659 research outputs found
Modal analysis of multi-degrees-of-freedom systems with singular matrices: Analytical dynamics approach
No full textComplex mechanical (e.g., multibody) systems with different types of constraints are generally performed through analytical dynamics methods. In some cases, however, it is possible that the (augmented) mass and/or stiffness matrices may derive to be singular; consequently, modal analysis, which is used extensively in the classical dynamics literature, fails. In this paper, if the uniqueness condition is satisfied by the constraints, a properly modified modal analysis is elucidated into analytical dynamics leading to the evaluation of the natural frequencies in a simple and straightforward way. Under that framework, advances of both classical and analytical dynamics are taken into consideration for evaluating the structural response
Solution properties of linear descriptor (Singular) matrix differential systems of higher order with (Non-) consistent initial conditions
No full textIn some interesting applications in control and system theory, linear descriptor (singular) matrix differential equations of higher order with time-invariant coefficients and (non-) consistent initial conditions have been used. In this paper, we provide a study for the solution properties of a more general class of the Apostol-Kolodner-type equations with consistent and nonconsistent initial conditions. © 2010 Athanasios A. Pantelous et al
A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates
No full textIn this study, we assess the dynamic evolution of short-term correlation, long-term cointe-gration and Error Correction Model (hereafter referred to as ECM)-based long-term Granger causality between each pair of US, UK, and Eurozone stock markets from 1980 to 2015 using the rolling-window technique. A comparative analysis of pairwise dynamic integration and causality of stock markets, measured in common and domestic currency terms, is conducted to evaluate comprehensively how exchange rate fluctuations affect the time-varying integration among the S&P 500, FTSE 100 and EURO STOXX 50 indices. The results obtained show that the dynamic correlation, cointegration and ECM-based long-run Granger causality vary significantly over the whole sample period. The degree of dynamic correlation and cointegration between pairs of stock markets rises in periods of high volatility and uncertainty, especially under the influence of economic, financial and political shocks. Meanwhile, we observe the weaker and decreasing correlation and cointegration among the three developed stock markets during the recovery periods. Interestingly, the most persistent and significant cointegration among the three developed stock markets exists during the 200709 global financial crisis. Finally, the exchange rate fluctuations, also influence the dynamic integration and causality between all pairs of stock indices, with that influence increasing under the local currency terms. Our results suggest that the potential for diversifying risk by investing in the US, UK and Eurozone stock markets is limited during the periods of economic, financial and political shocks
A General Framework to Analyze the Fault-Tolerance of Unstructured P2P Systems
No full textThis work presents a study on the fault-tolerance of unstructured P2P overlays, modeled as complex networks. A framework is proposed to derive the peers’ degree distribution, once the P2P system is described through the evolution laws characterizing the distributed protocol, the attachment and failure rates. From the degree distribution, estimations may be derived on the mean number of m−neighbors, as well as the diameter of the net. We analyze three different P2P distributed protocols. The analytical tool is compared with results coming from simulation. Outcomes confirm that the approach can be employed to dynamically tune the peers’ attachment rate and maintain the desired topology of the P2P network
The Δρομοδείχτης της Ελλάδος of 1824 and Athanasios Stageirites (Τίτλος περίληψης)
No full textσ. [281]-290Κείμενο στα ελληνικά με περίληψη στα αγγλικά με τον τίτλο: The Δρομοδείχτης της Ελλάδος of 1824 and Athanasios StageiritesThe article first examines the close relationship between the publication “Δρομοδείχτης της Ελλάδος” [1824] and the publication “Ηπειρωτικά” (1819) by Athanasios Stageirites and then suggests that Athanasios Stageirites is the likeliest author of the “Δρομοδείχτης της Ελλάδος”.Δωδώνη: Τεύχος Πρώτο: επιστημονική επετηρίδα του Τμήματος Ιστορίας και Αρχαιολογίας της Φιλοσοφικής Σχολής του Πανεπιστημίου Ιωαννίνων; Τόμ. 43-44 (2014-2015
Bayesian Value-at-Risk backtesting: The case of annuity pricing
No full textWe propose new Unconditional, Independence and Conditional Coverage VaR-forecast backtests for the case of annuity pricing under a Bayesian framework that significantly minimise the direct and indirect effects of p-hacking or other biased outcomes in decision-making, in general. As a consequence of the global financial crisis during 2007–09, regulatory demands arising from Solvency II has required a stricter assessment setting for the internal financial risk models of insurance companies. To put our newly proposed backtesting technique into practice we employ linear and nonlinear Bayesianised variants of two typically used mortality models in the context of annuity pricing. In this regard, we explore whether the stressed longevity scenarios are enough to capture the experienced liability over the forecasted time horizon. Most importantly, we conclude that our Bayesian decision theoretic framework quantitatively produce a strength of evidence favouring one decision over the other
Response determination of linear dynamical systems with singular matrices: A polynomial matrix theory approach
No full textAn approach is developed based on polynomial matrix theory for formulating the equations of motion and for determining the response of multi-degree-of-freedom (MDOF) linear dynamical systems with singular matrices and subject to linear constraints. This system modeling may appear for reasons such as utilizing redundant DOFs, and can be advantageous from a computational cost perspective, especially for complex (multi-body) systems. The herein developed approach can be construed as an alternative to the recently proposed methodology by Udwadia and coworkers, and has the significant advantage that it circumvents the use of pseudoinverses in determining the system response. In fact, based on the theoretical machinery of polynomial matrices, a closed form analytical solution is derived for the system response that involves non-singular matrices and relies on the use of a basis of the null space of the constraints matrix. Several structural/mechanical systems with singular matrices are included as examples for demonstrating the validity of the developed framework and for elucidating certain numerical aspects
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