Search results for: NARX (Nonlinear Autoregressive Exogenous Model)

Authors: Oliver Takawira, Thembi Hope

Abstract:

This study will analyse the relationship between Bitcoin price movements and the Johannesburg stock exchange (JSE). The aim is to determine whether Bitcoin price movements affect the stock market performance. As crypto currencies continue to gain prominence as a safe asset during periods of economic distress, this raises the question of whether Bitcoin’s prosperity could affect investment in the stock market. To identify the existence of a short run and long run linear relationship, the study will apply the Autoregressive Distributed Lag Model (ARDL) bounds test and a Vector Error Correction Model (VECM) after testing the data for unit roots and cointegration using the Augmented Dicker Fuller (ADF) and Phillips-Perron (PP). The Non-Linear Auto Regressive Distributed Lag (NARDL) will then be used to check if there is a non-linear relationship between bitcoin prices and stock market prices.

Keywords: bitcoin, stock market, interest rates, ARDL

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Authors: Hua Cao, Laurent Peyrodie, Olivier Agnani, Cecile Donze

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Multiple sclerosis (MS) is a disease, which affects the central nervous system, and causes balance problem. In clinical, this disorder is usually evaluated using static posturography. Some linear or nonlinear measures, extracted from the posturographic data (i.e. center of pressure, COP) recorded during a balance test, has been used to analyze postural control of MS patients. In this study, the trend (TREND) and the sample entropy (SampEn), two nonlinear parameters were chosen to investigate their relationships with the expanded disability status scale (EDSS) score. Forty volunteers with different EDSS scores participated in our experiments with eyes open (EO) and closed (EC). TREND and two types of SampEn (SampEn1 and SampEn2) were calculated for each combined COP’s position signal. The results have shown that TREND had a weak negative correlation to EDSS while SampEn2 had a strong positive correlation to EDSS. Compared to TREND and SampEn1, SampEn2 showed a better significant correlation to EDSS and an ability to discriminate the MS patients in the EC case. In addition, the outcome of the study suggests that the multi-dimensional nonlinear analysis could provide some information about the impact of disability progression in MS on dynamics of the COP data.

Keywords: balance, multiple sclerosis, nonlinear analysis, postural sway

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Authors: El Amine Nebbat

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A void is a dust-free region in dusty plasma, a medium formed of electrons, ions, and charged dust (grain). This structure appears in multiple experimental works. Several researchers have developed models to understand it. Recently, Nebbat and Annou proposed a nonlinear model that describes the void in non-viscos plasma, where the particles of the dusty plasma are treated as a fluid. In fact, the void appears even in dense dusty plasma where viscosity exists through the strong interaction between grains, so in this work, we augment the nonlinear model of Nebbat and Annou by introducing viscosity into the fluid equations. The analysis of the data of the numerical resolution confirms the important effect of this parameter (viscosity). The study revealed that the viscosity increases the dimension of the void for certain dimensions of the grains, and its effect on the value of the density of the grains at the boundary of the void is inversely proportional to their radii, i.e., this density increase for submicron grains and decrease for others. Finally, this parameter reduces the rings of dust density which surround the void.

Keywords: voids, dusty plasmas, variable charge, density, viscosity

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Authors: Y. T. Tsai, Jin H. Huang

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The sound pressure level (SPL) of the moving-coil loudspeaker (MCL) is often simulated and analyzed using the lumped parameter model. However, the SPL of a MCL cannot be simulated precisely in the high frequency region, because the value of cone effective area is changed due to the geometry variation in different mode shapes, it is also related to affect the acoustic radiation mass and resistance. Herein, the paper presents the inverse method which has a high ability to measure the value of cone effective area in various frequency points, also can estimate the MCL electroacoustic parameters simultaneously. The proposed inverse method comprises the direct problem, adjoint problem, and sensitivity problem in collaboration with nonlinear conjugate gradient method. Estimated values from the inverse method are validated experimentally which compared with the measured SPL curve result. Results presented in this paper not only improve the accuracy of lumped parameter model but also provide the valuable information on loudspeaker cone design.

