Results 71 to 80 of about 3,059 (201)
A Stochastic Fractional Calculus with Applications to Variational Principles
Fractal and Fractional, 2020 We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes.
Houssine Zine, Delfim F. M. Torres
doaj +1 more source
Computer Graphics Forum, EarlyView.Abstract We introduce mixed super‐circles, a position‐curvature formulation of the original dynamic 2D super‐helix model. Compared to the latter, purely curvature‐based model – the so‐called chained formulation –, the mixed formulation that we propose here drastically reduces the algorithmic complexity of the solving scheme – from quadratic to quasi ...
Emile Hohnadel +2 more
wiley +1 more source
Generalized Variational Problems and Euler–Lagrange equations
Computers & Mathematics with Applications, 2010 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The role of foreign capital flows in health finance
Economic Inquiry, EarlyView.Abstract This study develops an open economy version of the health deficit model to examine how rising health expenditures affect international capital flows, external balances, and welfare. The government issues bonds in international capital markets, linking health policy to international financial dynamics.
Mark Christopher Kelly
wiley +1 more source
Analogy between equilibrium beach profiles and closed universes
Physical Review Research, 2019 We reformulate the variational problem describing equilibrium beach profiles in the thermodynamic approach of Jenkins and Inman [J. Geophys. Res.: Oceans 111, C02003 (2006)10.1029/2005JC002899].
Valerio Faraoni
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On the existence of H1-solutions to certain image registration problems
Vìsnik Dnìpropetrovsʹkogo Unìversitetu: Serìâ Modelûvannâ, 2009 The solubility of the class of nonlinear optimization problems arising in image registration is discussed. The necessary optimility conditions (Euler-Lagrange equation) for such kind of problems is a nonlinear Neumann boundary value problem which is not
O. Museyko
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Monetary Policy When Preferences Are Quasi‐Hyperbolic
Journal of Money, Credit and Banking, EarlyView.Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley +1 more source
Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt
Journal of Money, Credit and Banking, EarlyView.Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley +1 more source
Policy Biases in a Model with Labor‐Market Frictions
Journal of Money, Credit and Banking, EarlyView.Abstract We develop a model with labor‐market matching frictions that is subject to a range of shocks, including shocks to matching efficiency and bargaining power, and use the model to examine how monetary policy should respond to such shocks. We show that optimal monetary policy responds effectively to these shocks, producing economic outcomes that ...
RICHARD DENNIS, TATIANA KIRSANOVA
wiley +1 more source
Invariance of functionals and related Euler–Lagrange equations
Russian Mathematics, 2017 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Savchin V.M., Budochkina S.A.
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