Stochastic analysis Research Papers - Academia.edu (original) (raw)

2025, Electronic Journal of Qualitative Theory of Differential Equations

In this work we study the pullback dynamics of a class of nonlocal nonautonomous evolution equations for neural fields in a bounded smooth domain with u(t, x) = 0, t ≥ τ, x ∈ R N \Ω, where the integrable function J : R N × R N → R is continuously differentiable, R N J(x, y)dy = R N J(x, y)dx = 1 and symmetric i.e., J(x, y) = J(y, x) for any x, y ∈ R N . Under suitable assumptions on the nonlinearity f : R 2 → R, we prove existence, regularity and upper semicontinuity of pullback attractors for the evolution process associated to this problem.

2025, Environmental Science and Pollution Research

Introduction Identifying geographic locations in urban areas from which air pollutants enter the atmosphere is one of the most important information needed to develop effective mitigation strategies for pollution control. Materials and methods Stochastic analysis is a powerful tool that can be used for estimating concentration fluctuation in plume dispersion in a wake region around buildings. Only few studies have been devoted to evaluate applications of stochastic analysis to pollutant dispersion in an urban area. This study was designed to investigate the concentration fields in the wake region using obstacle model such as an isolated building model. We measured concentration fluctuations at centerline of various downwind distances from the source, and different heights with the frequency of 1 KHz. Concentration fields were analyzed stochastically, using the probability density functions (pdf). Stochastic analysis was performed on the concentration fluctuation and the pdf of mean concentration, fluctuation intensity, and crosswind mean-plume dispersion. Results The pdf of the concentration fluctuation data have shown a significant non-Gaussian behavior. The lognormal distribution appeared to be the best fit to the shape of concentration measured in the boundary layer. We observed that the plume dispersion pdf near the source was shorter than the plume dispersion far from the source. Conclusion Our findings suggest that the use of stochastic technique in complex building environment can be a powerful tool to help understand the distribution and location of air pollutants.

2025

The manufacture and support of long life cycle products rely on the availability of suitable parts from competent suppliers which, over long periods of time, leaves parts susceptible to a number of possible long-term supply chain... more

2025, Séminaire de Probabilités XLIII

We define horizontal diffusion in C 1 path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be length preserving. As application, we prove contraction properties in the Monge-Kantorovich minimization problem for probability measures evolving along the heat flow. For constant rank diffusions, differentiating a family of coupled diffusions gives a derivative process with a covariant derivative of finite variation. This construction provides an alternative method to filtering out redundant noise.

2025, Physical Review E

Using the data of a recent numerical simulation ͓M. Ahr and M. Biehl, Phys. Rev. E 62, 1773 ͑2000͔͒ of homoepitaxial growth it is shown that the observed probability distribution of a wavelet based measure of the growing surface roughness is consistent with a stretched log-normal distribution and the corresponding branching dimension depends on the level of particle desorption.

2025

In this communication, we present a micromechanical approach for the prediction of the overall moduli of polymer-clay nanocomposites using a self-consistent scheme based on the double-inclusion model. The micromechanical model incorporates the nanostructure of clay stacks, modeled as transversely isotropic spheroids, and the so-called constrained region, modeled as an interphase around reinforcements. To account for length scale effects, the interphase thickness and the particle dimensions are taken as explicit model parameters. Instead of solving iteratively the basic implicit homogenization equation of the selfconsistent scheme, our formulation yields to a pair of equations that can be solved simultaneously for the overall elastic moduli. The model capabilities are critically discussed by comparisons with both experiments and the Mori-Tanaka approach widely used in recent literature for this class of materials.

2025, The Annals of Statistics

When using optimal linear prediction to interpolate point observations of a mean square continuous stationary spatial process, one often finds that the interpolant mostly depends on those observations located nearest to the predictand. This phenomenon is called the screening effect. However, there are situations in which a screening effect does not hold in a reasonable asymptotic sense, and theoretical support for the screening effect is limited to some rather specialized settings for the observation locations. This paper explores conditions on the observation locations and the process model under which an asymptotic screening effect holds. A series of examples shows the difficulty in formulating a general result, especially for processes with different degrees of smoothness in different directions, which can naturally occur for spatial-temporal processes. These examples lead to a general conjecture and two special cases of this conjecture are proven. The key condition on the process is that its spectral density should change slowly at high frequencies. Models not satisfying this condition of slow high-frequency change should be used with caution.

