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Chen K.C.,University of Technology Malaysia | Bahar A.,University of Technology Malaysia | Bahar A.,Center for Industrial and Applied Mathematics | Ting C.-M.,Center for Biomedical Engineering
AIP Conference Proceedings | Year: 2014

This paper studies the Ornstein-Uhlenbeck model that incorporates long memory stochastic volatility which is known as fractional Ornstein-Uhlenbeck model. The determination of the existence of long range dependence of the index prices of FTSE Bursa Malaysia KLCI is measured by the Hurst exponent. The empirical distribution of unobserved volatility is estimated using the particle filtering method. The performance between fractional Ornstein -Uhlenbeck and standard Ornstein -Uhlenbeck process had been compared. The mean square errors of the fractional Ornstein-Uhlenbeck model indicated that the model describes index prices better than the standard Ornstein-Uhlenbeck process. © 2014 AIP Publishing LLC. Source


Aspon S.Z.,Center for Industrial and Applied Mathematics | Murid A.H.M.,University of Technology Malaysia | Rahmat H.,University of Technology Malaysia
AIP Conference Proceedings | Year: 2014

This research is about computing the Green's functions on unbounded doubly connected regions by using the method of boundary integral equation. The method depends on solving an exterior Dirichlet problem. The Dirichlet problem is then solved using a uniquely solvable Fredholm integral equation on the boundary of the region. The kernel of this integral equation is the generalized Neumann kernel. The method for solving this integral equation is by using the Nyström method with trapezoidal rule to discretize it to a linear system. The linear system is then solved by the Gaussian elimination method. Mathematica plots of Green's functions for several test regions are also presented. © 2014 AIP Publishing LLC. Source


Barati V.,University of Technology Malaysia | Nazari M.,University of Technology Malaysia | David V.D.,University of Technology Malaysia | David V.D.,University Technology of MARA | And 2 more authors.
Research Journal of Applied Sciences, Engineering and Technology | Year: 2014

In this study a new technique of the Homotopy Analysis Method (nHAM) is applied to obtain an approximate analytic solution of the well-known Korteweg-de Vries (KdV) equation. This method removes the extra terms and decreases the time taken in the original HAM by converting the KdV equation to a system of first order differential equations. The resulted nHAM solution at third order approximation is then compared with that of the exact soliton solution of the KdV equation and found to be in excellent agreement. Source


Pullepu B.,SRM University | Sambath P.,SRM University | Viswanathan K.K.,Center for Industrial and Applied Mathematics
Mathematical Problems in Engineering | Year: 2014

A mathematical model for the effects of chemical reaction and heat generation/absorption on unsteady laminar free convective flow with heat and mass transfer over an incompressible viscous fluid past a vertical permeable cone with nonuniform surface temperature T w '(x) = T ∞' + a x n and concentration C w '(x) = C ∞' + b x m is considered here. The dimensionless governing boundary layer equations of the flow that are transient, coupled, and nonlinear partial differential equations are solved by an efficient, accurate, and unconditionally stable finite difference scheme of Crank-Nicholson type. The velocity, temperature, and concentration profiles have been studied for various parameters, namely, chemical reaction parameter, the heat generation and absorption parameter Δ, Schmidt number Sc, Prandtl number Pr, buoyancy ratio parameter N, surface temperature power law exponent n, and surface concentration power law exponent m. The local as well as average skin friction, Nusselt number, and Sherwood number are discussed and analyzed graphically. The present results are compared with available results in open literature and are found to be in excellent agreement. © 2014 Bapuji Pullepu et al. Source


Aspon S.Z.,UTM | Murid A.H.M.,UTM | Murid A.H.M.,Center for Industrial and Applied Mathematics | Nasser M.M.S.,King Khalid University | Rahmat H.,UTM
Jurnal Teknologi | Year: 2014

This research is about computing the Green’s function on doubly connected regions by using the method of boundary integral equation. The method depends on solving a Dirichlet problem. The Dirichlet problem is then solved using a uniquely solvable Fredholm integral equation on the boundary of the region. The kernel of this integral equation is the generalized Neumann kernel. The method for solving this integral equation is by using the Nystrӧm method with trapezoidal rule to discretize it to a linear system. The linear system is then solved by the Gauss elimination method. Mathematica plots of Green’s functions for several test regions are also presented. © 2014 Penerbit UTM Press. All rights reserved. Source

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