Showing 1 - 10 of 57
In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral equation. Using the collocation method, the ruin probability can be well approximated...
Persistent link: https://www.econbiz.de/10011996643
In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral equation. Using the collocation method, the ruin probability can be well approximated...
Persistent link: https://www.econbiz.de/10011906144
Iterative regularization schemes are considered based on derivatives with respect to variations of the boundary to reconstruct periodic scattering object from known data of a scattered field. Representations of the required derivatives are presented which help in understanding the ill-posed...
Persistent link: https://www.econbiz.de/10010748789
We describe a new realization for the no-response test by Luke and Potthast [SIAM J. Appl. Math.] to locate the unknown support of scatterers from the knowledge of the far field pattern of one scattered acoustic wave. The method uses a sampling set of surfaces and a special indicator function to...
Persistent link: https://www.econbiz.de/10010749286
In this numerical method for simultaneous reconstruction of permittivity and conductivity in the one-dimensional inverse problem for the Helmholtz equation, a system of Riccati equations with trace formulae is derived, then used to propagate reflection and transmission data into the interior of...
Persistent link: https://www.econbiz.de/10010750039
The inverse scattering method for solving the sine-Gordon equation in laboratory coordinates requires the analysis of the Faddeev–Takhtajan eigenvalue problem. This problem is not self-adjoint and the eigenvalues may lie anywhere in the complex plane, so it is of interest to determine...
Persistent link: https://www.econbiz.de/10010751780
In this work we consider algorithms based on the singular value decomposition (SVD) to approximate Lyapunov and exponential dichotomy spectra of dynamical systems. We review existing contributions, and propose new algorithms of the continuous SVD method. We present implementation details for the...
Persistent link: https://www.econbiz.de/10010749609
We study the cooling system for submersible electric pumps. This study aims to provide some guidelines to improve the existing cooling system of these electric pumps when they work partially or totally not immersed in the service fluid. Note that inefficient cooling systems cannot prevent the...
Persistent link: https://www.econbiz.de/10010751851
This paper deals with risk-sharing problems between many agents, each of whom having a strictly concave law invariant utility. In the special case where every agent's utility is given by a concave integral functional of the quantile of her individual endowment, we fully characterize the optimal...
Persistent link: https://www.econbiz.de/10010707336
Maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions involves inverting the ratio <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$R_\nu=I_{\nu +1} / I_\nu $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi>R</mi> <mi mathvariant="italic">ν</mi> </msub> <mo>=</mo> <msub> <mi>I</mi> <mrow> <mi mathvariant="italic">ν</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">/</mo> <msub> <mi>I</mi> <mi mathvariant="italic">ν</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> of modified Bessel functions and computational methods are required to invert these functions using...</equationsource></equationsource></inlineequation>
Persistent link: https://www.econbiz.de/10010998461