Displaying similar documents to “Genetic Exponentially Fitted Method for Solving Multi-dimensional Drift-diffusion Equations”

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

Carole Bernard, Yuntao Liu, Niall MacGillivray, Jinyuan Zhang (2013)

Dependence Modeling

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Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula when its values on a compact subset of [0; 1]2 are known. He shows that they are quasi-copulas and not necessarily copulas. Tankov [25] and Bernard et al. [3] both give sufficient conditions for these bounds to be copulas. In this note we...

On the derivation and mathematical analysis of some quantum–mechanical models accounting for Fokker–Planck type dissipation: Phase space, Schrödinger and hydrodynamic descriptions

José Luis López, Jesús Montejo–Gámez (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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This paper is intended to provide the reader with a review of the authors’ latest results dealing with the modeling of quantum dissipation/diffusion effects at the level of Schrödinger systems, in connection with the corresponding phase space and fluid formulations of such kind of phenomena, especially in what concerns the role of the Fokker–Planck mechanism in the description of open quantum systems and the macroscopic dynamics associated with some viscous hydrodynamic models of Euler...

Uniform Gaussian Bounds for Subelliptic Heat Kernels and an Application to the Total Variation Flow of Graphs over Carnot Groups

Luca Capogna, Giovanna Citti, Maria Manfredini (2013)

Analysis and Geometry in Metric Spaces

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In this paper we study heat kernels associated with a Carnot group G, endowed with a family of collapsing left-invariant Riemannian metrics σε which converge in the Gromov- Hausdorff sense to a sub-Riemannian structure on G as ε→ 0. The main new contribution are Gaussian-type bounds on the heat kernel for the σε metrics which are stable as ε→0 and extend the previous time-independent estimates in [16]. As an application we study well posedness of the total variation flow of graph surfaces...

Quantum optimal control using the adjoint method

Alfio Borzì (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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Control of quantum systems is central in a variety of present and perspective applications ranging from quantum optics and quantum chemistry to semiconductor nanostructures, including the emerging fields of quantum computation and quantum communication. In this paper, a review of recent developments in the field of optimal control of quantum systems is given with a focus on adjoint methods and their numerical implementation. In addition, the issues of exact controllability and optimal...

An inverse problem for adhesive contact and non-direct evaluation of material properties for nanomechanics applications

F.M. Borodich, B.A. Galanov, S.N. Gorb, M.Y. Prostov, Y.I. Prostov, M.M. Suarez-Alvarez (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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We show how the values of the effective elastic modulus of contacting solids and the work of adhesion, that are the crucial material parameters for application of theories of adhesive contact to nanomechanics, may be quantified from a single test using a non-direct approach (the Borodich-Galanov (BG) method). Usually these characteristics are not determined from the same test, e.g. often sharp pyramidal indenters are used to determine the elastic modulus from a nanoindentation test,...

Fully implicit ADI schemes for solving the nonlinear Poisson-Boltzmann equation

Weihua Geng, Shan Zhao (2013)

Molecular Based Mathematical Biology

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The Poisson-Boltzmann (PB) model is an effective approach for the electrostatics analysis of solvated biomolecules. The nonlinearity associated with the PB equation is critical when the underlying electrostatic potential is strong, but is extremely difficult to solve numerically. In this paper, we construct two operator splitting alternating direction implicit (ADI) schemes to efficiently and stably solve the nonlinear PB equation in a pseudo-transient continuation approach. The operator...

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena Di Bernardino, Didier Rullière (2013)

Dependence Modeling

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We study the impact of certain transformations within the class of Archimedean copulas. We give some admissibility conditions for these transformations, and define some equivalence classes for both transformations and generators of Archimedean copulas. We extend the r-fold composition of the diagonal section of a copula, from r ∈ N to r ∈ R. This extension, coupled with results on equivalence classes, gives us new expressions of transformations and generators. Estimators deriving directly...

Vibrational properties of nanographene

Sandeep Kumar Singh, F.M. Peeters (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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The eigenmodes and the vibrational density of states of the ground state configuration of graphene clusters are calculated using atomistic simulations. The modified Brenner potential is used to describe the carbon-carbon interaction and carbon-hydrogen interaction in case of H-passivated edges. For a given configuration of the C-atoms the eigenvectors and eigenfrequencies of the normal modes are obtained after diagonalisation of the dynamical matrix whose elements are the second derivative...

Quantum graph spectra of a graphyne structure

Ngoc T. Do, Peter Kuchment (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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We study the dispersion relations and spectra of invariant Schrödinger operators on a graphyne structure (lithographite). In particular, description of different parts of the spectrum, band-gap structure, and Dirac points are provided.

Dependence of Stock Returns in Bull and Bear Markets

Jadran Dobric, Gabriel Frahm, Friedrich Schmid (2013)

Dependence Modeling

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Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested as an alternative measure of association. This approach is purely nonparametric and avoids any kind of model misspecification. We derive hypothesis tests for the conditional rank-correlation coefficients particularly arising in bull and bear markets and study their finite-sample performance by Monte Carlo simulation. Further,...

Dimension Distortion by Sobolev Mappings in Foliated Metric Spaces

Zoltán M. Balogh, Jeremy T. Tyson, Kevin Wildrick (2013)

Analysis and Geometry in Metric Spaces

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We quantify the extent to which a supercritical Sobolev mapping can increase the dimension of subsets of its domain, in the setting of metric measure spaces supporting a Poincaré inequality. We show that the set of mappings that distort the dimensions of sets by the maximum possible amount is a prevalent subset of the relevant function space. For foliations of a metric space X defined by a David–Semmes regular mapping Π : X → W, we quantitatively estimate, in terms of Hausdorff dimension...