Analytical method for solving a set of infinite simultaneous equations

It is shown that a method based on the principle of analytic continuation can be used to solve a set of infinite simultaneous equations encountered in solving for the electric field of a periodic electrode structure.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Addressing endogeneity in the relationship between health and employment through a simultaneous equations model

Este documento analiza la relación de doble causalidad entre salud y empleo y su comportamiento dinámico usando datos de Estados Unidos tomados del PSID (Pane Study of Income Dynamics). Este estudio usa dos variables dependientes (Estado de salud auto-reportado y Empleo), las cuales son estimadas usando un modelo probit bivariado para abordar el problema de endegeneidad presente en dicha relación. Los resultados muestran evidencia significativa de la existencia de dicha endogeneidad y del impacto positivo que tiene sobre la probabilidad de ser empleado tener un buen estado de salud y vicesersa, sin embargo, el impacto de la situación de empleo sobre el estado de salud se encuentra que no es significativa.

Optimal simultaneous maximum a posterioriestimation of states, noise statistics and parameters I. Algorithm

The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

Simultaneous heat and mass transfer in unsteady free convection from two-dimensional and axisymmetric bodies

The unsteady laminar free convection boundary layer flows around two-dimensional and axisymmetric bodies placed in an ambient fluid of infinite extent have been studied when the flow is driven by thermal buoyancy forces and buoyancy forces from species diffusion. The unsteadiness in the flow field is caused by both temperature and concentration at the wall which vary arbitrarily with time. The coupled nonlinear partial differential equations with three independent variables governing the flow have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. Computations have been performed for a circular cylinder and a sphere. The skin friction, heat transfer and mass transfer are strongly dependent on the variation of the wall temperature and concentration with time. Also the skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist and oppose, respectively, the thermal buoyancy force, whereas the mass transfer rate is higher for small values of the ratio of the buoyancy parameters than for large values. The local heat and mass transfer rates are maximum at the stagnation point and they decrease progressively with increase of the angular position from the stagnation point.

Simultaneous heat and mass transfer under unsteady mixed convection along a vertical slender cylinder embedded in a porous medium

Unsteady laminar mixed convection flow (combined free and forced convection flow) along a vertical slender cylinder embedded in a porous medium under the combined buoyancy effect of thermal and species diffusion has been studied. The effect of the permeability of the medium as well as the magnetic field has been included in the analysis. The partial differential equations with three independent variables governing the flow have been solved numerically using a implicit finite difference scheme in combination with the quasilinearization technique. Computations have been carried out for accelerating, decelerating and oscillatory free stream velocity distributions. The effects of the permeability of the medium, buoyancy forces, transverse curvature and magnetic field on skin friction, heat transfer and mass transfer have been studied. It is found that the effect of free stream velocity distribution is more pronounced on the skin friction than on the heat and mass transfer. The permeability and magnetic parameters increase the skin friction, but reduce the heat and mass transfer. The skin friction, heat transfer and mass transfer are enhanced due to the buoyancy forces and curvature parameter. The heat transfer is strongly dependent on the viscous dissipation parameter and the Prandtl number, and the mass transfer on the Schmidt number. Untersucht wurde die instationäre laminare Mischkonvektion längs eines vertikalen, in einem porösen Medium eingebetteten Zylinders unter kombinierten Auftriebseffekten von thermischer und spezieller Diffusion. Der Einfluß der Permeabilität des Mediums sowie des magnetischen Feldes wurden in die Betrachtung einbezogen. Die partiellen Differentialgleichungen mit drei unabhängigen Variablen, welche die Strömung beschreiben, wurde numerisch anhand des Schemas der endlichen Differenzen in Verbindung mit der Technik der Quasilinearisation gelöst. Berechnungen für die beschleunigte, verzögerte und oszillierende Geschwindigkeitsverteilung der freien Strömung sind durchgeführt worden. Untersucht wurden ebenfalls die Effekte der Permeabilität des Mediums, der Auftriebskräfte, der transversalen Krümmung, des magnetischen Feldes auf die Oberflächenreibung sowie die Wärmeund Stoffübertragung. Es wurde festgestellt, daß die Geschwindigkeit mehr Einfluß auf die Oberflächenreibung als auf die Wärmeund Stoffübertragung hat. Die Oberflächenreibung sowie die Wärme- und Stoffübertragung werden durch die Auftriebskräfte und die Krümmungsparameter verbessert. Die Wärmeübertragung ist stark abhängig von den Parametern der viskosen Dissipation und der Prandtl-Zahl; die Stoffübertragung von der Schmidt-Zahl.

