Search results for: nonlinear partial differential equations

Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

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The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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Authors: B. Vahdani, R. Tavakkoli-Moghaddam, A. Baboli, S. M. Mousavi

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Focusing on the environmental issues, including the reduction of scrap and consumer residuals, along with the benefiting from the economic value during the life cycle of goods/products leads the companies to have an important competitive approach. The aim of this paper is to present a new mixed nonlinear facility locationallocation model in recycling collection networks by considering multi-echelon, multi-suppliers, multi-collection centers and multifacilities in the recycling network. To make an appropriate decision in reality, demands, returns, capacities, costs and distances, are regarded uncertain in our model. For this purpose, a fuzzy mathematical programming-based possibilistic approach is introduced as a solution methodology from the recent literature to solve the proposed mixed-nonlinear programming model (MNLP). The computational experiments are provided to illustrate the applicability of the designed model in a supply chain environment and to help the decision makers to facilitate their analysis.

Keywords: Location-allocation model, recycling collection networks, fuzzy mathematical programming.

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Authors: Aurora Cerri, Niko Pullojani

Abstract:

Long-term differential settlement between the bridge structure and the bridge embankment typically results in an abrupt grade change, causing driver discomfort, impairing driver safety, and exerting a potentially excessive impact traffic loading on the abutment. This paper has analysed a case of study showing the effect of an approaching slab realized in a bridge constructed at Tirane-Elbasan Motorway. The layer thickness under the slab is modeled as homogenous, the slab is a reinforced concrete structure and over that the asphaltic layers take place. Analysis indicates that reinforced concrete approaching slab distributes the stresses quite uniformly into the road fill layers and settlements varies in a range less than 2.50 cm in the total slab length of 6.00 m with a maximum slope of 1/240. Results taken from analytical analysis are compared with topographic measurements done on field and they carry great similarities.

Keywords: Approach slab, bridge, road pavement, differential settlement.

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Authors: José Luis Oslinger, Luis Carlos Castro

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Measurements of capacitance C and dissipation factor tand of the stator insulation system provide useful information about internal defects within the insulation. The index k is defined as the proportionality constant between the changes at high voltage of capacitance DC and of the dissipation factor Dtand . DC and Dtand values were highly correlated when small flat defects were within the insulation and that correlation was lost in the presence of large narrow defects like electrical treeing. The discrimination between small and large defects is made resorting to partial discharge PD phase angle analysis. For the validation of the results, C and tand measurements were carried out in a 15MVA 4160V steam turbine turbogenerator placed in a sugar mill. In addition, laboratory test results obtained by other authors were analyzed jointly. In such laboratory tests, model coil bars subjected to thermal cycling resulted highly degraded and DC and Dtand values were not correlated. Thus, the index k could not be calculated.

Keywords: Aging, capacitance, dissipation factor, electrical treeing, insulation condition, partial discharge.

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Authors: Xia Cui, Guang-wei Yuan, Jing-yan Yue

Abstract:

A Picard-Newton iteration method is studied to accelerate the numerical solution procedure of a class of two-dimensional nonlinear coupled parabolic-hyperbolic system. The Picard-Newton iteration is designed by adding higher-order terms of small quantity to an existing Picard iteration. The discrete functional analysis and inductive hypothesis reasoning techniques are used to overcome difficulties coming from nonlinearity and coupling, and theoretical analysis is made for the convergence and approximation properties of the iteration scheme. The Picard-Newton iteration has a quadratic convergent ratio, and its solution has second order spatial approximation and first order temporal approximation to the exact solution of the original problem. Numerical tests verify the results of the theoretical analysis, and show the Picard-Newton iteration is more efficient than the Picard iteration.

Keywords: Nonlinearity, iterative acceleration, coupled parabolic hyperbolic system, quadratic convergence, numerical analysis.

