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141 results for “Numerical Solution”
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Research ArticleOpen accessIn the abstractAn Embedded Explicit Hybrid Method for Ordinary Differential EquationsF. Samat, F. IsmailProblem statement: Many differential systems that appear in practice were special second-order ordinary differential equations of the form y" = f (x, y). In the past research, there was a continuous need for methods for numerically solving these equations. Approach: This study describes the derivation and implementation of a pair of embedded explicit hybrid methods for solving non-stiff second-order ordinary … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 23 Dec 2011 · 7,417 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn Three-Way Unbalance Nested Analysis of VarianceSmaila S. Sanni, Eugene C. UkaegbuProblem statement: In this study, we give a simple analytically tractable procedure for solving three-way unbalanced nested Analysis of Variance (ANOVA). In many realistic situations, unbalanced design was unavoidable due to natural constraints and missing data. Approach: Here, we present a comprehensive approach for addressing solutions of problems arising from unbalanced nested ANOVA. We consider the F-statistics under the different … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 10 Dec 2011 · 7,717 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Approximate Formula of European Option for Fractional Stochastic Volatility Jump-Diffusion ModelP. Sattayatham, A. IntarasitProblem statement: We presented option pricing when the stock prices follows a jumpdiffusion model and their stochastic volatility follows a fractional stochastic volatility model. This proposed model exhibits the a memory of a stochastic volatility model that is not expressed in the classical stochastic volatility model. Approach: We introduce an approximated method to fractional stochastic volatility model perturbed by the … …Journal of Mathematics and Statistics, Vol. 7, Issue 3 · 27 Jul 2011 · 7,964 accessesView PDFCite
Research ArticleOpen accessIn the abstractDividend Maximization in the Cramer-Lundberg Model using Homotopy Analysis MethodJuma Kasozi, Fred Mayambala, Charles Wilson MaheraProblem statement: We used the Homotopy Analysis Method (HAM) to numerically compute the value function of the dividend payment in the basic insurance process. Approach: The process is a constant income stream from premiums which is subtracted a claim process of the Poisson type. Further, an allowance for payment of dividends to share holders was incorporated. Results: The case when … …Journal of Mathematics and Statistics, Vol. 7, Issue 1 · 31 Jan 2011 · 7,018 accessesView PDFCite
Research ArticleOpen accessIn the abstractEffect of Size of Heated Obstruction within Room on Three Dimensional Air Flow CharacteristicsAbduljabbar Muttair Ahmed, Mukhtar Ahmad, Abdur RahimProblem statement: This study reported a numerical investigation of three-dimensional turbulent buoyant recirculating flow within a room with heated obstruction. Approach: The study involved the solution of partial differential equations for the conservation of mass, momentum, energy, concentration, turbulent energy and its dissipation rate. These equations were solved together with algebraic expressions for the turbulent viscosity and the heat diffusivity, … …American Journal of Engineering and Applied Sciences, Vol. 3, Issue 2 · 30 Jun 2010 · 6,934 accessesView PDFCite
Research ArticleOpen accessIn the abstractA Free Educational Java Framework for Graph AlgorithmsGianluca Costa, Claudia D’Ambrosio, Silvano MartelloProblem statement: In the teaching of graph theory algorithms it is important that students can experiment them on numerical instances in order to fully understand their logical meaning and to learn how they can be implemented. Approach: We developed an open source Java framework to help students in their approach to the study of graph algorithms. The framework was implemented … …Journal of Computer Science, Vol. 6, Issue 1 · 31 Jan 2010 · 7,397 accessesView PDFCite
Research ArticleOpen accessIn the abstractDevelopment of a Fully Coupled Approach for Evaluation of Wellbore Stability in Hydrocarbon ReservoirsVera RoccaProblem statement: When a well is drilled in a hydrocarbon reservoir, the original thermodynamic conditions are altered, the natural stresses are redistributed and a stress concentration occurs around the hole. The alteration of the original equilibrium can lead to wellbore damage, sometimes to its complete collapse. Loss of time associated with stability problems is estimated to account for 12-15% of … …American Journal of Environmental Sciences, Vol. 5, Issue 6 · 31 Dec 2009 · 7,559 accessesView PDFCite
Research ArticleOpen accessIn the abstractRobust Logistic Regression to Static Geometric Representation of RatiosAlireza Bahiraie, Noor Akma Ibrahim, A.K.M. Azhar, Ismail Bin MohdProblem statement: Some methodological problems concerning financial ratios such as non-proportionality, non-asymetricity, non-salacity were solved in this study and we presented a complementary technique for empirical analysis of financial ratios and bankruptcy risk. This new method would be a general methodological guideline associated with financial data and bankruptcy risk. Approach: We proposed the use of a new measure of risk, … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 8,216 accessesView PDFCite
Research ArticleOpen accessIn the abstractOn the Predictability of Risk Box Approach by Genetic Programming Method for Bankruptcy PredictionAlireza Bahiraie, Noor Akma bt Ibrahim, A. K.M. AzharProblem statement: Theoretical based data representation is an important tool for model selection and interpretations in bankruptcy analysis since the numerical representation are much less transparent. Some methodological problems concerning financial ratios such as non-proportionality, non-asymetricity, non-scalicity are solved in this study and we presented a complementary technique for empirical analysis of financial ratios and bankruptcy risk. Approach: This study … …American Journal of Applied Sciences, Vol. 6, Issue 9 · 30 Sep 2009 · 7,948 accessesView PDFCite
Research ArticleOpen accessIn the abstractOptimal Bidding Strategies for a Small Generation Company in a Day-Ahead Electricity Market with Bilateral Contracts Taken into AccountAzmi Saleh, Takao Tsuji, Tsutomu OyamaProblem Statement: Deregulation power systems have been force to change their structures, from vertically integrated to open market systems. Each generation company (Genco) is required to compete with rivals through bidding in a pool market and making a bilateral contract with a distribution company (Disco) or consumers to maximize its own profits. A unit commitment becomes responsible for each Genco … …American Journal of Engineering and Applied Sciences, Vol. 2, Issue 1 · 31 Mar 2009 · 7,708 accessesView PDFCite