Search results for: Non Linear Schrodinger Equation
2660 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET
Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru
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This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.
Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18052659 A Spectral Decomposition Method for Ordinary Differential Equation Systems with Constant or Linear Right Hand Sides
Authors: R. B. Ogunrinde, C. C. Jibunoh
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In this paper, a spectral decomposition method is developed for the direct integration of stiff and nonstiff homogeneous linear (ODE) systems with linear, constant, or zero right hand sides (RHSs). The method does not require iteration but obtains solutions at any random points of t, by direct evaluation, in the interval of integration. All the numerical solutions obtained for the class of systems coincide with the exact theoretical solutions. In particular, solutions of homogeneous linear systems, i.e. with zero RHS, conform to the exact analytical solutions of the systems in terms of t.Keywords: Spectral decomposition, eigenvalues of the Jacobian, linear RHS, homogeneous linear systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11552658 Note to the Global GMRES for Solving the Matrix Equation AXB = F
Authors: Fatemeh Panjeh Ali Beik
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In the present work, we propose a new projection method for solving the matrix equation AXB = F. For implementing our new method, generalized forms of block Krylov subspace and global Arnoldi process are presented. The new method can be considered as an extended form of the well-known global generalized minimum residual (Gl-GMRES) method for solving multiple linear systems and it will be called as the extended Gl-GMRES (EGl- GMRES). Some new theoretical results have been established for proposed method by employing Schur complement. Finally, some numerical results are given to illustrate the efficiency of our new method.
Keywords: Matrix equation, Iterative method, linear systems, block Krylov subspace method, global generalized minimum residual (Gl-GMRES).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18452657 Comprehensive Study on the Linear Hydrodynamic Analysis of a Truss Spar in Random Waves
Authors: Roozbeh Mansouri, Hassan Hadidi
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Truss spars are used for oil exploitation in deep and ultra-deep water if storage crude oil is not needed. The linear hydrodynamic analysis of truss spar in random sea wave load is necessary for determining the behaviour of truss spar. This understanding is not only important for design of the mooring lines, but also for optimising the truss spar design. In this paper linear hydrodynamic analysis of truss spar is carried out in frequency domain. The hydrodynamic forces are calculated using the modified Morison equation and diffraction theory. Added mass and drag coefficients of truss section computed by transmission matrix and normal acceleration and velocity component acting on each element and for hull section computed by strip theory. The stiffness properties of the truss spar can be separated into two components; hydrostatic stiffness and mooring line stiffness. Then, platform response amplitudes obtained by solved the equation of motion. This equation is non-linear due to viscous damping term therefore linearised by iteration method [1]. Finally computed RAOs and significant response amplitude and results are compared with experimental data.
Keywords: Truss Spar, Hydrodynamic analysis, Wave spectrum, Frequency Domain
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24202656 Algorithms for the Fast Computation of PWL and PHL Transforms
Authors: Fituri H Belgassem, Abdulbasit Nigrat, Seddeeq Ghrari
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In this paper, the construction of fast algorithms for the computation of Periodic Walsh Piecewise-Linear PWL transform and the Periodic Haar Piecewise-Linear PHL transform will be presented. Algorithms for the computation of the inverse transforms are also proposed. The matrix equation of the PWL and PHL transforms are introduced. Comparison of the computational requirements for the periodic piecewise-linear transforms and other orthogonal transforms shows that the periodic piecewise-linear transforms require less number of operations than some orthogonal transforms such as the Fourier, Walsh and the Discrete Cosine transforms.
