Mathematical and Computer Modelling 1999: Vol 29 Index & Table of Contents

10 Pages·1999·2.2 MB·English

MATHEMATICAL
AND COMPUTER
MODELLING
EDITOR-IN-CHIEF: Ervin Y. Rodin
List of Contents and Author Index
Volume 29, 1999
©
PERGAMON
MATHEMATICAL
AND COMPUTER
MODELLING
Editor-in-Chief
Ervin Y. Rodin
Department of Systems Science and Mathematics
Campus Box 1040, Washington University
One Brookings Drive
St Louis, MO 63130-4899, U.S.A.
Tel.: [phone] or 935-5806
Fax: [phone]
[e-mail]
Book and Survey Editor: D.N.P. Murthy, Department of Mechanical Engineering, University of Queensland,
St Lucia, Brisbane, Qld 4067, Australia. [e-mail]
Editorial Assistant: Christee Zimmermann, Department of Systems Science and Mathematics, Campus Box
1040, Washington University, One Brookings Drive, St Louis, MO 63130-4899, U.S.A.
Advice to Authors 2. After a paper is accepted, it has to be typeset, unless
that job was already done by you and/or by your secretary.
The readers of our Journal may notice that the time We typeset all of our papers in AMST,X, amsppt.sty
difference between the earliest “Received” date and the “style file.” That is how we achieve uniformity. Therefore,
latest date of any article in a given issue may be more the best that you can do is this: submit to us, on a diskette or
via e-mail, such a TpX version of your work. In all
than a year. What causes such differences, and how can
you, a prospective author, be assured of a very speedy likelihood, it will be printed in the next available issue,
publication? because you will not need to have a galley proof! The second
best option is to provide us with a LATEX or any other
Every high quality scientific journal has the very natural
desire to publish only first class, quality works. In the case TX file, for then you are again helping considerably; our
of many journals, that is the only, perfectly reasonable work is minimized. In most such instances, authors also do
and appropriate, objective. However, there exist quite a few not need to receive galley proofs. We send them only if there
scientific endeavors today, for which the speed of publi- are major departures from your original format.
cation also plays a very important role. I believe that our
3. The third “‘speedup”’ option is to provide us with any
field, dealing with the applications of mathematics and
electronic version of your manuscript—such as Microsoft
computers, is definitely a member of the latter group. Word. In this case, you will receive galley proofs, but in
An easy solution to the achievement of speedy publication
a shorter time.
is the utilization of an author prepared electronic version.
In this journal, we are trying to perform a triple-objective 4. If figures are included in your paper, please submit
them in Postscript" format in addition to a hardcopy
optimization:
version. From the Postscript" format, figures are imported
(a) to publish works of the highest quality; directly into the TpX file. The next best option for figures
(b) to publish them speedily; is to submit them electronically in any format that is pyans y
(c) to have them typeset uniformly. compatible with the most current version of Adobe Photo-
shop". We can quickly convert them to Postscript within
If you are a prospective author, you can help speed your Photoshop". If we receive figures in a different format, it
paper towards publication in the following ways: can be time consuming to convert them, sometimes with
limited success requiring us to request Postscript" files from
1. In order to insure quality, all published papers are
the author, and further delaying the publication of the
refereed carefully. Please be sure to select that Editor from
paper.
our Board whose interests are closest to the subject of your SaiEk Ro E
paper. We require that each manuscript be accompanied 5. Finally, when we send out a galley proof, we request
by a list of 6 to 8 potential referees (non-editorial board that the author return it within 48 hours. Until we receive it
members, please) including current addresses. In many back, of course, we cannot proceed.
cases, that Editor will be willing to review your work And so, the above is an explanation as to why such
himself, availing himself of perhaps only one more referee—
discrepancies in the ‘“‘Received”’ dates can occur within one
a speedy process. However, if you send it to just anyone on
single issue. With your help, and the tips above, hopefully
our Board, it may take some time before that person even
your next paper will be published very quickly, indeed!
finds appropriate referees—not all of whom are willing to
do a fast enough review of your paper, thus causing the first Ervin Y. Rodin
major delay. Editor-in-Chief
©The paper used in this publication meets the minimum requirements of American National Standard for Information Sciences—
Permanence of Paper for Printed Library Materials, ANSI Z39.48-1984.
