Pub Date : 2017-01-22DOI: 10.11648/j.sjams.20170501.15
Kennedy John Mwangi Karimi, Dickson Kande Kinyua
In this study we shall investigate hydromagnetic turbulent unsteady flow of an incompressible electrically conducting fluid between two parallel infinite plates. The flow variables such as velocity and thermodynamic properties at every point of fluid vary with respect to time. The effect of an applied transverse magnetic field normal to the main flow direction on the dynamic behavior of the fluid when the lower plate is stationary and the upper plate is impulsively started in opposite direction at constant velocity shall be investigated. Further, we shall investigate how the various parameters such as Peclet Number and Eckert Number affect the flow; in particular, velocity and temperature profiles. A finite difference method shall be used to solve the coupled non-liner and dimensionless partial differential equations governing this problem.
{"title":"Hydromagnetic Turbulent Flow Between Two Parallel Infinite Plates","authors":"Kennedy John Mwangi Karimi, Dickson Kande Kinyua","doi":"10.11648/j.sjams.20170501.15","DOIUrl":"https://doi.org/10.11648/j.sjams.20170501.15","url":null,"abstract":"In this study we shall investigate hydromagnetic turbulent unsteady flow of an incompressible electrically conducting fluid between two parallel infinite plates. The flow variables such as velocity and thermodynamic properties at every point of fluid vary with respect to time. The effect of an applied transverse magnetic field normal to the main flow direction on the dynamic behavior of the fluid when the lower plate is stationary and the upper plate is impulsively started in opposite direction at constant velocity shall be investigated. Further, we shall investigate how the various parameters such as Peclet Number and Eckert Number affect the flow; in particular, velocity and temperature profiles. A finite difference method shall be used to solve the coupled non-liner and dimensionless partial differential equations governing this problem.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128743078","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-01-19DOI: 10.11648/j.sjams.20170501.14
Md. Zahirul Islam, Shakil Ahmad
This paper is concerned with modeling the occurrences of stock price uncertainty of Dhaka Stock Exchange. Daily closing prices of three different banks are selected for analysis. This report focuses on the overall condition of the stock market to find out the amount of probability of uncertainty of occurrences by analytically chosen model to the financial data of Banking Sector (leading three Banks of Bangladesh: AB Bank, City Bank and National Bank). Various popular variability-forecasting models with techniques of measuring and evaluating performance of forecasting were reviewed. In this research, a trinomial probability distribution model is fitted considering the outcome (closing price) of a stock (per day) such as low, unchanged and high for the quoted three banks. Maximum likelihood estimations are derived for estimating the parameters of the model. To check the model acceptability chi-square goodness-of-fit test is conducted. It is found that the probability of occurrences of unchanged price for AB bank is low (0.014). On the other hand the probability of occurrence of high and low price are high (0.478 and 0.508) and these probabilities are almost same for the other banks (City and National bank).
{"title":"A Trinomial Probability Model for Occurrences of Stock Price Change: Evidence from Dhaka Stock Exchange","authors":"Md. Zahirul Islam, Shakil Ahmad","doi":"10.11648/j.sjams.20170501.14","DOIUrl":"https://doi.org/10.11648/j.sjams.20170501.14","url":null,"abstract":"This paper is concerned with modeling the occurrences of stock price uncertainty of Dhaka Stock Exchange. Daily closing prices of three different banks are selected for analysis. This report focuses on the overall condition of the stock market to find out the amount of probability of uncertainty of occurrences by analytically chosen model to the financial data of Banking Sector (leading three Banks of Bangladesh: AB Bank, City Bank and National Bank). Various popular variability-forecasting models with techniques of measuring and evaluating performance of forecasting were reviewed. In this research, a trinomial probability distribution model is fitted considering the outcome (closing price) of a stock (per day) such as low, unchanged and high for the quoted three banks. Maximum likelihood estimations are derived for estimating the parameters of the model. To check the model acceptability chi-square goodness-of-fit test is conducted. It is found that the probability of occurrences of unchanged price for AB bank is low (0.014). On the other hand the probability of occurrence of high and low price are high (0.478 and 0.508) and these probabilities are almost same for the other banks (City and National bank).","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132046025","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-01-19DOI: 10.11648/J.SJAMS.20170501.13
G. Njoroge, J. Simbauni, J. Koske
