Search results for: fractional order systems
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8887

Search results for: fractional order systems

8827 Fractional Delay FIR Filters Design with Enhanced Differential Evolution

Authors: Krzysztof Walczak

Abstract:

Fractional delay FIR filters design method based on the differential evolution algorithm is presented. Differential evolution is an evolutionary algorithm for solving a global optimization problems in the continuous search space. In the proposed approach, an evolutionary algorithm is used to determine the coefficients of a fractional delay FIR filter based on the Farrow structure. Basic differential evolution is enhanced with a restricted mating technique, which improves the algorithm performance in terms of convergence speed and obtained solution. Evolutionary optimization is carried out by minimizing an objective function which is based on the amplitude response and phase delay errors. Experimental results show that the proposed algorithm leads to a reduction in the amplitude response and phase delay errors relative to those achieved with the Least-Squares method.

Keywords: Fractional Delay Filters, Farrow Structure, Evolutionary Computation, Differential Evolution

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8826 Hardware Description Language Design of Σ-Δ Fractional-N Phase-Locked Loop for Wireless Applications

Authors: Ahmed El Oualkadi, Abdellah Ait Ouahman

Abstract:

This paper discusses a systematic design of a Σ-Δ fractional-N Phase-Locked Loop based on HDL behavioral modeling. The proposed design consists in describing the mixed behavior of this PLL architecture starting from the specifications of each building block. The HDL models of critical PLL blocks have been described in VHDL-AMS to predict the different specifications of the PLL. The effect of different noise sources has been efficiently introduced to study the PLL system performances. The obtained results are compared with transistor-level simulations to validate the effectiveness of the proposed models for wireless applications in the frequency range around 2.45 GHz.

Keywords: Phase-locked loop, frequency synthesizer, fractional-N PLL, Σ-Δ modulator, HDL models

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8825 A Sum Operator Method for Unique Positive Solution to a Class of Boundary Value Problem of Nonlinear Fractional Differential Equation

Authors: Fengxia Zheng, Chuanyun Gu

Abstract:

By using a fixed point theorem of a sum operator, the existence and uniqueness of positive solution for a class of boundary value problem of nonlinear fractional differential equation is studied. An iterative scheme is constructed to approximate it. Finally, an example is given to illustrate the main result.

Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator.

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8824 Existence of Solutions for a Nonlinear Fractional Differential Equation with Integral Boundary Condition

Authors: Meng Hu, Lili Wang

Abstract:

This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form:  Dαt x(t) = f(t, x(t),Dβ t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle.

Keywords: Fractional differential equation, Integral boundary condition, Schauder fixed point theorem, Banach contraction principle.

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8823 The Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation Boundary Value Problem

Authors: Chuanyun Gu, Shouming Zhong

Abstract:

In this paper, the existence and uniqueness of positive solutions for nonlinear fractional differential equation boundary value problem is concerned by a fixed point theorem of a sum operator. Our results can not only guarantee the existence and uniqueness of positive solution, but also be applied to construct an iterative scheme for approximating it. Finally, the example is given to illustrate the main result.

Keywords: Fractional differential equation, Boundary value problem, Positive solution, Existence and uniqueness, Fixed point theorem of a sum operator

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8822 Existence and Uniqueness of Positive Solution for Nonlinear Fractional Differential Equation with Integral Boundary Conditions

Authors: Chuanyun Gu

Abstract:

By using fixed point theorems for a class of generalized concave and convex operators, the positive solution of nonlinear fractional differential equation with integral boundary conditions is studied, where n ≥ 3 is an integer, μ is a parameter and 0 ≤ μ < α. Its existence and uniqueness is proved, and an iterative scheme is constructed to approximate it. Finally, two examples are given to illustrate our results.

Keywords: Fractional differential equation, positive solution, existence and uniqueness, fixed point theorem, generalized concave and convex operator, integral boundary conditions.

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8821 Using Fractional Factorial Designs for Variable Importance in Random Forest Models

Authors: Ewa. M. Sztendur, Neil T. Diamond

Abstract:

Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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8820 Periodic Solutions for Some Strongly Nonlinear Oscillators by He's Energy Balance Method

Authors: Meng Hu, Lili Wang

Abstract:

In this paper, applying He-s energy balance method to determine frequency formulation relations of nonlinear oscillators with discontinuous term or fractional potential. By calculation and computer simulations, compared with the exact solutions show that the results obtained are of high accuracy.

Keywords: He's energy balance method, periodic solution, nonlinear oscillator, discontinuous, fractional potential.

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8819 A Mathematical Model Approach Regarding the Children’s Height Development with Fractional Calculus

Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha

Abstract:

The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.

Keywords: Children growth percentile, children physical development, fractional calculus, linear and polynomial model.

