924 resultados para Stochastic differential equation with hysteresis
Resumo:
Pós-graduação em Física - IFT
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
In this paper we study the periodic orbits of the third-order differential equation x ′′′−µx ′′+ x ′ − µx = εF (x, x ′ , x ′′), where ε is a small parameter and the function F is of class C 2 .
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
On the Limit Cycles for a Class of Continuous Piecewise Linear Differential Systems with Three Zones
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
We investigate the interface dynamics of the two-dimensional stochastic Ising model in an external field under helicoidal boundary conditions. At sufficiently low temperatures and fields, the dynamics of the interface is described by an exactly solvable high-spin asymmetric quantum Hamiltonian that is the infinitesimal generator of the zero range process. Generally, the critical dynamics of the interface fluctuations is in the Kardar-Parisi-Zhang universality class of critical behavior. We remark that a whole family of RSOS interface models similar to the Ising interface model investigated here can be described by exactly solvable restricted high-spin quantum XXZ-type Hamiltonians. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
In this paper we discuss the existence of solutions for a class of abstract differential equations with nonlocal conditions for which the nonlocal term involves the temporal derivative of the solution. Some concrete applications to parabolic differential equations with nonlocal conditions are considered. (C) 2012 Royal Dutch Mathematical Society (KWG). Published by Elsevier B.V. All rights reserved.
Resumo:
In this paper, we give sufficient conditions for the uniform boundedness and uniform ultimate boundedness of solutions of a class of retarded functional differential equations with impulse effects acting on variable times. We employ the theory of generalized ordinary differential equations to obtain our results. As an example, we investigate the boundedness of the solution of a circulating fuel nuclear reactor model.
Resumo:
This paper is concerned with the energy decay for a class of plate equations with memory and lower order perturbation of p-Laplacian type, utt+?2u-?pu+?0tg(t-s)?u(s)ds-?ut+f(u)=0inOXR+, with simply supported boundary condition, where O is a bounded domain of RN, g?>?0 is a memory kernel that decays exponentially and f(u) is a nonlinear perturbation. This kind of problem without the memory term models elastoplastic flows.
Resumo:
In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.
Resumo:
Recombinant NcPDI(recNcPDI), NcROP2(recNcROP2), and NcMAG1(recNcMAG1) were expressed in Escherichia coli and purified, and evaluated as potential vaccine candidates by employing the C57Bl/6 mouse cerebral infection model. Intraperitoneal application of these proteins suspended in saponin adjuvants lead to protection against disease in 50% and 70% of mice vaccinated with recNcMAG1 and recNcROP2, respectively, while only 20% of mice vaccinated with recNcPDI remained without clinical signs. In contrast, a 90% protection rate was achieved following intra-nasal vaccination with recNcPDI emulsified in cholera toxin. Only 1 mouse vaccinated intra-nasally with recNcMAG1 survived the challenge infection, and protection achieved with intra-nasally applied recNcROP2 was at 60%. Determination of cerebral parasite burdens by real-time PCR showed that these were significantly reduced only in recNcROP2-vaccinated animals (following intraperitoneal and intra-nasal application) and in recNcPDI-vaccinated mice (intra-nasal application only). Quantification of viable tachyzoites in brain tissue of intra-nasally vaccinated mice showed that immunization with recNcPDI resulted in significantly decreased numbers of live parasites. These data show that, besides the nature of the antigen, the protective effect of vaccination also depends largely on the route of antigen delivery. In the case of recNcPDI, the intra-nasal route provides a platform to generate a highly protective immune response.