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Monotonicity Properties (monotonicity + property)

Distribution by Scientific Domains
Engineering66%

Selected Abstracts

Efficient implementation of the shock-fitting algorithm for the Lighthill,Whitham,Richards traffic flow model

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 4 2008
Wenqin Chen
Abstract This paper firstly presents the existence and uniqueness properties of the intersection time between two neighboring shocks or between a shock and a characteristic for the analytical shock-fitting algorithm that was proposed to solve the Lighthill,Whitham,Richards (LWR) traffic flow model with a linear speed,density relationship in accordance with the monotonicity properties of density variations along a shock, which have greatly improved the robustness of the analytical shock-fitting algorithm. Then we discuss the efficient evaluation of the measure of effectiveness (MOE) of the analytical shock-fitting algorithm. We develop explicit expressions to calculate the MOE,which is the total travel time that is incurred by travelers, within the space-time region that is encompassed by the shocks and/or characteristic lines. A numerical example is used to illustrate the effectiveness and efficiency of the proposed method compared with the numerical solutions that are obtained by a fifth-order weighted essentially non-oscillatory scheme. Copyright © 2007 John Wiley & Sons, Ltd. [source]

MUSTA schemes for multi-dimensional hyperbolic systems: analysis and improvements

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 2 2005
V. A. Titarev
Abstract We develop and analyse an improved version of the multi-stage (MUSTA) approach to the construction of upwind Godunov-type fluxes whereby the solution of the Riemann problem, approximate or exact, is not required. The new MUSTA schemes improve upon the original schemes in terms of monotonicity properties, accuracy and stability in multiple space dimensions. We incorporate the MUSTA technology into the framework of finite-volume weighted essentially nonoscillatory schemes as applied to the Euler equations of compressible gas dynamics. The results demonstrate that our new schemes are good alternatives to current centred methods and to conventional upwind methods as applied to complicated hyperbolic systems for which the solution of the Riemann problem is costly or unknown. Copyright © 2005 John Wiley & Sons, Ltd. [source]

PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS

MATHEMATICAL FINANCE, Issue 3 2007
Erik Ekström
We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro,differential equations. Conditions are provided under which preservation of convexity holds, i.e., under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of the underlying stock price. The preservation of convexity is then used to derive monotonicity properties of the option value with respect to the different parameters of the model, such as the volatility, the jump size, and the jump intensity. [source]

Optimal control of deterministic epidemics

OPTIMAL CONTROL APPLICATIONS AND METHODS, Issue 6 2000
Horst Behncke
Abstract Various deterministic optimal control models for SIR-epidemics are investigated in this paper. The epidemics are governed by a rather general interaction, which covers most cases studied in the literature. Vaccination, quarantine, screening or health promotion campaigns as forms of control are considered. In all cases one finds a maximum effort control on some initial time interval. In addition, uniqueness and monotonicity properties of these models are studied. The results are also extended to the infinite time-horizon situation. Copyright © 2000 John Wiley & Sons, Ltd. [source]

Homogenization in the Theory of Viscoplasticity

PROCEEDINGS IN APPLIED MATHEMATICS & MECHANICS, Issue 1 2005
Sergiy Nesenenko
We study the homogenization of the quasistatic initial boundary value problem with internal variables which models the deformation behavior of viscoplastic bodies with a periodic microstructure. This problem is represented through a system of linear partial differential equations coupled with a nonlinear system of differential equations or inclusions. Recently it was shown by Alber [2] that the formally derived homogenized initial boundary value problem has a solution. From this solution we construct an asymptotic solution for the original problem and prove that the difference of the exact solution and the asymptotic solution tends to zero if the lengthscale of the microstructure goes to zero. The work is based on monotonicity properties of the differential equations or inclusions. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source]

Preference solutions of probability decision making with rim quantifiers

INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, Issue 12 2005
Xinwang Liu
This article extends the quantifier-guided aggregation method to include probabilistic information. A general framework for the preference solution of decision making under an uncertainty problem is proposed, which can include decision making under ignorance and decision making under risk methods as special cases with some specific preference parameters. Almost all the properties, especially the monotonicity property, are kept in this general form. With the generating function representation of the Regular Increasing Monotone (RIM) quantifier, some properties of the RIM quantifier are discussed. A parameterized RIM quantifier to represent the valuation preference for probabilistic decision making is proposed. Then the risk attitude representation method is integrated in this quantifier-guided probabilistic decision making model to make it a general form of decision making under uncertainty. © 2005 Wiley Periodicals, Inc. Int J Int Syst 20: 1253,1271, 2005. [source]