In this paper, the proposed constraint method in conjunction with Lagrange’s equation systematically to discretize and simulate for large-scale systems is illustrated by application of a rotating Euler–Bernoulli beam. A good truncation procedure based on the system eigenvalues for this...

Extreme value methods are widely used in financial applications such as risk analysis, forecasting and pricing models. One of the challenges with their application in finance is accounting for the temporal dependence between the observations, for example the stylised fact that financial time...

In this paper we use extreme value theory to model the U.S. movie box office returns, using weekly data for the period January 1982 to September 2006. The Peak over Threshold method is used to fit the Generalized Pareto distribution to the tails of the distributions of both positive weekly...

Modern communication systems are working on industrial, scientific and medical (ISM) radio frequency (RF) bands. Today most research and development activities in industrial companies and universities are concentrated to frequency bands between 1GHz and 24GHz up to 60GHz. For the construction of...

A new method for nonlinear system identification, based on the technique of Interpolated Mapping, is formulated. The input to the procedure is a map, taking initial conditions on a regular grid to their images after a fixed time step. It is assumed that the underlying dynamics evolves in...

The article continues a presentation of modern quantum mathematics backgrounds started in [Quantum Mathematics and its Applications. Part 1. Automatyka, vol. 6, AGH Publisher, Krakow, 2002, No. 1, pp. 234–2412; Quantum Mathematics: Holonomic Computing Algorithms and Their Applications. Part 2....

The behavioral approach provides a mathematical language for the modelling of systems, particularly dynamical systems. An introduction to behaviors is given, with emphasis to interconnected systems. This is viewed as consisting of modules, combined with an interconnection architecture. The...

This article describes the computer algebra application of the normal form method for building analytic approximations for all (including complex) local families of periodic solutions in a neighborhood of the stationary point to the Henon–Heiles system. The families of solutions are...