We modify the recently proposed forecasting model of high-dimensional covariance matrices (HDCM) asset returns using principal component analysis (PCA). It is well-known that when sample size smaller than dimension, eigenvalues estimated by classical PCA have a bias. In particular, very small number are extremely large and they called spiked eigenvalues. High-dimensional gives which correct bia...

The available fatigue theories have been examined using simple specimens subjected to bending or tension-compression loads. Therefore, the stress fields have been generally one or two dimensional. Anti-roll bar is a component belongs to the suspension system of the vehicles. In spite of having simple circular section, due to the having several curvatures, this component experiences a three-dime...

A consistency criteria is given for a certain class of finite positive measures on the surfaces of the finite dimensional unit balls in a real separable Hilbert space. It is proved, through a Kolmogorov type existence theorem, that the class induces a unique positive measure on the surface of the unit ball in the Hilbert space. As an application, this will naturally accomplish the work of Kante...

The object of the present paper is to study heat conduction and thermal stresses in a hollow cylinder with nonhomogeneous material properties. The cylinder is subjected to sectional heating at the curved surface. All the material properties except for Poisson’s ratio and density are assumed to be given by a simple power law in the axial direction. A solution of the two-dimensional heat conducti...

‎‎‎In this paper‎, ‎we develop multi-step methods to solve a class of two-dimensional nonlinear Volterra integral equations (2D-NVIEs) of the first kind‎. ‎Here‎, ‎we convert a 2D-NVIE of the first kind to a one-dimensional linear VIE of the first kind and then we solve the resulted equation numerically by multi-step methods‎. ‎We also verify convergence and error analysis of the method‎. ‎At t...

This article presents an analysis of free vibration of elastically supported Timoshenko beams by using the spectral element method. The governing partial differential equation is elaborated to formulate the spectral stiffness matrix. Effectively, the non classical end boundary conditions of the beam are the primordial task to calibrate the phenomenon of the Timoshenko beam-soil foundation inter...