2025, Acta Mathematica Scientia

Consider a smooth metric g on B = {x ∈ R N : |x| < 1}, N ≥ 3. Let ∆ g , R g , ν g , h g denote, respectively the Laplace-Beltrami operator, the scalar curvature of (B, g),the outward normal to ∂B = S N -1 with respect to g and the mean curvature of (S N -1 , g). Given two smooth functions R and h , we will consider the existence of positive solutions u ∈ H 1 (B) of (1.2) It is well known that such a solution is C ∞ provided g, R and h are. If u > 0 is a smooth solution of (1.2) then g = u 4 N -2 g is a metric,conformally equivalent to g, such that R and h are, respectively, the scalar curvature of (B, g ) and the mean curvature of (S N -1 , g ).

2025, Chaos: An Interdisciplinary Journal of Nonlinear Science

Einstein’s explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term memory. The coarse-grained behavior of such processes is described by the diffusion equation. However, many natural processes do not possess the Markovian property and exhibit anomalous diffusion. We consider here the case of subdiffusive processes, which correspond to continuous-time random walks in which the waiting time for a step is given by a probability distribution with a diverging mean value. Such a process can be considered as a process subordinated to normal diffusion under operational time which depends on this pathological waiting-time distribution. We derive two different but equivalent forms of kinetic equations, which reduce to known fractional diffusion or Fokker–Planck equations for waiting-time distributions following a power law....

2025, Provided by the Department of Hydrology and Water Resources.

2025, Original Research Preprint

Euler introduced a method for interpolating a function from a uniformly spaced set of known values using his celebrated difference formula, which expresses the function as a sum involving forward differences. This technique is highly... more

2025, Spatial Resonance and Field-State Modulation for Non-Propellant Motion Systems

This paper introduces a theoretical control model capable of inertial displacement without the use of propellant, combustion, or traditional reaction mass. Built upon the foundation of field resonance and harmonic feedback systems, the framework outlines how a localized energy envelope can be modulated to create controlled, directional motion through dynamic field interactions. The result is a closed-loop inertial architecture that achieves self-stabilized thrust purely through internal phase resonance and spatial gradient alignment. While remaining within the boundary of known physics, this architecture redefines motion itself-suggesting that inertia, once thought untouchable, is not only tunable but controllable.

2025

One technique to reduce the state-space explosion problem in temporal logic model checking is symmetry reduction. The combination of symmetry reduction and symbolic model checking by using BDDs suffered a long time from the prohibitively large BDD for the orbit relation. Dynamic symmetry reduction calculates representatives of equivalence classes of states dynamically and thus avoids the construction of the orbit relation. In this paper, we present a new efficient model checking algorithm based on dynamic symmetry reduction. Our experiments show that the algorithm is very fast and allows the verification of larger systems. We additionally implemented the use of state symmetries for symbolic symmetry reduction. To our knowledge we are the first who investigated state symmetries in combination with BDD based symbolic model checking. 1

2025, arXiv (Cornell University)

We show that, given a family of discs centered at a nice curve, the analytic capacities of arbitrary subsets of these discs add up. However we need that the discs in question would be slightly separated, and it is not clear whether the separation condition is essential or not. We apply this result to study the independence of Cauchy integral operators.

2025, Physical Review E

By considering inertial effects in a field-dependent relaxational model, we show that noise may induce collective oscillatory dynamics. In agreement with the recently introduced idea of noise-induced multistability, we show that there is a region in parameter space where such behavior depends on the initial condition. Moreover, when the coupling term leads to pattern formation by means of a morphological instability a la

2025

In this paper we study boundary properties of reflected diffusions with positive and negative jumps, constrained to lie in the positive orthant of R n . We consider a model with oblique reflections and characterize the regulator processes in terms of semi-martingale local times at the boundary or reflection faces of R n + . In particular, we show that under mild boundary conditions on the diffusion coefficients, and under a completely-S structure for the reflection matrix with an additional invertibility requirement, the regulator processes do not charge the set of times spent by the process at the intersection of two or more boundary faces. Other supporting results are also provided, as for example the fact that the law in R n + of the process at time t does not charge boundary faces for Lebesgue-a.e. t. The case of hyper-rectangular state spaces contained in the positive orthant is also considered.