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Authors: Djemai Bara, Mohamed Faouzi Mahboub, Djamila Bennaceur-Doumaz

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In this work, the role of the preformed plasma created on the front face of a target, irradiated by a high intensity short pulse laser, in the framework of ion acceleration process, modeled by Target Normal Sheath Acceleration (TNSA) mechanism, is studied. This plasma is composed of cold ions governed by fluid equations and non-thermal & trapped with densities represented by a "Cairns-Gurevich" equation. The self-similar solution of the equations shows that electronic trapping and the presence of non-thermal electrons in the pre-plasma are both responsible in ion acceleration as long as the proportion of energetic electrons is not too high. In the case where the majority of electrons are energetic, the electrons are accelerated directly by the ponderomotive force of the laser without the intermediate of an accelerating plasma wave.

Keywords: Cairns-Gurevich Equation, ion acceleration, plasma expansion, pre-plasma.

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Authors: Nnamdi N. Omehe, Chibuzo Emeruwa

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ZnIn2Se4 and ZnIn2Te4 are vacancy defect materials whose properties have been investigated using Density Functional Theory (DFT) framework. The pseudopotential method in conjunction with the LDA+U technique and the Projector Augmented Wave (PAW) was used to calculate the electronic band structure, total density of state, and the partial density of state; while the norm-conserving pseudopotential was used to calculate the dielectric response function with scissors shift. Both ZnIn2Se4 and ZnIn2Te4 were predicted to be semiconductors with energy band gap of 1.66 eV and 1.33 eV respectively, and they both have direct energy band gap at the gamma point of high symmetry. The topmost valence subband for ZnIn2Se4 and ZnIn2Te4 has an energy width of 5.7 eV and 6.0 eV respectively. The calculations of partial density of state (PDOS) show that for ZnIn2Se4, the top of the valence band is dominated by Se-4p orbital, while the bottom of the conduction band is composed of In-5p, In-5s, and Zn-4s states. PDOS for ZnIn2Te4, shows that the top of the valence band is mostly of Te-5p states, while its conduction band bottom is composed mainly of Zn-4s, Te-5p, Te-5s, and In-5s states. Dielectric response function calculation yielded (0) of 11.9 and 36 for ZnIn2Se4 and ZnIn2Te4 respectively.

Keywords: Optoelectronic, Dielectric Response Function, LDA+U, band structure calculation.

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Authors: Hnin Hnin Kyi, Khaing Khaing Aye

Abstract:

Acoustic function plays an important role in aerodynamic mechanical engineering. It can classify the kind of air-vehicle such as subsonic or supersonic. Acoustic velocity relates with velocity and Mach number. Mach number relates again acoustic stability or instability condition. Mach number plays an important role in growth or decay in energy system. Acoustic is a function of temperature and temperature is directly proportional to pressure. If we control the pressure, we can control acoustic function. To get pressure stability condition, we apply Navier-Stokes equations.

Keywords: Acoustic velocity, Irrotational, Mach number, Rotational.

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Authors: Tusharkanta Das, Tumbanath Samantara, Sukanta Kumar Sahoo

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Unsteady effects of MHD free convection flow past in an infinite vertical plate with heat source in presence of radiation with reference to all critical parameters that appear in field equations are studied in this paper. The governing equations are developed by usual Boussinesq’s approximation. The problem is solved by using perturbation technique. The results are obtained for velocity, temperature, Nusselt number and skin-friction. The effects of magnetic parameter, prandtl number, Grashof number, permeability parameter, heat source/sink parameter and radiation parameter are discussed on flow characteristics and shown by means of graphs and tables.

Keywords: Heat transfer, radiation, MHD, free convection, porous medium, suction.

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Authors: E. Keramaris, V. Kanakoudis

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In this study the water flow in an open channel over a sharp-crested weir is investigated experimentally. For this reason a series of laboratory experiments were performed in an open channel with a sharp-crested weir. The maximum head expected over the weir, the total upstream water height and the downstream water height of the impact in the constant bed of the open channel were measured. The discharge was measured using a tank put right after the open channel. In addition, the discharge and the upstream velocity were also calculated using already known equations. The main finding is that the relative error percentage for the majority of the experimental measurements is ± 4%, meaning that the calculation of the discharge with a sharp-crested weir gives very good results compared to the numerical results from known equations.

