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Full-Text Articles in Applied Mathematics

On The Total Duration Of Negative Surplus Of A Risk Process With Two-Step Premium Function, Pavlina Jordanova Dec 2007

On The Total Duration Of Negative Surplus Of A Risk Process With Two-Step Premium Function, Pavlina Jordanova

Applications and Applied Mathematics: An International Journal (AAM)

We consider a risk reserve process whose premium rate reduces from cd to cu when the reserve comes above some critical value v. In the model of Cramer-Lundberg with initial capital u ≥ 0, we obtain the probability that ruin does not occur before the first up-crossing of level v. When u < v, following H. Gerber and E. Shiu (1997), we derive the probability that starting with initial capital u ruin occurs and the severity of ruin is not bigger than v. Further we express the probability of ruin in the two step premium function model - ψ (u,v), by the last two probabilities. Our assumptions imply that the surplus process will go to infinity almost surely. This entails that the process will stay below zero only temporarily. We derive the distribution of the total duration of negative surplus and obtain its Laplace transform and mean value. As a consequence of these results, under certain conditions in the Model of Cramer-Lundberg we obtain the expected value of the severity of ruin. In the end of the paper we give examples with exponential claim sizes.


Global Stability Results Of An Sis Age-Structured Epidemic Model With Vertical Transmission, M. El-Doma Jun 2007

Global Stability Results Of An Sis Age-Structured Epidemic Model With Vertical Transmission, M. El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

An SIS age-structured epidemic model for a vertically as well as horizontally transmitted disease is investigated when the fertility, mortality and cure rates depend on age and the force of infection of proportionate mixing assumption type. We determine the steady states and prove the global stability for the endemic equilibriums.


Parameter Estimation In Nonlinear Coupled Advection-Diffusion Equation, Robert R. Ferdinand Jun 2007

Parameter Estimation In Nonlinear Coupled Advection-Diffusion Equation, Robert R. Ferdinand

Applications and Applied Mathematics: An International Journal (AAM)

In this paper a coupled system of two nonlinear advection-diffusion equations is presented. Such systems of equations have been used in mathematical literature to describe the dynamics of contaminant present in groundwater flowing through cracks in a porous rock matrix and getting absorbed into it. An inverse method procedure that approximates infinite-dimensional model parameters is described and convergence results for the parameter approximants are proved. This is finally followed by a computational experiment to compare theoretical and numerical results to verify accuracy of the mathematics analysis presented.


An Age-Structured Resource-Consumer Dynamical Model, Jean M. Tchuenche Jun 2007

An Age-Structured Resource-Consumer Dynamical Model, Jean M. Tchuenche

Applications and Applied Mathematics: An International Journal (AAM)

Many dynamical systems in population biology in which agents compete for resources may exhibit chaotic fluctuations. This short letter develops Gamarra and Solé's previous work. We briefly review a classical model of population with complex dynamics, and proceed to study the dynamics of an age-structured resource-consumer model, in which the fertility coefficients are density independent. Implicit or first integral solutions of the model are obtained, and conditions for which they are stable given. It is observed that resource availability at any time depends on the number of potential consumers present.


Oscillations Of Hyperbolic Systems With Functional Arguments, Yutaka Shoukaku, Norio Yoshida Dec 2006

Oscillations Of Hyperbolic Systems With Functional Arguments, Yutaka Shoukaku, Norio Yoshida

Applications and Applied Mathematics: An International Journal (AAM)

Hyperbolic systems with functional arguments are studied, and sufficient conditions are obtained for every solution of boundary value problems to be weakly oscillatory (that is, at least one of its components is oscillatory) in a cylindrical domain. Robin-type boundary condition is considered. The approach used is to reduce the multi-dimensional oscillation problems to one-dimensional oscillation problems by using some integral means of solutions.


