The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equations with cubic nonlinearity by artificial separating the system into two distinct slow-fast time parts. An averaging method and a deviation estima...

Three methods are proposed to improve both population and individual inference within the nonlinear random coefficient regression framework by incorporating possible heterogeneity in the intraindividual variance structure. These methods extend existing variance function estimation techniques by pooling information across individuals. The methods are appropriate when it is reasonable to assume t...

This paper analyzes optimal pricing for information goods under incomplete information, when both unlimited-usage (fixed-fee) pricing and usage-based pricing are feasible. For a general set of customer characteristics, it is shown that in the presence of contract administration costs, offering fixed-fee pricing in addition to a non-linear usage-based pricing scheme is always profitimproving, an...

This paper introduces a method which permits valid inference given a finite number of heterogeneous, correlated clusters. It is common in empirical analysis to use inference methods which assume that each unit is independent. Panel data permit this assumption to be relaxed as it is possible to estimate the correlations across clusters and isolate the independent variation in each cluster for pr...

Nonlinear vibration of a fluid-filled single walled carbon nanotube (SWCNT) with simply supported ends is investigated in this paper based on Von-Karman’s geometric nonlinearity and the simplified Donnell’s shell theory. The effects of the small scales are considered by using the nonlocal theory and the Galerkin's procedure is used to discretize partial differential equations of the governing i...

In this paper, Homotopy Analysis Method is used to analyze free non-linear vibrations of a beam simply supported by pinned ends under axial force. Mid-plane stretching is also considered for dynamic equation extracted for the beam. Galerkin decomposition technique is used to transform a partial dimensionless nonlinear differential equation of dynamic motion into an ordinary nonlinear differenti...

In this paper, vibrations and bifurcation of a damped system consists of a mass grounded by linear and nonlinear springs and a nonlinear damper is studied. Nonlinear equation of motion is derived using Newton’s equations. Approximate analytical solutions are obtained using multiple time scales (MTS) method. For free vibration, the approximate analytical results are compared with the numerical i...

This paper deals with asymptotically efficient estimation in exchangeable nonlinear dynamic panel models with common unobservable factor. These models are especially relevant for applications to large portfolios of credits, corporate bonds, or life insurance contracts, and are recommended in the current regulation in Finance (Basel II and Basel III) and Insurance (Solvency II). The specificatio...

This paper presents a monopolistic competition model of trade and multinational production that incorporates asymmetric trade barriers and international differences in production costs. The model predicts the functional form for the dependence of U.S. exports and multinational production on tariffs, distance, and production costs. To deal with simultaneity, we estimate the nonlinear equations o...

Modeling pavement performance by combining field and experimental data The accurate prediction of pavement performance is important for efficient management of the surface transportation infrastructure. By reducing the error of the pavement deterioration prediction, agencies can obtain significant budget savings through timely intervention and accurate planning. The goal of this research was to...