Skip to main content
In this article, mixture representations of survival functions of residual lifetimes of k-out-of-n systems are obtained when the components are independent but not necessarily identically distributed. Then we stochastically compare the... more
We develop a generalized quasilinearization method for nonlinear initial value problems involving functional differential equations and obtain a sequence of approximate solutions converging monotonically and quadratically to the solution... more
Using the Stochastic Finite Element Method (SFEM) to perform reliability analysis of the free vibration of composite plates with material and fabrication uncertainties has received much attention lately. In this work the stochastic... more
We develop a generalized quasilinearization method for nonlinear initial value problems involving functional differential equations and obtain a sequence of approximate solutions converging monotonically and quadratically to the solution... more
Nowadays, interest in generating electricity using decentralized generators of relatively small scale ('distributed generation', DG) is increasing. This work deals with the impact of implementing DG on the transmission system... more
We derive random implicit representations for the solutions of the classical Navier—Stokes equations for an incompressible viscous fluid. This program is carried out for Riemannian manifolds (without boundary) which are isometrically... more
We use the global stochastic analysis tools introduced by P. A. Meyer and L. Schwartz to write down a stochastic generalization of the Hamilton equations on a Poisson manifold that, for exact symplectic manifolds, satisfy a natural... more
In this paper, the approximate controllability of impulsive linear fuzzy stochastic differential equations with nonlocal conditions in Banach space is studied. By using the Banach fixed point theorems, stochastic analysis, fuzzy process... more
Effectiveness of the Universal Pension Fund Societies which are managers of the Open Pension Funds are usually evaluated by comparing the different types of financial and economic indicators; comparing the value of the investment... more
This paper is devoted to prove, in a nonclassical function space, the weak solvability of parabolic integrodifferential equations with a nonclassical boundary conditions. The investigation is made by means of approximation by the Rothes... more
The shape and tails of partial distribution functions (PDF) for a financial signal, i.e. the S&P500 and the turbulent nature of the markets are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution... more
Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter, extensive efforts have been made, but... more