but it is expected to be valid tool for future deeper analysis that can result in new class of prediction methods allowing early detection of cow dieseaes as well as cow performance. Therefore the presented work shall have its meaning in agriculture models and in machine learning as well. It also opens the possibilities for incorporation of certain class of biological models necessary in modeling of cow behavior and farm performance that might include the impact of environment on the farm system. Particular attention is paid to the model of coupled oscillators that it the basic building hypothesis that can construct the model showing certain periodic or quasiperiodic behavior.

Keywords: coupled ordinary differential equations, cattle farm system, numerical methods, stochastic differential equations

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Authors: Sharon-Yasotha Veerayah-Mcgregor, Valipuram Manoranjan

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A backward or inverse problem is known to be an ill-posed problem due to its instability that easily emerges with any slight change within the conditions of the problem. Therefore, only a limited number of numerical approaches are available to solve a backward problem. This paper considers the Nagumo equation, an equation that describes impulse propagation in nerve axons, which also models population growth with the Allee effect. A creative operator splitting numerical scheme is constructed to solve the inverse Nagumo equation. Computational simulations are used to verify that this scheme is stable, accurate, and efficient.

Keywords: inverse/backward equation, operator-splitting, Nagumo equation, ill-posed, finite-difference

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Authors: D. Mehdizadeh, M. Rahimian, M. Eskandari-Ghadi

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This article is concerned with the determination of the static interaction of a vertically loaded rigid circular disc embedded at the interface of a horizontal layer sandwiched in between two different transversely isotropic half-spaces called as tri-material full-space. The axes of symmetry of different regions are assumed to be normal to the horizontal interfaces and parallel to the movement direction. With the use of a potential function method, and by implementing Hankel integral transforms in the radial direction, the government partial differential equation for the solely scalar potential function is transformed to an ordinary 4th order differential equation, and the mixed boundary conditions are transformed into a pair of integral equations called dual integral equations, which can be reduced to a Fredholm integral equation of the second kind, which is solved analytically. Then, the displacements and stresses are given in the form of improper line integrals, which is due to inverse Hankel integral transforms. It is shown that the present solutions are in exact agreement with the existing solutions for a homogeneous full-space with transversely isotropic material. To confirm the accuracy of the numerical evaluation of the integrals involved, the numerical results are compared with the solutions exists for the homogeneous full-space. Then, some different cases with different degrees of material anisotropy are compared to portray the effect of degree of anisotropy.

Keywords: transversely isotropic, rigid disc, elasticity, dual integral equations, tri-material full-space

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Authors: A. B. Disu, M. S. Dada

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This study was conducted to investigate two dimensional heat transfer of a free convective-radiative MHD (Magneto-hydrodynamics) flow with temperature dependent viscosity and heat source of a viscous incompressible fluid in a porous medium between two vertical wavy walls. The fluid viscosity is assumed to vary as an exponential function of temperature. The flow is assumed to consist of a mean part and a perturbed part. The perturbed quantities were expressed in terms of complex exponential series of plane wave equation. The resultant differential equations were solved by Differential Transform Method (DTM). The numerical computations were presented graphically to show the salient features of the fluid flow and heat transfer characteristics. The skin friction and Nusselt number were also analyzed for various governing parameters.

Keywords: differential transform method, MHD free convection, porous medium, two dimensional radiation, two wavy walls

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Authors: Olfa Kaabia, Ilyes Abid, Khaled Guesmi

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This pioneer paper studies whether and how Bitcoin shocks are transmitted to the U.S economy. We employ a new methodology: TVP FAVAR model with stochastic volatility. We use a large dataset of 111 major U.S variables from 1959:m1 to 2016:m12. The results show that Bitcoin shocks significantly impact the U.S. economy. This significant impact is pronounced in a volatile and increasing U.S economy. The Bitcoin has a positive relationship on the U.S real activity, and a negative one on U.S prices and interest rates. Effects on the Monetary Policy exist via the inter-est rates and the Money, Credit and Finance transmission channels.

Keywords: bitcoin, US economy, FAVAR models, stochastic volatility

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Authors: Ramazan Kadiev, Arkadi Ponossov

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Semidiscrete systems contain both continuous and discrete components. This means that the dynamics is mostly continuous, but at certain instants, it is exposed to abrupt influences. Such systems naturally appear in applications, for example, in biological and ecological models as well as in the control theory. Therefore, the study of semidiscrete systems has recently attracted the attention of many specialists. Stochastic effects are an important part of any realistic approach to modeling. For example, stochasticity arises in the population dynamics, demographic and ecological due to a change in time of factors external to the system affecting the survival of the population. In control theory, random coefficients can simulate inaccuracies in measurements. It will be shown in the presentation how to incorporate such effects into semidiscrete systems. Stability analysis is an essential part of modeling real-world problems. In the presentation, it will be explained how sufficient conditions for the moment stability of solutions in terms of the coefficients for linear semidiscrete stochastic equations can be derived using non-Lyapunov technique.

