Showing 11 - 20 of 13,981
Motivated by the recent finding [N. Kumar, G.M. Viswanathan, V.M. Kenkre, Physica A 388 (2009) 3687] that the dynamics of particles undergoing density-dependent nonlinear diffusion shows sub-diffusive behaviour, we study the Turing bifurcation in a two-variable system with this kind of...
Persistent link: https://www.econbiz.de/10010873574
In this paper, we consider a reaction–diffusion model for the bacterial growth. Mathematical analysis on the traveling wave solutions of the model is performed. This includes traveling wave analysis and numerical simulations of wave front propagation for a special case. Specifically, we show...
Persistent link: https://www.econbiz.de/10010873737
Experimental observations of cell migration often describe the presence of mesoscale patterns within motile cell populations. These patterns can take the form of cells moving as aggregates or in chain-like formation. Here we present a discrete model capable of producing mesoscale patterns. These...
Persistent link: https://www.econbiz.de/10010873913
We consider a general nonlinear diffusion, typified by those deriving from Fitzhugh–Nagumo or Hindmarsh–Rose models of nerve-cell dynamics, perturbed also by 2-parameter white noise. In order to investigate the effects of the nonlinearity, we find for general boundary conditions the mean to...
Persistent link: https://www.econbiz.de/10011057624
We show by explicit closed form calculations that a Hurst exponent H≠12 does not necessarily imply long time correlations like those found in fractional Brownian motion (fBm). We construct a large set of scaling solutions of Fokker–Planck partial differential equations (pdes) where H≠12....
Persistent link: https://www.econbiz.de/10011058407
Economic growth has traditionally been analyzed in the temporal domain, while the spatial dimension is captured by cross-country income differences. Data suggest great inequality in income per capita across countries, with a slight but noticeable increase over time (Acemoglu 2009). Seeking to...
Persistent link: https://www.econbiz.de/10010959935
In this paper, we investigate the mean field games of N agents who are weakly coupled via the empirical measures. The underlying dynamics of the representative agent is assumed to be a controlled nonlinear diffusion process with variable coefficients. We show that individual optimal strategies...
Persistent link: https://www.econbiz.de/10011001881
Nonlinear diffusion processes can give rise to shock wave type solutions. These solutions are usually derived from the application of similarity methods since general solutions to the relevant partial differential equations are not known. We consider the Boltzmann problem and construct an exact...
Persistent link: https://www.econbiz.de/10010750227
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short-term interest rate. The approach is based on a stopping time argument that produces a normalizing transformation facilitating the use of a Gaussian likelihood. A Monte Carlo study shows that the...
Persistent link: https://www.econbiz.de/10005100113
This paper proposes a Gaussian estimator for nonlinear continuous time models of the short term interest rate. The approach is based on a stopping time argument that produces a normalizing transformation facilitating the use of a Gaussian likelihood. A Monte Carlo study shows that the finite...
Persistent link: https://www.econbiz.de/10005762660