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8818 Are Asia-Pacific Stock Markets Predictable? Evidence from Wavelet-based Fractional Integration Estimator

Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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8817 Design of PID Controller for Higher Order Continuous Systems using MPSO based Model Formulation Technique

Authors: S. N. Deepa, G. Sugumaran

Abstract:

This paper proposes a new algebraic scheme to design a PID controller for higher order linear time invariant continuous systems. Modified PSO (MPSO) based model order formulation techniques have applied to obtain the effective formulated second order system. A controller is tuned to meet the desired performance specification by using pole-zero cancellation method. Proposed PID controller is attached with both higher order system and formulated second order system. The closed loop response is observed for stabilization process and compared with general PSO based formulated second order system. The proposed method is illustrated through numerical example from literature.

Keywords: Higher order systems, model order formulation, modified particle swarm optimization, PID controller, pole-zero cancellation.

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8816 A Review in Advanced Digital Signal Processing Systems

Authors: Roza Dastres, Mohsen Soori

Abstract:

Digital Signal Processing (DSP) is the use of digital processing systems by computers in order to perform a variety of signal processing operations. It is the mathematical manipulation of a digital signal's numerical values in order to increase quality as well as effects of signals. DSP can include linear or nonlinear operators in order to process and analyze the input signals. The nonlinear DSP processing is closely related to nonlinear system detection and can be implemented in time, frequency and space-time domains. Applications of the DSP can be presented as control systems, digital image processing, biomedical engineering, speech recognition systems, industrial engineering, health care systems, radar signal processing and telecommunication systems. In this study, advanced methods and different applications of DSP are reviewed in order to move forward the interesting research filed.

Keywords: Digital signal processing, advanced telecommunication, nonlinear signal processing, speech recognition systems.

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8815 Fast Codevector Search Algorithm for 3-D Vector Quantized Codebook

Authors: H. B. Kekre, Tanuja K. Sarode

Abstract:

This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.

Keywords: Vector Quantization, Data Compression, Encoding, Searching.

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8814 Performance Enhancement Employing Vertical Beamforming for FFR Technique

Authors: P. Chaipanya, P. Uthansakul, M. Uthansakul

Abstract:

This paper proposes a vertical beamforming concept to a cellular network employing Fractional Frequency Reuse technique including with cell sectorization. Two different beams are utilized in cell-center and cell-edge, separately. The proposed concept is validated through computer simulation in term of SINR and channel capacity. Also, comparison when utilizing horizontal and vertical beam formation is in focus. The obtained results indicate that the proposed concept can improve the performance of the cellular networks comparing with the one using horizontal beamforming.

Keywords: Beamforming, Fractional Frequency Reuse, Inter- Cell Interference, cell sectorization.

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8813 Model Order Reduction of Discrete-Time Systems Using Fuzzy C-Means Clustering

Authors: Anirudha Narain, Dinesh Chandra, Ravindra K. S.

Abstract:

A computationally simple approach of model order reduction for single input single output (SISO) and linear timeinvariant discrete systems modeled in frequency domain is proposed in this paper. Denominator of the reduced order model is determined using fuzzy C-means clustering while the numerator parameters are found by matching time moments and Markov parameters of high order system.

Keywords: Model Order reduction, Discrete-time system, Fuzzy C-Means Clustering, Padé approximation.

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8812 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA

Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

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8811 Statistical Description of Wave Interactions in 1D Defect Turbulence

Authors: Yusuke Uchiyama, Hidetoshi Konno

Abstract:

We have investigated statistical properties of the defect turbulence in 1D CGLE wherein many body interaction is involved between local depressing wave (LDW) and local standing wave (LSW). It is shown that the counting number fluctuation of LDW is subject to the sub-Poisson statistics (SUBP). The physical origin of the SUBP can be ascribed to pair extinction of LDWs based on the master equation approach. It is also shown that the probability density function (pdf) of inter-LDW distance can be identified by the hyper gamma distribution. Assuming a superstatistics of the exponential distribution (Poisson configuration), a plausible explanation is given. It is shown further that the pdf of amplitude of LDW has a fattail. The underlying mechanism of its fluctuation is examined by introducing a generalized fractional Poisson configuration.

Keywords: sub-Poisson statistics, hyper gamma distribution, fractional Poisson configuration.

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8810 Some Third Order Methods for Solving Systems of Nonlinear Equations

Authors: Janak Raj Sharma, Rajni Sharma

Abstract:

Based on Traub-s methods for solving nonlinear equation f(x) = 0, we develop two families of third-order methods for solving system of nonlinear equations F(x) = 0. The families include well-known existing methods as special cases. The stability is corroborated by numerical results. Comparison with well-known methods shows that the present methods are robust. These higher order methods may be very useful in the numerical applications requiring high precision in their computations because these methods yield a clear reduction in number of iterations.

