We develop an adaptive finite element method for island dynamics in epitaxial growth. We study a step-flow model, which consists of an adatom (adsorbed atom) diffusion equation on terraces of different height; thermodynamic boundary conditions on terrace boundaries including anisotropic line tension; and the normal velocity law for the motion of such boundaries determined by a two-sided flux, t...

In a Lévy insurance risk model, under the assumption that the tail of the Lévy measure is log-convex, we show that either a horizontal barrier strategy or the take-the-money-and-run strategy maximizes, among all admissible strategies, the dividend payments subject to an affine penalty function at ruin. As a key step for the proof, we prove that, under the aforementioned condition on the jump me...

The motherhood wage penalty is today probably the largest obstacle to progress in gender equality at work. Using matched employer-employee data from Norway (1980–97), a country with public policies that promote combining family and career, we investigate (a) whether the penalty arises from differential pay by employers or from sorting of employees on occupations and establishments, and (b) chan...

We propose a simple estimation procedure of the number of components of the fundamental frequency model when all the adjacent harmonics are present. The proposed method is based on the penalty function approach like other Information Theoretic Criteria. The new method is shown to be consistent. We compute the probability of wrong estimates of a particular penalty function and propose a resampli...

We present a unified approach to the analysis of several popular models in collective risk theory. Based on the analysis of the discounted penalty function in a semi-Markovian risk model by means of Laplace-Stieltjes transforms, we rederive and extend some recent results in the field. In particular, the classical compound Poisson model, Sparre Andersen models with phase-type interclaim times an...

Purpose: The purpose of this paper is to extend the analysis of the distribution-free newsvendor problem under the circumstance of customer balking, which usually occurs when customers are reluctant to buy products if the available inventory falls below a threshold level. Design/methodology/approach: A new tradeoff tool is provided as a replacement of the traditional one to weigh the holding co...

We consider the problem of choosing the ridge parameter. Two penalized maximum likelihood (PML) criteria based on a distribution-free and a datadependent penalty function are proposed. These PML criteria can be considered as “continuous” versions of AIC. A systematic simulation is conducted to compare the suggested criteria to several existing methods. The simulation results strongly support th...

A Posteriori Error Analysis in the maximum norm for a penalty finite element method for the time-dependent obstacle problem Abstract. We consider nite element approximation of the parabolic obstacle problem. The analysis is based on a penalty formulation of the problem where the penalisation parameter is allowed to vary in space and time. We estimate the penalisation error in terms of the penal...

The penalty method is a method to generate alternative solutions for many discrete optimization problems. A penalty parameter easily allows to have influence on the difference between optimal and alternative solution. We experimentally test the penalty method for three optimization problems (shortest paths, assignments, travelling salesman) with parameters that change between planning phase and...

In this paper, a novel fuzzy penalty function approach is proposed for solving the constrained optimization problems using evolutionary algorithms. The fuzzy penalty is constructed according to the information contained in individuals so that it can be tuned to reflect the appropriate penalty need for better search. Simulations on ten case studies indicate that the proposed method is very effec...