Combined trust region methods for nonlinear least squares
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.
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,...
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...
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 steps. The behaviour of the error vector for such a combined method is studied and special numerical tests and conclusions are made.
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...
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...
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...