Keywords: inverse problem, cone effective area, loudspeaker, nonlinear conjugate gradient method

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Authors: M. Altekin, R. F. Yükseler

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Geometrically nonlinear axisymmetric bending of a shallow spherical shell with a point support at the apex under linearly varying axisymmetric load was investigated numerically. The edge of the shell was assumed to be simply supported or clamped. The solution was obtained by the finite difference and the Newton-Raphson methods. The thickness of the shell was considered to be uniform and the material was assumed to be homogeneous and isotropic. Sensitivity analysis was made for two geometrical parameters. The accuracy of the algorithm was checked by comparing the deflection with the solution of point supported circular plates and good agreement was obtained.

Keywords: Bending, Nonlinear, Plate, Point support, Shell.

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Authors: Maor Farid, Oleg Gendelman

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The following study deals with fluid vibration of a liquid in a partially filled vessel under periodic ground excitation. This external excitation might lead to hidraulic impact applied on the vessel inner walls. In order to model these sloshing dynamic regimes, several equivalent mechanical models were suggested in the literature, such as series of pendula or mass-spring systems that are able to impact the inner tank walls. In the following study, we use the latter methodology, use parameter values documented in literature corresponding to cylindrical tanks and consider structural elasticity of the tank. The hydraulic impulses are modeled by the high-exponent potential function. Additional system parameters are found with the help of Finite-Element (FE) analysis. Model-driven stress assessment method is developed. Finally, vibration mitigation performances of both tuned mass damper (TMD) and nonlinear energy sink (NES) are examined.

Keywords: nonlinear energy sink (NES), reduced-order modelling, liquid sloshing, vibration mitigation, vibro-impact dynamics

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Authors: Xiang Zhang, David Rey, S. Travis Waller

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Stochastic User Equilibrium (SUE) model is a widely used traffic assignment model in transportation planning, which is regarded more advanced than Deterministic User Equilibrium (DUE) model. However, a problem exists that the performance of the SUE model depends on its error term parameter. The objective of this paper is to propose a systematic method of determining the appropriate error term parameter value for the SUE model. First, the significance of the parameter is explored through a numerical example. Second, the parameter calibration method is developed based on the Logit-based route choice model. The calibration process is realized through multiple nonlinear regression, using sequential quadratic programming combined with least square method. Finally, case analysis is conducted to demonstrate the application of the calibration process and validate the better performance of the SUE model calibrated by the proposed method compared to the SUE models under other parameter values and the DUE model.

Keywords: parameter calibration, sequential quadratic programming, stochastic user equilibrium, traffic assignment, transportation planning

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Authors: Alakija Temitope Olufunmilayo, Akinyemi, Yagba Joy

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Hepatitis is the inflammation of the liver tissue that can cause whiteness of the eyes (Jaundice), lack of appetite, vomiting, tiredness, abdominal pain, diarrhea. Hepatitis is acute if it resolves within 6 months and chronic if it last longer than 6 months. Acute hepatitis can resolve on its own, lead to chronic hepatitis or rarely result in acute liver failure. Chronic hepatitis may lead to scarring of the liver (Cirrhosis), liver failure and liver cancer. Modelling Hepatitis B may become necessary in order to reduce its spread. So, dynamic SIR model can be used. This model consists of a system of three coupled non-linear ordinary differential equation which does not have an explicit formula solution. It is an epidemiological model used to predict the dynamics of infectious disease by categorizing the population into three possible compartments. In this study, a five-compartment dynamic model of Hepatitis B disease was proposed and developed by adding control measure of sensitizing the public called awareness. All the mathematical and statistical formulation of the model, especially the general equilibrium of the model, was derived, including the nonlinear least square estimators. The initial parameters of the model were derived using nonlinear least square embedded in R code. The result study shows that the proportion of Hepatitis B patient in the study population is 1.4 per 1,000,000 populations. The estimated Hepatitis B induced death rate is 0.0108, meaning that 1.08% of the infected individuals die of the disease. The reproduction number of Hepatitis B diseases in Nigeria is 6.0, meaning that one individual can infect more than 6.0 people. The effect of sensitizing the public on the basic reproduction number is significant as the reproduction number is reduced. The study therefore recommends that programme should be designed by government and non-governmental organization to sensitize the entire Nigeria population in order to reduce cases of Hepatitis B disease among the citizens.

