Mathematics and Computers in Simulation (MATCOM)

1958 - 2025

Current editor(s): Robert Beauwens

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Volume 48, issue 4, 1999

Some uses of simulation in econometrics pp. 341-349

Adrian Pagan

Clock synchronization algorithm for parallel road-traffic simulation system in a wide area pp. 351-359

Mitsuhiro Namekawa, Akira Satoh, Hideki Mori, Kunio Yikai and Toshio Nakanishi

A nonparametric approach for daily rainfall simulation pp. 361-371

Ashish Sharma and Upmanu Lall

Estimating the parameters of stochastic differential equations pp. 373-384

Stan Hurn and K.A. Lindsay

Applying medical survival data to estimate the three-parameter Weibull distribution by the method of probability-weighted moments pp. 385-392

Alfred A. Bartolucci, Karan P. Singh, Anne D. Bartolucci and Sejong Bae

Modelling quasi-stationary behaviour in metapopulations pp. 393-405

P.K. Pollett

Estimating the Hurst parameter in fractional ARIMA(p,d,q) models via the quasi-likelihood method pp. 407-416

Riccardo Biondini and Yan-Xia Lin

The discontinuous trend unit root test when the break point is misspecified pp. 417-427

Kimio Morimune and Mitsuru Nakagawa

A quasi-likelihood method for fractal-dimension estimation pp. 429-436

You-Gan Wang, Yan-Xia Lin and M.D.E. Haywood

Fractal dimensions for rainfall time series pp. 437-446

M.C. Breslin and J.A. Belward

Geostatistical conditional fractal simulation with irregularly spaced data pp. 447-456

D.j Kentwell, L.m Bloom and G.a Comber

LM tests for unit roots in the presence of missing observations: small sample evidence1Earlier versions of this paper were presented at the European Meeting of the Econometric Society, Toulouse, August 1997, and the International Congress on Modelling and Simulation MODSIM97, University of Tasmania, December 1997.1 pp. 457-468

Hiro Y. Toda and Colin McKenzie

Translation of bounds on time-domain behaviour of dynamical systems into parameter bounds for discrete-time rational transfer-function models pp. 469-478

J.P. Norton

Sensitivity bounds for use with flawed data pp. 479-486

Denzil Fiebig and Pierre-Francois Uldry

On the existence of chaotic solutions in dynamic linear programming1This paper is a part of Keynote address entitled Nonlinear Dynamics and Economic Cycles delivered by Kazuo Nishimura at the International Congress on Modelling and Simulation held in Hobart, Australia (December 8–11, 1997) in which he gave a survey of earlier works he had done with Makoto Yano and other authors on the nonlinear dynamics in the field of optimal growth.1 pp. 487-496

Kazuo Nishimura and Makoto Yano

Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index pp. 497-502

Robert G. Harrison, Dejin Yu, Les Oxley, Weiping Lu and Donald George

Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China pp. 503-509

Albert Tsui and Qiao Yu

Return transmission among stock markets of Greater China pp. 511-518

W.S. Chan, Harry W.C. Lo and S.H. Cheung

Estimation of alternative pricing models for currency futures contracts pp. 519-530

John M. Sequeira, Michael McAleer and Ying-Foon Chow

Time-varying estimates of CAPM betas pp. 531-539

Nicolaas Groenewold and Patricia Fraser

Parametric forecasts of Australian yield curves pp. 541-549

Anthony Hall

Testing the life-cycle permanent income hypothesis using intra-year data for Sweden pp. 551-560

Kenneth Leong and Michael McAleer

An empirical analysis of industrial transformation in the Japanese machine tool industry pp. 561-572

Masatsugu Tsuji, Shoichi Miyahara and Mineo Ishikawa

A seasonal analysis of Malaysian tourist arrivals to Australia pp. 573-583

Christine Lim and Michael McAleer

Volume 48, issue 3, 1999

A novel approach to robust parameter estimation using neurofuzzy systems pp. 251-268

Ivan N. da Silva, Lucia V.R. de Arruda and Wagner C. do Amaral

Estimation and optimal control design of a biological wastewater treatment process pp. 269-280

F. Nejjari, G. Roux, B. Dahhou and A. Benhammou

A dual reciprocity boundary element model for the degradation of strongly eroded archaeological signs pp. 281-293

J. Friedrich

Geometric selection of centers for radial basis function approximations involved in intensive computer simulations pp. 295-306

J.L. Valdés, R. Biscay and J.C. Jimenez

Comparison of four software packages applied to a scattering problem1Professor Ralph E. Kleinman, University of Delaware, USA, in memoriam.1 pp. 307-317

