transportation inequalityGirsanov’s transformationfractional Brownian motionIn this paper,we prove a Talagrand's T2 transportation cost-information inequality for the law of the nonlinear one-dimensional stochastic heat equation driven by a Gaussian noise,which is white in time and which has the ...
The average variable cost must be lower than the marginal revenue for each product to turn a profit. If marginal revenue is equal to or higher than the average variable cost, the company with break even or lose money at the current average variable cost (AVC) level. How to Calculate the ...
Consider the variable density heat equation (6.12) with ε as in (6.15) and satisfying the smallness condition (6.16). Then, the observability inequalities (5.1) and (5.2) hold for the solutions of (6.12). Strictly speaking, the arguments above provide a Carleman inequality of the form (...
Active field theories, such as the paradigmatic model known as ‘active model B+’, are simple yet very powerful tools for describing phenomena such as motility-induced phase separation. No comparable theory has been derived yet for the underdamped case. In this work, we introduce active model ...
It allows for the use of high-order temporal interpolators without the need to extrapolate and predict future unknowns. The order of these temporal interpolators is increased as the distance of source and testing quadrature points increases. The proposed TDIE solver significantly increases the ...
The principle of optimality is interpreted in the sense of the strategy (or closed-loop control). The Hamilton-Jacobi equation for the descriptor system is derived. An illustrative example is given to show the application of the Hamilton-Jacobi equation in the optimal control problem....
For this problem, there is only one variable, x. Get x0.x = [0 0]; [sol,fval,exitflag] = solve(prob,x0) Solving problem using fsolve. Equation solved. fsolve completed because the vector of function values is near zero as measured by the value of the function tolerance, and the...
4.4.2 Simulation-based Results Results for the two-stage estimation procedure using simulated data are displayed in Table 6. In the first stage, the curvature of the production function, α, the disruption cost, λ, and the serial correlation of the idiosyncratic profitability shock, ρ , are ...
The stochastic movement of the particle turns its classical action integral into a stochastic variable. 3. Nature tries to minimize the expected value for the action, in which the particle’s velocity is consider to be a control parameter of the optimization. The principles formulated above are...
The first one is based on the no-time-counter (NTC) method and was extended to deal with a variable number of particles per parcel (thus for variable parcel numerical weights): it is still based on the idea of introducing a simple majorant and making corrections with the equivalent of ...