Keywords: abrupt changes, exponential stability, regularization, stochastic noises

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Authors: Hassen M. Ouakad

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In this paper, the influence of van der Waals, as well as electrostatic forces on the structural behavior of MEMS and NEMS actuators, has been investigated using of a Euler-Bernoulli beam continuous model. In the proposed nonlinear model, the electrostatic fringing-fields and the mid-plane stretching (geometric nonlinearity) effects have been considered. The nonlinear integro-differential equation governing the static structural behavior of the actuator has been derived. An original Galerkin-based reduced-order model has been developed to avoid problems arising from the nonlinearities in the differential equation. The obtained reduced-order model equations have been solved numerically using the Newton-Raphson method. The basic design parameters such as the pull-in parameters (voltage and deflection at pull-in), as well as the detachment length due to the van der Waals force of some investigated micro- and nano-actuators have been calculated. The obtained numerical results have been compared with some other existing methods (finite-elements method and finite-difference method) and the comparison showed good agreement among all assumed numerical techniques.

Keywords: MEMS, NEMS, fringing-fields, mid-plane stretching, Galerkin

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Authors: Seyed Amin Vakili, Sahar Sadat Vakili, Seyed Ehsan Vakili, Nader Abdoli Yazdi

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Differential equations are of fundamental importance in engineering and applied mathematics, since many physical laws and relations appear mathematically in the form of such equations. The equilibrium state of structures consisting of one-dimensional elements can be described by an ordinary differential equation. The response of these kinds of structures under the loading, namely relationship between the displacement field and loading field, can be predicted by the solution of these differential equations and on satisfying the given boundary conditions. When the effect of change of geometry under loading is taken into account in modeling of equilibrium state, then these differential equations are partially integrable in quartered. They also exhibit instability characteristics when the structures are loaded compressively. The purpose of this paper is to represent the ability of the Modified Newmark Method in analyzing flexural-torsional instability of struts for both bifurcation and non-bifurcation structural systems. The results are shown to be very accurate with only a small number of iterations. The method is easily programmed, and has the advantages of simplicity and speeds of convergence and easily is extended to treat material and geometric nonlinearity including no prismatic members and linear and nonlinear spring restraints that would be encountered in frames. In this paper, these abilities of the method will be extended to the system of linear differential equations that govern strut flexural torsional stability.

Keywords: instability, torsion, flexural, buckling, modified newmark method stability

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Authors: Deva Kanta Phukan

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An attempt is made where an electrically conducting fluid is injected from a fixed outer cylindrical casing onto an inner moving cylindrical rod. A magnetic field is applied parallel to the axis of the cylindrical rod. The basic governing set of partial differential equations for conservation of mass and momentum are reduced to a set of non-linear ordinary differential equation by introducing similarity transformation, which are integrated numerically. A perturbation solution for the case of large magnetic parameter is derived for constant Reynolds number.

Keywords: annular axi-symmetric stagnation flow, conducting fluid, magnetic field, moving cylinder

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Authors: Shangerganesh Lingeshwaran

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In this presentation, we have performed numerical simulations for a reaction-diffusion equation with various nonlinear density-dependent diffusion operators and proliferation functions. The mathematical model represented by parabolic partial differential equation is considered to study the invasion of gliomas (the most common type of brain tumors) and to describe the growth of cancer cells and response to their treatment. The unknown quantity of the given reaction-diffusion equation is the density of cancer cells and the mathematical model based on the proliferation and migration of glioma cells. A standard Galerkin finite element method is used to perform the numerical simulations of the given model. Finally, important observations on the each of nonlinear diffusion functions and proliferation functions are presented with the help of computational results.

Keywords: glioma invasion, nonlinear diffusion, reaction-diffusion, finite eleament method

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Authors: Maryam Khazaei Pool, Lori Lewis

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This is a summary of articles based on higher order B-splines methods and the variation of B-spline methods such as Quadratic B-spline Finite Elements Method, Exponential Cubic B-Spline Method, Septic B-spline Technique, Quintic B-spline Galerkin Method, and B-spline Galerkin Method based on the Quadratic B-spline Galerkin method (QBGM) and Cubic B-spline Galerkin method (CBGM). In this paper, we study the B-spline methods and variations of B-spline techniques to find a numerical solution to the Burgers’ equation. A set of fundamental definitions, including Burgers equation, spline functions, and B-spline functions, are provided. For each method, the main technique is discussed as well as the discretization and stability analysis. A summary of the numerical results is provided, and the efficiency of each method presented is discussed. A general conclusion is provided where we look at a comparison between the computational results of all the presented schemes. We describe the effectiveness and advantages of these methods.

