The present paper deals with the following hyperbolic-elliptic coupled system, modelling dynamics of a gas in presence of radiation, {(-qxx + Rq + G center dot ux = 0,) (ut + f(u)x + Lqx = 0,) x is an element of R, t > 0, where u is an element of R-n, q is an element of R and R > 0, G, L is an element of R-n. The function f : R-n -> R-n is smooth and such that del f has n distinct real eigenvalues for any u. The problem of existence of admissible radiative shock wave is considered, i.e., existence of a solution of the form (u, q)(x, t) := (U, Q)(x - st), such that (U, Q)(+/-infinity) = (u(+/-), 0), and u(+/-) is an element of R-n, s is an element of R define a shock wave for the reduced hyperbolic system, obtained by formally putting L = 0. It is proved that, if u(-) is such that del lambda(k)(u(-)) center dot r(k)(u(-)) not equal 0 (where lambda(k) denotes the k-th eigenvalue of del f and r(k) a corresponding right eigenvector), and (l(k)(u(-)) center dot L) (G center dot r(k)(u(-))) > 0, then there exists a neighborhood u of u(-) such that for any u(+) is an element of u, s is an element of R such that the triple (u(-), u(+); s) defines a shock wave for the reduced hyperbolic system, there exists a (unique up to shift) admissible radiative shock wave for the complete hyperbolic-elliptic system. The proof is based on reducing the system case to the scalar case, hence the problem of existence for the scalar case with general strictly convex fluxes is considered, generalizing existing results for the Burgers' flux f(u) = u(2)/2. Additionally, we are able to prove that the profile (U, Q) gains smoothness when the size of the shock vertical bar u(+) - u(-)vertical bar is small enough, as previously proved for the Burgers' flux case. Finally, the general case of nonconvex fluxes is also treated, showing similar results of existence and regularity for the profiles.

We introduce new Laguerre-type population dynamics models. These models arise quite naturally by substituting in classical models the ordinary derivatives with the Laguerre derivatives and therefore by using the so called Laguerre-type exponentials instead of the ordinary exponential. The L-exponentials e(n)(t) are increasing convex functions for t >= 0, but increasing slower with respect to exp t. For this reason these functions are useful in order to approximate different behaviors of population growth. We consider mainly the Laguerre-type derivative D(t)tD(t), connected with the L-exponential el(t), and investigate the corresponding modified logistic, Bernoulli and Gompertz models. Invariance of the Volterra-Lotka model is mentioned. (C) 2006 Elsevier Inc. All rights reserved.

Following some general ideas on the discrete kinetic and stochastic game theory proposed by one of the authors in a previous work, this paper develops a discrete velocity mathematical model for vehicular traffic along a one-way road. The kinetic scale is chosen because, unlike the macroscopic one, it allows to capture the probabilistic essence of the interactions among the vehicles, and offers at the same time, unlike the microscopic one, the opportunity of a pro. table analytical investigation of the relevant global features of the system. The discretization of the velocity variable, rather than being a pure mathematical technicality, plays a role in including the intrinsic granular nature of the flow of vehicles in the mathematical theory of traffic. Other important characteristics of the model concern the gain and loss terms of the kinetic equations, namely the construction of a density-dependent table of games to model velocity transitions and the introduction of a visibility length to account for nonlocal interactions among the vehicles.

A mathematical model of the tumour growth along a blood vessel is proposed. The model employs the mixture theory approach to describe a tissue which consists of cells, extracellular matrix and liquid. The growing tumour tissue is supposed to be surrounded by the host tissue. Tumours where complete oxydation of glucose prevails are considered. Special attention is paid to consistent description of oxygen consumption and growth processes based on the energy balance. A finite difference numerical method is proposed. The level set method is used to track an interface between the tissues. The simulations show localization of the tumour within a limited distance from the vessels and constant expansion velocity along the vessels.

The duality between service providers and services consumers is a basic pattern of service oriented computing. A service oriented approach to business processes and to adaptive interacting processes requires an additional pattern based on the, possibly online, interaction between specification, execution and evaluation of basic processes. These two patterns combine into composed processes: the foundations of complex adaptive services. The management of the dynamics of such services is then obtained by additional processes distributed over the network of interactions of the basic and composed processes. The double triad architecture so obtained is inspired from quark-antiquark models of particle physics.

Regional Demand Profile del progetto METTTES sul settore termico e fotovoltaico.

Mass transport and diffusion phenomena in the arterial lumen are studied through a mathematical model. Blood flow is described by the unsteady Navier -Stokes equation and solute dynamics by an advection-diffusion equation, the convective field being provided by the fluid velocity. A linearization procedure over the steady state solution is carried out and an asymptotic analysis is used to study the effect of a small curvature with respect to the straight tube. Analytical and numerical solutions are found: the results show the characteristics of the long wave propagation and the role played by the geometry on the solute distribution and demonstrate the strong influence of curvature induced by the fluid dynamics.

Barrier options are financial derivative contracts that are activated or deactivated according to the crossing of specified barriers by an underlying asset price. Exact models for pricing barrier options assume continuous monitoring of the underlying dynamics, usually a stock price. Barrier options in traded markets, however, nearly always assume less frequent observation, e.g. daily or weekly. These situations require approximate solutions to the pricing problem. We present a new approach to pricing such discretely monitored barrier options that may be applied in many realistic situations. In particular, we study daily monitored up-and-out call options of the European type with a single underlying stock. The approach is based on numerical approximation of the transition probability density associated with the stochastic differential equation describing the stock price dynamics, and provides accurate results in less than one second whenever a contract expires in a year or less. The flexibility of the method permits more complex underlying dynamics than the Black and Scholes paradigm, and its relative simplicity renders it quite easy to implement.

In studying some related topics, the authors came back to the paper "On the boundedness of de la Vallée Poussin operators'' [East J. Approx. 7 (2001), no. 4, 417--444] and realized a mistake in the proof of Theorem 2.2. In this note we state the same theorem but slightly modifying the hypothesis on the involved weights.

The Leontief model, originally developed for describing an economic system in terms of mutually interrelated and structurally conditioned simultaneous flows of commodities and services, has important applications to wide ranging disciplines. A basic model assumes the linear form x=Tx+d, where x represents the total output vector and d represents the final demand vector. The consumption matrix T plays the critical role of characterizing the entire input-output dynamics. Normally, T is determined by massive and arduous data gathering means which inadvertently bring in measurement noises. This paper considers the inverse problem of reconstructing the consumption matrix in the open Leontief model based on a sequence of inexact output vectors and demand vectors. Such a formulation might have two advantages: one is that no internal consumption measurements are required and the other is that inherent errors could be reduced by total least squares techniques. Several numerical methods are suggested. A comparison of performance and an application to real-world data are demonstrated.

Breve storia dell'IAC

Breve introduzione agli strumenti disponibili in Internet per una storia del calcolo meccanico.

The paper deals with the calculation of suitable risk indicators for life insurance policies in a fair valuation context. In particular, aim of this work is to determine the quantile reserve for life insurance participating policies. This goal poses both methodological and numerical problems: for this reason the paper discusses both the choice of the mathematical models and the calculation technique. Numerical applications illustrates the results