A stochastic model is proposed to take into account the effect of a weak external field associated to diffusion, a discrete Master Equation is written down for the spatial distribution of particles. Approximate solutions are found for the first two cumulants, and applied to an example of...

In this paper, we investigate the use of DC (Difference of Convex functions) models and algorithms in the application of trust-region methods to the solution of a class of nonlinear optimization problems where the constrained set is closed and convex (and, from a practical point of view, where...

We present a stochastic study of a polymerization reaction model. Using the WKB approximation and the method of factorial cumulants it is shown that the relaxation time of the second factorial cumulant is half the macroscopic relaxation time. Furthermore the system exhibits a globally...

The catalytic reduction of nitric oxide by hydrogen over a Pt surface is studied using a dynamic Monte Carlo (MC) method on a square lattice under low pressure conditions. Using a Langmuir–Hinshelwood reaction mechanism, a simplified model with only four adsorbed species (NO, H, O, and N) is...

We analyse the herding phenomenon in the management style of Spanish equity funds. Using the methodology of Lakonishok et al. (1992) and Sharpe's style analysis (1992), we find interesting conclusions in the investment behaviour of fund managers, a barely-explored aspect, especially in the...

We introduce a geometric model for unjamming the polydisperse hard-disk packing. The unjamming corresponds to a critical packing density which is assumed to happen uniformly throughout the packing. However, this model can be used for prediction of local dilation in packings. Molecular dynamics...

The augmented Lagrangian method is attractive in constraint optimizations. When it is applied to a class of constrained variational inequalities, the sub-problem in each iteration is a nonlinear complementarity problem (NCP). By introducing a logarithmic-quadratic proximal term, the sub-NCP...