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  • 1
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    Extremal dependence measure and extremogram: the regularly varying case (2011)
    Springer
    In: Extremes
    Details
    Publikationsdatum: 2011-06-11
    Beschreibung:    The dependence of large values in a stochastic process is an important topic in risk, insurance and finance. The idea of risk contagion is based on the idea of large value dependence. The Gaussian copula notoriously fails to capture this phenomenon. Two notions in a process or vector context which summarize extremal dependence in a function comparable to a correlation function are the extremal dependence measure (EDM) and the extremogram . We review these ideas and compare the two tools and end with a central limit theorem for a natural estimator of the EDM which allows drawing confidence bands comparable to those provided by Bartlett’s formula in a classical context of sample correlation functions. Content Type Journal Article Pages 1-26 DOI 10.1007/s10687-011-0135-9 Authors Martin Larsson, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA Sidney I. Resnick, School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA Journal Extremes Online ISSN 1572-915X Print ISSN 1386-1999
    Print ISSN: 1386-1999
    Digitale ISSN: 1572-915X
    Thema: Mathematik
    Publiziert von Springer
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  • 2
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    Modified Predictor-Corrector WAF Method for the Shallow Water Equations with Source Terms (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-13
    Beschreibung: A modified predictor-corrector scheme combining with the depth gradient method (DGM) and the weighted average flux (WAF) method has been presented to solve the one-dimensional shallow water equations with source terms. Approximate solutions in the predictor step are obtained by the DGM with piecewise-linear reconstructions in each cell volume. The source terms can then be calculated directly by these predicted values at the corresponding half-time step. In the corrector step, the TVD version of the WAF method is applied to calculate the numerical fluxes at the same half-time step for each cell face. The accuracy of numerical solutions is shown by applying the method to solve various test cases in both steady and unsteady problems with and without source terms. It shows that the numerical results are in good agreement with the existing analytical solutions as well as experimental data in some test cases.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 3
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    Finite Element Analysis with Iterated Multiscale Analysis for Mechanical Parameters of Composite Materials with Multiscale Random Grains (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-15
    Beschreibung: Based on the iterated statistically multiscale analysis (SMSA), we present the convergence of the equivalent mechanical parameters (effective moduli), obtain the error result, and prove the symmetric, positive and definite property of the equivalent mechanical parameters tensor computed by the finite element method. The numerical results show the proved results and illustrate that the SMSA-FE algorithm is a rational method for predicting the equivalent mechanical parameters of the composite material with multiscale random grains. In conclusion, we discuss the future work for the inhomogeneous composite material with multiscale random grains.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 4
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    Totally Umbilical Proper Slant and Hemislant Submanifolds of an LP-Cosymplectic Manifold (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-15
    Beschreibung: In the present note, we study slant and hemislant submanifolds of an LP-cosymplectic manifold which are totally umbilical. We prove that every totally umbilical proper slant submanifold M of an LP-cosymplectic manifold M¯ is either totally geodesic or if M is not totally geodesic in M¯ then we derive a formula for slant angle of M. Also, we obtain the integrability conditions of the distributions of a hemi-slant submanifold, and then we give a result on its classification.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 5
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    Weingarten and Linear Weingarten Type Tubular Surfaces in E3 (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-24
    Beschreibung: We study tubular surfaces in Euclidean 3-space satisfying some equations in terms of the Gaussian curvature, the mean curvature, the second Gaussian curvature, and the second mean curvature. This paper is a completion of Weingarten and linear Weingarten tubular surfaces in Euclidean 3-space.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 6
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    Location invariant Weiss-Hill estimator (2011)
    Springer
    In: Extremes
    Details
    Publikationsdatum: 2011-06-10
