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Incomplete-Market Equilibria Solved Recursively on an Event Tree

Dumas, Bernard J; Lyasoff, Andrew - C.E.P.R. Discussion Papers - 2009

We develop a method that allows one to compute incomplete-market equilibria routinely for Markovian equilibria (when they exist). The main difficulty to be overcome arises from the set of state variables. There are, of course, exogenous state variables driving the economy but, in an incomplete...

Persistent link: https://www.econbiz.de/10005124234

The Life-Cycle Income Analysis Model (LIAM): A Study of a Flexible Dynamic Microsimulation Modelling Computing Framework

Cathal O’Donoghue; Lennon, John; Hynes, Stephen - Centre for Research on Pensions and Welfare Policies … - 2009

This paper describes a flexible computing framework designed to create a dynamic microsimulation model, the Life-cycle Income Analysis Model (LIAM). The principle computing characteristics include the degree of modularisation, parameterisation, generalisation and robustness. The paper describes...

Persistent link: https://www.econbiz.de/10005051739

Sliding mode for detection and accommodation of computation time delay fault

Garcia, José Paulo F.; Garcia, Lizete Maria C.F.; … - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 2, pp. 449-465

Computation time delay in digital control systems reduces its robustness as well as degrades its performance. In this … paper, the computation time delay is assumed to be constant and smaller than the sampling time and is treated as a fault to … improves the systems’ performance when a computation time delay fault is found is proposed herein. A robust sliding mode …

Persistent link: https://www.econbiz.de/10011051068

Simulation of shallow-water systems using graphics processing units

Lastra, Miguel; Mantas, José M.; Ureña, Carlos; … - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 3, pp. 598-618

This paper addresses the speedup of the numerical solution of shallow-water systems in 2D domains by using modern graphics processing units (GPUs). A first order well-balanced finite volume numerical scheme for 2D shallow-water systems is considered. The potential data parallelism of this method...

Persistent link: https://www.econbiz.de/10011051076

Darboux transformation and soliton solutions for the (2+1)-dimensional nonlinear Schrödinger hierarchy with symbolic computation

Zhang, Hai-Qiang; Tian, Bo; Li, Li-Li; Xue, Yu-Shan - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 1, pp. 9-20

In this paper, the N-fold Darboux transformation is applied to the Lax pair associated with the (2+1)-dimensional nonlinear Schrödinger hierarchy. The general explicit formula for N-soliton solution is derived in terms of Vandermonde-like determinant expression. On the zero background, two...

Persistent link: https://www.econbiz.de/10011058510

Solitonic solutions and Bäcklund transformation for the inhomogeneous N-coupled nonlinear Schrödinger equations

Meng, Xiang-Hua; Tian, Bo; Xu, Tao; Zhang, Hai-Qiang; … - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 2, pp. 209-217

Schrödinger equations are, with symbolic computation, analytically investigated in this paper. As one of the important integrable …

Persistent link: https://www.econbiz.de/10011060608

Sediment TMDL Development for the Amite River

Mishra, Pradeep; Deng, Zhi-Qiang - In: Water Resources Management 23 (2009) 5, pp. 839-852

) estimation of sediment loads (sources) due to watershed erosion, (3) river flow computation, and (4) determination of sediment … developed for computation of suspended cohesive sediment transport. Sediment erosion in the Amite River Basin is calculated by … flow computation is performed using the HEC-RAS software. The computed sediment concentration in the Amite River varies in …

Persistent link: https://www.econbiz.de/10010998055

Models for monitoring wind farm power

Kusiak, Andrew; Zheng, Haiyang; Song, Zhe - In: Renewable Energy 34 (2009) 3, pp. 583-590

Different models for monitoring wind farm power output are considered. Data mining and evolutionary computation are … filtered. An evolutionary computation algorithm is used to build a nonlinear parametric model to monitor the wind farm …

Persistent link: https://www.econbiz.de/10010804451

On-line monitoring of power curves

Kusiak, Andrew; Zheng, Haiyang; Song, Zhe - In: Renewable Energy 34 (2009) 6, pp. 1487-1493

A data-driven approach to the performance analysis of wind turbines is presented. Turbine performance is captured with a power curve. The power curves are constructed using historical wind turbine data. Three power curve models are developed, one by the least squares method and the other by the...

Persistent link: https://www.econbiz.de/10010806815

Optimization of network planning by the novel hybrid algorithms of intelligent optimization techniques

Sadegheih, A. - In: Energy 34 (2009) 10, pp. 1539-1551

Kirchhoff's Second Law because the iterative process for line addition is not required. Hence, the computation time is decreased …

Persistent link: https://www.econbiz.de/10010807868