Keywords: Piece wise linear transforms, Fast transforms, Fast algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16632655 Lagrange and Multilevel Wavelet-Galerkin with Polynomial Time Basis for Heat Equation
Authors: Watcharakorn Thongchuay, Puntip Toghaw, Montri Maleewong
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The Wavelet-Galerkin finite element method for solving the one-dimensional heat equation is presented in this work. Two types of basis functions which are the Lagrange and multi-level wavelet bases are employed to derive the full form of matrix system. We consider both linear and quadratic bases in the Galerkin method. Time derivative is approximated by polynomial time basis that provides easily extend the order of approximation in time space. Our numerical results show that the rate of convergences for the linear Lagrange and the linear wavelet bases are the same and in order 2 while the rate of convergences for the quadratic Lagrange and the quadratic wavelet bases are approximately in order 4. It also reveals that the wavelet basis provides an easy treatment to improve numerical resolutions that can be done by increasing just its desired levels in the multilevel construction process.Keywords: Galerkin finite element method, Heat equation , Lagrange basis function, Wavelet basis function.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17322654 On the Integer Solutions of the Pell Equation x2 - dy2 = 2t
Authors: Ahmet Tekcan, Betül Gezer, Osman Bizim
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Let k ≥ 1 and t ≥ 0 be two integers and let d = k2 + k be a positive non-square integer. In this paper, we consider the integer solutions of Pell equation x2 - dy2 = 2t. Further we derive a recurrence relation on the solutions of this equation.
Keywords: Pell equation, Diophantine equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24032653 The Splitting Upwind Schemes for Spectral Action Balance Equation
Authors: Anirut Luadsong, Nitima Aschariyaphotha
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The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating convection term are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting upwind schemes for avoiding stability problems and prove that it is consistent to the upwind scheme with same accuracy. The splitting upwind schemes was adopted to split the wave spectral action balance equation into four onedimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-processor computer.Keywords: upwind scheme, parallel algorithm, spectral action balance equation, splitting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16952652 Multi-Rate Exact Discretization based on Diagonalization of a Linear System - A Multiple-Real-Eigenvalue Case
Authors: T. Sakamoto, N. Hori
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A multi-rate discrete-time model, whose response agrees exactly with that of a continuous-time original at all sampling instants for any sampling periods, is developed for a linear system, which is assumed to have multiple real eigenvalues. The sampling rates can be chosen arbitrarily and individually, so that their ratios can even be irrational. The state space model is obtained as a combination of a linear diagonal state equation and a nonlinear output equation. Unlike the usual lifted model, the order of the proposed model is the same as the number of sampling rates, which is less than or equal to the order of the original continuous-time system. The method is based on a nonlinear variable transformation, which can be considered as a generalization of linear similarity transformation, which cannot be applied to systems with multiple eigenvalues in general. An example and its simulation result show that the proposed multi-rate model gives exact responses at all sampling instants.Keywords: Multi-rate discretization, linear systems, triangularization, similarity transformation, diagonalization, exponential transformation, multiple eigenvalues
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13632651 A New Method to Solve a Non Linear Differential System
Authors: Seifedine Kadry
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In this article, our objective is the analysis of the resolution of non-linear differential systems by combining Newton and Continuation (N-C) method. The iterative numerical methods converge where the initial condition is chosen close to the exact solution. The question of choosing the initial condition is answered by N-C method.
Keywords: Continuation Method, Newton Method, Finite Difference Method, Numerical Analysis and Non-Linear partial Differential Equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14062650 The BGMRES Method for Generalized Sylvester Matrix Equation AXB − X = C and Preconditioning
Authors: Azita Tajaddini, Ramleh Shamsi
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In this paper, we present the block generalized minimal residual (BGMRES) method in order to solve the generalized Sylvester matrix equation. However, this method may not be converged in some problems. We construct a polynomial preconditioner based on BGMRES which shows why polynomial preconditioner is superior to some block solvers. Finally, numerical experiments report the effectiveness of this method.Keywords: Linear matrix equation, Block GMRES, matrix Krylov subspace, polynomial preconditioner.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8802649 Splitting Modified Donor-Cell Schemes for Spectral Action Balance Equation
Authors: Tanapat Brikshavana, Anirut Luadsong
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The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14912648 High Order Accurate Runge Kutta Nodal Discontinuous Galerkin Method for Numerical Solution of Linear Convection Equation
