We consider Burgers equation forced by a brownian in space and white noise in time process ∂tu+ 1 2 ∂x(u) = f(x, t), with E(f(x, t)f(y, s)) = 1 2 (|x|+ |y| − |x− y|)δ(t− s) and we show that there are Levy processes solutions, for which we give the evolution equation of the characteristic exponent. In particular we give the explicit solution in the case u0(x) = 0.

This article focuses the application of Levy flight based PSO algorithm for the solution of micro grid power dispatch problems. The proposed algorithm is tested on micro grid dispatch problem consisting of wind, diesel and fuel cell plants. The effectiveness of the algorithm has been verified on a test system having distributed generation compared with the other existing techniques, considering...

Azriel Levy (1934–) did fundamental work in set theory when it was transmuting into a modern, sophisticated field of mathematics, a formative period of over a decade straddling Cohen’s 1963 founding of forcing. The terms “Levy collapse”, “Levy hierarchy”, and “Levy absoluteness” will live on in set theory, and his technique of relative constructibility and connections established between forcin...

We consider the solution X=(Xt)t≥0 of a multivariate stochastic differential equation with Levy-type jumps and unique invariant probability measure density μ. assume that continuous record observations XT=(Xt)0≤t≤T is available. In case without jumps, Dalalyan Reiss (2007) Strauch (2018) have found convergence rates estimators, under respectively isotropic anisotropic Hölder smoothness constrai...

0

An approximate solution to the time-dependent density-functional theory response equations for finite systems is developed, yielding corrections to the single-pole approximation. These explain why allowed Kohn-Sham transition frequencies and oscillator strengths are usually good approximations to the true values, and why sometimes they are not. The approximation yields simple expressions for Gö...

In this article, an exact levy solution is presented for bending analysis of a functionally graded (FG) annular sector plate. The governing equilibrium equations are obtained based on the classical plate theory. Introducing an analytical method for the first time, the three coupled governing equilibrium equations are replaced by an independent equation in term of transverse deflection. This equ...

The Kurganov and Levy scheme [SIAM J.Sci.Comput.22, p1467,2000] which is a semi-discrete numerical solution of hyperbolic systems is applied to the system of one dimensional electrostatic fluid equations and modified to model perturbations and shockwaves in an electrostatic plasma. For an initial density perturbations in the system, we illustrate how the method captures the formation and evolut...

We have modified the procedure of Levy [Ann. C/in. Lab. Sd. 6, 474 (1972)] for determination of serum triglycerides. The changes consist of using heptane in place of normane; using concentrated aqueous potassium hydroxide instead of sodium methylate as the saponifying reagent; and a somewhat higher saponification, oxidation, and condensation temperature. Consequently, the yellow dehydrolutidine...

Title of dissertation: DEPENDENCE STRUCTURE IN LEVY PROCESSES AND ITS APPLICATION IN FINANCE Qiwen Chen, Doctor of Philosophy, 2008 Dissertation directed by: Professor Dilip B. Madan Department of Finance In this paper, we introduce DSPMD, discretely sampled process with prespecified marginals and pre-specified dependence, and SRLMD, series representation for Levy process with pre-specified mar...