2025

Streszczenie: Praca dotyczy zastosowania metody AHP do oceny projektów inwestycyjnych (ścianowych) w kopalni węgla kamiennego. Analizowany jest problem oceny i uporządkowania dziewięciu inwestycji, które są poddane ocenie względem wielu kryteriów, w kolejnych fazach cyklu życia inwestycji: robót przygotowawczych, eksploatacji oraz likwidacji. Rozważane kryteria, poza jednym odnoszącym się do występujących zagrożeń, mają charakter ilościowy i są związane z szeroko rozumianymi kosztami w odniesieniu do wielkości produkcji (złoża, oczekiwanego urobku). Końcowy ranking inwestycji porównano z rankingiem wynikającym z analizy jednokryterialnej na podstawie wskaźnika kosztów jednostkowych (koszty całkowite w stosunku do wielkości złoża). Różnice w ocenie projektów wynikają z uwzględnienia w sposób jawny kryterium związanego z zagrożeniami. Rozważania zaprezentowane w pracy prowadzą do wniosków, że metoda AHP może mieć szczególnie utylitarny charakter w tego typu problemach przy określaniu znaczenia kryteriów oraz umożliwia explicite wprowadzenie kryteriów o charakterze jakościowym do oceny inwestycji ścianowych. Słowa kluczowe: AHP, ocena inwestycji, kopalnia węgla kamiennego. * Praca powstała w ramach realizacji projektu badawczego nr N N524 341640 "Metoda wyznaczania wartości kopalni węgla kamiennego" finansowanego ze środków Narodowego Centrum Nauki.

2025, International Journal of Stochastic Analysis

This paper is devoted to prove, in a nonclassical function space, the weak solvability of parabolic integrodifferential equations with a nonclassical boundary conditions. The investigation is made by means of approximation by the Rothes... more

2025, The Annals of Probability

Mathematical mean-field approaches play an important role in different fields of Physics and Chemistry, but have found in recent works also their application in Economics, Finance and Game Theory. The objective of our paper is to investigate a special mean-field problem in a purely stochastic approach: for the solution (Y, Z) of a mean-field backward stochastic differential equation driven by a forward stochastic differential of McKean-Vlasov type with solution X we study a special approximation by the solution (X N , Y N , Z N ) of some decoupled forward-backward equation which coefficients are governed by N independent copies of (X N , Y N , Z N ). We show that the convergence speed of this approximation is of order 1/ √ N . Moreover, our special choice of the approximation allows to characterize the limit behavior of √ N(X N -X, Y N -Y, Z N -Z). We prove that this triplet converges in law to the solution of some forward-backward stochastic differential equation of mean-field type, which is not only governed by a Brownian motion but also by an independent Gaussian field.

2025, arXiv: Classical Analysis and ODEs

In this paper we define canonical sine and cosine transform, convolution operations, prove convolution theorems in space of integrable functions on real space. Further, obtain some results require to construct the spaces of integrable Boehmians then extend this canonical sine and canonical cosine transforms to space of integrable Boehmians and obtain their properties.

2025, Stochastic Analysis and Applications

We study the ergodic control problem of degenerate diffusions on Under a certain Liapunov type stability condition we establish the existence of an optimal control. We then study the correponding HJB equation and establish the existence... more

2025, Stochastic Analysis and Applications

2025, Physical Review Letters

The influence of fluctuations and periodical driving on temporal characteristics of short overdamped Josephson junction is analyzed. We obtain the standard deviation of the switching time in the presence of a dichotomous driving force for arbitrary noise intensity and in the frequency range of practical interest. For sinusoidal driving the resonant activation effect has been observed. The mean switching time and its standard deviation have a minimum as a function of driving frequency. As a consequence the optimization of the system for fast operation will simultaneously lead to minimization of timing errors.

