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Combining forecasts using the least trimmed squares

Jan Ámos Víšek (2001)

Kybernetika

Employing recently derived asymptotic representation of the least trimmed squares estimator, the combinations of the forecasts with constraints are studied. Under assumption of unbiasedness of individual forecasts it is shown that the combination without intercept and with constraint imposed on the estimate of regression coefficients that they sum to one, is better than others. A numerical example is included to support theoretical conclusions.

Combining stochastic and deterministic approaches within high efficiency molecular simulations

Bruno Escribano, Elena Akhmatskaya, Jon Mujika (2013)

Open Mathematics

Generalized Shadow Hybrid Monte Carlo (GSHMC) is a method for molecular simulations that rigorously alternates Monte Carlo sampling from a canonical ensemble with integration of trajectories using Molecular Dynamics (MD). While conventional hybrid Monte Carlo methods completely re-sample particle’s velocities between MD trajectories, our method suggests a partial velocity update procedure which keeps a part of the dynamic information throughout the simulation. We use shadow (modified) Hamiltonians,...

Combining System Dynamic Modeling and the Datar–Mathews Method for Analyzing Metal Mine Investments

Jyrki Savolainen, Mikael Collan, Pasi Luukka (2016)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

This paper presents how a dynamic system model can be used together with the Datar–Mathews real option analysis method for investment analysis of metal mining projects. The focus of the paper is on analyzing a project from the point of view of the project owner. The paper extends the Datar–Mathews real option analysis method by combining it with a dynamic system model. The model employs a dynamic discount rate that changes as the debt-level of the project changes. A numerical case illustration of...

Combining the preconditioned conjugate gradient method and a matrix iterative method

Jan Zítko (1996)

Applications of Mathematics

The preconditioned conjugate gradient method for solving the system of linear algebraic equations with a positive definite matrix is investigated. The initial approximation for conjugate gradient is constructed as a result of a matrix iteration method after m steps. The behaviour of the error vector for such a combined method is studied and special numerical tests and conclusions are made.

Comparaison entre modèles d'ondes de surface en dimension 2

Youcef Mammeri (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

Partant du principe de conservation de la masse et du principe fondamental de la dynamique, on retrouve l'équation d'Euler nous permettant de décrire les modèles asymptotiques de propagation d'ondes dans des eaux peu profondes en dimension 1. Pour décrire la propagation des ondes en dimension 2, Kadomtsev et Petviashvili [ 15 (1970) 539] utilisent une perturbation linéaire de l'équation de KdV. Mais cela ne précise pas si les équations ainsi obtenues dérivent de l'équation d'Euler, c'est ce que...

Comparative Study of a Solid Film Dewetting in an Attractive Substrate Potentials with the Exponential and the Algebraic Decay

M. Khenner (2008)

Mathematical Modelling of Natural Phenomena

We compare dewetting characteristics of a thin nonwetting solid film in the absence of stress, for two models of a wetting potential: the exponential and the algebraic. The exponential model is a one-parameter (r) model, and the algebraic model is a two-parameter (r, m) model, where r is the ratio of the characteristic wetting length to the height of the unperturbed film, and m is the exponent of h (film height) in a smooth function that interpolates the system's surface energy above and below...

Comparing numerical integration schemes for a car-following model with real-world data

Přikryl, Jan, Vaniš, Miroslav (2017)

Programs and Algorithms of Numerical Mathematics

A key element of microscopic traffic flow simulation is the so-called car-following model, describing the way in which a typical driver interacts with other vehicles on the road. This model is typically continuous and traffic micro-simulator updates its vehicle positions by a numerical integration scheme. While increasing the order of the scheme should lead to more accurate results, most micro-simulators employ the simplest Euler rule. In our contribution, inspired by [1], we will provide some additional...

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