33 results for “Nonlinearity”

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Research ArticleOpen accessIn the abstractModelling and Forecasting Volatility of Returns on the Ghana Stock Exchange Using Garch ModelsFrimpong Joseph Magnus, Oteng-Abayie Eric FosuThis paper models and forecasts volatility (conditional variance) on the Ghana Stock Exchange using a random walk (RW), GARCH(1,1), EGARCH(1,1), and TGARCH(1,1) models. The unique ‘three days a week’ Databank Stock Index (DSI) was used to study the dynamics of the Ghana stock market volatility over a 10-year period. The competing volatility models were estimated and their specification and forecast … …American Journal of Applied Sciences, Vol. 3, Issue 10 · 31 Oct 2006 · 7,551 accessesView PDF Cite

Research ArticleOpen accessIn the abstractProperties of Absolute Stability in the Presence of Time LagsM. De la Sen, J. L. Malaina, A. Gallego, J. C. SotoThis study is concerned with the properties of absolute stability independent of the delays of time-delay systems, possessing non commensurate internal point delays, for any nonlinearity satisfying a Popov’s- type time positivity inequality. That property holds if an associate delay-free system is absolutely stable and the size of the delayed dynamics is sufficiently small. The results are obtained for nonlinearities … …American Journal of Applied Sciences, Vol. 2, Issue 10 · 31 Oct 2005 · 6,569 accessesView PDF Cite

Research ArticleOpen accessIn the abstractProgramming of the Generalized Nonlinear Paraxial Equation for the Formation of Solitons with MathematicaFrederick Osman, Robert BeechThis study presents the nonlinearity and dispersion effects involved in the propagation of optical solitons which can be understood by using a numerical routine to solve the Generalized Nonlinear Paraxial equation. A sequence of code has been developed in Mathematica, to explore in depth several features of the optical soliton’s formation and propagation. These numerical routines were implemented through the … …American Journal of Applied Sciences, Vol. 1, Issue 2 · 30 Jun 2004 · 6,784 accessesView PDF Cite