Keywords: Nonlinear equations and systems, Newton's method, fixed point iteration, order of convergence.

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8809 System Reduction by Eigen Permutation Algorithm and Improved Pade Approximations

Authors: Jay Singh, Kalyan Chatterjee, C. B. Vishwakarma

Abstract:

A mixed method by combining a Eigen algorithm and improved pade approximations is proposed for reducing the order of the large-scale dynamic systems. The most dominant Eigen value of both original and reduced order systems remain same in this method. The proposed method guarantees stability of the reduced model if the original high-order system is stable and is comparable in quality with the other well known existing order reduction methods. The superiority of the proposed method is shown through examples taken from the literature.

Keywords: Eigen algorithm, Order reduction, improved pade approximations, Stability, Transfer function.

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8808 Liver Tumor Detection by Classification through FD Enhancement of CT Image

Authors: N. Ghatwary, A. Ahmed, H. Jalab

Abstract:

In this paper, an approach for the liver tumor detection in computed tomography (CT) images is represented. The detection process is based on classifying the features of target liver cell to either tumor or non-tumor. Fractional differential (FD) is applied for enhancement of Liver CT images, with the aim of enhancing texture and edge features. Later on, a fusion method is applied to merge between the various enhanced images and produce a variety of feature improvement, which will increase the accuracy of classification. Each image is divided into NxN non-overlapping blocks, to extract the desired features. Support vector machines (SVM) classifier is trained later on a supplied dataset different from the tested one. Finally, the block cells are identified whether they are classified as tumor or not. Our approach is validated on a group of patients’ CT liver tumor datasets. The experiment results demonstrated the efficiency of detection in the proposed technique.

Keywords: Fractional differential (FD), Computed Tomography (CT), fusion.

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8807 Engineering Topology of Photonic Systems for Sustainable Molecular Structure: Autopoiesis Systems

Authors: Moustafa Osman Mohammed

Abstract:

This paper introduces topological order in descried social systems starting with the original concept of autopoiesis by biologists and scientists, including the modification of general systems based on socialized medicine. Topological order is important in describing the physical systems for exploiting optical systems and improving photonic devices. The stats of topologically order have some interesting properties of topological degeneracy and fractional statistics that reveal the entanglement origin of topological order, etc. Topological ideas in photonics form exciting developments in solid-state materials, that being; insulating in the bulk, conducting electricity on their surface without dissipation or back-scattering, even in the presence of large impurities. A specific type of autopoiesis system is interrelated to the main categories amongst existing groups of the ecological phenomena interaction social and medical sciences. The hypothesis, nevertheless, has a nonlinear interaction with its natural environment ‘interactional cycle’ for exchange photon energy with molecules without changes in topology (i.e., chemical transformation into products do not propagate any changes or variation in the network topology of physical configuration). The engineering topology of a biosensor is based on the excitation boundary of surface electromagnetic waves in photonic band gap multilayer films. The device operation is similar to surface Plasmonic biosensors in which a photonic band gap film replaces metal film as the medium when surface electromagnetic waves are excited. The use of photonic band gap film offers sharper surface wave resonance leading to the potential of greatly enhanced sensitivity. So, the properties of the photonic band gap material are engineered to operate a sensor at any wavelength and conduct a surface wave resonance that ranges up to 470 nm. The wavelength is not generally accessible with surface Plasmon sensing. Lastly, the photonic band gap films have robust mechanical functions that offer new substrates for surface chemistry to understand the molecular design structure, and create sensing chips surface with different concentrations of DNA sequences in the solution to observe and track the surface mode resonance under the influences of processes that take place in the spectroscopic environment. These processes led to the development of several advanced analytical technologies, which are automated, real-time, reliable, reproducible and cost-effective. This results in faster and more accurate monitoring and detection of biomolecules on refractive index sensing, antibody–antigen reactions with a DNA or protein binding. Ultimately, the controversial aspect of molecular frictional properties is adjusted to each other in order to form unique spatial structure and dynamics of biological molecules for providing the environment mutual contribution in investigation of changes due the pathogenic archival architecture of cell clusters.

