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This paper examines the relationship between the overconvergence of Fourier series and the existence of Hadamard–Ostrowski gaps. Ostrowski's result on the overconvergence of power series serves as a motivating factor for obtaining a natural generalization: the overconvergence of Fourier series. The connection between Hadamard–Ostrowski gaps and the overconvergence of Fourier series is clarified by applying the Hadamard three-circle theorem and the theory of orthogonal polynomials. Our main result is obtained by applying the Hadamard three-circle theorem. [ABSTRACT FROM AUTHOR]

We analyze a mathematical model of the effects of soil contamination by heavy metals, which is expressed as systems of nonlinear ordinary differential equations (ODEs). The model is based on the symmetry dynamics of heavy metals soil–plant interactions. We aim to study this symmetric process and its long-term behavior, as well as to discuss the role of two crucial parameters, namely the flux of the hydrogen protons to the soil in rainfall events W (t) , and the available water for roots p (t) . We study the boundedness and positivity of the solution. Further, a parameter identification analysis of the model is presented. Numerical experiments with synthetic and realistic data of honeybee population are discussed. [ABSTRACT FROM AUTHOR]

The distribution laws of various natural and anthropogenic processes in the world around us are stochastic in nature. The development of mathematics and, in particular, of stochastic modeling allows us to study regularities in such processes. In practice, stochastic modeling finds a huge number of applications in various fields, including finance and economics. In this work, some particular applications of stochastic processes in finance are examined in the conditions of financial crisis, aiming to provide a solid approach for stock price forecasting. More specifically, autoregressive integrated moving average (ARIMA) models and modified ordinary differential equation (ODE) models, previously developed by some of the authors to predict the asset prices of four Bulgarian companies, are validated against a time period during the crisis. Estimated rates of return are calculated from the models for one period ahead. The errors are estimated and the models are compared. The return values predicted with each of the two approaches are used to derive optimal risk portfolios based on the Markowitz model, which is the second major aim of this study. The third aim is to compare the resulting portfolios in terms of distribution (i.e., weights of the stocks), risk, and rate of return. [ABSTRACT FROM AUTHOR]