5 resultados para Stochastic partial di erential equations
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo
Resumo:
In this paper we discuss the existence of mild and classical solutions for a class of abstract non-autonomous neutral functional differential equations. An application to partial neutral differential equations is considered.
Resumo:
Let (X, parallel to . parallel to) be a Banach space and omega is an element of R. A bounded function u is an element of C([0, infinity); X) is called S-asymptotically omega-periodic if lim(t ->infinity)[u(t + omega) - u(t)] = 0. In this paper, we establish conditions under which an S-asymptotically omega-periodic function is asymptotically omega-periodic and we discuss the existence of S-asymptotically omega-periodic and asymptotically omega-periodic solutions for an abstract integral equation. Some applications to partial differential equations and partial integro-differential equations are considered. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).
Resumo:
We consider a general class of mathematical models for stochastic gene expression where the transcription rate is allowed to depend on a promoter state variable that can take an arbitrary (finite) number of values. We provide the solution of the master equations in the stationary limit, based on a factorization of the stochastic transition matrix that separates timescales and relative interaction strengths, and we express its entries in terms of parameters that have a natural physical and/or biological interpretation. The solution illustrates the capacity of multiple states promoters to generate multimodal distributions of gene products, without the need for feedback. Furthermore, using the example of a three states promoter operating at low, high, and intermediate expression levels, we show that using multiple states operons will typically lead to a significant reduction of noise in the system. The underlying mechanism is that a three-states promoter can change its level of expression from low to high by passing through an intermediate state with a much smaller increase of fluctuations than by means of a direct transition.