Keywords: autopoiesis, engineering topology, photonic system molecular structure, biosensor

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8806 Multivariable System Reduction Using Stability Equation Method and SRAM

Authors: D. Bala Bhaskar

Abstract:

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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8805 The Use of the Limit Cycles of Dynamic Systems for Formation of Program Trajectories of Points Feet of the Anthropomorphous Robot

Authors: A. S. Gorobtsov, A. S. Polyanina, A. E. Andreev

Abstract:

The movement of points feet of the anthropomorphous robot in space occurs along some stable trajectory of a known form. A large number of modifications to the methods of control of biped robots indicate the fundamental complexity of the problem of stability of the program trajectory and, consequently, the stability of the control for the deviation for this trajectory. Existing gait generators use piecewise interpolation of program trajectories. This leads to jumps in the acceleration at the boundaries of sites. Another interpolation can be realized using differential equations with fractional derivatives. In work, the approach to synthesis of generators of program trajectories is considered. The resulting system of nonlinear differential equations describes a smooth trajectory of movement having rectilinear sites. The method is based on the theory of an asymptotic stability of invariant sets. The stability of such systems in the area of localization of oscillatory processes is investigated. The boundary of the area is a bounded closed surface. In the corresponding subspaces of the oscillatory circuits, the resulting stable limit cycles are curves having rectilinear sites. The solution of the problem is carried out by means of synthesis of a set of the continuous smooth controls with feedback. The necessary geometry of closed trajectories of movement is obtained due to the introduction of high-order nonlinearities in the control of stabilization systems. The offered method was used for the generation of trajectories of movement of point’s feet of the anthropomorphous robot. The synthesis of the robot's program movement was carried out by means of the inverse method.

Keywords: Control, limits cycle, robot, stability.

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8804 Reduction of Linear Time-Invariant Systems Using Routh-Approximation and PSO

Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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8803 Reduced Order Modelling of Linear Dynamic Systems using Particle Swarm Optimized Eigen Spectrum Analysis

Authors: G. Parmar, S. Mukherjee, R. Prasad

Abstract:

The authors present an algorithm for order reduction of linear time invariant dynamic systems using the combined advantages of the eigen spectrum analysis and the error minimization by particle swarm optimization technique. Pole centroid and system stiffness of both original and reduced order systems remain same in this method to determine the poles, whereas zeros are synthesized by minimizing the integral square error in between the transient responses of original and reduced order models using particle swarm optimization technique, pertaining to a unit step input. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The algorithm is illustrated with the help of two numerical examples and the results are compared with the other existing techniques.

Keywords: Eigen spectrum, Integral square error, Orderreduction, Particle swarm optimization, Stability.

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8802 Improved Data Warehousing: Lessons Learnt from the Systems Approach

Authors: Roelien Goede

Abstract:

Data warehousing success is not high enough. User dissatisfaction and failure to adhere to time frames and budgets are too common. Most traditional information systems practices are rooted in hard systems thinking. Today, the great systems thinkers are forgotten by information systems developers. A data warehouse is still a system and it is worth investigating whether systems thinkers such as Churchman can enhance our practices today. This paper investigates data warehouse development practices from a systems thinking perspective. An empirical investigation is done in order to understand the everyday practices of data warehousing professionals from a systems perspective. The paper presents a model for the application of Churchman-s systems approach in data warehouse development.

Keywords: Data warehouse development, Information systemsdevelopment, Interpretive case study, Systems thinking

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8801 Coordination for Synchronous Cooperative Systems Based on Fuzzy Causal Relations

Authors: Luis A. Morales Rosales, Saul E. Pomares Hernandez, Gustavo Rodriguez Gomez

Abstract:

Synchronous cooperative systems (SCS) bring together users that are geographically distributed and connected through a network to carry out a task. Examples of SCS include Tele- Immersion and Tele-Conferences. In SCS, the coordination is the core of the system, and it has been defined as the act of managing interdependencies between activities performed to achieve a goal. Some of the main problems that SCS present deal with the management of constraints between simultaneous activities and the execution ordering of these activities. In order to resolve these problems, orderings based on Lamport-s happened-before relation have been used, namely, causal, Δ-causal, and causal-total orderings. They mainly differ in the degree of asynchronous execution allowed. One of the most important orderings is the causal order, which establishes that the events must be seen in the cause-effect order as they occur in the system. In this paper we show that for certain SCS (e.g. videoconferences, tele-immersion) where some degradation of the system is allowed, ensuring the causal order is still rigid, which can render negative affects to the system. In this paper, we illustrate how a more relaxed ordering, which we call Fuzzy Causal Order (FCO), is useful for such kind of systems by allowing a more asynchronous execution than the causal order. The benefit of the FCO is illustrated by applying it to a particular scenario of intermedia synchronization of an audio-conference system.

Keywords: Event ordering, fuzzy causal ordering, happenedbefore relation and cooperative systems.

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8800 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems

Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam

Abstract:

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.

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8799 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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8798 Solving a System of Nonlinear Functional Equations Using Revised New Iterative Method

Authors: Sachin Bhalekar, Varsha Daftardar-Gejji

Abstract:

In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.

Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.

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