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Showing 1 to 6 of 6 for “"0103 Numerical and Computational Mathematics"”.
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Properties of some minimum run resolution IV designs
… main effect estimates are uncorrelated and are unbiased by two-factor interactions, whilst estimates of the two-factor interaction effects are limited to the identification of a significant orthogonal aliased string. An augmenting experiment is required to identify which interactions in …
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Option pricing in a path integral framework
… The framework, developed by Chiarella, El-Hassan and Kucera, is based on the Black and Scholes paradigm. The path integral is backward recursive with the payoff known at expiry and has no closed form solution. Three specific financial derivatives are used in this dissertation, they are, European …
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Precision of the path of steepest ascent in response surface methodology
… methodology to cover situations with correlated and heteroscedastic responses, including the important class of generalised linear models. It is shown how the eigenvalues of a certain matrix can be used to express the proportion of included directions in the confidence cone for the path of …
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A complementary heuristic for the unbounded knapsack problem
… greedy heuristic, extended greedy heuristic and total-value heuristic has been done. Empirical experiments on different test problems have been analysed and reported. Problem instances with a very large number of undominated items were generated in addition to the types of instances suggested …
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Hermite-Hadamard inequality in the geometry of banach spaces
… made significant contributions in many areas of mathematics. The purpose of this dissertation is to employ inequalities in studying the geometry of a Banach space. Motivated by the Hermite-Hadamard inequality, a new family of norms is defined, which is called the p-HH-norm. The research outcomes …
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Design and development of intelligent computational techniques for power quality data monitoring and management
… system operations is sustained availability and quality supply of electric power. In Electrical Power Distribution System (EPDS), non-linear loads are the main cause of power quality (PQ) degradation. The PQ problems generated by these non-linear loads are complex and diversified in nature. …