-assisted test construction and the adaptation of criterion-referenced tests to individualizing learning and instruction. References listed cover the period from 1965 to the present and were located through three

We consider periodic orbits of controlled hybrid dynamic systems and want to find open-loop controls that yield maximally stable limit cycles. Instead of optimizing the spectral or pseudo-spectral radius of the monodromy matrix A, which are nonsmooth criteria, we propose a new approach based

Abstract not found

We establish conditions which exclude periodic solutions in a simple chemostat with a single nutrient and N competing species. Growth rates are not required to be proportional to food uptake. Instead of a Lyapunov function approach, we develop and apply a multi-dimensional Bendixson-Dulac type

Abstract:- Determining when a numerical simulation is fully converged is important in getting accurate and reliable results. In this study a new convergence criterion based on extracting the energetic modes of a numerical solution, based on the Proper Orthogonal Decomposition method, is suggested

We formulate and justify rigorously a numerically accessible criterion for the computation of the analyticity breakdown of quasi-periodic solutions in Symplectic maps and 1-D Statistical Mechanics models. Depending on the physical interpretation of the model, the analyticity breakdown may

The chemostat plays a well-established role as a model open system in ecology the comprehensive monograph see [HSm95]. Basically, the chemostat consists of a nutrient input pumped at a constant rate into a well-mixed culture vessel. Volume is kept constant by pumping the mixed contents out at the same rate. We assume all nutrients needed for

We sketch a proof of Urabe’s criteria for the isochronicity of periodical solutions of the equation x ̈ + g(x) = 0. Based on the criteria, we propose a method for studying isochronous oscillations in some systems of ODE reducible to the equa-tion x ̈ + f(x)ẋ2 + g(x) = 0. It is applied to obtain

In a multi-period economy with stock markets, we exhibit first order necessary conditions for a constrained Pareto optimal allocation. This allows us to provide an extension of the Drèze’s Criterion for a multi-period economy. If the necessary conditions are satisfied, the present values

measure (entropy � nonspecificity) as branching criterion. The stopping rule is not to increase the total uncertainty. The good behavior of this procedure for the standard classification problems is shown. It is important to remark that it does not experience of overfitting, with similar results