Keywords: hepatitis B, modelling, non-linear ordinary differential equation, sihar model, sensitization

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Authors: Sonia Sonia

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This paper presents a family of iterative scheme for solving nonlinear systems of equations which have wide application in sciences and engineering. The proposed iterative family is based upon some parameters which generates many different iterative schemes. This family is completely derivative free and uses first of divided difference operator. Moreover some numerical experiments are performed and compared with existing methods. Analysis of convergence shows that the presented family has fourth-order of convergence. The dynamical behaviour of proposed family and local convergence have also been discussed. The numerical performance and convergence region comparison demonstrates that proposed family is efficient.

Keywords: convergence, divided difference operator, nonlinear system, Newton's method

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Authors: Jaime E. Fernandez, Pablo J. Valverde

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This paper presents a methodological approach that aims to contrast/validate theoretical results from a corruption network game through probabilistic analysis of simulated microdata using Bayesian Networks (BNs). The research develops a public corruption model in a game theory framework. Theoretical results suggest a series of 'optimal settings' of model's exogenous parameters that boost the emergence of corruption. The paper contrasts these outcomes with probabilistic inference results based on BNs adjusted over simulated microdata. Principal findings indicate that probabilistic reasoning based on BNs significantly improves parameter specification and causal analysis in a public corruption game.

Keywords: Bayesian networks, probabilistic reasoning, public corruption, theoretical games

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Authors: R. I. Liban, N. Tayşi

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This paper deals with a nonlinear finite element analysis to examine the behavior up to failure of cantilever composite steel-concrete beams which are prestressed externally. 'Pre-' means stressing the high strength external tendons in the steel beam section before the concrete slab is added. The composite beam contains a concrete slab which is connected together with steel I-beam by means of perfect shear connectors between the concrete slab and the steel beam which is subjected to static loading. A finite element analysis will be done to study the effects of external prestressed tendons on the composite steel-concrete beams by locating the tendons in different locations (profiles). ANSYS version 12.1 computer program is being used to analyze the represented three-dimensional model of the cantilever composite beam. This model gives all these outputs, mainly load-displacement behavior of the cantilever end and in the middle span of the simple support part.

Keywords: composite steel-concrete beams, external prestressing, finite element analysis, ANSYS

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Authors: Kamel Al-Khaled

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In this paper, numerical solutions for the nonlinear coupled Korteweg-de Vries, (abbreviated as KdV) equations are calculated by Sinc-collocation method. This approach is based on a global collocation method using Sinc basis functions. First, discretizing time derivative of the KdV equations by a classic finite difference formula, while the space derivatives are approximated by a $\theta-$weighted scheme. Sinc functions are used to solve these two equations. Soliton solutions are constructed to show the nature of the solution. The numerical results are shown to demonstrate the efficiency of the newly proposed method.

Keywords: Nonlinear coupled KdV equations, Soliton solutions, Sinc-collocation method, Sinc functions

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Authors: S. A. Al-Qallaf, S. A. Al-Mawsawi, A. Haider

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In order to evaluate the performance of a unified power flow controller (UPFC), mathematical models for steady state and dynamic analysis are to be developed. The steady state model is mainly concerned with the incorporation of the UPFC in load flow studies. Several load flow models for UPFC have been introduced in literature, and one of the most reliable models is the decoupled UPFC model. In spite of UPFC decoupled load flow model simplicity, it is more robust compared to other UPFC load flow models and it contains unique capabilities. Some shortcoming such as additional set of nonlinear equations are to be solved separately after the load flow solution is obtained. The aim of this study is to investigate the different control strategies that can be realized in the decoupled load flow model (individual control and combined control), and the impact of the location of the UPFC in the network on its control parameters.