In many mixture-process experiments, restricted randomization occurs and split-plot designs are commonly employed to handle these situations. The objective of this study was to obtain an optimal split-plot design for performing a mixture-process experiment. A split-plot design composed of a combination of a simplex centroid design of three mixture components and a 2 2 factorial design for the process factors was assumed. Two alternative arrangements of design points in a split-plot design were compared. Design-Expert® version 10 software was used to construct I-and D-optimal split-plot designs. This study employed A-, D-, and E- optimality criteria to compare the efficiency of the constructed designs and fraction of design space plots were used to evaluate the prediction properties of the two designs. The arrangement, where there were more subplots than whole-plots was found to be more efficient and to give more precise parameter estimates in terms of A-, D- and E-optimality criteria. The I-optimal split-plot design was preferred since it had the capacity for better prediction properties and precision in the measurement of the coefficients. We thus recommend the employment of split-plot designs in experiments involving mixture formulations to measure the interaction effects of both the mixture components and the processing conditions. In cases where precision of the results is more desirable on the mixtures as well as where the mixture blends are more than the sets of process conditions, we recommend that the mixture experiment be set up at each of the points of a factorial design. In situations where the interest is on prediction aspects of the system, we recommend the I-optimal split-plot design to be employed since it has low prediction variance in much of the design space and also gives reasonably precise parameter estimates.
{"title":"An Optimal Split-Plot Design for Performing a Mixture-Process Experiment","authors":"G. Njoroge, J. Simbauni, J. Koske","doi":"10.11648/J.SJAMS.20170501.13","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20170501.13","url":null,"abstract":"In many mixture-process experiments, restricted randomization occurs and split-plot designs are commonly employed to handle these situations. The objective of this study was to obtain an optimal split-plot design for performing a mixture-process experiment. A split-plot design composed of a combination of a simplex centroid design of three mixture components and a 2 2 factorial design for the process factors was assumed. Two alternative arrangements of design points in a split-plot design were compared. Design-Expert® version 10 software was used to construct I-and D-optimal split-plot designs. This study employed A-, D-, and E- optimality criteria to compare the efficiency of the constructed designs and fraction of design space plots were used to evaluate the prediction properties of the two designs. The arrangement, where there were more subplots than whole-plots was found to be more efficient and to give more precise parameter estimates in terms of A-, D- and E-optimality criteria. The I-optimal split-plot design was preferred since it had the capacity for better prediction properties and precision in the measurement of the coefficients. We thus recommend the employment of split-plot designs in experiments involving mixture formulations to measure the interaction effects of both the mixture components and the processing conditions. In cases where precision of the results is more desirable on the mixtures as well as where the mixture blends are more than the sets of process conditions, we recommend that the mixture experiment be set up at each of the points of a factorial design. In situations where the interest is on prediction aspects of the system, we recommend the I-optimal split-plot design to be employed since it has low prediction variance in much of the design space and also gives reasonably precise parameter estimates.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"86 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134324115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-01-17DOI: 10.11648/J.SJAMS.20170501.12
Nan Wang, Wei Liu
Minimum spanning tree theory has a wide application in many fields. But in many practical problems, we are often faced with the heterogeneous node weighted graph with both edge weight and node weight be considered. In this paper, we present the definition and the mathematical model of the best spanning tree, then raise an algorithm of the best spanning tree, finally, prove that the algorithm is effective in the best spanning tree problem through an application example.
{"title":"The Best Spanning Tree of Heterogeneous Node Weighted Graphs","authors":"Nan Wang, Wei Liu","doi":"10.11648/J.SJAMS.20170501.12","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20170501.12","url":null,"abstract":"Minimum spanning tree theory has a wide application in many fields. But in many practical problems, we are often faced with the heterogeneous node weighted graph with both edge weight and node weight be considered. In this paper, we present the definition and the mathematical model of the best spanning tree, then raise an algorithm of the best spanning tree, finally, prove that the algorithm is effective in the best spanning tree problem through an application example.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"123 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123776195","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2017-01-14DOI: 10.11648/J.SJAMS.20170501.11
I. Iwok, Murphy Dooga
In this work, Box-Jenkins seasonal model was fitted to a temperature series and the assumption of model adequacy was found to be violated. Subset Fourier series with seasonal harmonics was introduced and added to the pure seasonal component that was found to be inadequate. This combination resulted in a mixed seasonal and subset Fourier model with seasonal harmonics. The mixed model was fitted to the data and was subjected to diagnostic checks. The tests revealed that the model was adequate. Comparative study was also carried out and the results showed that the mixed model performed better than the pure seasonal and the subset Fourier model.