A Partially Discretized Age-Dependent Population Model With An Additional Stucture, Jean Tchuenche Dec 2006

A Partially Discretized Age-Dependent Population Model With An Additional Stucture, Jean Tchuenche

Applications and Applied Mathematics: An International Journal (AAM)

A semi-discretization method for solving an age-dependent population dynamics model with an additional structure is proposed. This method, unlike previous ones, considers the partial discretization which reduces the model equation into a first order ordinary differential equation. The latter is then solved explicitly and conditions under which second order accuracy arises are given. While the approach adopted is basically analytical, the main result shows that the sum of errors is bounded. An extension to the non-trivial case where growth depends on the additional parameter leads to a Riccati equation, and the existence and
convergence of solutions are proved.


Stability Analysis For An Seir Age-Structured Epidemic Model Under Vaccination, M. El-Doma Dec 2006

Stability Analysis For An Seir Age-Structured Epidemic Model Under Vaccination, M. El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

An SEIR age-structured epidemic model is investigated when susceptible and immune individuals are vaccinated indiscriminately and the force of infection of proportionate mixing type. We determine the steady states and obtain an explicitly computable threshold condition, and then study the stability of the steady states.


Global Stability Results And Well Posedness Of An Si Age-Structured Epidemic Model With Vertical Transmission, M. El-Doma Dec 2006

Global Stability Results And Well Posedness Of An Si Age-Structured Epidemic Model With Vertical Transmission, M. El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

An SI age-structured epidemic model for a vertically as well as horizontally transmitted disease is investigated when the fertility and mortality rates depend on age and the force of infection of proportionate mixing assumption type. We prove the well posedness of the model as well as the global stability for endemic equilibriums.


Interval - Mtype Oscillation Criteria For Half - Linear Pde With Damping, Robert Marik Jun 2006

Interval - Mtype Oscillation Criteria For Half - Linear Pde With Damping, Robert Marik

Applications and Applied Mathematics: An International Journal (AAM)

Using the Riccati substitution we derive new sufficient conditions which ensure that the half-linear partial differential equation with p-Laplacian and damping in the form of Equation (E) in the paper is oscillatory. These criteria, called interval criteria in theory of ODE's, allow to eliminate “bad parts” of the potential function c(x) from our considerations. Some of the results are new even in the case when (E) becomes linear ordinary differential equation.


A Discrete Time Counterpart Of The Black-Scholes Bond Replication Portfolio, Andrzej Korzeniowski Jun 2006

A Discrete Time Counterpart Of The Black-Scholes Bond Replication Portfolio, Andrzej Korzeniowski

Applications and Applied Mathematics: An International Journal (AAM)

We construct a discrete time self-financing portfolio comprised of call options short and stock shares long which is riskless and grows at a fixed rate of return. It is also shown that when shorting periods tend to zero then so devised portfolio turns into the Black-Scholes bond replication. Unlike in standard approach the analysis presented here requires neither Ito Calculus nor solving the Heat Equation for option pricing.


Analysis Of An Sirs Age-Structured Epidemic Model With Vaccination And Vertical Transmission Of Disease, Mohammed El-Doma Jun 2006

Analysis Of An Sirs Age-Structured Epidemic Model With Vaccination And Vertical Transmission Of Disease, Mohammed El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

An SIRS age-structured epidemic model for a vertically as well as horizontally transmitted disease under vaccination is investigated when the fertility, mortality and removal rates depend on age and the force of infection of proportionate mixing assumption type, and vaccination wanes over time. We prove the existence and uniqueness of solution to the model equations, and show that solutions of the model equations depend continuously on the initial age-distributions. Furthermore, we determine the steady states and obtain an explicitly computable threshold condition, in terms of the demographic and epidemiological parameters of the model; we then study the stability of the …


Remarks On The Stability Of Some Size-Structured Population Models I: Changes In Vital Rates Due To Population Only, Mohammed El-Doma Jun 2006

Remarks On The Stability Of Some Size-Structured Population Models I: Changes In Vital Rates Due To Population Only, Mohammed El-Doma

Applications and Applied Mathematics: An International Journal (AAM)

We consider a size-structured population model that has been studied in Calsina et al. (2003). We propose a different approach that provides direct stability results, and we correct a stability result given therein. In addition, we obtain global stability results that have not been given in Calsina et al. (2003).