Authors: Faheem Ahmed, Fareed Ahmed, Yongheng Guo, Yong Yang
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This paper deals with a high-order accurate Runge Kutta Discontinuous Galerkin (RKDG) method for the numerical solution of the wave equation, which is one of the simple case of a linear hyperbolic partial differential equation. Nodal DG method is used for a finite element space discretization in 'x' by discontinuous approximations. This method combines mainly two key ideas which are based on the finite volume and finite element methods. The physics of wave propagation being accounted for by means of Riemann problems and accuracy is obtained by means of high-order polynomial approximations within the elements. High order accurate Low Storage Explicit Runge Kutta (LSERK) method is used for temporal discretization in 't' that allows the method to be nonlinearly stable regardless of its accuracy. The resulting RKDG methods are stable and high-order accurate. The L1 ,L2 and L∞ error norm analysis shows that the scheme is highly accurate and effective. Hence, the method is well suited to achieve high order accurate solution for the scalar wave equation and other hyperbolic equations.Keywords: Nodal Discontinuous Galerkin Method, RKDG, Scalar Wave Equation, LSERK
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24702647 The Proof of Two Conjectures Related to Pell-s Equation x2 −Dy2 = ± 4
Authors: Armend Sh. Shabani
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Let D ≠ 1 be a positive non-square integer. In this paper are given the proofs for two conjectures related to Pell-s equation x2 -Dy2 = ± 4, proposed by A. Tekcan.Keywords: Pell's equation, solutions of Pell's equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12502646 Dynamic Measurement System Modeling with Machine Learning Algorithms
Authors: Changqiao Wu, Guoqing Ding, Xin Chen
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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7852645 Effect of Medium Capacity on the Relationship between Chemical Heterogeneity and Linearly Adsorbed Solute Dispersion into Fixed Beds
Authors: K. Kaabeche-Djerafi, N. Bendjaballah-Lalaoui, S. Semra
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The paper aims at investigating influence of medium capacity on linear adsorbed solute dispersion into chemically heterogeneous fixed beds. A discrete chemical heterogeneity distribution is considered in the one-dimensional advectivedispersive equation. The partial differential equation is solved using finite volumes method based on the Adam-Bashforth algorithm. Increased dispersion is estimated by comparing breakthrough curves second order moments and keeping identical hydrodynamic properties. As a result, dispersion increase due to chemical heterogeneity depends on the column size and surprisingly on the solid capacity. The more intense capacity is, the more important solute dispersion is. Medium length which is known to favour this effect vanishing according to the linear adsorption in fixed bed seems to create nonmonotonous variation of dispersion because of the heterogeneity. This nonmonotonous behaviour is also favoured by high capacities.Keywords: linear adsorption; chemical heterogeneity;dispersion; fixed bed; porous media
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16152644 Solving Linear Matrix Equations by Matrix Decompositions
Authors: Yongxin Yuan, Kezheng Zuo
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In this paper, a system of linear matrix equations is considered. A new necessary and sufficient condition for the consistency of the equations is derived by means of the generalized singular-value decomposition, and the explicit representation of the general solution is provided.
Keywords: Matrix equation, Generalized inverse, Generalized singular-value decomposition.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20722643 The Pell Equation x2 − Py2 = Q
Authors: Ahmet Tekcan, Arzu Özkoç, Canan Kocapınar, Hatice Alkan
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Let p be a prime number such that p ≡ 1(mod 4), say p = 1+4k for a positive integer k. Let P = 2k + 1 and Q = k2. In this paper, we consider the integer solutions of the Pell equation x2-Py2 = Q over Z and also over finite fields Fp. Also we deduce some relations on the integer solutions (xn, yn) of it.Keywords: Pell equation, solutions of Pell equation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21132642 Modeling and Numerical Simulation of Sound Radiation by the Boundary Element Method
Authors: Costa, E.S., Borges, E.N.M., Afonso, M.M.
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The modeling of sound radiation is of fundamental importance for understanding the propagation of acoustic waves and, consequently, develop mechanisms for reducing acoustic noise. The propagation of acoustic waves, are involved in various phenomena such as radiation, absorption, transmission and reflection. The radiation is studied through the linear equation of the acoustic wave that is obtained through the equation for the Conservation of Momentum, equation of State and Continuity. From these equations, is the Helmholtz differential equation that describes the problem of acoustic radiation. In this paper we obtained the solution of the Helmholtz differential equation for an infinite cylinder in a pulsating through free and homogeneous. The analytical solution is implemented and the results are compared with the literature. A numerical formulation for this problem is obtained using the Boundary Element Method (BEM). This method has great power for solving certain acoustical problems in open field, compared to differential methods. BEM reduces the size of the problem, thereby simplifying the input data to be worked and reducing the computational time used.