Keywords: Sharp-crested weir, weir height, flow measurement, open channel flow.

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Authors: P. Selvam, S. Senthil Kumar

Abstract:

Maximum Power Point Tracking (MPPT) has played a vital role to enhance the efficiency of solar photovoltaic (PV) power generation under varying atmospheric temperature and solar irradiation. However, it is hard to track the maximum power point using conventional linear controllers due to the natural inheritance of nonlinear I-V and P-V characteristics of solar PV systems. Fuzzy Logic Controller (FLC) is suitable for nonlinear system control applications and eliminating oscillations, circuit complexities present in the conventional perturb and observation and incremental conductance methods respectively. Hence, in this paper, FLC is proposed for tracking exact MPPT of solar PV power generation system under varying solar irradiation conditions. The effectiveness of the proposed FLC-based MPPT controller is validated through simulation and analysis using MATLAB/Simulink.

Keywords: Fuzzy logic controller, maximum power point tracking, photovoltaic.

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Authors: Balgaisha Mukanova, Tolkyn Mirgalikyzy

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Theory of interpretation of electromagnetic fields studied in the electrical prospecting with direct current is mainly developed for the case of a horizontal surface observation. However in practice we often have to work in difficult terrain surface. Conducting interpretation without the influence of topography can cause non-existent anomalies on sections. This raises the problem of studying the impact of different shapes of ground surface relief on the results of electrical prospecting's research. This research examines the numerical solutions of the direct problem of electrical prospecting for two-dimensional and three-dimensional media, taking into account the terrain. The problem is solved using the method of integral equations. The density of secondary currents on the relief surface is obtained.

Keywords: Ground surface relief, method of integral equations, numerical method.

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Authors: Mostafa Raki, Mahdi Hamzehei

Abstract:

Equilibrium and stability equations of a thin rectangular plate with length a, width b, and thickness h(x)=C1x+C2, made of functionally graded materials under thermal loads are derived based on the first order shear deformation theory. It is assumed that the material properties vary as a power form of thickness coordinate variable z. The derived equilibrium and buckling equations are then solved analytically for a plate with simply supported boundary conditions. One type of thermal loading, uniform temperature rise and gradient through the thickness are considered, and the buckling temperatures are derived. The influences of the plate aspect ratio, the relative thickness, the gradient index and the transverse shear on buckling temperature difference are all discussed.

Keywords: Stability of plate, thermal buckling, rectangularplate, functionally graded material, first order shear deformationtheory.

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Authors: Dmitry V. Fomichev, Vladimir I. Solonin

Abstract:

This paper presents the findings from a numerical simulation of the flow in 37-rod fuel assembly models spaced by a double-wire trapezoidal wrapping as applied to the BREST-OD-300 experimental nuclear reactor. Data on a high static pressure distribution within the models, and equations for determining the fuel bundle flow friction factors have been obtained. Recommendations are provided on using the closing turbulence models available in the ANSYS Fluent. A comparative analysis has been performed against the existing empirical equations for determining the flow friction factors. The calculated and experimental data fit has been shown.

An analysis into the experimental data and results of the numerical simulation of the BREST-OD-300 fuel rod assembly hydrodynamic performance are presented.

Keywords: BREST-OD-300, ware-spaces, fuel assembly, computation fluid dynamics.

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Authors: M. Elsisi, M. Soliman, M. A. S. Aboelela, W. Mansour

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This paper considers the design of Dual Proportional- Integral (DPI) Load Frequency Control (LFC), using gravitational search algorithm (GSA). The design is carried out for nonlinear hydrothermal power system where generation rate constraint (GRC) and governor dead band are considered. Furthermore, time delays imposed by governor-turbine, thermodynamic process, and communication channels are investigated. GSA is utilized to search for optimal controller parameters by minimizing a time-domain based objective function. GSA-based DPI has been compared to Ziegler- Nichols based PI, and Genetic Algorithm (GA) based PI controllers in order to demonstrate the superior efficiency of the proposed design. Simulation results are carried for a wide range of operating conditions and system parameters variations.