Simultaneous measurement of temperature, density and velocity in gas-flows by modulated photoluminescence

A novel possibility to determine the temperature, density and velocity simultaneously in gas flows by measuring the average value, amplitude of modulation and phase shift of the photoluminescence excited by a temporally or spatially modulated light source is investigated. Time-dependent equations taking the flow, diffusion, excitation and decay into account are solved analytically. Different experimental arrangements are proposed. Measurements of velocity with two components, and temporal and spatial resolutions in the measurements are investigated. Numerical examples are given for N z with biacetyl as the seed gas. Practical considerations for the measurements and the relation between this method and some existing methods of lifetime measurement are discussed.

Boundary value problems for stochastic differential equations

A theory of two-point boundary value problems analogous to the theory of initial value problems for stochastic ordinary differential equations whose solutions form Markov processes is developed. The theory of initial value problems consists of three main parts: the proof that the solution process is markovian and diffusive; the construction of the Kolmogorov or Fokker-Planck equation of the process; and the proof that the transistion probability density of the process is a unique solution of the Fokker-Planck equation.

It is assumed here that the stochastic differential equation under consideration has, as an initial value problem, a diffusive markovian solution process. When a given boundary value problem for this stochastic equation almost surely has unique solutions, we show that the solution process of the boundary value problem is also a diffusive Markov process. Since a boundary value problem, unlike an initial value problem, has no preferred direction for the parameter set, we find that there are two Fokker-Planck equations, one for each direction. It is shown that the density of the solution process of the boundary value problem is the unique simultaneous solution of this pair of Fokker-Planck equations.

This theory is then applied to the problem of a vibrating string with stochastic density.

R-matrix-Floquet theory of multiphoton processes:VIII. A linear equations method

A new linear equations method for calculating the R-matrix, which arises in the R-matrix-Floquet theory of multiphoton processes, is introduced. This method replaces the diagonalization of the Floquet Hamiltonian matrix by the solution of a set of linear simultaneous equations which are solved, in the present work, by the conjugate gradient method. This approach uses considerably less computer memory and can be readily ported onto parallel computers. It will thus enable much larger problems of current interest to be treated. This new method is tested by applying it to three-photon ionization of helium at frequencies where double resonances with a bound state and autoionizing states are important. Finally, an alternative linear equations method, which avoids the explicit calculation of the R-matrix by incorporating the boundary conditions directly, is described in an appendix.

Boundary value problems for the N-wave interaction equations

We consider boundary value problems for the N-wave interaction equations in one and two space dimensions, posed for x [greater-or-equal, slanted] 0 and x,y [greater-or-equal, slanted] 0, respectively. Following the recent work of Fokas, we develop an inverse scattering formalism to solve these problems by considering the simultaneous spectral analysis of the two ordinary differential equations in the associated Lax pair. The solution of the boundary value problems is obtained through the solution of a local Riemann–Hilbert problem in the one-dimensional case, and a nonlocal Riemann–Hilbert problem in the two-dimensional case.