Keywords: UPFC, decoupled model, load flow, control parameters

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Authors: R. Loukil, M. Chtourou, T. Damak

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In this work, we use the Fault detection and isolation and the Fault tolerant control based on sliding mode observer in order to introduce the well diagnosis of a nonlinear system. The robustness of the proposed observer for the two techniques is tested through a physical example. The results in this paper show the interaction between the Fault tolerant control and the Diagnosis procedure.

Keywords: fault detection and isolation FDI, fault tolerant control FTC, sliding mode observer, nonlinear system, robustness, stability

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Authors: Khaled Saad Eldin Mohamed Ragab

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This paper investigates analytically the torsion behavior of steel fibered high strength self compacting concrete beams reinforced by GFRP bars. Nonlinear finite element analysis on 12­ beams specimens was achieved by using ANSYS software. The nonlinear finite element analysis program ANSYS is utilized owing to its capabilities to predict either the response of reinforced concrete beams in the post elastic range or the ultimate strength of a reinforced concrete beams produced from steel fiber reinforced self compacting concrete (SFRSCC) and reinforced by GFRP bars. A general description of the finite element method, theoretical modeling of concrete and reinforcement are presented. In order to verify the analytical model used in this research using test results of the experimental data, the finite element analysis were performed. Then, a parametric study of the effect ratio of volume fraction of steel fibers in ordinary strength concrete, the effect ratio of volume fraction of steel fibers in high strength concrete, and the type of reinforcement of stirrups were investigated. A comparison between the experimental results and those predicted by the existing models are presented. Results and conclusions thyat may be useful for designers have been raised and represented.

Keywords: nonlinear analysis, torsionally loaded, self compacting concrete, steel fiber reinforced self compacting concrete (SFRSCC), GFRP bars and sheets

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Authors: Owolabi Kolade Matthew

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In this work, we investigate both the analytical and numerical studies of the dynamical model comprising of three species system. We analyze the linear stability of stationary solutions in the one-dimensional multi-system modeling the interactions of two predators and one prey species. The stability analysis has a lot of implications for understanding the various spatiotemporal and chaotic behaviors of the species in the spatial domain. The analysis results presented have established the possibility of the three interacting species to coexist harmoniously, this feat is achieved by combining the local and global analyzes to determine the global dynamics of the system. In the presence of diffusion, a viable exponential time differencing method is applied to multi-species nonlinear time-dependent partial differential equation to address the points and queries that may naturally arise. The scheme is described in detail, and justified by a number of computational experiments.

Keywords: asymptotically stable, coexistence, exponential time differencing method, global and local stability, predator-prey model, nonlinear, reaction-diffusion system

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Authors: A. Zanj, F. He

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In the current paper, a domain independent conduction model compatible for multi-physical system dynamic investigations is suggested. By means of a port-based approach, a classical nonlinear conduction model containing physical states is first represented. A compatible discrete configuration of the thermal domain in line with the elastic domain is then generated through the enhancement of the configuration of the conventional thermal element. The presented simulation results of a sample structure indicate that the suggested conductive model can cover a wide range of dynamic behavior of the thermal domain.

Keywords: multi-physical domain, conduction model, port based modeling, dynamic interaction, physical modeling

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Authors: Raj Nandkeolyar, Precious Sibanda

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The flow of a viscous, incompressible, and electrically conducting fluid under the influence of aligned magnetic field acting along the direction of fluid flow over an exponentially stretching sheet is investigated numerically. The nonlinear partial differential equations governing the flow model is transformed to a set of nonlinear ordinary differential equations using suitable similarity transformation and the solution is obtained using a local linearization method followed by the Chebyshev spectral collocation method. The effects of various parameters affecting the flow and heat transfer as well as the induced magnetic field are discussed using suitable graphs and tables.