{"title":"Mixed Seasonal and Subset Fourier Model with Seasonal Harmonics","authors":"I. Iwok, Murphy Dooga","doi":"10.11648/J.SJAMS.20170501.11","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20170501.11","url":null,"abstract":"In this work, Box-Jenkins seasonal model was fitted to a temperature series and the assumption of model adequacy was found to be violated. Subset Fourier series with seasonal harmonics was introduced and added to the pure seasonal component that was found to be inadequate. This combination resulted in a mixed seasonal and subset Fourier model with seasonal harmonics. The mixed model was fitted to the data and was subjected to diagnostic checks. The tests revealed that the model was adequate. Comparative study was also carried out and the results showed that the mixed model performed better than the pure seasonal and the subset Fourier model.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"41 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2017-01-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131810190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2016-12-15DOI: 10.11648/j.sjams.20160406.18
Xiufeng Guo
In this paper, we study the existence of coupled solutions of anti-periodic boundary value problems for impulsive differential equations with ϕ-Laplacian operator. Based on a pair of coupled lower and upper solutions and appropriate Nagumo condition, we prove the existence of coupled solutions for anti-periodic impulsive differential equations boundary value problems with ϕ-Laplacian operator.
{"title":"Existence of Coupled Solutions of BVP for ϕ-Laplacian Impulsive Differential Equations","authors":"Xiufeng Guo","doi":"10.11648/j.sjams.20160406.18","DOIUrl":"https://doi.org/10.11648/j.sjams.20160406.18","url":null,"abstract":"In this paper, we study the existence of coupled solutions of anti-periodic boundary value problems for impulsive differential equations with ϕ-Laplacian operator. Based on a pair of coupled lower and upper solutions and appropriate Nagumo condition, we prove the existence of coupled solutions for anti-periodic impulsive differential equations boundary value problems with ϕ-Laplacian operator.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122066966","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2016-11-16DOI: 10.11648/J.SJAMS.20160406.17
S. M. Wanjohi, A. Waititu, A. Wanjoya
Extreme value theory is the study of extremal properties of random processes, it models and measures events that occur with little probability. The extreme value theory is a robust framework to analyze the tail behavior of distributions. It has been applied extensively in hydrology, climatology, insurance and finance industry. The information of probability of customer default is very useful while analyzing the credit risks in banks. Logistic regression model has been used extensively to model the probability of loan defaults. However, it has some limitations when it comes to modeling rare events, for example, the underestimation of the default probability which could be very risky for the bank. The second limitation/drawback is that the logit link is symmetric about 0.5, this means that the response curve п(x i) approaches one at the same rate it approaches zero. To overcome these limitations the study sought to implement regression method for binary data based on extreme value theory. The objective of the study was to model loan defaults in Kenya banks using the GEV regression model. The results of GEV were compared with the results of the logistic regression model. The study found out for rare events such as loan defaults the GEV performed better than the logistic regression model. As the percentage of defaulters in a sample became smaller the GEV model to identify defaults improves whereas the logistic regression model becomes poorer.
