In this study by considering the Adomian decomposition scheme, we solve a generalized Boussinesq equation. The method does not need linearization or weak nonlinearly assumptions. By using this scheme, the solutions are calculated in the form of a convergent power series with easily computable...

In this paper, by considering the Adomian decomposition method, explicit solutions are calculated for partial differential equations with initial conditions. The method does not need linearization, weak nonlinearly assumptions or perturbation theory. The decomposition series analytic solution of...

We study the effect of a time-periodic, lateral acceleration on the two-dimensional flow of a fluid with a free surface subject to surface tension, confined between two plane, parallel walls under conditions of zero gravity. We assume that the velocity of each contact line is a prescribed,...

We study complex dynamical synchronization in a nonlinear model of a neural system constituted by local networks of densely interconnected excitatory and inhibitory neurons. Neural dynamics are determined by voltage- and ligand-gated ion channels. Coupling between the local networks is...

We calculate the magnitude of the government consumption multiplier in linearized and nonlinear solutions of a New Keynesian model at the zero lower bound. Importantly, the model is amended with real rigidities to simultaneously account for the macroeconomic evidence of a low Phillips curve...

Exponential smooth transition autoregressive (ESTAR) models are widely used in theinternational finance literature, particularly for the modelling of real exchange rates. Weshow that the exponential function is ill-suited as a regime weighting function because oftwo undesirable properties....

The paper proposes a new robust estimator for GARCH-type models: the nonlinear iterative least squares (NL-ILS). This estimator is especially useful on specifications where errors have some degree of dependence over time (weak-GARCH) or when the conditional variance is misspecified. I illustrate...

This study examined the non-linear relationship between financial development and innovation using generalized method of moments (GMM) estimators for a panel data model. The sample comprised data for 75 developed and developing countries for the period 1996 to 2010. An inverted U-shaped...

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and economic growth in South Africa. By using data collected from 1970 to 2016 applied to a smooth transition regression (STR) model, we are able to prove that the exchange...