scholarly journals Modeling RL Electrical Circuit by Multifactor Uncertain Differential Equation

Symmetry ◽  
2021 ◽  
Vol 13 (11) ◽  
pp. 2103
Author(s):  
Yang Liu ◽  
Lujun Zhou

The symmetry principle of circuit system shows that we can equate a complex structure in the circuit network to a simple circuit. Hence, this paper only considers a simple series RL circuit and first presents an uncertain RL circuit model based on multifactor uncertain differential equation by considering the external noise and internal noise in an actual electrical circuit system. Then, the solution of uncertain RL circuit equation and the inverse uncertainty distribution of solution are derived. Some applications of solution for uncertain RL circuit equation are also investigated. Finally, the method of moments is used to estimate the unknown parameters in uncertain RL circuit equation.

2021 ◽  
Vol 14 (03) ◽  
Author(s):  
Yang Liu

Differential equation is a powerful tool for investigating the transient and steady-state solutions of electrical circuit in the time domain. By considering the noise in actual circuit system, this paper first presents an uncertain circuit equation, which is a type of differential equation driven by Liu process. Then the solution of uncertain circuit equation and the inverse uncertainty distribution of solution are derived. Following that, two applications of solution are provided as well. Based on the observations, the method of moments is used to estimate the unknown parameters in uncertain circuit equation. In addition, a paradox for stochastic circuit equation is also given.


Author(s):  
Han Tang ◽  
Wenfei Li

Interest rate, stock and option are all important parts of finance. This paper introduces uncertain differential equation to study the evolution of interest rate and stock price separately. Based on actual observations, we estimate the parameters in uncertain differential equation with the method of moments. Using the introduced interest rate and stock models, we price European options and compare the results pricing with actual observations. Finally, a paradox of the stochastic financial model is stated.


2021 ◽  
pp. 2150008
Author(s):  
Waichon Lio

Uncertain statistics is a set of mathematical techniques for collecting, analyzing and interpreting data by uncertainty theory. In this paper, the main topics of uncertain statistics, including estimation of uncertainty distribution, uncertain regression analysis, uncertain times series, uncertain differential equation and uncertain hypothesis test, are reviewed. Furthermore, by the application to the COVID-19 spread in China, the advantages of those techniques in uncertain statistics are sorted out.


2021 ◽  
pp. 1-14
Author(s):  
Nan Zhang ◽  
Yuhong Sheng ◽  
Jing Zhang ◽  
Xiaoli Wang

In uncertainty theory, parameter estimation of uncertain differential equation is a very important research direction. The parameter estimation of multifactor uncertain differential equation needs to be solved. Multifactor uncertain differential equation is a differential equation driven by multiple Liu processes. The paper introduces two methods to solve the unknown parameters of the multifactor uncertain differential equation, they are the method of moment estimation and the method of least squares estimation. Several numerical examples are used to illustrate the proposed parameter estimation methods.


Complexity ◽  
2017 ◽  
Vol 2017 ◽  
pp. 1-14
Author(s):  
Ahmed A. Mahmoud ◽  
Sarat C. Dass ◽  
Mohana S. Muthuvalu ◽  
Vijanth S. Asirvadam

This article presents statistical inference methodology based on maximum likelihoods for delay differential equation models in the univariate setting. Maximum likelihood inference is obtained for single and multiple unknown delay parameters as well as other parameters of interest that govern the trajectories of the delay differential equation models. The maximum likelihood estimator is obtained based on adaptive grid and Newton-Raphson algorithms. Our methodology estimates correctly the delay parameters as well as other unknown parameters (such as the initial starting values) of the dynamical system based on simulation data. We also develop methodology to compute the information matrix and confidence intervals for all unknown parameters based on the likelihood inferential framework. We present three illustrative examples related to biological systems. The computations have been carried out with help of mathematical software: MATLAB® 8.0 R2014b.


2021 ◽  
pp. 2150007
Author(s):  
Zhiqiang Zhang ◽  
Zhenfang Wang ◽  
Xiaowei Chen

This paper is devoted to evaluating the convertible bonds within the framework of uncertainty theory. Under the assumption that the underlying stock price follows an uncertain differential equation driven by Liu process, the price formulas of convertible bonds and the callable convertible bonds are derived by using the method of uncertain calculus. Finally, two numerical examples are discussed.


Author(s):  
Frank Butera ◽  
Keith Hewett

Maximising cross ventilation is a low energy method of naturally ventilating and providing heating and cooling to deep plan spaces. Significant reduction in the emission of greenhouse gases can be achieved through minimising the use of mechanical systems in regions with climatic conditions that support the use of natural ventilation. Arup has provided input into the design of a louvered facade for the control of external noise for Brisbane Domestic Airport. A full scale prototype facade was constructed and noise transmission loss measurements were undertaken. The results indicate that significant noise reduction can be achieved to enable compliance with the internal noise limits for airport terminals, whilst using natural ventilation. The findings from this research will directly benefit building designers and innovators in the pursuit of achieving sustainable building design.


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