13 resultados para Generalized Langevin equation
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This paper analyzes the cyclical properties of a generalized version of Uzawa-Lucas endogenous growth model. We study the dynamic features of different cyclical components of this model characterized by a variety of decomposition methods. The decomposition methods considered can be classified in two groups. On the one hand, we consider three statistical filters: the Hodrick-Prescott filter, the Baxter-King filter and Gonzalo-Granger decomposition. On the other hand, we use four model-based decomposition methods. The latter decomposition procedures share the property that the cyclical components obtained by these methods preserve the log-linear approximation of the Euler-equation restrictions imposed by the agent’s intertemporal optimization problem. The paper shows that both model dynamics and model performance substantially vary across decomposition methods. A parallel exercise is carried out with a standard real business cycle model. The results should help researchers to better understand the performance of Uzawa-Lucas model in relation to standard business cycle models under alternative definitions of the business cycle.
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This paper investigates the local asymptotic stabilization of a very general class of instable autonomous nonlinear difference equations which are subject to perturbed dynamics which can have a different order than that of the nominal difference equation. In the general case, the controller consists of two combined parts, namely, the feedback nominal controller which stabilizes the nominal (i.e., perturbation-free) difference equation plus an incremental controller which completes the stabilization in the presence of perturbed or unmodeled dynamics in the uncontrolled difference equation. A stabilization variant consists of using a single controller to stabilize both the nominal difference equation and also the perturbed one under a small-type characterization of the perturbed dynamics. The study is based on Banach fixed point principle, and it is also valid with slight modification for the stabilization of unstable oscillatory solutions.
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This paper is devoted to the study of convergence properties of distances between points and the existence and uniqueness of best proximity and fixed points of the so-called semicyclic impulsive self-mappings on the union of a number of nonempty subsets in metric spaces. The convergences of distances between consecutive iterated points are studied in metric spaces, while those associated with convergence to best proximity points are set in uniformly convex Banach spaces which are simultaneously complete metric spaces. The concept of semicyclic self-mappings generalizes the well-known one of cyclic ones in the sense that the iterated sequences built through such mappings are allowed to have images located in the same subset as their pre-image. The self-mappings under study might be in the most general case impulsive in the sense that they are composite mappings consisting of two self-mappings, and one of them is eventually discontinuous. Thus, the developed formalism can be applied to the study of stability of a class of impulsive differential equations and that of their discrete counterparts. Some application examples to impulsive differential equations are also given.
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[EN]The Mallows and Generalized Mallows models are compact yet powerful and natural ways of representing a probability distribution over the space of permutations. In this paper we deal with the problems of sampling and learning (estimating) such distributions when the metric on permutations is the Cayley distance. We propose new methods for both operations, whose performance is shown through several experiments. We also introduce novel procedures to count and randomly generate permutations at a given Cayley distance both with and without certain structural restrictions. An application in the field of biology is given to motivate the interest of this model.
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[EN]Probability models on permutations associate a probability value to each of the permutations on n items. This paper considers two popular probability models, the Mallows model and the Generalized Mallows model. We describe methods for making inference, sampling and learning such distributions, some of which are novel in the literature. This paper also describes operations for permutations, with special attention in those related with the Kendall and Cayley distances and the random generation of permutations. These operations are of key importance for the efficient computation of the operations on distributions. These algorithms are implemented in the associated R package. Moreover, the internal code is written in C++.
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14 p.
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157 p.
