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Articles 1 - 8 of 8
Full-Text Articles in Dynamical Systems
Local Lagged Adapted Generalized Method Of Moments Dynamic Process, Gangaram S. Ladde, Olusegun M. Otunuga, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments Dynamic Process, Gangaram S. Ladde, Olusegun M. Otunuga, Nathan G. Ladde
Mathematics Faculty Research
Aspects of a local lagged adapted generalized method of moments (LLGMM) dynamic process are described herein. In one embodiment, the LLGMM process includes obtaining a discrete time data set as past state information of a continuous time dynamic process over a time interval, developing a stochastic model of the continuous time dynamic process, generating a discrete time interconnected dynamic model of local sample mean and variance statistic processes (DTIDMLSMVSP) based on the stochastic model, and calculating a plurality of admissible parameter estimates for the stochastic model using the DTIDMLSMVSP. Further, in some embodiments, the process further includes, for at least …
Quantitative Analysis Of A Stochastic Seitr Epidemic Model With Multiple Stages Of Infection And Treatment, Olusegun M. Otunuga, Mobolaji O. Ogunsolu
Quantitative Analysis Of A Stochastic Seitr Epidemic Model With Multiple Stages Of Infection And Treatment, Olusegun M. Otunuga, Mobolaji O. Ogunsolu
Mathematics Faculty Research
We present a mathematical analysis of the transmission of certain diseases using a stochastic susceptible-exposed-infectious-treated-recovered (SEITR) model with multiple stages of infection and treatment and explore the effects of treatments and external fluctuations in the transmission, treatment and recovery rates. We assume external fluctuations are caused by variability in the number of contacts between infected and susceptible individuals. It is shown that the expected number of secondary infections produced (in the absence of noise) reduces as treatment is introduced into the population. By defining RT,n and ℛT,n as the basic deterministic and stochastic reproduction …
Local Lagged Adapted Generalized Method Of Moments: An Innovative Estimation And Forecasting Approach And Its Applications., Olusegun Michael Otunuga, Gandaram S. Ladde, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments: An Innovative Estimation And Forecasting Approach And Its Applications., Olusegun Michael Otunuga, Gandaram S. Ladde, Nathan G. Ladde
Mathematics Faculty Research
In this work, an attempt is made to apply the Local Lagged Adapted Generalized Method of Moments (LLGMM) to estimate state and parameters in stochastic differential dynamic models. The development of LLGMM is motivated by parameter and state estimation problems in continuous-time nonlinear and non-stationary stochastic dynamic model validation problems in biological, chemical, engineering, energy commodity markets, financial, medical, military, physical sciences and social sciences. The byproducts of this innovative approach (LLGMM) are the balance between model specification and model prescription of continuous-time dynamic process and the development of discrete-time interconnected dynamic model of local sample mean and variance statistic …
Time Varying Parameter Estimation Scheme For A Linear Stochastic Differential Equation, Olusegun Michael Otunuga
Time Varying Parameter Estimation Scheme For A Linear Stochastic Differential Equation, Olusegun Michael Otunuga
Mathematics Faculty Research
In this work, an attempt is made to estimate time varying parameters in a linear stochastic differential equation. By defining mk as the local admissible sample/data observation size at time tk, parameters and state at time tk are estimated using past data on interval [tk−mk+1, tk]. We show that the parameter estimates at each time tk converge in probability to the true value of the parameters being estimated. A numerical simulation is presented by applying the local lagged adapted generalized method of moments (LLGMM) method to the stochastic differential models governing prices of energy …
Controlling Viral Outbreaks: Quantitative Strategies, Anna Mummert, Howard Weiss
Controlling Viral Outbreaks: Quantitative Strategies, Anna Mummert, Howard Weiss
Mathematics Faculty Research
Preparing for and responding to outbreaks of serious livestock infectious diseases are critical measures to safeguard animal health, public health, and food supply. Almost all of the current control strategies are empirical, and mass culling or “stamping out” is frequently the principal strategy for controlling epidemics. However, there are ethical, ecological, and economic reasons to consider less drastic control strategies. Here we use modeling to quantitatively study the efficacy of different control measures for viral outbreaks, where the infectiousness, transmissibility and death rate of animals commonly depends on their viral load. We develop a broad theoretical framework for exploring and …
Global Stability Of Nonlinear Stochastic Sei Epidemic Model With Fluctuations In Transmission Rate Of Disease, Olusegun Michael Otunuga
Global Stability Of Nonlinear Stochastic Sei Epidemic Model With Fluctuations In Transmission Rate Of Disease, Olusegun Michael Otunuga
Mathematics Faculty Research
We derive and analyze the dynamic of a stochastic SEI epidemic model for disease spread. Fluctuations in the transmission rate of the disease bring about stochasticity in model. We discuss the asymptotic stability of the infection-free equilibrium by first deriving the closed form deterministic (R0) and stochastic (R0) basic reproductive number. Contrary to some author’s remark that different diffusion rates have no effect on the stability of the disease-free equilibrium, we showed that even if no epidemic invasion occurs with respect to the deterministic version of the SEI model (i.e., R0 < 1), epidemic can still grow initially (if R0 > 1) …
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Local Lagged Adapted Generalized Method Of Moments And Applications, Olusegun Michael Otunuga, Gangaram S. Ladde, Nathan G. Ladde
Mathematics Faculty Research
In this work, an attempt is made for developing the local lagged adapted generalized method of moments (LLGMM). This proposed method is composed of: (1) development of the stochastic model for continuous-time dynamic process, (2) development of the discrete-time interconnected dynamic model for statistic process, (3) utilization of Euler-type discretized scheme for nonlinear and non-stationary system of stochastic differential equations, (4) development of generalized method of moment/observation equations by employing lagged adaptive expectation process, (5) introduction of the conceptual and computational parameter estimation problem, (6) formulation of the conceptual and computational state estimation scheme and (7) definition of the conditional …
Stochastic Modeling Of Energy Commodity Spot Price Processes With Delay In Volatility, Olusegun Michael Otunuga, Gangaram S. Ladde
Stochastic Modeling Of Energy Commodity Spot Price Processes With Delay In Volatility, Olusegun Michael Otunuga, Gangaram S. Ladde
Mathematics Faculty Research
Employing basic economic principles, we systematically develop both deterministic and stochastic dynamic models for the log-spot price process of energy commodity. Furthermore, treating a diffusion coefficient parameter in the non-seasonal log-spot price dynamic system as a stochastic volatility functional of log-spot price, an interconnected system of stochastic model for log-spot price, expected log-spot price and hereditary volatility process is developed. By outlining the risk-neutral dynamics and pricing, sufficient conditions are given to guarantee that the risk-neutral dynamic model is equivalent to the developed model. Furthermore, it is shown that the expectation of the square of volatility under the risk-neutral measure …