Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed. These have the  exibility of univariate GARCH models coupled with parsimonious parametric models for the c...

This article presents a staggered grid time-domain finite-difference (FD) program for the simulation of sH-wave propagation in a viscoelastic heterogeneous medium. The incorporation of realistic damping in FD program is based on a rheological model widely known as generalized maxwell body (gmB-EK). The accuracy of implementation of realistic damping is validated by comparing the numerically com...

We analyze the dynamic behaviour of firms that locally interact through price competition in a social environment in an evolutionary game-theoretic model. These firms update their prices according to the behavioural rule ‘Win Cooperate, Lose Defect’ ~WCLD!, which is often observed in experimental economics. It can be regarded as a generalized Tit-for-Tat strategy. The model can explain the simu...

Considering the existence of nonconformal stochastic fluctuations in the metric tensor a generalized uncertainty principle and a deformed dispersion relation (associated to the propagation of photons) are deduced. Matching our model with the so called quantum κ–Poincaré group will allow us to deduce that the fluctuation–dissipation theorem could be fulfilled without needing a restoring mechanis...

This paper proposes a two-stage algorithm to simultaneously estimate origin-destination (OD) matrix, link choice proportion, and dispersion parameter using partial traffic counts in a congested network. A non-linear optimization model is developed which incorporates a dynamic dispersion parameter, followed by a two-stage algorithm in which Generalized Least Squares (GLS) estimation and a Stocha...

Clustering algorithms start with a fixed divergence, which captures the possibly asymmetric distance between a sample and a centroid. In the mixture model setting, the sample distribution plays the same role. When all attributes have the same topology and dispersion, the data are said to be homogeneous. If the prior knowledge of the distribution is inaccurate or the set of plausible distributio...

a computer program was developed to predict the dispersion of gas pollutant in the atmosphere. this program relies on puff method, and in order to consider the wind shear effects, the program has the ability to consider the complete dynamic and unsteady atmospheric conditions. plume rise of hot pollutants due to buoyancy effects was also considered. the program has the capacity to perform the r...

The stress wave propagation in a generalized thermoelastic polygonal plate of inner and outer cross sections is studied using the Fourier expansion collocation method. The wave equation of motion based on two-dimensional theory of elasticity is applied under the plane strain assumption of generalized thermoelastic plate of polygonal shape, composed of homogeneous isotropic material.  The freque...

one of the main principles of the passive defense is the principle of site selection. in this paper, we propose a multiple objective nonlinear programming model that considers the principle of the site selection in terms of two qualitative and quantitative aspects. the purpose of the proposed model is selection of the place of facilities of a system in which not only it observes the dispersion ...