The Effect of a threshold proportional reinsurance strategy on ruin probabilities

[spa] En un modelo de Poisson compuesto, definimos una estrategia de reaseguro proporcional de umbral : se aplica un nivel de retención k1 siempre que las reservas sean inferiores a un determinado umbral b, y un nivel de retención k2 en caso contrario. Obtenemos la ecuación íntegro-diferencial para la función Gerber-Shiu, definida en Gerber-Shiu -1998- en este modelo, que nos permite obtener las expresiones de la probabilidad de ruina y de la transformada de Laplace del momento de ruina para distintas distribuciones de la cuantía individual de los siniestros. Finalmente presentamos algunos resultados numéricos.

Localização de faltas em linhas de transmissão usando morfologia matemática

This work an algorithm for fault location is proposed. It contains the following functions: fault detection, fault classification and fault location. Mathematical Morphology is used to process currents obtained in the monitored terminals. Unlike Fourier and Wavelet transforms that are usually applied to fault location, the Mathematical Morphology is a non-linear operation that uses only basic operation (sum, subtraction, maximum and minimum). Thus, Mathematical Morphology is computationally very efficient. For detection and classification functions, the Morphological Wavelet was used. On fault location module the Multiresolution Morphological Gradient was used to detect the traveling waves and their polarities. Hence, recorded the arrival in the two first traveling waves incident at the measured terminal and knowing the velocity of propagation, pinpoint the fault location can be estimated. The algorithm was applied in a 440 kV power transmission system, simulated on ATP. Several fault conditions where studied and the following parameters were evaluated: fault location, fault type, fault resistance, fault inception angle, noise level and sampling rate. The results show that the application of Mathematical Morphology in faults location is very promising

MATH2038 Notes, Lectures and handouts

The MATH2038 (Partial Differential Equations) course, as given in semester 2 2008/9. Syllabus has changed slightly from previous years, as has coursework weighting.

Convolution Products in L1(R+), Integral Transforms and Fractional Calculus

Mathematics Subject Classification: 43A20, 26A33 (main), 44A10, 44A15

Integral Transforms Method to Solve a Time-Space Fractional Diffusion Equation

Mathematical Subject Classification 2010: 35R11, 42A38, 26A33, 33E12.

Special functions of Weyl groups and their continuous and discrete orthogonality

Cette thèse s'intéresse à l'étude des propriétés et applications de quatre familles des fonctions spéciales associées aux groupes de Weyl et dénotées $C$, $S$, $S^s$ et $S^l$. Ces fonctions peuvent être vues comme des généralisations des polynômes de Tchebyshev. Elles sont en lien avec des polynômes orthogonaux à plusieurs variables associés aux algèbres de Lie simples, par exemple les polynômes de Jacobi et de Macdonald. Elles ont plusieurs propriétés remarquables, dont l'orthogonalité continue et discrète. En particulier, il est prouvé dans la présente thèse que les fonctions $S^s$ et $S^l$ caractérisées par certains paramètres sont mutuellement orthogonales par rapport à une mesure discrète. Leur orthogonalité discrète permet de déduire deux types de transformées discrètes analogues aux transformées de Fourier pour chaque algèbre de Lie simple avec racines des longueurs différentes. Comme les polynômes de Tchebyshev, ces quatre familles des fonctions ont des applications en analyse numérique. On obtient dans cette thèse quelques formules de <>, pour des fonctions de plusieurs variables, en liaison avec les fonctions $C$, $S^s$ et $S^l$. On fournit également une description complète des transformées en cosinus discrètes de types V--VIII à $n$ dimensions en employant les fonctions spéciales associées aux algèbres de Lie simples $B_n$ et $C_n$, appelées cosinus antisymétriques et symétriques. Enfin, on étudie quatre familles de polynômes orthogonaux à plusieurs variables, analogues aux polynômes de Tchebyshev, introduits en utilisant les cosinus (anti)symétriques.

Laplace Tr ODE pdf

Exam questions and solutions in PDF

MA17xexam01

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA17xexam00pdf

Exam questions and solutions in PDF

Laplace Tr ODE

Exam questions and solutions in LaTex

MA17xexam00

Exam questions and solutions in LaTex. Diagrams for the questions are all together in the support.zip file, as .eps files

MA17xexam01pdf

Exam questions and solutions in PDF

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

Estados ligados em um potencial delta duplo via transformadas seno e cosseno de Fourier

The problem of bound states in a double delta potential is revisited by means of Fourier sine and cosine transforms.

Analytical solution for transient one-dimensional couette flow considering constant and time-dependent pressure gradients

This paperaims to determine the velocity profile, in transient state, for a parallel incompressible flow known as Couette flow. The Navier-Stokes equations were applied upon this flow. Analytical solutions, based in Fourier series and integral transforms, were obtained for the one-dimensional transient Couette flow, taking into account constant and time-dependent pressure gradients acting on the fluid since the same instant when the plate starts it´s movement. Taking advantage of the orthogonality and superposition properties solutions were foundfor both considered cases. Considering a time-dependent pressure gradient, it was found a general solution for the Couette flow for a particular time function. It was found that the solution for a time-dependent pressure gradient includes the solutions for a zero pressure gradient and for a constant pressure gradient.