List of Contents
NUMBER 1
M. A. Domb l Transaction Independence: The Road to Cooperative Systems
Z. Ding and 33 Transient Heat Transfer Behavior of One-Dimensional
D. C. Lagoudas Symmetric Thermoelectric SMA Actuators
H. I. Freedman, af Mathematical Models of Population Distribution Within a
M. Singh, Culture Group
A. K. Easton
and I. Baggs
H.-S. Yan and 69 Curvature Analysis of Roller-Follower Cam Mechanisms
W.-T. Cheng
J. C. Misra and B. Pal 89 A Mathematical Model for the Study of the Pulsatile Flow of
Blood Under an Externally Imposed Body Acceleration
B. Alidaee 107. Three-Person Spanning Tree Games
NUMBER 2
E. Ponsoda and 1 Numerical Solutions with A Priori Error Bounds for Coupled
L. Jjodar Self-Adjoint Time Dependent Partial Differential Systems
Y. Yoshida 19 A Minimax Theorem for Zero-Sum Stopping Games in
Dynamic Fuzzy Systems
A. A. Batabyal 35 Species Substitutability, Resilience, and the Optimal
Management of Ecological-Economic Systems
Y. Yavin 45 Stabilization and Control of the Motion of a Rolling Disk
K. Addi and 55 Study of the Geometrical Form Influence on the Movement of a
A. Gonzalez Free Boundary
M. M. Chawla, 63 Singly-Implicit Stabilized Extended One-Step Methods for
M. A. Al-Zanaidi and Second-Order Initial-Value Problems with Oscillating Solutions
S. S. Al-Ghonaim
M. Neube and K. Li 73 An Ewma-Cuscore Quality Control Procedure for Process
Variability
C.-S. Lin 81 Integrated Production-Inventory Models with Imperfect
Production Processes and a Limited Capacity for Raw Materials
S. A. Maggelakis and A Mathematical Model of Retinal Neovascularization
A. E. Savakis
C.-F. J. Kuo and 99 An Entire Strategy for Precise System Tracking Control of a
Revolving Thin Flexural Link, Part I: Finite Element Modeling
S.-C. Lin
and Direct Tuning Controller Design
C.-F. J. Kuo and 115 An Entire Strategy for Precise System Tracking Control of a
Revolving Thin Flexural Link, Part II: System Output
C.-T. Hsieh
Modification
NUMBER 3
F. P. Kozusko A Setpoint Based Dieting Model
L.-Z. Liao and A Neural Network for the Linear Complementarity Problem
H.-D. Qi
D. Gorman and 19 Modeling Substrate Concentration in Skeletal Muscle
P. Salathé
A. El-Feki, 27 Exact Solutions of Potentiostatic Current Transients for a
Broadbridge and Corrosion Reaction under Mixed Charge Transfer and Diffusion
W. Walter Control
. Doyle and 43 Asymmetry and Multiple Endemic Equilibria in a Model for
Greenhalgh HIV Transmission in a Heterosexual Population
. Padberg and 63 Optimal Project Selection When Borrowing and Lending Rates
. J. Wilcezak Differ
FPF£SEe £eR r
Forys 79 Global Analysis of the Initial Value Problem for a System of
O.D.E. Modeling the Immune System after Vaccinations
= . A. Noor 87 Generalized Monotone Mixed Variational Inequalities
M. A. Noor 95 An Extraresolvent Method for Monotone Mixed Variational
Inequalities
H. Wu and G. Chen 101 Suboptimal! Kalman Filtering for Linear Systems with Gaussian-
Sum Type of Noise
NUMBER 4
I. Pestov Modelling Structured Geothermal Systems II: Application of