Keywords: Acoustic radiation, boundary element
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14812641 Optimal Relaxation Parameters for Obtaining Efficient Iterative Methods for the Solution of Electromagnetic Scattering Problems
Authors: Nadaniela Egidi, Pierluigi Maponi
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The approximate solution of a time-harmonic electromagnetic scattering problem for inhomogeneous media is required in several application contexts and its two-dimensional formulation is a Fredholm integral equation of second kind. This integral equation provides a formulation for the direct scattering problem but has to be solved several times in the numerical solution of the corresponding inverse scattering problem. The discretization of this Fredholm equation produces large and dense linear systems that are usually solved by iterative methods. To improve the efficiency of these iterative methods, we use the Symmetric SOR preconditioning and propose an algorithm to evaluate the associated relaxation parameter. We show the efficiency of the proposed algorithm by several numerical experiments, where we use two Krylov subspace methods, i.e. Bi-CGSTAB and GMRES.
Keywords: Fredholm integral equation, iterative method, preconditioning, scattering problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2192640 Septic B-Spline Collocation Method for Numerical Solution of the Kuramoto-Sivashinsky Equation
Authors: M. Zarebnia, R. Parvaz
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In this paper the Kuramoto-Sivashinsky equation is solved numerically by collocation method. The solution is approximated as a linear combination of septic B-spline functions. Applying the Von-Neumann stability analysis technique, we show that the method is unconditionally stable. The method is applied on some test examples, and the numerical results have been compared with the exact solutions. The global relative error and L∞ in the solutions show the efficiency of the method computationally.
Keywords: Kuramoto-Sivashinsky equation, Septic B-spline, Collocation method, Finite difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20662639 The Diophantine Equation y2 − 2yx − 3 = 0 and Corresponding Curves over Fp
Authors: Ahmet Tekcan, Arzu Özkoç, Hatice Alkan
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In this work, we consider the number of integer solutions of Diophantine equation D : y2 - 2yx - 3 = 0 over Z and also over finite fields Fp for primes p ≥ 5. Later we determine the number of rational points on curves Ep : y2 = Pp(x) = yp 1 + yp 2 over Fp, where y1 and y2 are the roots of D. Also we give a formula for the sum of x- and y-coordinates of all rational points (x, y) on Ep over Fp.Keywords: Diophantine equation, Pell equation, quadratic form.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12752638 Nonplanar Ion-acoustic Waves in a Relativistically Degenerate Quantum Plasma
Authors: Swarniv Chandra, Sibarjun Das, Agniv Chandra, Basudev Ghosh, Apratim Jash
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Using the quantum hydrodynamic (QHD) model the nonlinear properties of ion-acoustic waves in are lativistically degenerate quantum plasma is investigated by deriving a nonlinear Spherical Kadomtsev–Petviashvili (SKP) equation using the standard reductive perturbation method equation. It was found that the electron degeneracy parameter significantly affects the linear and nonlinear properties of ion-acoustic waves in quantum plasma.Keywords: Kadomtsev-Petviashvili equation, Ion-acoustic Waves, Relativistic Degeneracy, Quantum Plasma, Quantum Hydrodynamic Model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17422637 Step Method for Solving Nonlinear Two Delays Differential Equation in Parkinson’s Disease
Authors: H. N. Agiza, M. A. Sohaly, M. A. Elfouly
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Parkinson's disease (PD) is a heterogeneous disorder with common age of onset, symptoms, and progression levels. In this paper we will solve analytically the PD model as a non-linear delay differential equation using the steps method. The step method transforms a system of delay differential equations (DDEs) into systems of ordinary differential equations (ODEs). On some numerical examples, the analytical solution will be difficult. So we will approximate the analytical solution using Picard method and Taylor method to ODEs.
