We investigate the model dynamics of a test particle which moves between two parallel plates and is re ected at the walls according to some deterministic periodic re ection law. For a particular continuous velocity model, a di usion limit is derived using the Markov partition approach. It is shown that at least for a large class of discrete velocity models such a limit is not possible. Numerica...

Dynamic economic models are a useful tool to study economic dynamics and get a better understanding of relevant phenomena such as growth and business cycle. Equilibrium conditions are normally identified by a system of difference equations and a set of boundary conditions (describing limit values of some variables). Thus, studying equilibrium properties requires studying the properties of a sys...

We establish heavy traffic limit theorems for queue-length processes in critically loaded single class queueing networks with state dependent arrival and service rates. A distinguishing feature of our model is non-Markovian state dependence. The limit stochastic process is a continuous-path reflected process on the nonnegative orthant. We give an application to generalised Jackson networks with...

Quantum Bernoulli random walks can be realized as random walks on the dual of SU(2). We use this realization in order to study a model of dynamic quantum Bernoulli random walk with time dependent transitions. For the corresponding dynamic random walk on the dual of SU(2), we prove several limit theorems (local limit theorem, central limit theorem, law of large numbers, large deviations principl...

An efficient and simple magnetic solid phase extraction based on the use of CoFe3O4 nanoparticles grafted multi-walled carbon nanotubes (MWCNTs) as adsorbent coupled with surfactant enhanced spectrofluorimetric detection...

We consider a complex autonomously driven single limit cycle oscillator with delayed feedback.The original model is translated to a two-dimensional system.Through a nonstandard finite-difference (NSFD) schemewe study the dynamics of this resulting system. The stability of the equilibriumof themodel is investigated by analyzing the characteristic equation. In the two-dimensional discrete model, ...

We investigate quantum chaos in chaotic billiards by modelling the square (non-chaotic) and the stadium (chaotic) billiards as 2D infinite square wells. We developed MATLAB code that uses grid points and the method of finite differences to numerically solve the Schrödinger equation for either case. We successfully obtained the “scar” structures in higher energy eigenfunctions for the stadium ca...

Abstract In this paper, we study strong solutions of some non-local difference–differential equations linked to a class birth–death processes arising as discrete approximations Pearson diffusions by means spectral decomposition in terms orthogonal polynomials and eigenfunctions derivatives. Moreover, give stochastic representation such time-changed their invariant limit distribution. Finally, d...

We investigate the near-continuum asymptotics of mean first passage times in some one-variable birth–death processes. The particular problem we address is how to extract mean first passage times in the near-continuum limit from their defining finite-difference equations alone. For the simple class of processes we consider here, exact closed-form solutions for the mean first passage time between...