    Beschreibung:    In this paper, a new kind of location invariant Weiss-Hill estimator of the extreme value index γ  ∈ ℝ is proposed. The new estimator is a combination of two estimators proposed by Weiss (Nav Res Logist Q 1:111–114, 1971 ) and Fraga Alves (Extremes 4:199–217, 2001a ). The following properties of the new estimator are derived: weak consistency, strong consistency, and asymptotic expansions. A bias corrected version of the proposed estimator is given after determining an optimal sample fraction. Some finite simulation studies are performed. Content Type Journal Article Pages 1-34 DOI 10.1007/s10687-011-0134-x Authors Chengxiu Ling, Department of Actuarial Science, Faculty of Business and Economics, University of Lausanne, Bâtiment Extranef, UNIL-Dorigny, 1015 Lausanne, Switzerland Zuoxiang Peng, School of Mathematics and Statistics, Southwest University, Chongqing, 400715 China Saralees Nadarajah, School of Mathematics, University of Manchester, Manchester, UK Journal Extremes Online ISSN 1572-915X Print ISSN 1386-1999
    Print ISSN: 1386-1999
    Digitale ISSN: 1572-915X
    Thema: Mathematik
    Publiziert von Springer
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  • 7
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    Analyzing “Homotopy Perturbation Method for Solving Fourth-Order Boundary Value Problem” (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-17
    Beschreibung: We analyze a previous paper by S. T. Mohyud-Din and M. A. Noor (2007) and show the mistakes in it. Then, we demonstrate a more efficient method for solving fourth-order boundary value problems.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 8
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    A Data-Guided Lexisearch Algorithm for the Asymmetric Traveling Salesman Problem (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-21
    Beschreibung: A simple lexisearch algorithm that uses path representation method for the asymmetric traveling salesman problem (ATSP) is proposed, along with an illustrative example, to obtain exact optimal solution to the problem. Then a data-guided lexisearch algorithm is presented. First, the cost matrix of the problem is transposed depending on the variance of rows and columns, and then the simple lexisearch algorithm is applied. It is shown that this minor preprocessing of the data before the simple lexisearch algorithm is applied improves the computational time substantially. The efficiency of our algorithms to the problem against two existing algorithms has been examined for some TSPLIB and random instances of various sizes. The results show remarkably better performance of our algorithms, especially our data-guided algorithm.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 9
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    An Evolutionary Analytic Method of Multi-DOF Nonlinear Coupling Dynamic Model for Controllable Close-Chain Linkage Mechanism System (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-24
    Beschreibung: The 2-DOF controllable close-chain linkage mechanism is investigated in this paper. Based on the characteristics of the multi-DOF nonlinear coupling dynamic equation of the system established by the finite element method, an analytic method of multiple-scales Newmark is presented after thinking about the method of perturbation and the method of numerical analysis. Firstly, the first-order approximate solution of the dynamic responses of the system at the time of t is calculated by the multiple scales method. Then, taken the first-order approximate solution as the initialization of the generalized coordinate of the system, the stable dynamic response of the system is obtained by the implicit Newmark method. The simulation and experimental results are given in the end. The studies indicate that the method of multiple-scales Newmark is correct and practicable to study the dynamic characteristics of such kind of multi-DOF nonlinear coupling system.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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  • 10
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    Fractional-Order Control of Pneumatic Position Servosystems (2011)
    Hindawi
    Details
    Publikationsdatum: 2011-06-29
    Beschreibung: A fractional-order control strategy for pneumatic position servosystem is presented in this paper. The idea of the fractional calculus application to control theory was introduced in many works, and its advantages were proved. However, the realization of fractional-order controllers for pneumatic position servosystems has not been investigated. Based on the relationship between the pressure in cylinder and the rate of mass flow into the cylinder, the dynamic model of pneumatic position servo system is established. The fractional-order controller for pneumatic position servo and its implementation in industrial computer is designed. The experiments with fractional-order controller are carried out under various conditions, which include sine position signal with different frequency and amplitude, step position signal, and variety inertial load. The results show the effectiveness of the proposed scheme and verify their fine control performance for pneumatic position servo system.
    Print ISSN: 1024-123X
    Digitale ISSN: 1563-5147
    Thema: Mathematik , Technik allgemein
    Publiziert von Hindawi
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