An extension of the LQR/LQG methodology to systems with saturating actuators, referred to as SLQR/SLQG, where S stands for saturating, is obtained. The development is based on the method of stochastic linearization, whereby the saturation is replaced by a xed gain, calculated as a function of the variance of the signal at its input. Using the stochastically linearized system and the Lagrange mu...

The local influence method has proven to be a useful and powerful tool for detecting influential observations on the estimation of model parameters. This method has been widely applied in different studies related to econometric and statistical modelling. We propose a methodology based on the Lagrange multiplier method with a linear penalty function to assess local influence in the possibly het...

We prove optimal second order convergence of a modified BDM1 mixed finite element scheme for advection-diffusion problems in divergence form. If advection is present, it is known that the total flux is approximated only with first order accuracy by the classical BDM1 mixed method, which is suboptimal since the same order of convergence is obtained if the computationally less expensive RT0 eleme...

We introduce a Lagrange Multiplier (LM) test for the constant-correlation hypothesis in a multivariate GARCH model. The test examines the restrictions imposed on a model which encompasses the constant-correlation multivariate GARCH model. It requires the estimates of the constant-correlation model only and is computationally convenient. We report some Monte Carlo results on the "nite-sample pro...

This Paper presents an efficient implementation of high speed multiplier using the shift and add method, Radix_2, Radix_4 modified Booth multiplier algorithm. In This paper we compare the working of the three multipliers by implementing each of them separately in FIR filter. The parallel multipliers like radix2 and radix4 modified booth multiplier does the computations using lesser adders and l...

A 4x4 bit multiplier is demonstrated based on the Chinese abacus. As comparing the simulation result of this work with the speed and power consumption of the 4x4 bits Braun array multiplier, the delays of the 4-bit abacus multiplier are 19.7% and 10.6% less than that of Braun array multiplier with 0.35μm and 0.18μm technologies, respectively. Meanwhile, the power consumption of the 4-bit abacus...

A 4x4 and 8x8 bit multiplier is demonstrated based on the Chinese abacus. As comparing the simulation result of this work with the speed of the 4x4 and 8x8 bits Braun array multiplier, the delays of the 8-bit abacus multiplier are 14% and 7.5% less than that of Braun array multiplier with 0.35μm and 0.18μm technologies, respectively. Meanwhile, the power consumption of the 8-bit abacus multipli...

A new framework for two-fluids flow using a Finite Element/Level Set method is presented and verified through the simulation of the rising of a bubble in a viscous fluid. This model is then enriched to deal with vesicles (which mimic red blood cells mechanical behavior) by introducing a Lagrange multiplier to constrain the inextensibility of the membrane. Moreover, high order polynomial approxi...

For saddle point problems stemming from appending essential boundary conditions in connection with Galerkin methods for elliptic boundary value problems, a class of multilevel preconditioners is developed. The estimates are based on the characterization of Sobolev spaces on the underlying domain and its boundary in terms of weighted sequence norms relative to corresponding multilevel expansions...