2025, Physical Review B

Pentacenequinone (PnQ) impurities have been introduced into a pentacene source material in a controlled manner to quantify the relative effects of the impurity content on grain boundary structure and thin film nucleation. Atomic force microscopy (AFM) has been employed to directly characterize films grown using 0.0-7.5% PnQ by weight in the source material. Analysis of the distribution of capture zones areas of submonolayer islands as a function of impurity content shows that for large PnQ content the critical nucleus size for forming a Pn island is smaller than for low PnQ content. This result indicates a favorable energy for formation of Pn-PnQ complexes, which in turn suggests that the primary effect of PnQ on Pn mobility may arise from homogeneous distribution of PnQ defects.

2025, IEE Proceedings - Generation, Transmission and Distribution

Abstract: In Part 1 of the paper, a time-domain approach to the stochastic analysis of very high speed digital distance relays was introduced. The analysis was founded on state-space modelling and on time-domain filtering theory. In Part... more

2025, Roczniki Naukowe Stowarzyszenia Ekonomistów Rolnictwa i Agrobiznesu

Synopsis. Warunki konkurencji na rynku oraz potencjalne szanse zwiêkszenia popytu i spo¿ycia produktów mleczarskich w Polsce wymagaj¹ ze strony przedsiêbiorstw prowadzenia aktywnych w³asnych dzia³añ marketingowych oraz dzia³añ promocyjnych o charakterze ogólnym w skali sektora mleczarskiego. Oznacza to wzajemne oddzia³ywanie kampanii promocyjnych firm z wykorzystaniem ró¿norodnych instrumentów komunikacji rynkowej oraz ogólnopolskich kampanii mleka, organizowanych sukcesywnie ze rodków publicznych. W pracy podjêto próbê analizy skutecznoci tych dzia³añ, jako narzêdzia komunikacji rynkowej w ocenie konsumentów produktów mleczarskich oraz ich wp³ywu na decyzje zakupowe konsumentów i sytuacjê sektora mleczarskiego w Polsce. Ocena przeprowadzona zosta³a na podstawie wyników badañ w³asnych, na losowo wybranej, reprezentatywnej, grupie konsumentów dwukrotnie w pierwszym kwartale lat 2009 i 2010.

2025, Acta Universitatis Lodziensis. Folia Oeconomica

stóp zwrotu portfeli zbudowanych w oparciu o klasyczny model Markowitza z portfelami efektywnymi minimalizującymi semiwariancję od założonej stopy zwrotu. Przeanalizowano podstawowe charakterystyki rozkładu stóp zwrotu oraz zbadano ich zgodność z rozkładem normalnym. Badania objęły wszystkie spółki (56), które w całym okresie od 01.01.1996 r. do 28.02.2001 r. były notowane na WGPW. Żaden z badanych portfeli nie charakteryzuje sie norm alnym rozkładem stóp zwrotu. D la portfeli minimalizujących semiwariancję od założonej stopy zwrotu, odstępstwo od rozkładu norm alnego jest wyraźniejsze niż dla portfeli zbudowanych zgodnie z klasycznym modelem Markowitza. Oznacza to, że dla polskiego rynku akcji właściwsze jest budowanie portfeli z wykorzystaniem semiwariancji od założonej stopy zwrotu niż wariancji. Słowa kluczowe: portfel efektywny, ryzyko, stopa zwrotu, wariancja, semiwariancja, semiwariancja od założonej stopy zwrotu. * M gr, asystent, K atedra Statystyki i Inform atyki, Uniwersytet W arm ińsko-M azurski.

2025, Reports on Mathematical Physics

We derive random implicit representations for the solutions of the classical Navier-Stokes equations for an incompressible viscous fluid. This program is carried out for Riemannian manifolds (without boundary) which are isometrically embedded in a Euclidean space (spheres, tori, I~ n, etc.). Our results appear as an extension to smooth manifolds of the random vortex method of computational fluid dynamics. We derive these representations from gauge-theoretical considerations and the Ito formula for differential forms of stochastic analysis.

