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23 results for “stochastic equation”
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Research ArticleOpen accessIn the abstractBi-Stable Vibration Power Generation System Using Electromagnetic Motor and Efficiency Improvement by Stochastic ResonanceWei Zhao, Yoshiro Fujiwara, Jingchao Guan et al.Research on vibration energy harvesting using stochastic resonance has become an important research topic. A vibration energy harvesting system was developed using electromagnetic motors based on an obliquely supported bistable motion model consisting of a spring mass. After formulating the motion-governing equations of the proposed vibrating system and analyzing its potential energy performance, it was demonstrated that the system exhibits … …American Journal of Engineering and Applied Sciences, Vol. 16, Issue 3 · 2 Aug 2023 · 5,734 accessesView PDFCite
Research ArticleOpen accessIn the abstractStochastic and Deterministic Mathematical Modeling and Simulation to Evaluate the Novel COVID-19 Pandemic Control MeasuresEva Gupta, Nand Jee Kanu, Amartya Munot et al.Background: In India, the novel Coronavirus Disease (COVID-19) epidemic has grown to 17,00000 cases and around 38,000 deaths up to 30th July, 2020. The impacts of the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) pandemic in India were studied using modified age-structured stochastic and deterministic mathematical models. Methods: A compartmental susceptible (S)-infected (symptomatic) (IS) infected (asymptomatic) (IN) recovered (R) i.e., … …American Journal of Infectious Diseases, Vol. 16, Issue 4 · 20 Nov 2020 · 8,456 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,625 accessesView PDFCite
Research ArticleOpen accessIn the abstractTHE ADVERSE EFFECT OF STEEL PARTICLE CONTAMINANTS ON FATIGUE LIFE OF GREASE LUBRICATED BALL BEARINGSA. Stathis, Th. Costopoulos, D. Koulocheris, K. RaptisThe rating life of ball bearings is reduced when hard particle contaminants are present in the lubricant. Usually, this life reduction is taken into account in the calculation of modified rating life by using the contamination factor through a general characterization of the lubrication conditions. However, the impact of contaminant’s variables such as size, hardness and concentration level has to … …American Journal of Applied Sciences, Vol. 11, Issue 9 · 14 Jul 2014 · 6,991 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Price Hedging Model in Dynamic MarketKuo-Wei Lin, Kuang-Jung Tseng, Szu-Cheng ChengProblem statement: Pricing is a problem when a firm has to set a price for the first time. This happens when the firm develops or acquires a new product, introduces its regular product into a new distribution or geographical area, or enters bids on the new contract work. Many companies try to set the price to maximize current profits. They … …American Journal of Applied Sciences, Vol. 9, Issue 7 · 3 Aug 2012 · 6,938 accessesView PDFCite
Research ArticleOpen accessIn the abstractMembrane Computing as a Modeling Tool for Discrete SystemsRavie Chandren Muniyandi, Abdullah Mohd. ZinProblem statement: Discrete systems have been modeled by using Ordinary Differential Equation (ODE) in which the variation of concentration of an object was modeled as continuous and deterministic manner, contrary to the real behaviors of such systems. Although, this approaches able to generate the general behavior of the system, the specific discrete processes and stochastic behaviors in the system have … …Journal of Computer Science, Vol. 7, Issue 11 · 24 Aug 2011 · 6,793 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,964 accessesView PDFCite
Research ArticleOpen accessIn the abstractModeling A Multi-Compartments Biological System with Membrane ComputingRavie Chandren Muniyandi, Abdullah Mohd. ZinProblem statement: Most of the biological systems have been hierarchical in structure with processes interacting between different compartments. Membrane computing formalism has provided modeling capabilities in representing the structure of biological systems. Approach: This study was carried to investigate the modeling of a multi-compartment biological system by using membrane computing formalism. The hormone-induced calcium oscillations in liver cells which was … …Journal of Computer Science, Vol. 6, Issue 10 · 10 Aug 2010 · 7,256 accessesView PDFCite
Research ArticleOpen accessIn the abstractNumerical Solution of Second-Order Linear Fredholm Integro-Differential Equation Using Generalized Minimal Residual MethodElayaraja Aruchunan, Jumat SulaimanProblem statement: This research purposely brought up to solve complicated equations such as partial differential equations, integral equations, Integro-Differential Equations (IDE), stochastic equations and others. Many physical phenomena contain mathematical formulations such integro-differential equations which are arise in fluid dynamics, biological models and chemical kinetics. In fact, several formulations and numerical solutions of the linear Fredholm integro-differential equation of second … …American Journal of Applied Sciences, Vol. 7, Issue 6 · 30 Jun 2010 · 8,198 accessesView PDFCite