A semiparametric method for estimating nonlinear autoregressive model with dependent errors

The first-order nonlinear autoregressive model is considered and a semiparametric method is proposed to estimate regression function. In the presented model, dependent errors are defined as first-order autoregressive AR(1). The conditional least squares method is used for parametric estimation and the nonparametric kernel approach is applied to estimate regression adjustment. In this case, some asymptotic behaviors and simulated results for the semiparametric method are presented. Furthermore, the method is applied for the financial data in Iran’s Tejarat-Bank.     

An efficient linearization technique for mixed 0-1 polynomial problem

This paper addresses a new and efficient linearization technique to solve mixed 0-1 polynomial problems to achieve a global optimal solution. Given a mixed 0-1 polynomial term z=c_tx₁x₂…x_ny, where x₁,x₂,…,x_n are binary (0-1) variables and y is a continuous variable. Also, c_t can be either a positive or a negative parameter. We transform z into a set of auxiliary constraints which are linear and can be solved by exact methods such as branch and bound algorithms. For this purpose, we will introduce a method in which the number of additional constraints is decreased significantly rather than the previous methods proposed in the literature. As is known in any operations research problem decreasing the number of constraints leads to decreasing the mathematical computations, extensively. Thus, research on the reducing number of constraints in mathematical problems in complicated situations have high priority for decision makers. In this method, each n-auxiliary constraints proposed in the last method in the literature for the linearization problem will be replaced by only 3 novel constraints. In other words, previous methods were dependent on the number of 0-1 variables and therefore, one auxiliary constraint was considered per 0-1 variable, but this method is completely independent of the number of 0-1 variables and this illustrates the high performance of this method in computation considerations. The analysis of this method illustrates the efficiency of the proposed algorithm.     

Discrete-time orthogonal spline collocation methods for the nonlinear Schrödinger equation with wave operator

In this paper, discrete-time orthogonal spline collocation schemes are proposed for the nonlinear Schrödinger equation with wave operator. These schemes are constructed by using orthogonal spline collocation approaches combined with finite difference methods. The conservative property, the convergence, and the stability of these methods are theoretically analyzed and also verified by extensive numerical experiments. In addition, some interesting phenomena which require further theoretical analysis are discussed numerically.     

Pressure projection stabilized finite element method for Stokes problem with nonlinear slip boundary conditions

In this paper, we consider the pressure projection stabilized finite element method for the Stokes problem with nonlinear slip boundary conditions whose variational formulation is the variational inequality problem of the second kind with the Stokes operator. The H¹ and L² error estimates for the velocity and the L² error estimate for the pressure are obtained. Finally, the numerical results are displayed to verify the theoretical analysis.     

Comment on “New types of exact solutions for nonlinear Schrodinger equation with cubic nonlinearity”

In this comment we analyze the paper [Abdelhalim Ebaid, S.M. Khaled, New types of exact solutions for nonlinear Schrodinger equation with cubic nonlinearity, J. Comput. Appl. Math. 235 (2011) 1984-1992]. Using the traveling wave, Ebaid and Khaled have found “new types of exact solutions for nonlinear Schrodinger equation with cubic nonlinearity”. We demonstrate that the authors studied the well-known nonlinear ordinary differential equation with the well-known general solution. We illustrate that Ebaid and Khaled have looked for some exact solution for the reduction of the nonlinear Schrodinger equation taking the general solution of the same equation into account.     

Short sales in Log-robust portfolio management

This paper extends the Log-robust portfolio management approach to the case with short sales, i.e., the case where the manager can sell shares he does not yet own. We model the continuously compounded rates of return, which have been established in the literature as the true drivers of uncertainty, as uncertain parameters belonging to polyhedral uncertainty sets, and maximize the worst-case portfolio wealth over that set in a one-period setting. The degree of the manager’s aversion to ambiguity is incorporated through a single, intuitive parameter, which determines the size of the uncertainty set. The presence of short-selling requires the development of problem-specific techniques, because the optimization problem is not convex. In the case where assets are independent, we show that the robust optimization problem can be solved exactly as a series of linear programming problems; as a result, the approach remains tractable for large numbers of assets. We also provide insights into the structure of the optimal solution. In the case of correlated assets, we develop and test a heuristic where correlation is maintained only between assets invested in. In computational experiments, the proposed approach exhibits superior performance to that of the traditional robust approach.     

Effect of variable viscosity and viscous dissipation on the Hagen‐Poiseuille flow and entropy generation

In this article, the steady‐state flow of a Hagen‐Poiseuille modelin a circular pipe is considered and entropy generation due tofluid friction and heat transfer is examined. Because of variationin fluid viscosity, the entropy generation in the flow varies. Inhis model, Arrhenius law is applied for temperature equation‐dependent viscosity, and the influence of viscosity parameters on the entropy generation number and distribution of temperature and velocity is investigated. The governing momentum and energy equations, which are coupled due to the dissipative term in the energy equation, were solved by analytical techniques. The solutions of equations via perturbation method and homotopy perturbation method are obtained and then compared with those of numerical solutions. It is found that the fluid viscosity influences considerably the temperature distribution in the fluid close to the pipe wall, and increasing pipe wall temperature enhances the rate of entropy generation. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 529–540, 2011     

不规则单斜地层中磁弹性剪切波的色散方程

在内夹磁弹性单斜地层中,下界面不规则变化时,研究水平偏振剪切波的传播,该地层夹在两个半无限磁弹性单斜介质之间,得到了闭式的色散方程.不计磁场及介质界面的不规则性,该色散方程与三层介质中经典方程相一致.图示了磁场和界面不规则深度对相速度的影响.     

机器人及其安全系统的可靠性分析

是以机器人及其安全系统所构成的一个可修复系统作为研究对象,运用泛函分析方法并结合C_0半群理论,证明了严格占优本征值在本系统的存在性并且是系统严格占优本征值,进一步证明了在一定条件下,系统的动态解以指数化形式收敛于系统的稳态解.