Keywords: Burgers’ equation, Septic B-spline, modified cubic B-spline differential quadrature method, exponential cubic B-spline technique, B-spline Galerkin method, quintic B-spline Galerkin method

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Authors: Amirhossein Chambari

Abstract:

This article proposes a bi-objective model for the facility location problem subject to congestion (overcrowding). Motivated by implementations to locate servers in internet mirror sites, communication networks, one-server-systems, so on. This model consider for situations in which immobile (or fixed) service facilities are congested (or queued) by stochastic demand to behave as M/M/1/K queues. We consider for this problem two simultaneous perspectives; (1) Customers (desire to limit times of accessing and waiting for service) and (2) Service provider (desire to limit average facility idle-time). A bi-objective model is setup for facility location problem with two objective functions; (1) Minimizing sum of expected total traveling and waiting time (customers) and (2) Minimizing the average facility idle-time percentage (service provider). The proposed model belongs to the class of mixed-integer nonlinear programming models and the class of NP-hard problems. In addition, to solve the model, controlled elitist non-dominated sorting genetic algorithms (Controlled NSGA-II) and controlled elitist non-dominated ranking genetic algorithms (NRGA-I) are proposed. Furthermore, the two proposed metaheuristics algorithms are evaluated by establishing standard multiobjective metrics. Finally, the results are analyzed and some conclusions are given.

Keywords: bi-objective, facility location, queueing, controlled NSGA-II, NRGA-I

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Authors: Yutae Lee

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In this paper, we consider the performance and availability of a redundancy model. The redundancy model is a form of resilience that ensures service availability in the event of component failure. This paper considers a 2N redundancy model. In the model there are at most one active service unit and at most one standby service unit. The active one is providing the service while the standby is prepared to take over the active role when the active fails. We design our analysis model using Stochastic Reward Nets, and then evaluate the performance and availability of 2N redundancy model using Stochastic Petri Net Package (SPNP).

Keywords: availability, performance, stochastic reward net, 2N redundancy

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Authors: Homa Ghave, Parmis Shahmaleki

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This paper presents a new multi-criteria stochastic mathematical model for a single machine scheduling with outsourcing allowed. There are multiple jobs processing in batch. For each batch, all of job or a quantity of it can be outsourced. The jobs have stochastic processing time and lead time and deterministic due dates arrive randomly. Because of the stochastic inherent of processing time and lead time, we use the chance constrained programming for modeling the problem. First, the problem is formulated in form of stochastic programming and then prepared in a form of deterministic mixed integer linear programming. The objectives are considered in the model to minimize the maximum tardiness and outsourcing cost simultaneously. Several procedures have been developed to deal with the multi-criteria problem. In this paper, we utilize the concept of satisfaction functions to increases the manager’s preference. The proposed approach is tested on instances where the random variables are normally distributed.

Keywords: single machine scheduling, multi-criteria mathematical model, outsourcing strategy, uncertain lead times and processing times, chance constrained programming, satisfaction function

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Authors: Tadas Telksnys, Zenonas Navickas, Minvydas Ragulskis

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Necessary and sufficient conditions for the existence of second order solitary solutions to the Hodgkin-Huxley equation are derived in this paper. The generalized multiplicative operator of differentiation helps not only to construct closed-form solitary solutions but also automatically generates conditions of their existence in the space of the equation's parameters and initial conditions. It is demonstrated that bright, kink-type solitons and solitary solutions with singularities can exist in the Hodgkin-Huxley equation.

Keywords: Hodgkin-Huxley equation, solitary solution, existence condition, operator method

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Authors: Raphael Naryongo, Philip Ngare, Anthony Waititu

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This paper deals with numerical simulation of Wishart processes for a single asset risky pricing model whose volatility is described by Wishart affine diffusion processes. The multi-factor specification of volatility will make the model more flexible enough to fit the stock market data for short or long maturities for better returns. The Wishart process is a stochastic process which is a positive semi-definite matrix-valued generalization of the square root process. The aim of the study is to model the log asset stock returns under the double Wishart stochastic volatility model. The solution of the log-asset return dynamics for Bi-Wishart processes will be obtained through Euler-Maruyama discretization schemes. The numerical results on the asset returns are compared to the existing models returns such as Heston stochastic volatility model and double Heston stochastic volatility model

Keywords: euler schemes, log-asset return, infinitesimal generator, wishart diffusion affine processes

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