Keywords: Gravitational Search Algorithm (GSA), Load Frequency Control (LFC), Dual Proportional-Integral (DPI) controller.

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Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon

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The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.

Keywords: Heating value equation, Proximate analysis, Ultimate analysis.

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Authors: Jinsiang Shaw, Ray Pan, Yin-Chieh Chang

Abstract:

In this paper, an magnetorheological (MR) mount with fuzzy sliding mode controller (FSMC) is studied for vibration suppression when the system is subject to base excitations. In recent years, magnetorheological fluids are becoming a popular material in the field of the semi-active control. However, the dynamic equation of an MR mount is highly nonlinear and it is difficult to identify. FSMC provides a simple method to achieve vibration attenuation of the nonlinear system with uncertain disturbances. This method is capable of handling the chattering problem of sliding mode control effectively and the fuzzy control rules are obtained by using the Lyapunov stability theory. The numerical simulations using one-dimension and two-dimension FSMC show effectiveness of the proposed controller for vibration suppression. Further, the well-known skyhook control scheme and an adaptive sliding mode controller are also included in the simulation for comparison with the proposed FSMC.

Keywords: adaptive sliding mode controller, fuzzy sliding modecontroller, magnetorheological mount, skyhook control.

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Authors: J. Vaseghi, S.Navaei, B. Navayinia, F. Roshantabari

Abstract:

In This paper, the behavior of eccentric braced frame (EBF) is studied with replacing friction damper (FD) in confluence of these braces, in 5 and 10-storey steel frames. For FD system, the main step is to determine the slip load. For this reason, the performance indexes include roof displacement, base shear, dissipated energy and relative performance should be investigated. In nonlinear dynamic analysis, the response of structure to three earthquake records has been obtained and the values of roof displacement, base shear and column axial force for FD and EBF frames have been compared. The results demonstrate that use of the FD in frames, in comparison with the EBF, substantially reduces the roof displacement, column axial force and base shear. The obtained results show suitable performance of FD in higher storey structure in comparison with the EBF.

Keywords: Friction Damper (FD), Slip Load, Nonlinear Dynamic Analysis, Performance Index.

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Authors: Konghe Xie

Abstract:

Two consensus problems are considered in this paper. One is the consensus of linear multi-agent systems with weakly connected directed communication topology. The other is the consensus of nonlinear multi-agent systems with strongly connected directed communication topology. For the first problem, a simplified consensus protocol is designed: Each child agent can only communicate with one of its neighbors. That is, the real communication topology is a directed spanning tree of the original communication topology and without any cycles. Then, the necessary and sufficient condition is put forward to the multi-agent systems can be reached consensus. It is worth noting that the given conditions do not need any eigenvalue of the corresponding Laplacian matrix of the original directed communication network. For the second problem, the feedback gain is designed in the nonlinear consensus protocol. Then, the sufficient condition is proposed such that the systems can be achieved consensus. Besides, the consensus interval is introduced and analyzed to solve the consensus problem. Finally, two numerical simulations are included to verify the theoretical analysis.

Keywords: Consensus, multi-agent systems, directed spanning tree, the Laplacian matrix.

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Authors: Juhee Lee, Yongjun Lee

Abstract:

In designing a low-energy-consuming buildings, the heat transfer through a large glass or wall becomes critical. Multiple layers of the window glasses and walls are employed for the high insulation. The gravity driven air flow between window glasses or wall layers is a natural heat convection phenomenon being a key of the heat transfer. For the first step of the natural heat transfer analysis, in this study the development and application of a finite volume method for the numerical computation of viscous incompressible flows is presented. It will become a part of the natural convection analysis with high-order scheme, multi-grid method, and dual-time step in the future. A finite volume method based on a fully-implicit second-order is used to discretize and solve the fluid flow on unstructured grids composed of arbitrary-shaped cells. The integrations of the governing equation are discretised in the finite volume manner using a collocated arrangement of variables. The convergence of the SIMPLE segregated algorithm for the solution of the coupled nonlinear algebraic equations is accelerated by using a sparse matrix solver such as BiCGSTAB. The method used in the present study is verified by applying it to some flows for which either the numerical solution is known or the solution can be obtained using another numerical technique available in the other researches. The accuracy of the method is assessed through the grid refinement.

