A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

On the Approximation of the Generalized Cut Function of Degree p+1 By Smooth Sigmoid Functions

We introduce a modification of the familiar cut function by replacing the linear part in its definition by a polynomial of degree p + 1 obtaining thus a sigmoid function called generalized cut function of degree p + 1 (GCFP). We then study the uniform approximation of the (GCFP) by smooth sigmoid functions such as the logistic and the shifted logistic functions. The limiting case of the interval-valued Heaviside step function is also discussed which imposes the use of Hausdorff metric. Numerical examples are presented using CAS MATHEMATICA.

Sub- and Super-solutions of a Nonlinear PDE, and Application to a Semilinear SPDE

2010 Mathematics Subject Classification: 35R60, 60H15, 74H35.

A Simple Example of Localized Parametric Resonance for the Wave Equation

2000 Mathematics Subject Classification: 35L05, 35P25, 47A40.

An Iterative Procedure for Solving Nonsmooth Generalized Equation

2000 Mathematics Subject Classification: 47H04, 65K10.

Inverse Problems Involving Generalized Axial-Symmetric Helmholtz Equation

MSC 2010: 35J05, 33C10, 45D05

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.