中文
相关论文

相关论文: Closed-form solutions of Lucas-Uzawa model with ex…

200 篇论文

In this paper we derive the closed-form solutions for the Lucas-Uzawa growth model with the aid of the partial Hamiltonian approach and then compare our results with those derived by the classical approach \cite{chil}. The partial…

最优化与控制 · 数学 2016-10-24 Rehana Naz , Azam Chaudhry

Naz and Chaudhry [3] established multiple closed-form solutions for the basic Lucas-Uzawa model. According to Boucekkine and Ruiz-Tamarit [1] and Chilarescu [2] unique closed-form solutions exist for the basic Lucas-Uzawa model. We equate…

经济学 · 定量金融 2017-12-27 Rehana Naz

In a recent paper, Naz and Chaudry provided two solutions for the model of Lucas-Uzawa, via the Partial Hamiltonian Approach. The first one of these solutions coincides exactly with that determined by Chilarescu. For the second one, they…

理论经济学 · 经济学 2019-07-31 Constantin Chilarescu

This paper studies a discrete-time version of the Lucas-Uzawa endogenous growth model with physical and human capital in the presence of externalities. Existence of an optimal equilibrium is proved using tools from dynamic programming with…

理论经济学 · 经济学 2025-02-04 Luis Alcala

We develop a partial Hamiltonian framework to obtain reductions and closed-form solutions via first integrals of current value Hamiltonian systems of ordinary differential equations (ODEs). The approach is algorithmic and applies to many…

最优化与控制 · 数学 2014-08-20 R. Naz , F. M. Mahomed , Azam Chaudhry

In this article, we study the large time behavior of solutions of first-order Hamilton-Jacobi Equations, set in a bounded domain with nonlinear Neumann boundary conditions, including the case of dynamical boundary conditions. We establish…

偏微分方程分析 · 数学 2015-05-30 Guy Barles , Hiroyoshi Mitake , Hitoshi Ishii

We introduce a multivariate multidimensional mixed-effects regression model in a finite mixture framework. We relax the usual unidimensionality assumption on the random effects multivariate distribution. Thus, we introduce a…

统计方法学 · 统计学 2014-10-20 Alessandra Marcelletti , Antonello Maruotti , Giovanni Trovato

Lucas and Moll have proposed a system of forward-backward partial differential equations that model knowledge diffusion and economic growth. It arises from a microscopic model of learning for a mean-field type interacting system of…

偏微分方程分析 · 数学 2021-09-22 George Papanicolaou , Lenya Ryzhik , Katerina Velcheva

In this paper, we investigate the global conservative solutions to the generalized Camassa-Holm equation with dual-power nonlinearities. By introducing a new set of variables, we transform the original equation into an equivalent…

偏微分方程分析 · 数学 2026-03-16 Xiaoxin Chen , Jian Chen , Zhaoyang Yin

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

统计理论 · 数学 2021-08-17 Natalia Nolde , Jennifer L. Wadsworth

In this paper, we investigate the existence of infinitely many solutions for the following fractional Hamiltonian systems: \begin{eqnarray}\label{eq00} _{t}D_{\infty}^{\alpha}(_{-\infty}D_{t}^{\alpha}u(t)) + L(t)u(t) = & \nabla W(t,u(t))\\…

数学物理 · 物理学 2014-09-03 Amado Méndez , César Torres

The aim of the paper is to show that the solutions to variational problems with non-standard growth conditions satisfy a corresponding variational inequality without any smallness assumptions on the gap between growth and coercitivity…

偏微分方程分析 · 数学 2020-10-09 Michela Eleuteri , Antonia Passarelli di Napoli

Articles in Marketing and choice literatures have demonstrated the need for incorporating person-level heterogeneity into behavioral models (e.g., logit models for multiple binary outcomes as studied here). However, the logit likelihood…

统计理论 · 数学 2010-11-16 Steven J. Miller , Eric T. Bradlow , Kevin Dayaratna

The partial Hamiltonian systems of the form $\dot q^i=\frac{\partial H}{\partial p_i}, \dot p^i=-\frac{\partial H}{\partial q_i}+\Gamma^i(t,q^i,p_i)$ arise widely in different fields of the applied mathematics. The partial Hamiltonian…

动力系统 · 数学 2016-08-24 Rehana Naz

The aim of this paper is to prove multiplicity of solutions for nonlocal fractional equations modeled by $$ \left\{ \begin{array}{ll} (-\Delta)^s u-\lambda u=f(x,u) & {\mbox{ in }} \Omega\\ u=0 & {\mbox{ in }} \mathbb{R}^n\setminus…

偏微分方程分析 · 数学 2015-10-30 Giovanni Molica Bisci , Dimitri Mugnai , Raffaella Servadei

The classical Lotka-Volterra predator-prey system is often used in species competition modeling. An exact, closed-form solution is derived when the natural growth rate of the prey species and decay rate of the predators are equal in…

动力系统 · 数学 2023-03-17 Jean-Luc Boulnois

In this paper, we provide an example of the optimal growth model in which there exist infinitely many solutions to the Hamilton-Jacobi-Bellman equation but the value function does not satisfy this equation. We consider the cause of this…

理论经济学 · 经济学 2024-01-15 Yuhki Hosoya

The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic…

综合金融 · 定量金融 2010-03-24 S. I. Chernyshov , A. V. Voronin , S. A. Razumovsky

We deal with some generalizations on a Black--Scholes model arising in financial mathematics. As novelty in this paper, we consider a variable volatility and abstract functional boundary conditions, which allow us to treat a very large…

经典分析与常微分方程 · 数学 2015-06-08 Rubén Figueroa , Maria do Rosário Grossinho

Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…

动力系统 · 数学 2013-06-04 Ting Gao , Jinqiao Duan
‹ 上一页 1 2 3 10 下一页 ›