Keywords: Parkinson's disease, Step method, delay differential equation, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7462636 New Explicit Group Newton's Iterative Methods for the Solutions of Burger's Equation
Authors: Tan K. B., Norhashidah Hj. M. Ali
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In this article, we aim to discuss the formulation of two explicit group iterative finite difference methods for time-dependent two dimensional Burger-s problem on a variable mesh. For the non-linear problems, the discretization leads to a non-linear system whose Jacobian is a tridiagonal matrix. We discuss the Newton-s explicit group iterative methods for a general Burger-s equation. The proposed explicit group methods are derived from the standard point and rotated point Crank-Nicolson finite difference schemes. Their computational complexity analysis is discussed. Numerical results are given to justify the feasibility of these two proposed iterative methods.
Keywords: Standard point Crank-Nicolson (CN), Rotated point Crank-Nicolson (RCN), Explicit Group (EG), Explicit Decoupled Group (EDG).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16062635 Optimal Control of a Linear Distributed Parameter System via Shifted Legendre Polynomials
Authors: Sanjeeb Kumar Kar
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The optimal control problem of a linear distributed parameter system is studied via shifted Legendre polynomials (SLPs) in this paper. The partial differential equation, representing the linear distributed parameter system, is decomposed into an n - set of ordinary differential equations, the optimal control problem is transformed into a two-point boundary value problem, and the twopoint boundary value problem is reduced to an initial value problem by using SLPs. A recursive algorithm for evaluating optimal control input and output trajectory is developed. The proposed algorithm is computationally simple. An illustrative example is given to show the simplicity of the proposed approach.Keywords: Optimal control, linear systems, distributed parametersystems, Legendre polynomials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13172634 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models
Authors: Dursun Aydın
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In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18782633 Research on the Problems of Housing Prices in Qingdao from a Macro Perspective
Authors: Liu Zhiyuan, Sun Zongdi, Liu Zhiyuan, Sun Zongdi
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Qingdao is a seaside city. Taking into account the characteristics of Qingdao, this article established a multiple linear regression model to analyze the impact of macroeconomic factors on housing prices. We used stepwise regression method to make multiple linear regression analysis, and made statistical analysis of F test values and T test values. According to the analysis results, the model is continuously optimized. Finally, this article obtained the multiple linear regression equation and the influencing factors, and the reliability of the model was verified by F test and T test.
Keywords: Housing prices, multiple linear regression model, macroeconomic factors, Qingdao City.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11832632 Application of Legendre Transformation to Portfolio Optimization
Authors: Peter Benneth, Tsaroh N. Theophilus, Prince Benjamin
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This research work aims at studying the application of Legendre Transformation Method (LTM) to Hamilton Jacobi Bellman (HJB) equation which is an example of optimal control problem. We discuss the steps involved in modelling the HJB equation as it relates to mathematical finance by applying the Ito’s lemma and maximum principle theorem. By applying the LTM and dual theory, the resultant HJB equation is transformed to a linear Partial Differential Equation (PDE). Also, the Optimal Investment Strategy (OIS) and the optimal value function were obtained under the exponential utility function. Furthermore, some numerical results were also presented with observations that the OIS under exponential utility is directly proportional to the appreciation rate of the risky asset and inversely proportional to the instantaneous volatility, predetermined interest rate, risk averse coefficient. Finally, it was observed that the optimal fund size is an increasing function of the risk free interest rate. This result is consistent with some existing results.
Keywords: Legendre transformation method, Optimal investment strategy, Ito’s lemma, Hamilton Jacobi Bellman equation, Geometric Brownian motion, financial market.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 792631 Multivariable System Reduction Using Stability Equation Method and SRAM
Authors: D. Bala Bhaskar
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An algorithm is proposed for the order reduction of large scale linear dynamic multi variable systems where the reduced order model denominator is obtained by using Stability equation method and numerator coefficients are obtained by using SRAM. The proposed algorithm produces a lower order model for an original stable high order multivariable system. The reduction procedure is easy to understand, efficient and computer oriented. To highlight the advantages of the approach, the algorithm is illustrated with the help of a numerical example and the results are compared with the other existing techniques in literature.
Keywords: Multi variable systems, order reduction, stability equation method, SRAM, time domain characteristics, ISE.
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