Showing papers in "Mathematics and Computers in Simulation in 2009"

TL;DR: A model function f(x"1,...,x"n) defined in the unit hypercube H^n with Lebesque measure dx=dx"1...dx"n is considered and global sensitivity indices provide adequate estimates for the influence of individual factors x"i or groups of such factors.

TL;DR: A new approach is suggested to investigate stability in a family of fractional order linear time invariant systems with order between 1 and 2, which relies on finding a linear ordinary system that possesses the same stability property as the fractional orders.

TL;DR: A DE approach based on measure of population's diversity and cultural algorithm technique using normative and situational knowledge sources is proposed as alternative method to solving the economic load dispatch problems of thermal generators.

TL;DR: The paper suggests a new mathematical construction for the potential field used in the design of obstacle avoiding trajectories with the quickness of minimum computation and the compensation for the main drawbacks specific to the ''traditional approaches'' belonging to the possible field method in general.

TL;DR: In this study, the Takagi-Sugeno (T-S) fuzzy model is employed to approximate the oceanic structure and a parallel-distributed-compensation (PDC) scheme is utilized in a control procedure designed to reduce the structural response.

TL;DR: The application of direct transcription to the case of the hybrid electric vehicle (HEV) being developed in the Applied Electronics Group (GEA) at the University of Rio Cuarto is described.

TL;DR: A novel method for modelling the spatio-temporal movements of tourists at the macro-level using Markov chains methodology, which will assist park managers in developing better packages for tourists, and will also assist in tracking tourists' movements using simulation based on the model used.

TL;DR: Traveling wave solutions of the system are obtained numerically and it is found that the maximum wave amplitude for a positive shear current is much smaller than that in the absence of any shear while the opposite is true for a negative shearCurrent.

TL;DR: Some sufficient conditions are obtained ensuring the exponential p-stability of the impulsive stochastic Cohen-Grossberg neural networks with mixed delays, which generalize a few previous known results and remove some restrictions on the neural networks.

TL;DR: It is shown that in the almost four decades from January 1965 through to December 2003, US stock prices closely followed the 4-year Presidential Election Cycle, which may constitute an anomaly in the US stock market, which could be useful for investors.

TL;DR: The numerical results confirm that the new algorithms to compute the fractional derivatives of a function by a weighted sum of function values at specified points are accurate, efficient and readily implemented.

TL;DR: A study of the convergence of different numerical schemes in the solution of the Fitzhugh-Nagumo equations in the form of two coupled reaction diffusion equations for activator and inhibitor variables, using an operator splitting method with the Chebyshev multidomain approach to reduce the computational time.

TL;DR: Compared with conventional hedging strategies, including Engle's dynamic conditional correlation GARCH model, the results show that hedge ratios constructed by a Gaussian or Mixture copula are the best-performed in variance reduction for all markets except Japan and Singapore, and provide close to the best returns on a hedging portfolio over the sample period.

TL;DR: A set of procedures for the optimal design of full mission aerospace systems that involves multi-physics simulations at various fidelity levels, surrogates, distributed computing and multi-objective optimization is described.

TL;DR: This work investigates the inverse problem of reconstructing a spacewise dependent heat source in the parabolic heat equation using a final temperature measurement and the existence and necessary condition of the minimizer for the cost functional are established.

TL;DR: The metamodel management issue to find the tradeoff between accuracy and efficiency is addressed and a comparative analysis of different strategies is conducted for a case study devoted to the design of a component of the injection system for Compressed Natural Gas engines.

TL;DR: This paper numerically finds stationary, migratory, and circling behavior in both the discrete and the ODE model and finds the origin of noise-driven swarming when repulsion and attraction are absent and the fish interact solely via orientation.

TL;DR: The empirical results of the ARMAX model support the economic theory that the demand for international travel is positively related to income of the origin country.

TL;DR: This paper addresses the speedup of the numerical solution of shallow-water systems in 2D domains by using modern graphics processing units (GPUs) with a first order well-balanced finite volume numerical scheme.

TL;DR: An analysis of the time series of tourism demand, specifically monthly tourist arrivals from six major countries in East Asia to Thailand, from January 1971 to December 2005 is examined.

TL;DR: This paper presents a technique based on a k-means clustering algorithm for classification, which has been already successfully used in a number of pattern recognition problems, namely: as an algorithm for face recognition problems and in anumber of medical diagnosis problems and it compares very well with the state of the art techniques.

TL;DR: This article focuses at two special and widely used types of uncertain block-oriented models: Hammerstein and Wiener models, assumed to be represented by a parametric representation.

TL;DR: A generalization of the Dynamic Conditional Correlation multivariate GARCH model, with conditions for positive definiteness of the conditional correlations, and an empirical application to the Italian stock market comparing alternative correlation models for portfolio risk evaluation.

TL;DR: This work studies by numerical means the generation of tsunami waves due to bottom deformation and the results with analytical solutions of the linearized Euler equations of surface water wave theory over a variable bottom.

TL;DR: A nonlinear dynamic Cournot duopoly model in discrete time, where two bounded rational quantity-setting firms, both endowed with naive expectations, are heterogeneous as to their cost functions and output strategies, is developed.

TL;DR: From the perspective of model sparsity, the linear programming support vector regression (LP-SVR) with wavelet kernel was proposed, and the connection between LP- SVR with wavelets kernel and wavelet networks was analyzed.

TL;DR: A lattice Boltzmann model for the Korteweg-de Vries (KdV) equation with higher- order accuracy of truncation error is presented by using the higher-order moment method, which has a wide flexibility to select equilibrium distribution function.

TL;DR: Overall, there is some evidence of an increase in the level of integration and interdependence between the ASEAN-5 markets after the financial crisis, and the US market is found to have significant influence on all ASEan-5 Markets.

TL;DR: A quasi-reversibility method and a truncation method are used to solve the Cauchy problem for the modified Helmholtz equation in a rectangular domain and convergence estimates under two different a priori boundedness assumptions for the exact solution are presented.

TL;DR: Using the Poincare map and the properties of the Lambert W function, it is proved the sufficient conditions for the existence and stability of semi-trivial solutions and positive periodic solutions.