A common method to study the dynamic behavior of macroeconomic variables is using linear time series models; however, they are unable to explain nonlinear behavior of the series. Given the dependency between stock market and derivatives, the behavior of the underlying asset price can be modeled using Markov switching process properties and the economic regime significance. In this paper, a two-...

We perform numerical simulations of the Kelvin-Helmholtz instability in the mid-plane of a protoplanetary disk. A two-dimensional corotating slice in the azimuthal–vertical plane of the disk is considered where we include the Coriolis force and the radial advection of the Keplerian rotation flow. Dust grains, treated as individual particles, move under the influence of friction with the gas, wh...

This study aims to evaluate the impact of pavement physical characteristics on the frequency of single-vehicle run-off-road (ROR) crashes in two-lane separated rural highways. In order to achieve this goal and to introduce the most accurate crash prediction model (CPM), authors have tried to develop generalized linear models, including the Poisson regression (PR), negative binomial regression (...

The Vicsek model describes the evolution of a system composed by different agents moving in the plane. Each agent has a constant speed and updates its heading using a local rule depending on the headings of its “neighbors”. Although the original model by Vicsek is non-linear, most of the convergence results obtained so far deal with linearized versions. In this paper, we introduce a new linear ...

We present a spectral element model to solve the hydrostatic primitive equations governing large-scale geophysical flows. The highlights of this new model include unstructured grids, dual h–p paths to convergence, and good scalability characteristics on present day parallel computers including Beowulf-class systems. The behavior of the model is assessed on three process-oriented test problems i...

The paper considers a thermodynamically consistent phase-field model of two-phase flow incompressible viscous fluids . allows for non-linear dependence the fluid density on order parameter. Driven by applications in biomembrane studies, is written tangential flows constrained to surface and consists (surface) Navier–Stokes–Cahn–Hilliard type equations. We apply an unfitted finite element method...

Considering profiles as functional variables, two control charts are proposed for their monitoring in phase II. Due to its conformity with the nature of real-world profiles, applying functional model leads to proposed control charts obtained through functional data analysis techniques with desired features. These include simplicity in calculation and possibility of using them for different prof...

cfrp composites have unique application qualities such as high resistance and durability to environmental conditions, having relatively low weight and easy to install in strengthening concrete structure elements. the brackets should be strengthen sufficiently if they are not calculated and implemented well. application of the cfrp is one of the methods for such purposes. the study involves usin...

in this paper, firstly by using a mixed linear programming a new model of locating facilities with limited capacity is presented to design a closed-loop supply chain in a multi-product and multi-period mode. then, using a robust optimization approach, the proposed model decreases in non-deterministic expansion. the results show that the proposed model can handle facility capacity in a closed lo...