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Background: Non-alcoholic fatty liver disease (NAFLD) is caused by abnormal accumulation of lipids within liver cells. Its prevalence is increasing in developed countries in association with obesity, and it represents a risk factor for non-alcoholic steatohepatitis (NASH), cirrhosis and hepatocellular carcinoma. Since NAFLD is usually asymptomatic at diagnosis, new non-invasive approaches are needed to determine the hepatic lipid content in terms of diagnosis, treatment and control of disease progression. Here, we investigated the potential of magnetic resonance imaging (MRI) to quantitate and monitor the hepatic triglyceride concentration in humans. Methods: A prospective study of diagnostic accuracy was conducted among 129 consecutive adult patients (97 obesity and 32 non-obese) to compare multi-echo MRI fat fraction, grade of steatosis estimated by histopathology, and biochemical measurement of hepatic triglyceride concentration (that is, Folch value). Results: MRI fat fraction positively correlates with the grade of steatosis estimated on a 0 to 3 scale by histopathology. However, this correlation value was stronger when MRI fat fraction was linked to the Folch value, resulting in a novel equation to predict the hepatic triglyceride concentration (mg of triglycerides/g of liver tissue = 5.082 + (432.104 * multi-echo MRI fat fraction)). Validation of this formula in 31 additional patients (24 obese and 7 controls) resulted in robust correlation between the measured and estimated Folch values. Multivariate analysis showed that none of the variables investigated improves the Folch prediction capacity of the equation. Obese patients show increased steatosis compared to controls using MRI fat fraction and Folch value. Bariatric surgery improved MRI fat fraction values and the Folch value estimated in obese patients one year after surgery. Conclusions: Multi-echo MRI is an accurate approach to determine the hepatic lipid concentration by using our novel equation, representing an economic non-invasive method to diagnose and monitor steatosis in humans.
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This paper presents some further results on proximal and asymptotic proximal contractions and on a class of generalized weak proximal contractions in metric spaces. The generalizations are stated for non-self-mappings of the forms for and , or , subject to and , such that converges uniformly to T, and the distances are iteration-dependent, where , , and are non-empty subsets of X, for , where is a metric space, provided that the set-theoretic limit of the sequences of closed sets and exist as and that the countable infinite unions of the closed sets are closed. The convergence of the sequences in the domain and the image sets of the non-self-mapping, as well as the existence and uniqueness of the best proximity points, are also investigated if the metric space is complete. Two application examples are also given, being concerned, respectively, with the solutions through pseudo-inverses of both compatible and incompatible linear algebraic systems and with the parametrical
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The aim of this paper is to present fixed point result of mappings satisfying a generalized rational contractive condition in the setup of multiplicative metric spaces. As an application, we obtain a common fixed point of a pair of weakly compatible mappings. Some common fixed point results of pair of rational contractive types mappings involved in cocyclic representation of a nonempty subset of a multiplicative metric space are also obtained. Some examples are presented to support the results proved herein. Our results generalize and extend various results in the existing literature.
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We investigate analytically and numerically nonlinear vortex spin torque oscillator dynamics in a circular magnetic nanodot induced by a spin-polarized current perpendicular to the dot plane. We use a generalized nonlinear Thiele equation including spin-torque term by Slonczewski for describing the nanosize vortex core transient and steady orbit motions and analyze nonlinear contributions to all forces in this equation. Blue shift of the nano-oscillator frequency increasing the current is explained by a combination of the exchange, magnetostatic, and Zeeman energy contributions to the frequency nonlinear coefficient. Applicability and limitations of the standard nonlinear nano-oscillator model are discussed.
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We present a new efficient numerical approach for representing anisotropic physical quantities and/or matrix elements defined on the Fermi surface (FS) of metallic materials. The method introduces a set of numerically calculated generalized orthonormal functions which are the solutions of the Helmholtz equation defined on the FS. Noteworthy, many properties of our proposed basis set are also shared by the FS harmonics introduced by Philip B Allen (1976 Phys. Rev. B 13 1416), proposed to be constructed as polynomials of the cartesian components of the electronic velocity. The main motivation of both approaches is identical, to handle anisotropic problems efficiently. However, in our approach the basis set is defined as the eigenfunctions of a differential operator and several desirable properties are introduced by construction. The method is demonstrated to be very robust in handling problems with any crystal structure or topology of the FS, and the periodicity of the reciprocal space is treated as a boundary condition for our Helmholtz equation. We illustrate the method by analysing the free-electron-like lithium (Li), sodium (Na), copper (Cu), lead (Pb), tungsten (W) and magnesium diboride (MgB2)
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3rd International Conference on Mathematical Modeling in Physical Sciences (IC-MSQUARE 2014)