The impact of ownership structure on corporate debt policy : two stage least square simultaneous model approach for post crisis period : evidence from Kuala Lumpur Stock Exchange

Ownership concentration as a governance mechanism has received considerable attention among academician, practitioners as well as policy makers because large-block shareholders are increasingly active in their demands that corporations adopt effective governance mechanisms to control managerial decisions, which include corporate debt policy. Earlier study on the agency model of the firm widely recognizes that the managerial ownership and external debt play an important role in mitigating agency conflicts and enhancing firm value. They also found that increase in the external monitors, for example the institutional investors, can actually play a useful role in limiting agency problems in the firm. This paper, using 100 Composite Index companies from Brusa Malaysia between 1998 to 2002 explores the impact of institutional holdings on managerial ownership and debt policy in an integrated framework by using a simultaneous equations estimation procedure (2SLS). The findings show that there is a significant impact of institutional ownership which serves effective control mechanism on managerial ownership and corporate debt policy as hypothesized. Findings of such evidence suggest that institutional holding thus have played an important role in managers' strategic management decision and reduce agency conflict. In addition, corporate debt policy too is governed by managerial ownership and exhibited a negative relation.

Simultaneous volatility transmission and spillover effects

Simultaneous volatility models are developed and shown to be separate from multivariate GARCH estimators. An example is provided that allows for simultaneous and unidirectional volatility and volume of trade effects. These effects are tested using intraday data from the Australian cash index and index futures markets. Overnight volatility spillover effects from the United States S&P500 index futures markets are tested using alternative estimates of this US market volatility. The simultaneous volatility model proves to be robust to alternative specifications of returns equations and to misspecification of the direction of volatility causality.

Convergence of object focused simultaneous estimation of optical flow and state dynamics

The purpose of this study is to prove the convergence of the simultaneous estimation of the optical flow and object state (SEOS) method. The SEOS method utilizes dynamic object parameter information when calculating optical flow in tracking a moving object within a video stream. Optical flow estimation for the SEOS method requires the minimization of an error function containing the object's physical parameter data. When this function is discretized, the Euler-Lagrange equations form a system of linear equations. The system is arranged such that its property matrix is positive definite symmetric, proving the convergence of the Gauss-Seidel iterative methods. The system of linear equations produced by SEOS can alternatively be resolved by Jacobi iterative schemes. The positive definite symmetric property is not sufficient for Jacobi convergence. The convergence of SEOS for a block diagonal Jacobi is proved by analysing the Euclidean norm of the Jacobi matrix. In this paper, we also investigate the use of SEOS for tracking individual objects within a video sequence. The illustrations provided show the effectiveness of SEOS for localizing objects within a video sequence and generating optical flow results.

General soliton matrices in the Riemann-Hilbert problem for integrable nonlinear equations

We derive the soliton matrices corresponding to an arbitrary number of higher-order normal zeros for the matrix Riemann-Hilbert problem of arbitrary matrix dimension, thus giving the complete solution to the problem of higher-order solitons. Our soliton matrices explicitly give all higher-order multisoliton solutions to the nonlinear partial differential equations integrable through the matrix Riemann-Hilbert problem. We have applied these general results to the three-wave interaction system, and derived new classes of higher-order soliton and two-soliton solutions, in complement to those from our previous publication [Stud. Appl. Math. 110, 297 (2003)], where only the elementary higher-order zeros were considered. The higher-order solitons corresponding to nonelementary zeros generically describe the simultaneous breakup of a pumping wave (u(3)) into the other two components (u(1) and u(2)) and merger of u(1) and u(2) waves into the pumping u(3) wave. The two-soliton solutions corresponding to two simple zeros generically describe the breakup of the pumping u(3) wave into the u(1) and u(2) components, and the reverse process. In the nongeneric cases, these two-soliton solutions could describe the elastic interaction of the u(1) and u(2) waves, thus reproducing previous results obtained by Zakharov and Manakov [Zh. Eksp. Teor. Fiz. 69, 1654 (1975)] and Kaup [Stud. Appl. Math. 55, 9 (1976)]. (C) 2003 American Institute of Physics.