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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]

Several models on honeybee population dynamics have been considered in the past decades, which explain that the growth of bee colonies is highly dependent on the availability of food and social inhibition. The phenomenon of the Colony Collapse Disorder (CCD) and its exact causes remain unclear and here we are interested on the factor of social immunity. We work with the mathematical model in [1]. The core model, consisting of four nonlinear ordinary differential equations with unknown functions: brood and nurses B, iB, N and iN represent the number of healthy brood, infected brood, healthy nurses, and infected nurses, respectively. First, this model implements social segregation. Highrisk individuals such as foragers are limited to contact only nectar-receivers, but not other vulnerable individuals (nurses and brood) inside the nest. Secondly, it includes the hygienic behavior, by which healthy nurses actively remove infected workers and brood from the colony. We aim to study the dynamics and the long-term behavior of the proposed model, as well as to discuss the effects of crucial parameters associated with the model. In the first stage, we study the model equilibria stability in dependence of the reproduction number. In the second stage, we investigate the inverse problem of parameters identification in the model based on finite number time measurements of the population size. The conjugate gradient method with explicit Frechet derivative of the cost functional is proposed for the numerical solution of the inverse problem. Computational results with synthetic and realistic data are performed and 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]