12,387 research outputs found

    A magneto-viscoelasticity problem with a singular memory kernel

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    The existence of solutions to a one-dimensional problem arising in magneto-viscoelasticity is here considered. Specifically, a non-linear system of integro-differential equations is analyzed, it is obtained coupling an integro-differential equation modeling the viscoelastic behaviour, in which the kernel represents the relaxation function, with the non-linear partial differential equations modeling the presence of a magnetic field. The case under investigation generalizes a previous study since the relaxation function is allowed to be unbounded at the origin, provided it belongs to L1L^1; the magnetic model equation adopted, as in the previous results [21,22, 24, 25] is the penalized Ginzburg-Landau magnetic evolution equation.Comment: original research articl

    On asymptotic effects of boundary perturbations in exponentially shaped Josephson junctions

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    A parabolic integro differential operator L, suitable to describe many phenomena in various physical fields, is considered. By means of equivalence between L and the third order equation describing the evolution inside an exponentially shaped Josephson junction (ESJJ), an asymptotic analysis for (ESJJ) is achieved, explicitly evaluating, boundary contributions related to the Dirichlet problem

    Population persistence under advection-diffusion in river networks

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    An integro-differential equation on a tree graph is used to model the evolution and spatial distribution of a population of organisms in a river network. Individual organisms become mobile at a constant rate, and disperse according to an advection-diffusion process with coefficients that are constant on the edges of the graph. Appropriate boundary conditions are imposed at the outlet and upstream nodes of the river network. The local rates of population growth/decay and that by which the organisms become mobile, are assumed constant in time and space. Imminent extinction of the population is understood as the situation whereby the zero solution to the integro-differential equation is stable. Lower and upper bounds for the eigenvalues of the dispersion operator, and related Sturm-Liouville problems are found, and therefore sufficient conditions for imminent extinction are given in terms of the physical variables of the problem

    A mixed type identification problem related to a phase-field model with memory

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    In this paper we consider an integro-differential system consisting of a parabolic and a hyperbolic equation related to phase transition models. The first equation is integro-differential and of hyperbolic type. It describes the evolution of the temperature and also accounts for memory effects through a memory kernel k via the Gurtin-Pipkin heat flux law. The latter equation, governing the evolution of the order parameter, is semilinear, parabolic and of the fourth order (in space). We prove a local in time existence result and a global uniqueness result for the identification problem consisting in recovering the memory kernel k appearing in the first equation

    A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process.

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    A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation. The insurer is allowed to invest the surplus into a risky asset with volatility dependent on the level of the investment, which permits the incorporation of rational investment strategies as proposed by Berk and Green (2004). The return on investment is modulated by a Markov process which generalizes previously studied settings for the evolution of the interest rate in time. The Gerber–Shiu expected penalty–reward function is studied in this context, including ruin probabilities (a first-passage problem) as a special case. The second order integro-differential system of equations that characterizes the function of interest is obtained. As a closed-form solution does not exist, a numerical procedure based on the Chebyshev polynomial approximation through a collocation method is proposed. Finally, some examples illustrating the procedure are presentedExpected penalty–reward function; Markov-modulated process; Jump–diffusion process; Volterra integro-differential system of equations;
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