2025, Nierówności Społeczne a Wzrost Gospodarczy / Uniwersytet Rzeszowski

Translacja jest w nauce pojęciem wieloznacznym i zazwyczaj oznacza najogólniej rzecz biorąc swego rodzaju przekształcenie, lecz w ekonomii, a zwłaszcza w rachunkowości i finansach definiowana jest jako proces polegający na przeliczeniu wartości z jednej waluty na drugą. Może to być na przykład cena dóbr lub usług, wynagrodzenie lub PKB. Obecnie translacja, zwana też czasami konwersją wartości, oparta jest na rynkowym kursie walutowym, jako relacji pomiędzy dwiema jednostkami pieniężnymi [Pilbeam, 2006]. Taką definicję przyjmuje się również w podręcznikach do zaawansowanej rachunkowości czy finansów [Meigs, Meigs, 1986]. W praktyce kurs walutowy realizowany jest w transakcjach gospodarczych międzynarodowych, w wymianie walut, na przykład w kantorze wymiany walut, gdzie za 3 złote 50 groszy można kupić 1 dolara. Praktyka translacji dotyczy obecnie kilku głównych obszarów. Zauważyć można, że w porównaniach międzynarodowych wynagradzania pracowników często używa się translacji bezpośrednio za pomocą kursu walutowego. Tego typu porównania ukazały się ostatnio w "Gazecie Wyborczej". Autorzy publikacji "Ile zarabia Polak i dlaczego tak mało?" wskazują na zbyt niski poziom wynagrodzeń między innymi w Polsce, w stosunku do niemieckiej płacy [Bojanowski, Popiołek, 2011]. Zdaniem autorów poziom wynagrodzeń wyrówna się w przyszłości. Stosownie do przyjętej koncepcji autorzy doszukują się przyczyn tego stanu rzeczy w wydajności pracy, która jest niższa w Polsce niż w Niemczech. Na bazie teorii produktywności pracy należy zastanowić się, czy taki wniosek jest właściwy i teoretycznie uzasadniony. Jak wskazuje praktyka translacji, kurs walutowy używany bezpośrednio w konwersji cen dóbr i usług również nie przynosi rzetelnych rezultatów. Potwierdzenie tej tezy znaleźć można również w prasie niemieckiej. W gazecie "Deutsche Welle" w artykule pod tytułem "Polska już nie jest zagłębiem niższych cen" wskazuje się na nieopłacalność turystyki zakupowej do Polski [(http)]. Na podstawie zastosowania bieżącego, rynkowego kursu walutowego

2025

Streszczenie: W pracy przedstawiono analizę zmian struktury wartości eksportu produktów rolnych w Polsce w latach 1980 -2010 w porównaniu z innymi krajami UE. Do analizy porównawczej wybraliśmy następujące kraje UE: Niemcy, Francję, Wielka Brytanię, Holandię, Hiszpanię oraz Włochy. Do badania zmian struktury eksportu w okresie 31 lat wykorzystaliśmy uogólniony wskaźnik Giniego oraz jedno z narzędzi gradacyjnej analizy odpowiedniości i skupień (GCCA -Grade Correspondence Cluster Analysis). Analiza wykazała różny poziom zróżnicowania struktur eksportu produktów rolnych w badanych krajach. Słowa kluczowe: struktura eksportu produktów rolnych, wielowymiarowa analiza danych, wskaźnik Giniego, gradacyjna analiza odpowiedniości i skupień (GCCA) WSTĘP Rolnictwo krajów UE ma bardzo duże znaczenie dla światowych rynków rolnych. Wysoka produktywność unijnego rolnictwa, różnorodność i wysoka jakość produkcji artykułów rolnych sprawiły, że UE stała się głównym eksporterem wielu produktów spożywczych (drugim co do wielkości eksporterem

