Structure of constitutive equations in plasticity for different choices of state and control variables

1992 ◽  
Vol 8 (3) ◽  
pp. 221-243 ◽  
Author(s):  
M. Klisinski ◽  
Z. Mroz ◽  
K. Runesson
2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Mohamed Elhia ◽  
Mostafa Rachik ◽  
Elhabib Benlahmar

We will investigate the optimal control strategy of an SIR epidemic model with time delay in state and control variables. We use a vaccination program to minimize the number of susceptible and infected individuals and to maximize the number of recovered individuals. Existence for the optimal control is established; Pontryagin’s maximum principle is used to characterize this optimal control, and the optimality system is solved by a discretization method based on the forward and backward difference approximations. The numerical simulation is carried out using data regarding the course of influenza A (H1N1) in Morocco. The obtained results confirm the performance of the optimization strategy.


Author(s):  
I Made Sudana ◽  
Nurul Intan

This research focus on the effect of financial leverage on stock liquidity, with control variables included stock risk, return on assets, market capitalization, volume, institutional ownership during 2003-2004. This research used 86 manufacture company that listing in Jakarta Stock Exchange. Analysis method use multivariate regression. The result of partial multivariate regression indicates that financial leverage as independent variable and control variables include stock risk, return on assets, market capitalization, volume, institutional ownership have positive impact on stock liquidity. Independent variable is financial leverage and control variables include return on assets, volume, institutional ownership have significant impact on stock liquidity, while other control variables such as stock risk and market capitalization have not significant impact on stock liquidity. Simultaneously, financial leverage, stock risk, return on assets, market capitalization, volume, institutional ownership have significant impact on stock liquidity. 


Author(s):  
Ali Ketabdari ◽  
Mohammad Hadi Farahi ◽  
Sohrab Effati

Abstract We define a new operational matrix of fractional derivative in the Caputo type and apply a spectral method to solve a two-dimensional fractional optimal control problem (2D-FOCP). To acquire this aim, first we expand the state and control variables based on the fractional order of Bernstein functions. Then we reduce the constraints of 2D-FOCP to a system of algebraic equations through the operational matrix. Now, one can solve straightforward the problem and drive the approximate solution of state and control variables. The convergence of the method in approximating the 2D-FOCP is proved. We demonstrate the efficiency and superiority of the method by comparing the results obtained by the presented method with the results of previous methods in some examples.


2019 ◽  
Vol 33 (2) ◽  
pp. 747-782
Author(s):  
Jian Hua ◽  
Lin Peng ◽  
Robert A Schwartz ◽  
Nazli Sila Alan

Abstract We present resiliency as a measure of liquidity and assess its relationship to expected returns. We establish a covariance-based measure, RES, that captures opening period resiliency, and use it to find a significant nonresiliency premium that ranges from 33 to 57 basis points per month. The premium persists after accounting for an extensive list of other liquidity-related measures and control variables. The results are significant for both value-weighted and equal-weighted returns, when micro-cap stocks are excluded, and for a sample of large cap stocks. The premium is particularly pronounced when trading volume is high. Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.


Author(s):  
Adam L. Aiken ◽  
Christopher P. Clifford ◽  
Jesse A. Ellis ◽  
Qiping Huang

Abstract We exploit the expiring nature of hedge fund lockups to create a new measure of funding liquidity risk that varies within funds. We find that hedge funds with lower funding risk generate higher returns, and this effect is driven by their increased exposure to equity-mispricing anomalies. Our results are robust to a variety of sampling criteria, variable definitions, and control variables. Further, we address endogeneity concerns in various ways, including a placebo approach and regression discontinuity design. Collectively, our results support a causal link between funding risk and the ability of managers to engage in risky arbitrage.


Author(s):  
N. G. Barton ◽  
C.-H. Li ◽  
S. J. Spencer

AbstractThis paper examines the control of an interface between a suspension of sedimenting particles in liquid and a bed of dense-packed particles at the bottom of the suspension. The problem arises in the operation of continuous thickeners (e.g. in mineral processing) and is here mathematically described by a first order inhomogeneous partial differential equation for the concentration C(x, t) of particles. The controlled variable is the height H* of the bed, and the control variables are the volume fluxes injected at the feed level and removed at the bed. A strategy to control the interface is devised, and control is confirmed and demonstrated by a series of numerical experiments.


2013 ◽  
Vol 17 (1) ◽  
pp. 234-236
Author(s):  
EUN-KYUNG LEE ◽  
DORA HSIN-YI LU ◽  
SUSAN M. GARNSEY

Predictors and control variables were not distinguished in Tables 4–8 of the paper by Lee, Lu and Garnsey (2013). The corrected tables are provided below. The authors apologize for these errors.


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