Keywords: Finite volume method, fluid flow, laminar flow, unstructured grid.

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Authors: S. Sendilkumar, B. L. Mathur, Joseph Henry

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A new approach for protection of power transformer is presented using a time-frequency transform known as Wavelet transform. Different operating conditions such as inrush, Normal, load, External fault and internal fault current are sampled and processed to obtain wavelet coefficients. Different Operating conditions provide variation in wavelet coefficients. Features like energy and Standard deviation are calculated using Parsevals theorem. These features are used as inputs to PNN (Probabilistic neural network) for fault classification. The proposed algorithm provides more accurate results even in the presence of noise inputs and accurately identifies inrush and fault currents. Overall classification accuracy of the proposed method is found to be 96.45%. Simulation of the fault (with and without noise) was done using MATLAB AND SIMULINK software taking 2 cycles of data window (40 m sec) containing 800 samples. The algorithm was evaluated by using 10 % Gaussian white noise.

Keywords: Power Transformer, differential Protection, internalfault, inrush current, Wavelet Energy, Db9.

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Authors: V. Sudha, D. Sriram Kumar

Abstract:

Orthogonal Frequency Division Multiplexing (OFDM) has been used in many advanced wireless communication systems due to its high spectral efficiency and robustness to frequency selective fading channels. However, the major concern with OFDM system is the high peak-to-average power ratio (PAPR) of the transmitted signal. Some of the popular techniques used for PAPR reduction in OFDM system are conventional partial transmit sequences (CPTS) and clipping. In this paper, a parallel combination/hybrid scheme of PAPR reduction using clipping and CPTS algorithms is proposed. The proposed method intelligently applies both the algorithms in order to reduce both PAPR as well as computational complexity. The proposed scheme slightly degrades bit error rate (BER) performance due to clipping operation and it can be reduced by selecting an appropriate value of the clipping ratio (CR). The simulation results show that the proposed algorithm achieves significant PAPR reduction with much reduced computational complexity.

Keywords: CCDF, OFDM, PAPR, PTS.

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Authors: Peter Drotar, Juraj Gazda, Pavol Galajda, Dusan Kocur

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The study in this paper underlines the importance of correct joint selection of the spreading codes for uplink of multicarrier code division multiple access (MC-CDMA) at the transmitter side and detector at the receiver side in the presence of nonlinear distortion due to high power amplifier (HPA). The bit error rate (BER) of system for different spreading sequences (Walsh code, Gold code, orthogonal Gold code, Golay code and Zadoff-Chu code) and different kinds of receivers (minimum mean-square error receiver (MMSE-MUD) and microstatistic multi-user receiver (MSF-MUD)) is compared by means of simulations for MC-CDMA transmission system. Finally, the results of analysis will show, that the application of MSF-MUD in combination with Golay codes can outperform significantly the other tested spreading codes and receivers for all mostly used models of HPA.

Keywords: HPA, MC-CDMA, microstatistic filter, multi-user receivers, PAPR.

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Authors: Wudhichai Assawinchaichote, Sing Kiong Nguang

Abstract:

This paper examines the problem of designing a robust H∞ filter for a class of uncertain fuzzy descriptor systems described by a Takagi-Sugeno (TS) fuzzy model. Based on a linear matrix inequality (LMI) approach, LMI-based sufficient conditions for the uncertain nonlinear descriptor systems to have an H∞ performance are derived. To alleviate the ill-conditioning resulting from the interaction of slow and fast dynamic modes, solutions to the problem are given in terms of linear matrix inequalities which are independent of the singular perturbation ε, when ε is sufficiently small. The proposed approach does not involve the separation of states into slow and fast ones and it can be applied not only to standard, but also to nonstandard uncertain nonlinear descriptor systems. A numerical example is provided to illustrate the design developed in this paper.

Keywords: H∞ control, Takagi-Sugeno (TS) fuzzy model, Linear Matrix Inequalities (LMIs), Descriptor systems.