Keywords: aligned magnetic field, exponentially stretching sheet, induced magnetic field, magnetohydrodynamic flow

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Authors: Lamia Bourdache, Amar Djema

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The effect of non-Newtonian property (power law index n) on traveling waves of thin layer of power law fluid flowing over an inclined plane is investigated. For this, a simplified second-order two-equation model (SM) is used. The complete model is second-order four-equation (CM). It is derived by combining the weighted residual integral method and the lubrication theory. This is due to the fact that at the beginning of the instability waves, a very small number of waves is observed. Using a suitable set of test functions, second order terms are eliminated from the calculus so that the model is still accurate to the second order approximation. Linear, spatial, and temporal stabilities are studied. For travelling waves, a particular type of wave form that is steady in a moving frame, i.e., that travels at a constant celerity without changing its shape is studied. This type of solutions which are characterized by their celerity exists under suitable conditions, when the widening due to dispersion is balanced exactly by the narrowing effect due to the nonlinearity. Changing the parameter of celerity in some range allows exploring the entire spectrum of asymptotic behavior of these traveling waves. The (SM) model is converted into a three dimensional dynamical system. The result is that the model exhibits bifurcation scenarios such as heteroclinic, homoclinic, Hopf, and period-doubling bifurcations for different values of the power law index n. The influence of the non-Newtonian parameter on the nonlinear development of these travelling waves is discussed. It is found at the end that the qualitative characters of bifurcation scenarios are insensitive to the variation of the power law index.

Keywords: inclined plane, nonlinear stability, non-Newtonian, thin film

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Authors: Kristopher A. Pruitt, Justin M. Hill

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The purpose of this research is to determine the pacing and nutrition strategies which minimize completion time and carbohydrate intake for athletes competing in ultramarathon races. The model formulation consists of a two-phase optimization. The first-phase mixed-integer nonlinear program (MINLP) determines the minimum completion time subject to the altitude, terrain, and distance of the race, as well as the mass and cardiovascular fitness of the athlete. The second-phase MINLP determines the minimum total carbohydrate intake required for the athlete to achieve the completion time prescribed by the first phase, subject to the flow of carbohydrates through the stomach, liver, and muscles. Consequently, the second phase model provides the optimal pacing and nutrition strategies for a particular athlete for each kilometer of a particular race. Validation of the model results over a wide range of athlete parameters against completion times for real competitive events suggests strong agreement. Additionally, the kilometer-by-kilometer pacing and nutrition strategies, the model prescribes for a particular athlete suggest unconventional approaches could result in lower completion times. Thus, the MINLP provides prescriptive guidance that athletes can leverage when developing pacing and nutrition strategies prior to competing in ultramarathon races. Given the highly-variable topographical characteristics common to many ultramarathon courses and the potential inexperience of many athletes with such courses, the model provides valuable insight to competitors who might otherwise fail to complete the event due to exhaustion or carbohydrate depletion.

Keywords: nutrition, optimization, pacing, ultramarathons

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Authors: Edamana Vasudevan Krishnan

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This paper studies solitons in optical materials with the help of Mapping Method. Two types of nonlinear media have been investigated, namely, the cubic nonlinearity and the quintic nonlinearity. The soliton solutions, shock wave solutions and singular solutions have been derives with certain constraint conditions.

Keywords: solitons, integrability, metamaterials, mapping method

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Authors: Amartya Hatua, Trung Nguyen, Andrew Sung

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In this paper, we study the information diffusion process on Twitter as a multivariate time series problem. Our model concerns three measures (volume, network influence, and sentiment of tweets) based on 10 features, and we collected 27 million tweets to build our information diffusion time series dataset for analysis. Then, different time series clustering techniques with Dynamic Time Warping (DTW) distance were used to identify different patterns of information diffusion. Finally, we built the information diffusion prediction models for new hashtags which comprise two phrases: The first phrase is recognizing the pattern using k-NN with DTW distance; the second phrase is building the forecasting model using the traditional Autoregressive Integrated Moving Average (ARIMA) model and the non-linear recurrent neural network of Long Short-Term Memory (LSTM). Preliminary results of performance evaluation between different forecasting models show that LSTM with clustering information notably outperforms other models. Therefore, our approach can be applied in real-world applications to analyze and predict the information diffusion characteristics of selected topics or memes (hashtags) in Twitter.

