arXiv subjects

Juan Carlos Ponte Bejarano

Publications and source records attributed to Juan Carlos Ponte Bejarano.

4 recordsLinked to original sources

arXiv2024

Numerical approximation of the insitu combustion model using the nonlinear mixed complementarity method

In this work, we will study a numerical method that allows finding an approximation of the exact solution for a in-situ combustion model using the nonlinear mixed complementary method, which is a variation of the Newtons method for solving nonlinear systems based on an implicit finite difference scheme and a nonlinear algorithm mixed complementarity, FDA-MNCP. The method has the advantage of provide a global convergence in relation to the finite difference method and method of Newton that only has local convergence. The theory is applied to model in-situ combustion, which can be rewritten in the form of mixed complementarity also we do a comparison with the FDA-NCP method

math.NA↗

arXiv2024

Estimación de la dimensión de Hausdorff por dimensión de conteo por cajas y dimensión de información

In this article, the Hausdorff dimension is estimated using the box-counting dimension and the information dimension. It is shown that the former is an upper bound for the Hausdorff dimension, while the latter is a lower bound for the box-counting dimension, and that the information dimension is an upper bound for the Hausdorff dimension. Additionally, the dimension of the Henon attractor is estimated using the box-counting dimension.

math.GM↗

arXiv2023

Internal exact controllability for nagdhi shell

In this work we study the exponential stability of the energy associated with a Naghdi shell model with localized internal dissipation. Using several tools from Riemannian Geometry we show the well possedness of the model, via semigroup theory, and obtain observability inequalities which allows to prove the exponential decay of the total energy. As a consequence then we use Russell Principle for obtain exact controllability.

math.AP↗

arXiv2023

Shannon entropy to quantify complexity in the financial market

In this paper we study the complexity in the information traffic that occurs in the peruvian financial market, using the Shannon entropy. Different series of prices of shares traded on the Lima stock exchange are used to reconstruct the unknown dynamics. We present numerical simulations on the reconstructed dynamics and we calculate the Shannon entropy to measure its complexity

q-fin.ST↗