2025, Geophysical Research Letters

A single variable aperture fracture plane is the microscopic scale equivalent of a pore in a porous medium, with the advantage that it can be more easily characterized using a deterministic or stochastic description of the fracture aperture. Fracture aperture distributions can be measured in the laboratory for small fractured cores using Computed Tomography (CT) Xray scanning to a resolution of about 50 !xm. Using the small perturbation analysis developed by Gelhar (1987) based on a stochastic description of the fracture aperture distribution, we predict the breakthrough curve of a dissolved contaminant in an aqueous phase flowing through a single natural fracture, from the knowledge of the geostatistical description of the fracture aperture. The results of the stochastic analysis are compared to experimental results from the actual breakthrough curve of a nonsorbing solute flowing through a single fracture plane in a granite core at different flow rates, with a fracture aperture characterized using CT scanning. The measured effective transmissivity is 13% larger than the estimated value, and the measured dispersivity is 33% larger than the estimated value. Errors introduced by the boundary conditions, the first order approximation and heterogeneities not sampled by the CT scanner may account for the difference. The estimation method may be useful for predicting solute breakthrough at field sites if the required statistics are obtained from hydraulic and tracer tests at similar sites.

2025, Stochastic Environmental Research and Risk Assessment

In this manuscript, we extend the stochastic analysis of transient two-phase flow (Chen et al., Water Resour Res 42:W03425, 2006) to three-phase flow, i.e., water, air, and NAPL. We use the van Genuchten model and the Parker and Lenhard three-phase model to describe the relationships between phase saturation, phase relative permeability, and capillary pressure. The log-transformations of intrinsic permeability Y(x) = ln k(x), soil pore size distribution parameter b ow (x) = ln a ow (x) between water and NAPL, and b ao (x) = ln a ao (x) between air and NAPL, and van Genuchten fitting parameter " nðxÞ ¼ ln n x ð Þ À 1 ½ ; are treated as stochastic variables that are normally distributed with a separable exponential covariance model. The Karhunen-Loeve expansion and perturbation method (KLME) is used to solve the resulting equations. We evaluate the stochastic model using two-dimensional examples of three-phase flow with NAPL leakage. We also conduct Monte Carlo (MC) simulations to verify the stochastic model. A comparison of results from MC and KLME indicates the validity of the proposed KLME application in three-phase flow. The computational efficiency of the KLME approach over MC methods is at least an order of magnitude for three-phase flow problems. This verified stochastic model is then used to investigate the sensitivity of fluid saturation variances to the input variances.

2025, Journal of Experimental and Theoretical Physics Letters

It is shown for a simple example that the formalism of quantum field theory and the requirement of microcausality do not forbid complete correlation of the results of measurements performed by two observers separated by a spacelike... more

2025

This paper deals with the analysis of a frequency domain identi cation algorithm. The algorithm identi es state-space models given samples of the frequency response given at equidistant frequencies. A rst order perturbation analysis is performed revealing an explicit expression of resulting transfer function perturbation. Stochastic analysis show that the estimate is asymptotically (in data) normal distributed and an explicit expression of the resulting variance is given. Monte Carlo simulations illustrates the validity of the variance expression also for the non-asymptotic case.

2025

In this paper we discuss how the time domain subspace based identification algorithms can be modified in order to be applicable when the primary measurements are given as samples of the Fourier transform of the input and output signals or alternatively samples of the transfer function. An instrumental variable (IV) based subspace algorithm is presented. We show that this method is consistent if a certain rank constraint is satisfied and the frequency domain noise is zero mean with bounded covariances. An example is presented which illuminates the theoretical discussion.

2025

Relationships between statistical properties of Eulerian velocity (in a fixed reference frame) and Lagrangian velocity (i.e. the velocity of marked molecules) are examined for the case of diffusion in velocity fields described by random space functions. Assuming a constant diffusion coefficient and a divergence-free homogeneous Eulerian random field, we give simple proofs of the statistical homogeneity of the Lagrangian velocity field and of the equality between the Lagrangian and Eulerian one-point marginal probability densities. Further, we analyze numerical simulations using velocity fields generated with a classical randomization method. The numerical Eulerian velocity is homogeneous within a reasonably small confidence interval. Surprisingly, at early times the Lagrangian mean velocity still depends on the starting point of the trajectory and shows small oscillations which, however, are well beyond the confidence interval for the Eulerian mean velocity. We demonstrate that the lack of strict statistical homogeneity of the Lagrangian velocity induces a dependence of the second moment of the ensemble averaged concentration on the initial concentration distribution. At large times, the simulated Lagrangian mean velocity tends to the Eulerian mean velocity and the second moment of the mean concentration loses the memory of the initial conditions.

