Displaying similar documents to “On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators”

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...

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...

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,...

Signals generated in memristive circuits

Artur Sowa (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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Signals generated in circuits that include nano-structured elements typically have strongly distinct characteristics, particularly the hysteretic distortion. This is due to memristance, which is one of the key electronic properties of nanostructured materials. In this article, we consider signals generated from a memrsitive circuit model. We demonstrate numerically that such signals can be efficiently represented in certain custom-designed nonorthogonal bases. The proposed method ensures...

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...

Fractional Maximal Functions in Metric Measure Spaces

Toni Heikkinen, Juha Lehrbäck, Juho Nuutinen, Heli Tuominen (2013)

Analysis and Geometry in Metric Spaces

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We study the mapping properties of fractional maximal operators in Sobolev and Campanato spaces in metric measure spaces. We show that, under certain restrictions on the underlying metric measure space, fractional maximal operators improve the Sobolev regularity of functions and map functions in Campanato spaces to Hölder continuous functions. We also give an example of a space where fractional maximal function of a Lipschitz function fails to be continuous.

Genetic Exponentially Fitted Method for Solving Multi-dimensional Drift-diffusion Equations

M. R. Swager, Y. C. Zhou (2013)

Molecular Based Mathematical Biology

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A general approach was proposed in this article to develop high-order exponentially fitted basis functions for finite element approximations of multi-dimensional drift-diffusion equations for modeling biomolecular electrodiffusion processes. Such methods are highly desirable for achieving numerical stability and efficiency. We found that by utilizing the one-to-one correspondence between the continuous piecewise polynomial space of degree k + 1 and the divergencefree vector space of...

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...

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...

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.

A Non-Probabilistic Proof of the Assouad Embedding Theorem with Bounds on the Dimension

Guy David, Marie Snipes (2013)

Analysis and Geometry in Metric Spaces

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We give a non-probabilistic proof of a theorem of Naor and Neiman that asserts that if (E, d) is a doubling metric space, there is an integer N > 0, depending only on the metric doubling constant, such that for each exponent α ∈ (1/2; 1), one can find a bilipschitz mapping F = (E; dα ) ⃗ ℝ RN.