Niels Christian Albertsen, Jean-Marie Chesneaux, Søren Christiansen and Armand Wirgin

Volume 48, issue 2, 1998

Symbolic manipulation techniques for model simplification in object-oriented modelling of large scale continuous systems pp. 133-150

Emanuele Carpanzano and Claudio Maffezzoni

On time counting procedures in the DSMC method for rarefied gases pp. 151-176

Sergej Rjasanow and Wolfgang Wagner

A numerical study for global atmospheric transport–chemistry problems pp. 177-204

E.J. Spee, J.G. Verwer, P.M. de Zeeuw, J.G. Blom and W. Hundsdorfer

MathLie a program of doing symmetry analysis pp. 205-223

G. Baumann

Preconditioning by approximations of the Gram matrix for convection–diffusion equations pp. 225-233

Gh. Juncu and C. Popa

Volume 48, issue 1, 1998

Heterogeneity of photosystem II probed by the numerically simulated chlorophyll a fluorescence rise (O–J–I–P) pp. 3-9

Reto J. Strasser and Alexandrina D. Stirbet

A study on the accuracy and precision of external mass transfer and diffusion coefficients jointly estimated from pseudo-experimental simulated data pp. 11-22

I.C.A. Azevedo, F.A.R. Oliveira and M.C. Drumond

A review of the finite element modelling techniques of soil tillage pp. 23-32

A.M. Mouazen and M. Neményi

Modelling and simulation aspects of a solar hot water system pp. 33-46

J. Buzás, I. Farkas, A. Biró and R. Németh

Mathematical methods for modelling and identification of nonlinear agricultural systems pp. 47-52

Z.S. Chalabi

Evaluation of model parameter accuracy by using joint confidence regions: application to low complexity neural networks to describe enzyme inactivation pp. 53-64

Annemie H. Geeraerd, Carl H. Herremans, Linda R. Ludikhuyze, Marc E. Hendrickx and Jan F. Van Impe

A kinetic model for beer production under industrial operational conditions pp. 65-74

B. de Andrés-Toro, J.M. Girón-Sierra, J.A. López-Orozco, C. Fernández-Conde, J.M. Peinado and F. Garcı́a-Ochoa

Identifying and removing sources of imprecision in polynomial regression pp. 75-91

Neima Brauner and Mordechai Shacham

Energy saving potential of greenhouse climate control pp. 93-101

Adrian Tantau

Shape identification using a charge simulation retina model pp. 103-118

Christopher Kanali, Haruhiko Murase and Nobuo Honami

Volume 47, issue 6, 1998

A numerical study of compactons pp. 519-530

M.S. Ismail and T.R. Taha

Numerical approach of a free boundary in the junction field effect transistor – MESFET pp. 531-539

J Abouchabaka, R Aboulaı̈ch and A Souissi

A new higher order effective P–C methods for stiff systems pp. 541-552

Gamal A.F. Ismail and Iman H. Ibrahim

A well adapted approach to block-diagonalization of large scale systems pp. 553-570

Ahmed Toumi

Solving 5997 differential equations under Microsoft Windows 95 and NT pp. 571-582

Granino A. Korn

Computation of Japanese bonds and derivative securities pp. 583-588

K.Ben Nowman and Ghulam Sorwar

Volume 47, issue 2, 1998

Stochastic models for coagulation of aerosol particles in intermittent turbulent flows pp. 85-101

K.K. Sabelfeld

On quasi-Monte Carlo integrations pp. 103-112

I.M. Sobol

Efficient parallel Monte Carlo methods for matrix computations pp. 113-122

V.N. Alexandrov

Next event estimation of cell tallies pp. 123-132

G.J. Beikert

Excited states by quantum Monte Carlo method pp. 133-141

D. Blume, M. Lewerenz and K.B. Whaley

Monte Carlo simulation of quantum computation1Presented at the IMACS Seminar on Monte Carlo Methods, Brussels, 1–3 April 1997.1 pp. 143-152

N.J. Cerf and S.E. Koonin

Simulation of diffusion using quasi-random walk methods pp. 153-163

Ibrahim Coulibaly and Christian Lécot

A new highly convergent Monte Carlo method for matrix computations1Supported by The Royal Society (UK), partially supported by the NATO Grant R406/02640 and by the Ministry of Science and Education of Bulgaria under Grants no. I 501 and no. MM 449.1 pp. 165-181