2025

D. Ciprari , I. Jasiuk , R. Tannenbaum, and K. I. Jacob* 1 School of Material Science and Engineering, Georgia Institute of Technology, Atlanta, GA 2 Department of Mechanical Engineering, University of Illinois at Urbana Champaign, IL, 3 School of Polymer, Textile and Fiber Engineering, and G. W. Woodruff School of Mechanical Engineering, Georgia Institute of Technology, Atlanta, GA, USA karl.jacob@tfe.gatech.edu

2025

In this paper, we prove the existence of a random common fixed point of two continuous contractive random operators on a separable Banach space. We introduce the random modified Ishikawa iteration scheme and use our existence result to study weak and strong convergence of this scheme to a unique random common fixed point of two random asymptotically quasi-nonexpansive operator. Our work extends and improves some results from the current literature.

2025, Clinical Biomechanics

Background-Superior glenoid inclination, which is a relatively upward facing of the glenoid in the plane of the scapula, has been associated with rotator cuff pathology. Increased glenoid inclination may cause superior humeral head migration, which can cause impingement of the supraspinatus tendon. The purpose of this study was to test the hypothesis that inclination angle affects the probability of superior humeral head migration. Methods-A three-dimensional model of the glenohumeral joint was developed in which muscle forces were modeled as random variables. Monte Carlo simulation was used to compute the probability that the glenohumeral reaction force was directed such that superior humeral head migration should occur. An electromyogram-driven model was used to estimate shoulder muscle forces in healthy volunteers performing arm elevation. Findings-The model predicted that the probability of superior humeral head migration increased as glenoid inclination angle was increased. This finding was independent of the assumed shape of the muscle force probability distributions. Interpretation-The results support the theory that glenoid inclination may be a risk factor for rotator cuff pathology.

2025, arXiv (Cornell University)

In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for Lévy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the "future sense", which includes the family of all adapted and square-integrable processes. This domain was introduced on the Wiener space by Alòs and Nualart . Therefore, our Itô formula is not only an extension of the usual adapted formula for Lévy processes, but also an extension of the anticipative version on Wiener space obtained in .

2025

The research presented in this paper provides an alternative option pricing approach for a class of rough fractional stochastic volatility models. These models are increasingly popular between academics and practitioners due to their surprising consistency with financial markets. However, they bring several challenges alongside. Most noticeably, even simple nonlinear financial derivatives as vanilla European options are typically priced by means of Monte–Carlo (MC) simulations which are more computationally demanding than similar MC schemes for standard stochastic volatility models. In this paper, we provide a proof of the prediction law for general Gaussian Volterra processes. The prediction law is then utilized to obtain an adapted projection of the future squared volatility — a cornerstone of the proposed pricing approximation. Firstly, a decomposition formula for European option prices under general Volterra volatility models is introduced. Then we focus on particular models wit...

2025

One of the common damages in existing highway bridges is the damage at the bottom corners or edges of the reinforced concrete beams or box girders induced by an impact of trucks exceeding the allowable height clearance of the bridges. In this study, a collision protection and scarifying system is developed, and it utilizes advanced materials/structures to protect highway bridge girders. The proposed collision protection and scarifying system is in a new "I-Lam" (Impact Laminate) configuration and bolted and/or bonded to the bottom portions or edges of concrete girders. The I-Lam panels are made of a composite sandwich construction with multi-layer aluminum honeycomb core and top and bottom thin face sheets, and they are developed/designed specifically for impact damage protection of bridge girders (e.g., concrete girders). Design criteria and guideline for I-Lam are developed, and the analysis, optimal design, and quality control tests of the collision protection system are conducted. Smart piezoelectric sensors are integrated with the I-Lam panels for monitoring the performance of the collision protection system. The collision protection system is implemented in an identified bridge. The developed smart bilayer honeycomb I-Lam sandwich is capable of reducing the transferred contact force dramatically, absorbing/mitigating impact energy, protecting the underneath concrete structures by system scarifying and core crushing, and monitoring the impact incident with smart piezoelectric sensors, and it is applicable to protecting other structures (e.g., steel girders, columns) from accidental vehicle impact in the highways.