Keywords: ARIMA, DTW, information diffusion, LSTM, RNN, time series clustering, time series forecasting, Twitter

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Authors: Jessica Gu, Yu Chen

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Knowledge Management (KM) is undoubtable crucial to organizational value creation, learning, and adaptation. Although the rapidly growing KM domain has been fueled with full-fledged methodologies and technologies, studies on KM evolution that bridge the organizational performance and adaptation to the organizational environment are still rarely attempted. In particular, creation (or generation) and diffusion (or share/exchange) of knowledge are of the organizational primary concerns on the problem-solving perspective, however, the optimized distribution of knowledge creation and diffusion endeavors are still unknown to knowledge workers. This research proposed an agent-based model of knowledge creation and diffusion in an organization, aiming at elucidating how the intertwining knowledge flows at microscopic level lead to optimized organizational performance at macroscopic level through evolution, and exploring what exogenous interventions by the policy maker and endogenous adjustments of the knowledge workers can better cope with different environmental conditions. With the developed model, a series of simulation experiments are conducted. Both long-term steady-state and time-dependent developmental results on organizational performance, network and structure, social interaction and learning among individuals, knowledge audit and stocktaking, and the likelihood of choosing knowledge creation and diffusion by the knowledge workers are obtained. One of the interesting findings reveals a non-monotonic phenomenon on organizational performance under turbulent environment while a monotonic phenomenon on organizational performance under a stable environment. Hence, whether the environmental condition is turbulence or stable, the most suitable exogenous KM policy and endogenous knowledge creation and diffusion choice adjustments can be identified for achieving the optimized organizational performance. Additional influential variables are further discussed and future work directions are finally elaborated. The proposed agent-based model generates evidence on how knowledge worker strategically allocates efforts on knowledge creation and diffusion, how the bottom-up interactions among individuals lead to emerged structure and optimized performance, and how environmental conditions bring in challenges to the organization system. Meanwhile, it serves as a roadmap and offers great macro and long-term insights to policy makers without interrupting the real organizational operation, sacrificing huge overhead cost, or introducing undesired panic to employees.

Keywords: knowledge creation, knowledge diffusion, agent-based modeling, organizational performance, decision making evolution

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Authors: M. Derraz, M.Farhaoui

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In the water treatment processes, the determination of the optimal dose of the coagulant is an issue of particular concern. Coagulant dosing is correlated to raw water quality which depends on some parameters (turbidity, ph, temperature, conductivity…). The objective of this study is to provide water treatment operators with a tool that enables to predict and replace, sometimes, the manual method (jar testing) used in this plant to predict the optimum coagulant dose. The model is constructed using actual process data for a water treatment plant located in the middle of Morocco (Meknes).

Keywords: coagulation process, aluminum sulfate, model, coagulant dose

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Authors: Soheib Fergani

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This paper concerns with the formal asymptotic stability guarantees, analysis and evaluation of a nonlinear controlled unmanned aerial vehicles (uav) for trajectory tracking purpose. As the system has been recognised as an under-actuated non linear system, the control strategy has been oriented towards a hierarchical control. The dynamics of the system and the mission purpose make it mandatory to provide an absolute proof of the vehicle stability during the maneuvers. For this sake, this work establishes the complete theoretical proof for an implementable control oriented strategy that asymptotically stabilizes (GAS and LISS) the system and has never been provided in previous works. The considered model is reorganized into two partly decoupled sub-systems. The concidered control strategy is presented into two stages: the first sub-system is controlled by a nonlinear backstepping controller that generates the desired control inputs to stabilize the second sub-system. This methodology is then applied to a harware in the loop uav simulator (SiMoDrones) that reproduces the realistic behaviour of the uav in an indoor environment has been performed to show the efficiency of the proposed strategy.

Keywords: UAV application, trajectory tracking, backstepping, sliding mode control, input to state stability, stability evaluation

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Authors: Shubham Jaiswal

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During modeling of transport phenomena in porous media, many nonlinear partial differential equations (NPDEs) encountered which greatly described the convection, diffusion and reaction process. To solve such types of nonlinear problems, a reliable and efficient technique is needed. In this article, the numerical solution of NPDEs encountered in porous media is derived. Here Jacobi collocation method is used to solve the considered problems which convert the NPDEs in systems of nonlinear algebraic equations that can be solved using Newton-Raphson method. The numerical results of some illustrative examples are reported to show the efficiency and high accuracy of the proposed approach. The comparison of the numerical results with the existing analytical results already reported in the literature and the error analysis for each example exhibited through graphs and tables confirms the exponential convergence rate of the proposed method.

