The long time behavior of a class of autonomous semilinear parabolic equations is investigated. We employ the recently introduced concept of Inertial Manifold with Delay to construct a new family of approximate inertial manifolds (AIM) of an exponential order. These AIMs contain all steady...

Our verticity meter is a motionless spherical pendulum with a device, placed on earth's crust, to measure the horizontal displacement of its bob. An earthquake is a vibration of Earth's crust. When the earthquake vibration is of small amplitude and horizontal, the pendulum-bob stays in a local...

We present the concept of a universal contingent claim introduced earlier by the author. This concept provides a unified framework for the analysis of a wide class of financial derivatives. A universal contingent claim describes the time evolution of a contingent payoff defined as a real-valued...

In two previous papers [1, 2], the general model of stochastic reliability analysis (SRA) was developed. However, the problem of determining model parameters and their uncertainty distributions from operational experience on the failure of redundant components was not satisfactorily solved. This...

Different types of two- and three-dimensional representations of a finite metric space are studied that focus on the accurate representation of the linear order among the distances rather than their actual values. Lower and upper bounds for representability probabilities are produced by...

Actual individual preferences are neither complete (=total) nor antisymmetric in general, so that at least every must be an admissible input to a satisfactory choice rule. It is argued that the traditional notion of “indifference” in individual preferences is misleading and should be...

The well-known conjecture of Ringel-Kotzig or better known graceful tree conjecture has entered to its fourth decade. As today there exits no serious attempts toward its resolution, so it is worthwhile to revisit some old concepts. In this paper we have investigated small ( i.e., trees with...

Using an arbitrage-free approach, we model the term structure of commodity futures on markets showing seasonal patterns like natural gas, heating oil, electricity, cocoa, corn ... We derive the implied term structure of volatility; we also calibrate the model to market data on natural gas futures

In this paper we continue the investigation of polymatroids defined on partially ordered sets which was started in ''Structural aspects of ordered polymatroids” (Discrete Applied Mathematics 99 (2000)).The core polytope and the set of maximal elements are investigated. A necessary and...

A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then, we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete information about its severity...