Search results for "Mathematica"
showing 10 items of 7971 documents
A computational proposal for a robust estimation of the Pareto tail index: An application to emerging markets
2022
Abstract In this work, we backtest and compare, under the VaR risk measure, the fitting performances of three classes of density distributions (Gaussian, Stable and Pareto) with respect to three different types of emerging markets: Egypt, Qatar and Mexico. We also propose a new technique for the estimation of the Pareto tail index by means of the Threshold Accepting (TAVaR) and the Hybrid Particle Swarm Optimization algorithm (H-PSOVaR). Furthermore, we test the accuracy and robustness of our estimates demonstrating the effectiveness of the proposed approach.
Combining flow routing modelling and direct velocity measurement for optimal discharge estimation
2011
Abstract. A new procedure is proposed for estimating river discharge hydrographs during flood events, using only water level data measured at a gauged site, as well as 1-D shallow water modelling and sporadic maximum surface flow velocity measurements. During flood, the piezometric level is surmised constant in the vertical plane of the river section, where the top of the banks is always above the river level, and is well represented by the recorded stage hydrograph. The river is modelled along the reach directly located downstream the upstream gauged section, where discharge hydrograph is sought after. For the stability with respect to the topographic error, as well as for the simplicity o…
Promoting mathematical skills using the instructive program Kriging
2011
Geostatistics was developed in mining for the grade estimation problems of ore deposits, nowadays; it is the most popular method for the interpolation and estimation problems. Methodological consideration about its interpolator, the Kriging, is presented in this paper. For geosciences engineering and other students in general is important to take in advance interpolation methods. This methodology is coming from natural phenomenon, where it is very difficult or even impossible to build deterministic models, only it is possible to describing the behavior from fragmented information of the problem studied. The characterization of the spatial variables using geostatistics has, in general, two m…
Dealing with spatial data pooled over time in statistical models
2012
Recent developments in spatial econometrics have been devoted to spatio-temporal data and how spatial panel data structure should be modeled. Little effort has been devoted to the way one must deal with spatial data pooled over time. This paper presents the characteristics of spatial data pooled over time and proposes a simple way to take into account unidirectional temporal effect as well as multidirectional spatial effect in the estimation process. An empirical example, using data on 25,357 single family homes sold in Lucas County, OH (USA), between 1993 and 1998 (available in the MatLab library), is used to illustrate the potential of the approach proposed.
Production Function Estimation in Stata Using the Ackerberg–Caves–Frazer Method
2016
We present a new e-class command, acfest, that implements the method of Ackerberg, Caves, and Frazer (2015, Econometrica 83: 2411–2451) to estimate production functions. This method deals with the functional dependence problems that may arise in the methods proposed by Olley and Pakes (1996, Econometrica 64: 1263–1297) and, particularly, Levinsohn and Petrin (2003, Review of Economic Studies 70: 317–341) (implemented in Stata by Yasar, Raciborski, and Poi [2008, Stata Journal 8: 221–231] and Petrin, Poi, and Levinsohn [2004, Stata Journal 4: 113–123], respectively). In particular, the acfest command yields (nonlinear, robust) generalized method of moments estimates using a Mata function an…
The upgraded HADES trigger and data acquisition system
2011
The HADES experiment is a High Acceptance Di-Electron Spectrometer located at GSI in Darmstadt, Germany. Recently, its trigger and data acquisition system was upgraded. The main goal was to substantially increase the event rate capability by a factor of up to 20 to reach 100 kHz in light and 20 kHz in heavy ion reaction systems. The total data rate written to storage is about 400 MByte/s in peak.In this context, the complete read-out system was exchanged to FPGA-based platforms using optical communication. For data transport a general-purpose real-time network protocol was developed to meet the strong requirements of the system. In particular, trigger information has to reach all front-end …
Mass transport problems for the Euclidean distance obtained as limits of p-Laplacian type problems with obstacles
2014
In this paper we analyze a mass transportation problem that consists in moving optimally (paying a transport cost given by the Euclidean distance) an amount of a commodity larger than or equal to a fixed one to fulfil a demand also larger than or equal to a fixed one, with the obligation of paying an extra cost of −g1(x) for extra production of one unit at location x and an extra cost of g2(y) for creating one unit of demand at y. The extra amounts of mass (commodity/demand) are unknowns of the problem. Our approach to this problem is by taking the limit as p→∞ to a double obstacle problem (with obstacles g1, g2) for the p-Laplacian. In fact, under a certain natural constraint on the extra …
G. Herglotz’ Behandlung von Beschleunigungswellen in seiner Vorlesung «Mechanik der Kontinua» angewandt auf die Stosswellen von Christoffel
1981
Following a lecture delivered by Herglotz in 1925/26 we briefly treat acceleration waves in hyperelastic materials. Our main result is a divergence equation for the squared Euclidean norm of the so-called ‘wave vector’. We then apply Herglotz’ method (devised for acceleration waves) to the propagation of such first order discontinuities in elastic bodies as were treated by Christoffel in [1].
Critical Fracture Plane Under Multiaxial Random Loading by Means of Euler Angles Averaging
1999
ABSTRACT Several authors have experimentally observed that the position of the fatigue fracture plane strongly depends on the directions of the principal stresses or strains. The expected principal stress directions under multiaxial random loading are obtained herein by averaging the instantaneous values of the three Euler angles through some suitable weight functions, in order to take into account the main factors influencing the fatigue fracture behaviour. Then the correlation between such theoretical principal directions and the experimental fracture plane is examined for some biaxial random fatigue tests.
An application of the arithmetic euler function to the construction of nonclassical states of a quantum harmonic oscillator
2001
Abstract All quantum superpositions of two equal intensity coherent states exhibiting infinitely many zeros in their Fock distributions are explicitly constructed and studied. Our approach is based on results from number theory and, in particular, on the properties of arithmetic Euler function. The nonclassical nature of these states is briefly pointed out. Some interesting properties are brought to light.