Results 1 to 10 of about 18 (18)

Geometric fractional Brownian motion model for commodity market simulation

Alexandria Engineering Journal, 2021
The geometric Brownian motion (GBM) model is a mathematical model that has been used to model asset price paths. By incorporating Hurst parameter to GBM to characterize long-memory phenomenon, the geometric fractional Brownian motion (GFBM) model was ...
Siti Nur Iqmal Ibrahim, Masnita Misiran, Mohamed Faris Laham   +2 more
doaj   +1 more source

Stochastic optimal and time-optimal control studies for additional food provided prey–predator systems involving Holling type III functional response

Computational and Mathematical Biophysics, 2023
This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu, Vamsi Dasu Krishna Kiran   +1 more
doaj   +1 more source

Analysis of a fractional-order prey-predator model with prey refuge and predator harvest using the consumption number: Holling type III functional response

Computational and Mathematical Biophysics
In this article, we study a fractional-order prey-predator model incorporating prey refuge and predator harvesting, employing a Holling type III functional response.
Aguegboh Nnaemeka Stanley, Onyiaji Netochukwu, Okeke Chibuike Alexander, Daniel Nnaji Ugochukwu, Walter Okongo, Diallo Boubacar   +5 more
doaj   +1 more source

Analytic solution of a fractional-order hepatitis model using Laplace Adomian decomposition method and optimal control analysis

Computational and Mathematical Biophysics
Infectious illnesses like hepatitis place a heavy cost on global health, and precise mathematical models must be created in order to understand and manage them.
Aguegboh Nnaemeka S., Roy Kiogora Phineas, Felix Mutua, Okongo Walter, Diallo Boubacar   +4 more
doaj   +1 more source

Macroscopic limit of a Fokker-Planck model of swarming rigid bodies

European Journal of Applied Mathematics
We consider self-propelled rigid bodies interacting through local body-attitude alignment modelled by stochastic differential equations. We derive a hydrodynamic model of this system at large spatio-temporal scales and particle numbers in any dimension
Pierre Degond, Amic Frouvelle
doaj   +1 more source

Existence and uniqueness of solution for a fractional hepatitis B model

Computational and Mathematical Biophysics
Understanding the dynamics of infectious diseases using mathematical modeling is essential for developing prevention and control measures. Hepatitis B is still a major public health issue in many places, including Kenya, where the high incidence of ...
Aguegboh Nnaemeka Stanley, Oranugo Dominic Obinna, Kiogora Phineas Roy, Felix Mutua, Netochukwu Onyiaji, Egwu Andrew Onyeka   +5 more
doaj   +1 more source

Some basic relationships among transforms, convolution products, first variations and inverse transforms

Open Mathematics, 2013
Chang Seung, Chung Hyun, Skoug David
doaj   +1 more source

Analytical and Numerical Treatments of Conservative Diffusions and the Burgers Equation. [PDF]

Entropy (Basel), 2018
Prodanov D.
europepmc   +1 more source

Loop-Erased Walks and Random Matrices. [PDF]

J Stat Phys, 2019
Arista J, O'Connell N.
europepmc   +1 more source

FRACTALS WITH POINT IMPACT IN FUNCTIONAL LINEAR REGRESSION. [PDF]

Ann Stat, 2010
McKeague IW, Sen B.
europepmc   +1 more source