Keywords: nonlinear porous media equation, shifted Jacobi polynomials, operational matrix, spectral collocation method

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Authors: Jihène Khalifa

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This study analyzed the relationships between Tunisia’s economic growth, food security, agricultural productivity, and climate change using the ARDL model for the period from 1990 to 2022. The ARDL model reveals a positive correlation between economic growth and lagged agricultural productivity. Additionally, the vector autoregressive (VAR) model highlights the beneficial impact of lagged agricultural productivity on economic growth and the negative effect of rainfall on economic growth. Granger causality analysis identifies unidirectional relationships from economic growth to agricultural productivity, crop production, food security, and temperature variations, as well as from temperature variations to crop production. Furthermore, a bidirectional causality is established between crop production and food security. The study underscores the impact of climate change on crop production and suggests the need for adaptive strategies to mitigate these climate effects.

Keywords: economic growth, climate change, agriculture, ARDL, Granger causality, VAR

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Authors: Michele Catalano, Jacopo Di Domenico, Luca Riccetti, Andrea Teglio

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We develop a data-driven agent based model (ABM) for the Italian economy. We calibrate the model for the initial condition and parameters. As a preliminary step, we replicate the Monte-Carlo simulation for the Austrian economy. Then, we evaluate the dynamic properties of the model: the long-run equilibrium and the allocative efficiency in terms of disequilibrium patterns arising in the search and matching process for final goods, capital, intermediate goods, and credit markets. In this perspective, we use a randomized initial condition approach. We perform a robustness analysis perturbing the system for different parameter setups. We explore the empirical properties of the model using a rolling window forecast exercise from 2010 to 2022 to observe the model’s forecasting ability in the wake of the COVID-19 pandemic. We perform an analysis of the properties of the model with a different number of agents, that is, with different scales of the model compared to the real economy. The model generally displays transient dynamics that properly fit macroeconomic data regarding forecasting ability. We stress the model with a large set of shocks, namely interest policy, fiscal policy, and exogenous factors, such as external foreign demand for export. In this way, we can explore the most exposed sectors of the economy. Finally, we modify the technology mix of the various sectors and, consequently, the underlying input-output sectoral interdependence to stress the economy and observe the long-run projections. In this way, we can include in the model the generation of endogenous crisis due to the implied structural change, technological unemployment, and potential lack of aggregate demand creating the condition for cyclical endogenous crises reproduced in this artificial economy.

Keywords: agent-based models, behavioral macro, macroeconomic forecasting, micro data

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Authors: Ayda Nikkar, Roghayye Ahmadiasl

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In this letter, a new analytical method called homotopy perturbation method, which does not need small parameter in the equation is implemented for solving the nonlinear Whitham–Broer–Kaup (WBK) partial differential equation. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Comparison of the results with those of exact solution has led us to significant consequences. The results reveal that the HPM is very effective, convenient and quite accurate to systems of nonlinear equations. It is predicted that the HPM can be found widely applicable in engineering.

Keywords: homotopy perturbation method, Whitham–Broer–Kaup (WBK) equation, Modified Boussinesq, Approximate Long Wave

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Authors: Ghania Zidani, Said Drid, Larbi Chrifi-Alaoui, Abdeslam Benmakhlouf, Souad Chaouch

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In this paper, we focus on the study for path tracking control of unicycle-type Wheeled Mobile Robots (WMR), by applying the Backstepping technic. The latter is a relatively new technic for nonlinear systems. To solve the problem of constraints nonholonomics met in the path tracking of such robots, an adaptive Backstepping based nonlinear controller is developed. The stability of the controller is guaranteed, using the Lyapunov theory. Simulation results show that the proposed controller achieves the objective and ensures good path tracking.

Keywords: Backstepping control, kinematic and dynamic controllers, Lyapunov methods, nonlinear control systems, Wheeled Mobile Robot (WMR).

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