I.T. Dimov and V.N. Alexandrov

Estimates of the computational complexity of iterative Monte Carlo algorithm based on Green's function approach1Supported by the Ministry of Education, Science and Technology of Bulgaria under grants no. MM 449/94 and I 501/95 as well as by EC under INCO-Copernicus project no. 960237 – STABLE.1 pp. 183-199

I.T. Dimov and T.V. Gurov

Error analysis of an adaptive Monte Carlo method for numerical integration pp. 201-213

Aneta Karaivanova and Ivan Dimov

Photon transport in three-dimensional structures treated by random walk techniques: Monte Carlo benchmark of ocean colour simulations pp. 215-241

J.P. Doyle and H. Rief

Analytic approach & Monte Carlo methods for realistic systems analysis pp. 243-269

A. Dubi

Criticality calculations with MCNP4A using correlated sampling methods pp. 271-285

Franz Gallmeier and Werner Gaubatz

Stochastic methods for multiple integrals over unbounded regions pp. 287-298

Alan Genz

Numerical modelling of the processes of exposure and development in electron beam lithography on high temperature superconductor thin films pp. 299-307

Y Gueorguiev, K Vutova and G Mladenov

Increasing the efficiency of radiation shielding calculations by using antithetic variates pp. 309-318

John H. Halton and Pradip K. Sarkar

Simulation of order transitions on a parallel computer pp. 319-327

David Handscomb

Nonlocal Monte Carlo algorithms for statistical physics applications pp. 329-346

Wolfhard Janke

The cell-to-boundary method in the frame of memorization-based Monte Carlo algorithms. A new computational improvement in dynamic reliability pp. 347-360

P.e Labeau and E Zio

Monte Carlo simulation of the effects of human intrusion on groundwater contaminant transport pp. 361-369

Marzio Marseguerra and Enrico Zio

A concept paper on dynamic reliability via Monte Carlo simulation pp. 371-382

M. Marseguerra, E. Zio, J. Devooght and P.E. Labeau

Convergency of the Monte Carlo algorithms for linear transport modeling1This work was supported by the Ministry of Science, Education and Technology of Bulgaria under grants # I501/95 MM449/94 as well as by EC under INCO-COPERNICUS Project 960237-STABLE.1 pp. 383-390

M. Nedjalkov and I. Dimov

Statistical modeling of pulse excited electron quantum kinetics in a one-band semiconductor1Supported by the Ministry of Education, Science and Technology of Bulgaria, under Grant Nos. MM 449/94 and I 501/95 as well as by EC under INCO-Copernicus Project No. 960237-STABLE.1 pp. 391-402

M. Nedjalkov, T. Gurov and I. Dimov

Constructing a new class of low-discrepancy sequences by using the β-adic transformation pp. 403-418

Syoiti Ninomiya

A Monte Carlo study for electron elastic backscattering based on layered models for substrates pp. 419-427

C. Robert, B. Gruzza, L. Bideux and P. Bondot

Two-particle stochastic Eulerian–Lagrangian models of turbulent dispersion pp. 429-440

K.K. Sabelfeld and O. Kurbanmuradov

Target tracking using Monte Carlo simulation pp. 441-447

Tz.A. Semerdjiev, V.P. Jilkov and D.S. Angelova

A Monte Carlo iterative procedure for solving the pseudo-vibration elastic equation pp. 449-453

I.A. Shalimova

Monte Carlo solution to three-dimensional vorticity equation pp. 455-459

Nikolai A. Simonov

A non-analog Monte Carlo simulation of transport of radionuclides in a porous medium pp. 461-472

O.F. Smidts and J. Devooght

Numerical analysis of Jacobi series – A quasi-Monte-Carlo approach pp. 473-481

Robert F. Tichy

Contribution to the study of elastic electron backscattering from polycrystalline metallic targets by Monte Carlo simulation pp. 483-491

B Tombuyses and A Dubus

Backward Monte Carlo for probabilistic dynamics pp. 493-505

B. Tombuyses, P.R. DeLuca and C. Smidts

Volume 47, issue 1, 1998

Phase portrait approximation using dynamic neural networks pp. 1-11

Alberto Delgado

Numerical integration of the interaction energy of two point charges pp. 13-16

A. Gammal

On some numerical methods for solving 2D radial flow towards an oil well pp. 17-36

Gabriela B. Savioli, Pablo M. Jacovkis and M. Susana Bidner

An accurate and efficient algorithm for numerical simulation of conduction-type problems pp. 37-46

Dragoslav L Stefanovic and Heinz G Stefan

Solving problems with unilateral constraints by DAE methods pp. 47-67

Martin Arnold and Kurt Frischmuth