Abstract: Methods to detect and localize time singularities of polynomial and quasi-polynomial ordinary differential equations are systematically presented and developed. They are applied to examples taken form different fields of applications and they are also compared to better known methods such as those based on the existence of linear first integrals or Lyapunov functions.
Abstract: Convergence of power series solutions for a class of
non-linear Abel type equations, including an equation that arises
in nonlinear cooling of semi-infinite rods, is very slow inside their
small radius of convergence. Beyond that the corresponding power
series are wildly divergent. Implementation of nonlinear sequence
transformation allow effortless evaluation of these power series on
very large intervals..
Abstract: This paper evaluates the dividend payments for general
claim size distributions in the presence of a dividend barrier. The
surplus of a company is modeled using the classical risk process
perturbed by diffusion, and in addition, it is assumed to accrue interest
at a constant rate. After presenting the integro-differential equation
with initial conditions that dividend payments satisfies, the paper
derives a useful expression of the dividend payments by employing
the theory of Volterra equation. Furthermore, the optimal value of
dividend barrier is found. Finally, numerical examples illustrate the
optimality of optimal dividend barrier and the effects of parameters
on dividend payments.