The so called integrating factor method, used to find solutions of ordinary differential equations of a certain type, is well known. In this article, we extend it to equations with values in a Banach space. Besides being of interest in itself, this extension will give us the opportunity to touch on a few topics that are not usually found in the relevant literature. Our presentation includes var...

We introduce penalty-function-based admission control policies to approximately maximize the expected reward rate in a loss network. These control policies are easy to implement and perform well both in the transient period as well as in steady state. A major advantage of the penalty approach is that it avoids solving the associated dynamic program. However, a disadvantage of this approach is t...

Here we show that a particular one-parameter generalization of the exponential function is suitable to unify most of the popular one-species discrete population dynamics models into a simple formula. A physical interpretation is given to this new introduced parameter in the context of the continuous Richards model. From the discretization of the continuous Richards’ model (generalization of the...

Enzyme kinetics are usually described by the Michaelis-Menten equation, where the time-dependent decrease of substrate (-dS/dt) is a hyperbolic function of maximal velocity (Vmax), Michaelis constant (Km), and amount of substrate (S). Because the Michaelis-Menten function in its most general meaning requires an assumption of steady-state, it is less curvilinear than true enzyme kinetics. A satu...

An efficient numerical method is developed for evaluating φ(A), where A is a symmetric matrix and φ is the function defined by φ(x) = (ex − 1)/x = 1+ x/2 + x2/6+ .... This matrix function is useful in the so-called exponential integrators for differential equations. In particular, it is related to the exact solution of the ODE system dy/dt = Ay + b, where A and b are t-independent. Our method a...

We consider option hedging and pricing for a large agent. The large agent affects the market’s demand-supply equilibrium and, therefore, the market prices of financial instruments. By assuming a specific large agent’s effect function for the underlying asset we derive the corresponding effect function for call options on that asset. As we show, the price of a call option in our model is the sol...

We consider option hedging and pricing for a large agent. The large agent affects the market’s demand-supply equilibrium and, therefore, the market prices of financial instruments. By assuming a specific large agent’s effect function for the underlying asset we derive the corresponding effect function for call options on that asset. As we show, the price of a call option in our model is the sol...

The structure of our Galaxy has been studied from ultraviolet (UV) star counts obtained with the Ultra-Violet Imaging Telescope (UVIT) on board {\em AstroSat} satellite, in Far-UV (FUV) and Near-UV (NUV) bands. F154W (BaF2) N263M (NUVB4) filters were used FUV NUV bands, respectively. point sources are separated extra-galactic UVIT observations using infrared (IR) color cut method. observed matc...

Altered autonomic function has been identified following ultra-endurance event participation among elite world-class athletes. Despite dramatic increases in recreational athlete participation in these ultra-endurance events, the physiological effects on these athletes are less known. This investigation sought to characterise changes in surrogate measures of autonomic function: heart rate variab...

Purpose: To present a new modified tri-exponential model for diffusion-weighted imaging (DWI) to detect the strictly diffusion-limited compartment, and to compare it with the conventional bi- and tri-exponential models. Methods: Multi-b-value diffusion-weighted imaging (DWI) with 17 b-values up to 8,000 s/mm2 were performed on six volunteers. The corrected Akaike information criterions (AICc) a...