2025

Table 3-1. Average Floor Sludge Volume by Key. (2 sheets) KeyNumber Number of Cubicles Floor Sludge Volume (L) Key Number Number of Cubicles Floor Sludge Volume (L)

2025, Studia i Prace WNEiZ

Celem artykułu jest identyfikacja czynników wpływających na decyzje gospodarstw domowych odnośnie do instalowania odnawialnych źródeł energii (OZE) oraz określenie, które zmienne mocniej, a które słabiej wpływają na prawdopodobieństwo zainstalowania OZE. Gospodarstwa domowe są postrzegane jako indywidualni odbiorcy energii podejmujący racjonalne decyzje. Pod pojęciem przyszłych prosumentów rozumie się gospodarstwa domowe, które są zainteresowane zainstalowaniem OZE i produkcją energii elektrycznej na własne potrzeby, a jej nadwyżkę chcą oddawać do sieci, aby później móc ją odebrać. Badania gospodarstw domowych przeprowadzono w listopadzie i grudniu 2015 roku. W niniejszym artykule analizie będą poddane następujące zmienne jakościowe, które mogą wpływać na decyzje gospodarstw domowych odnośnie do instalowania OZE: wydatki na energię elektryczną, powierzchnia mieszkalna, rodzaj zamieszkiwanego budynku, liczba osób w rodzinie, płeć i wiek respondenta, rodzaj wykształcenia, status na rynku pracy, znajomość posiadanej taryfy na energię elektryczną. Istotność zmiennych jakościowych wpływających na decyzje gospodarstw domowych zostanie zweryfikowana przy wykorzystaniu modelu logitowego. Wybór modelu logitowego został podyktowany faktem zgromadzenia przekrojowych danych indywidualnych oraz tym, że zmienną endogeniczną jest zmienna dwumianowa przedstawiająca decyzje gospodarstw domowych o instalowaniu OZE. Uzyskane wyniki mogą być wykorzystane zarówno do prognozowanie zapotrzebowania na instalacje OZE, jak i do prognozowania zachowań przyszłych prosumentów.

2025, Physical Review E

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2025, The Journal of Chemical Physics

We investigate the dynamics of two interacting diffusing particles in an infinite effectively one-dimensional system; the particles interact through a steplike potential of width b and height ϕ0 and are allowed to pass one another. By solving the corresponding 2+1-variate Fokker–Planck equation, an exact result for the two-particle conditional probability density function (PDF) is obtained for arbitrary initial particle positions. From the two-particle PDF, we obtain the overtake probability, i.e., the probability that the two particles have exchanged positions at time t compared to the initial configuration. In addition, we calculate the trapping probability, i.e., the probability that the two particles are trapped close to each other (within the barrier width b) at time t, which is mainly of interest for an attractive potential, ϕ0<0. We also investigate the tagged particle PDF, relevant for describing the dynamics of one particle which is fluorescently labeled. Our analytic re...

2025

Building on results from Cogley and Sbordone (2005, 2008), we propose a Markov Switching approach to ascertain whether the dynamics of inflation, as constructed in the New Keynesian Phillips Curve (NKPC), is structurally invariant for the U.S. economy. We use a twostep minimum distance econometric approach, where the first step consists in modeling the reduced form as a Markov Switching Intercept and Heteroscedastic Vector AutoRegression (MSIH-VAR). We argue that the MSIH-VAR approach, as opposed to the Time-Varying Parameter VAR in Cogley and Sbordone (2005, 2008), helps capture the NKPC’s underlying rational expectation dynamics as adequately as possible, while also explaining inflation persistence. In the second step, we combine the estimates of the first step with the restrictions imposed by the theoretical NKPC equation to form a quadratic function that is minimized to estimate the structural parameters. The MSIH-VAR reveals the existence of two inflation regimes over the study period and provides measures of agents’ beliefs on the achievement of those regimes. We find that the structural parameters are significantly affected by the regime switching and conclude that the NKPC relationship is not structurally stable over the period considered.