Global Analysis and Simulation of Mechanical Systems with Time-Varying Topologies

1993 ◽  
Vol 115 (4) ◽  
pp. 817-821 ◽  
Author(s):  
Yu Wang
Keyword(s):  
Global Analysis ◽  
Mapping Method ◽  
Time Varying ◽  
Numerical Techniques ◽  
Time Model ◽  
Discrete Time Model ◽  
Its Regions ◽  
Regions Of Stability ◽  
Simulation Results ◽  
Backward Mapping

We apply the discrete time model of a mechanical system with time-varying topologies to determine its regions of stability. The backward mapping method is applied and the associated numerical properties are discussed. The model is combined with conventional numerical techniques to form a computer simulation system which is more reliable and accurate in handling the topological changes. The simulation results of an example system are presented.

Dynamic Analysis of Mechanical Systems With Time-Varying Topologies: Part 2 — Global Analysis and Simulation Results

1990 ◽  
Author(s):  
Yu Wang
Keyword(s):  
Global Analysis ◽  
Mapping Method ◽  
Time Varying ◽  
Numerical Techniques ◽  
Time Model ◽  
Discrete Time Model ◽  
Regions Of Stability ◽  
Simulation Results ◽  
Backward Mapping

Abstract The discrete time model developed in Part 1 has been applied to the determination of regions of stability. The backward mapping method is applied and the associated numerical properties are discussed. The model is combined with conventional numerical techniques to form a computer simulation system which is more reliable and accurate in handling the topological changes. The simulation results of an example system are presented.

Forward Prediction-Based Approach to the Out-of-Sequence Measurement Problem with Correlated Noise

2013 ◽  
Vol 347-350 ◽  
pp. 443-447
Author(s):  
Ding Yuan ◽  
Jian Wang Hu ◽  
Bing Ji ◽  
Wei Liang
Keyword(s):  
Measurement Problem ◽  
Time Measurement ◽  
Correlated Noise ◽  
Process Noise ◽  
Time Model ◽  
Discrete Time Model ◽  
Information Filter ◽  
Forward Prediction ◽  
Simulation Results ◽  
Negative Time

In target tracking systems, measurements from the same target can arrive out-of-sequence. Such OOSM arrivals can induce negative-time measurement update problem. In order to solve the l-step-lag OOSM problem with correlated process noise and measurement noise, a new algorithm based on forward prediction is proposed. A modified information filter is adopted so as to eliminate the correlated noise. By defining an equivalent measurement the l-step-lag OOSM problem is transformed into 1-step-lag problem. The new algorithm is independent with the discrete time model of the process noise. The storage requirements and calculations are reduced. The simulation results show its effectiveness.

scholarly journals Equilibrium Pricing in Incomplete Markets

2005 ◽  
Vol 40 (4) ◽  
pp. 833-848 ◽  
Author(s):  
Abdelhamid Bizid ◽  
Elyès Jouini
Keyword(s):  
Stochastic Volatility ◽  
Incomplete Markets ◽  
Stochastic Volatility Model ◽  
Time Model ◽  
Equilibrium Pricing ◽  
Discrete Time Model ◽  
Price Process ◽  
State Price ◽  
Volatility Model ◽  
Market Framework

AbstractGiven the exogenous price process of some assets, we constrain the price process of other assets that are characterized by their final payoffs. We deal with an incomplete market framework in a discrete-time model and assume the existence of the equilibrium. In this setup, we derive restrictions on the state-price deflators. These restrictions do not depend on a particular choice of utility function. We investigate numerically a stochastic volatility model as an example. Our approach leads to an interval of admissible prices that is more robust than the arbitrage pricing interval.

Non-homogeneous infinitely many sites discrete-time model with exact coalescent

2009 ◽  
Vol 33 (6) ◽  
pp. 713-732
Author(s):  
Adam Bobrowski ◽  
Marek Kimmel ◽  
Małgorzata Kubalińska
Keyword(s):  
Discrete Time ◽  
Time Model ◽  
Discrete Time Model
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