Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility

We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.

Assessment of skinfold thickness equations in estimating body composition in children with inflammatory bowel

Introduction: Growth is a central process in paediatrics. Weight and height evaluation are therefore routine exams for every child but in some situation, particularly inflammatory bowel disease (IBD), a wider evaluation of nutritional status needs to be performed. The assessment of body composition is essential in order to maintain acceptable growth using the following techniques: Dual-energy X-ray absorptiometry (DEXA), bio-impedance-analysis (BIA) and anthropometric measurements (skinfold thickness skin), the latter being most easily available and most cost effective. Objectives: To assess the accuracy of skinfold equations in estimating percentage body fat (%BF) in children with inflammatory bowel disease (IBD), compared with assessment of body fat dual energy X-ray absorptiometry (DEXA). Methods: Twenty-one patients (11 females, 10 males; mean age: 14.3 years, range 12 - 16 years) with IBD (Crohn's disease n = 15, ulcerative colitis n = 6)). Estimated%BF was computed using 6 established equations based on the triceps, biceps, subscapular and suprailiac skinfolds (Deurenberg, Weststrate, Slaughter, Durnin & Rahaman, Johnston, Brook) and compared to DEXA. Concordance analysis was performed using Lin's concordance correlation and the Bland-Altman limits of agreement method. Results: Durnin & Rahaman's equation shows a higher Lin's concordance coefficient with a small difference amongst raw values for skinfolds and DEXA compared to the other equations. Correlation coefficient between mean and difference is close to zero with a non-significant Bradley-Blackwood test. Conclusion: Body composition in paediatric IBD patients using the Durnin & Rahaman skinfold-equation adequately reflects values obtained by DEXA.

Théâtre de La Noue, Poisson, de Caux, Saintfoix, Du Vaure. Édition Touquet

Comprend : Mahomet second. La Coquette corrigée ; L'Impromptu de campagne. Le Procureur arbitre ; Marius / De Caux ; L'oracle ; Le Faux savant / par Du Vaure

Pavement Management Performance Modeling: Evaluating the Existing PCI Equations, RB14-013 2014

The work described in this report documents the activities performed for the evaluation, development, and enhancement of the Iowa Department of Transportation (DOT) pavement condition information as part of their pavement management system operation. The study covers all of the Iowa DOT’s interstate and primary National Highway System (NHS) and non-NHS system. A new pavement condition rating system that provides a consistent, unified approach in rating pavements in Iowa is being proposed. The proposed 100-scale system is based on five individual indices derived from specific distress data and pavement properties, and an overall pavement condition index, PCI-2, that combines individual indices using weighting factors. The different indices cover cracking, ride, rutting, faulting, and friction. The Cracking Index is formed by combining cracking data (transverse, longitudinal, wheel-path, and alligator cracking indices). Ride, rutting, and faulting indices utilize the International Roughness Index (IRI), rut depth, and fault height, respectively.

On the approximation of the subgrid scale for systems of equations

Postprint (published version)

On periodic solutions of 2-periodic Lyness difference equations

We study the existence of periodic solutions of the non--autonomous periodic Lyness' recurrence u_{n+2}=(a_n+u_{n+1})/u_n, where {a_n} is a cycle with positive values a,b and with positive initial conditions. It is known that for a=b=1 all the sequences generated by this recurrence are 5-periodic. We prove that for each pair (a,b) different from (1,1) there are infinitely many initial conditions giving rise to periodic sequences, and that the family of recurrences have almost all the even periods. If a is not equal to b, then any odd period, except 1, appears.

Kinetic equations for difussion in the presence of entropic barriers

We use the mesoscopic nonequilibrium thermodynamics theory to derive the general kinetic equation of a system in the presence of potential barriers. The result is applied to a description of the evolution of systems whose dynamics is influenced by entropic barriers. We analyze in detail the case of diffusion in a domain of irregular geometry in which the presence of the boundaries induces an entropy barrier when approaching the exact dynamics by a coarsening of the description. The corresponding kinetic equation, named the Fick-Jacobs equation, is obtained, and its validity is generalized through the formulation of a scaling law for the diffusion coefficient which depends on the shape of the boundaries. The method we propose can be useful to analyze the dynamics of systems at the nanoscale where the presence of entropy barriers is a common feature.

On an asymptotic formula for the maximum voltage drop in a on-chip power distribution network

We present a new asymptotic formula for the maximum static voltage in a simplified model for on-chip power distribution networks of array bonded integrated circuits. In this model the voltage is the solution of a Poisson equation in an infinite planar domain whose boundary is an array of circular pads of radius ", and we deal with the singular limit Ɛ → 0 case. In comparison with approximations that appear in the electronic engineering literature, our formula is more complete since we have obtained terms up to order Ɛ15. A procedure will be presented to compute all the successive terms, which can be interpreted as using multipole solutions of equations involving spatial derivatives of functions. To deduce the formula we use the method of matched asymptotic expansions. Our results are completely analytical and we make an extensive use of special functions and of the Gauss constant G

[Palerme. Marché au poisson]

Référence bibliographique : Weigert, 314