{"title":"Modeling Loan Defaults in Kenya Banks as a Rare Event Using the Generalized Extreme Value Regression Model","authors":"S. M. Wanjohi, A. Waititu, A. Wanjoya","doi":"10.11648/J.SJAMS.20160406.17","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20160406.17","url":null,"abstract":"Extreme value theory is the study of extremal properties of random processes, it models and measures events that occur with little probability. The extreme value theory is a robust framework to analyze the tail behavior of distributions. It has been applied extensively in hydrology, climatology, insurance and finance industry. The information of probability of customer default is very useful while analyzing the credit risks in banks. Logistic regression model has been used extensively to model the probability of loan defaults. However, it has some limitations when it comes to modeling rare events, for example, the underestimation of the default probability which could be very risky for the bank. The second limitation/drawback is that the logit link is symmetric about 0.5, this means that the response curve п(x i) approaches one at the same rate it approaches zero. To overcome these limitations the study sought to implement regression method for binary data based on extreme value theory. The objective of the study was to model loan defaults in Kenya banks using the GEV regression model. The results of GEV were compared with the results of the logistic regression model. The study found out for rare events such as loan defaults the GEV performed better than the logistic regression model. As the percentage of defaulters in a sample became smaller the GEV model to identify defaults improves whereas the logistic regression model becomes poorer.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124215604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2016-11-14DOI: 10.11648/J.SJAMS.20160406.16
Lanping Li
This paper will study the estimation of parameter of Topp-Leone distribution based on lower record values. First, the minimum variance unbiased estimator and maximum likelihood estimator are obtained. Then the Bayes estimator is derived under symmetric loss function and further the empirical Bayes estimators is also obtained based on marginal probability density of record sample and maximum likelihood method. Finally, the admissibility and inadmissibility of a generally class of inverse linear estimators are also discussed.
{"title":"Bayes Estimation of Topp-Leone Distribution Under Symmetric Entropy Loss Function Based on Lower Record Values","authors":"Lanping Li","doi":"10.11648/J.SJAMS.20160406.16","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20160406.16","url":null,"abstract":"This paper will study the estimation of parameter of Topp-Leone distribution based on lower record values. First, the minimum variance unbiased estimator and maximum likelihood estimator are obtained. Then the Bayes estimator is derived under symmetric loss function and further the empirical Bayes estimators is also obtained based on marginal probability density of record sample and maximum likelihood method. Finally, the admissibility and inadmissibility of a generally class of inverse linear estimators are also discussed.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115470430","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2016-11-08DOI: 10.11648/J.SJAMS.20160406.15
Juan Hou, Yanqun Wang, Zhenguo Luo
In this paper, we consider a stochastic Gilpin-Ayala model under regime switching. Obtain the optimal harvesting effort and the maximum sustained yield by investigating the condition of average boundness of the system, and the ergodicity of the Markov chain. Also, through an example, we have proved our conclusion.
{"title":"The Optimal Harvesting of a Stochastic Gilpin-Ayala Model Under Regime Switching","authors":"Juan Hou, Yanqun Wang, Zhenguo Luo","doi":"10.11648/J.SJAMS.20160406.15","DOIUrl":"https://doi.org/10.11648/J.SJAMS.20160406.15","url":null,"abstract":"In this paper, we consider a stochastic Gilpin-Ayala model under regime switching. Obtain the optimal harvesting effort and the maximum sustained yield by investigating the condition of average boundness of the system, and the ergodicity of the Markov chain. Also, through an example, we have proved our conclusion.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128505953","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2016-11-04DOI: 10.11648/j.sjams.20160406.14
M. F. Mekhtiyev, N. I. Fomina, Nazaket Boyukaga Mammadova
The problem of elasticity theory for the transversely isotropic hollow cylinder with mixed conditions on the side surface is considered in the paper. Transcendental equations are obtained regarding the eigenvalues of the problem. The roots of the characteristic equations are studied thoroughly. The study of the eigenvalues allowed to establish the essential characteristics of the stress-strain state of an anisotropic shell in comparison with isotropic shells. Homogeneous solutions were built here.
{"title":"The Asymptotic Analysis of the Solution of an Elasticity Theory Problem for a Transversely Isotropic Hollow Cylinder with Mixed Boundary Conditions on the Side Surface","authors":"M. F. Mekhtiyev, N. I. Fomina, Nazaket Boyukaga Mammadova","doi":"10.11648/j.sjams.20160406.14","DOIUrl":"https://doi.org/10.11648/j.sjams.20160406.14","url":null,"abstract":"The problem of elasticity theory for the transversely isotropic hollow cylinder with mixed conditions on the side surface is considered in the paper. Transcendental equations are obtained regarding the eigenvalues of the problem. The roots of the characteristic equations are studied thoroughly. The study of the eigenvalues allowed to establish the essential characteristics of the stress-strain state of an anisotropic shell in comparison with isotropic shells. Homogeneous solutions were built here.","PeriodicalId":422938,"journal":{"name":"Science Journal of Applied Mathematics and Statistics","volume":"161 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2016-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115294994","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：