Numerical Techniques for the Study of Long-time Correlations
نویسندگان
چکیده
In the study of long-time correlations extremely long orbits must be calculated. This may be accomplished much more reliably using fixed-point arithmetic. Use of this arithmetic on the Cray–1 computer is illustrated.
منابع مشابه
A Rapidly Convergent Nonlinear Transfinite Element Procedure for Transient Thermoelastic Analysis of Temperature-Dependent Functionally Graded Cylinders
In the present paper, the nonlinear transfinite element procedure recently published by the author is improved by introducing an enhanced convergence criterion to significantly reduce the computational run-times. It is known that transformation techniques have been developed mainly for linear systems, only. Due to using a huge number of time steps, employing the conventional time integration me...
متن کاملA Numerical Study of Flow and Heat Transfer Between Two Rotating Vertically Eccentric Spheres with Time- Dependent Angular Velocities
The transient motion and the heat transfer of a viscous incompressible flow contained between two vertically eccentric spheres maintained at different temperatures and rotating about a common axis with different angular velocities is numerically considered when the angular velocities are an arbitrary functions of time. The resulting flow pattern, temperature distribution, and heat transfer char...
متن کاملComparison of Selected Advanced Numerical Methods for Greeks Calculation of Vanilla Options
Option valuation has been a challenging issue of financial engineering and optimization for a long time. The increasing complexity of market conditions requires utilization of advanced models that, commonly, do not lead to closed-form solutions. Development of novel numerical procedures, which prove to be efficient within various option valuation problems, is therefore worthwhile. Notwithstan...
متن کاملبررسی رفتار و طراحی اتصال خمشی با ورق انتهایی هم تراز به روش اجزاء محدود تحت بارگذاری متناوب
The use of steel flush end-plate moment connection is practiced in the construction of the light steel frames around the world particularly in parts of Europe and US. In the past most research was concentrated on studying the behavior of the flush end-plate connection subjected to only monotonic type loadings. The majority of that research carried out such investigation through experimental pro...
متن کاملSimulation of Long-term Returns with Stochastic Correlations
This paper focuses on a nonlinear stochastic model for financial simulation and forecasting based on assumptions of multivariate stochastic correlation, with an application to the European market. We present in particular the key elements of a structured hierarchical econometric model that can be used to forecast financial and commodity markets relying on statistical and simulation methods. The...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2004