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Authors: Kokiat Aodsup, Thanatchai Kulworawanichpong

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This paper describes a finite-difference time-domainFDTD) method to analyze lightning surge propagation in electric transmission lines. Numerical computation of solving the Telegraphist-s equations is determined and investigated its effectiveness. A source of lightning surge wave on power transmission lines is modeled by using Heidler-s surge model. The proposed method was tested against medium-voltage power transmission lines in comparison with the solution obtained by using lattice diagram. As a result, the calculation showed that the method is one of accurate methods to analyze transient lightning wave in power transmission lines.

Keywords: Traveling wave, Lightning surge, Bewley lattice diagram, Telegraphist's equations, Finite-difference time-domain (FDTD) method,

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Authors: Samy E. Oraby, Ayman M. Alaskari

Abstract:

The importance of machining process in today-s industry requires the establishment of more practical approaches to clearly represent the intimate and severe contact on the tool-chipworkpiece interfaces. Mathematical models are developed using the measured force signals to relate each of the tool-chip friction components on the rake face to the operating cutting parameters in rough turning operation using multilayers coated carbide inserts. Nonlinear modeling proved to have high capability to detect the nonlinear functional variability embedded in the experimental data. While feedrate is found to be the most influential parameter on the friction coefficient and its related force components, both cutting speed and depth of cut are found to have slight influence. Greater deformed chip thickness is found to lower the value of friction coefficient as the sliding length on the tool-chip interface is reduced.

Keywords: Mathematical modeling, Cutting forces, Frictionforces, Friction coefficient and Chip ratio.

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Authors: Raphael Zanella, Todd A. Oliver, Karl W. Schulz

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This work deals with the finite element approximation of axisymmetric compressible flows with swirl velocity. We are interested in problems where the flow, while weakly dependent on the azimuthal coordinate, may have a strong azimuthal velocity component. We describe the approximation of the compressible Navier-Stokes equations with H1-conformal spaces of axisymmetric functions. The weak formulation is implemented in a C++ solver with explicit time marching. The code is first verified with a convergence test on a manufactured solution. The verification is completed by comparing the numerical and analytical solutions in a Poiseuille flow case and a Taylor-Couette flow case. The code is finally applied to the problem of a swirling subsonic air flow in a plasma torch geometry.

Keywords: Axisymmetric problem, compressible Navier- Stokes equations, continuous finite elements, swirling flow.

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Authors: B. X. Tchomeni, A. A. Alugongo, L. M. Masu

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This paper presents a 4-DOF nonlinear model of a cracked de Laval rotor-stator system derived based on Energy Principles. The model has been used to simulate coupled torsionallateral response of the faulty system with multiple parametric excitations; rotor-stator-rub, a breathing transverse crack, eccentric mass and an axial force. Nonlinearity of a “breathing” crack is incorporated in the model using a simple hinge mechanism suitable for a shallow crack. Response of the system while passing via its critical speed with intermittent rotor-stator rub is analyzed. Effects of eccentricity with phase and acceleration are investigated. Features of crack, rub and eccentricity in vibration response are explored for condition monitoring. The presence of a crack and rub are observable in the power spectrum despite excitations by an axial force and rotor unbalance. Obtained results are consistent with existing literature and could be adopted into rotor condition monitoring strategies.

Keywords: Axial force, Crack, Nonlinear, Rotor-Stator, Rub.

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Authors: Katleho D. Makatjane, Kalebe M. Kalebe

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The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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Authors: Xin Luo, Jin Huang, Pan Cheng

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By means of Sidi-Israeli’s quadrature rules, mechanical quadrature methods (MQMs) for solving the first kind boundary integral equations (BIEs) of steady state Stokes problem are presented. The convergence of numerical solutions by MQMs is proved based on Anselone’s collective compact and asymptotical compact theory, and the asymptotic expansions with the odd powers of the errors are provided, which implies that the accuracy of the approximations by MQMs possesses high accuracy order O (h3). Finally, the numerical examples show the efficiency of our methods.

Keywords: Stokes problem, boundary integral equation, mechanical quadrature methods, asymptotic expansions.

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