In this paper, we consider the dividend payments prior to absolute ruin in a Markovian regime-switching risk process in which the rate for the Poisson claim arrivals and the distribution of the claim amounts are driven by an underlying Markov jump process. A system of integro-differential equations with boundary conditions satisfied by the moment-generating function, the n th moment of the disc...

We consider geometric variational problems for a functional defined on a curve in a three-dimensional space. The functional is assumed to be written in a form invariant under the group of Euclidean motions. We present the Euler-Lagrange equations as equilibrium equations for the internal force and moment. Examples are discussed to illustrate our approach. This form of the equations particularly...

This article is aimed at describing a technique to compensate undesired yaw moment, which is inevitably induced about the support foot during single support phases while a bipedal robot is in motion. The main strategy in this method is to rotate the upper body in a way to exert a secondary moment that counteracts to the factors which create the undesired moment. In order to compute the yaw mome...

We present the results of deriving the Israel-Stewart equations of relativistic dissipative fluid dynamics from kinetic theory via Grad’s 14-moment expansion. Working consistently to second order in the Knudsen number, these equations contain several new terms which are absent in previous treatments.

We establish novel moment bounds for strong solutions of the stochastic 3D Primitive Equations. Using these bounds we establish the continuity of the associated Markovian semigroup and prove the existence of an invariant measure associated to these equations. This measure is supported on strong solutions, but is furthermore shown to have higher regularity properties.

The aim of this paper is to construct the molecular extended thermodynamics for classical rarefied polyatomic gases with a new hierarchy, which absent in previous procedures moment equations. hierarchy deduced recently from limit relativistic theory moments associated Boltzmann–Chernikov equation. field equations 15 distribution function, internal degrees freedom molecule are taken into account...

A modified system of equations of electrodynamics has been obtained. Beside the Lagrangian one an alternative gauge-like formalism has been developed to introduce the toroid moment contributions in the equations obtained. The two potential formalism that was worked out by us earlier has been developed further where along with the two vector potentials we introduce two scalar potentials thus tak...

In this paper, we numerically study the semiclassical limit of the SchrödingerPoisson equations as a selection principle for the weak solution of the VlasovPoisson in one space dimension. Our numerical results show that this limit gives the weak solution that agrees with the zero diffusion limit of the Fokker-Planck equation. We also numerically justify the multivalued solution given by a momen...

An H theorem for the linearized Grad 13 moment equations leads to regularizing constitutive equations for higher fluxes and to a complete set of boundary conditions. Solutions for Couette and Poiseuille flows show good agreement with direct simulation Monte Carlo calculations. The Knudsen minimum for the relative mass flow rate is reproduced.

We consider a kinetic model describing the interactions between monochromatic photons and gas–particles with two internal energy levels. Using the moment equations we formulate so–called Milne–Chandrasekhar problem. Next, we provide the existence and uniqueness theorems for the resulting system of partial differential equations. Mathematics Subject Classification. 76N15, 82C40, 82C70