Linear Stability Analysis
A. D. Drozdov 11 Modeling Viscoelastic Response of Particulate Polymeric
Composites with High Volume Fractions of Fillers
P. Nithiarasu 27 Finite Element Modeling of a Leaking Third Component
Migration from a Heat Source Buried into a Fluid Saturated
Porous Medium
iV
F. Stagnitti 41 A Model of the Effects of Nonuniform Soil-Water Distribution
on the Subsurface Migration of Bacteria: Implications for Land
Disposal of Sewage
A. May, P. A. Firby 53 Diffusion Driven Instability in an Inhomogeneous Circular
and A. P. Bassom Domain
S. M. Hosseini 67 Matrix Free MEBDF Method for the Solution of Stiff Systems
and G. Hojjati of ODEs
H. Gzyl and 79 Maxentropic Reconstruction with Uncertainty in the Data and
Y. Velasquez Varying A Priori Information
Cc. Genest and 87 Deriving Priorities from the Bradley-Terry Model
C. E. M’lan
Y.-W. Liu, Z.-H. Hu, 103 A Dynamical Model for the Pulsatile Secretion of the
J.-H. Peng and Hypothalamo-Pituitary-Adrenal Axis
B.-Z. Liu
J. Ruiz-Shulcloper and 111 Mathematical Algorithms for the Supervised Classification
M. Lazo-Cortés Based on Fuzzy Partial Precedence
NUMBER 5
M. A. Noor Set-Valued Mixed Quasi- Variational Inequalities and Implicit
Resolvent Equations
L. Egghe 13 An Application of Martingales in the Limit to a Problem in
Information Science
G. H. Peichl 19 Asymptotic Commutativity of Differentiation and Discretization
and W. Ring in Shape Optimization
L. Ingber and 39 Volatility of Volatility of Financial Markets
J. K. Wilson
F. Bloom, B. Hojjatie 59 Modelling and Analysis of the Heat Transfer Problem in an
and D. Orloff Impulse Drying Press Roll
A. B. Finlayson 89 Travelling Waves in an Ionic Quadratic Autocatalytic Chemical
and J. H. Merkin System
NUMBER 6
L. Jédar and Analytic Numerical Approximation with A Priori Error Bound
for the Wave Equation with Time Dependent Coefficient
A. E. Posso
Y. Yavin 15 Stabilization and Guidance of the Motion of a Rolling Disk by
Using Two Rotors Fixed Along Its Axis
P. Almenar, 33 Constructive Approximations of Mixed Variable Coefficient
D. Goberna Diffusion Problems
and L. Jédar
P. S. Crooke, S. Hota, 45 A Mathematical Model for Carbon Dioxide Exchange during
J. J. Marini and Mechanical Ventilation with Tracheal Gas Insufflation (TGI)
J. R. Hotchkiss
N. E. Kottler, 63 A Complete Steady State Model of Solute and Water Transport
H. T. Tran and in the Kidney
D. E. Wessell
L. Aggoun, 83 Optimal Adaptive Estimators for Partially Observed Numbers of
L. Benherouf Defective Items in Inventory Models
and L. Tadj
I. Kramer 95 Modeling the Dynamical Impact of HIV on the Immune System:
Viral Clearance, Infection, and AIDS
NUMBER 7
M. A. Noor Some Algorithms for General Monotone Mixed Variational
Inequalities
H. M. Yang 11 Directly Transmitted Infections Modeling Considering An Age-
Structured Contact Rate—Epidemiological Analysis
M. El-Doma 31 Analysis of an Age-Dependent SIS Epidemic Model with
Vertical Transmission and Proportionate Mixing Assumption
T. S. Michael 45 Sphere of Influence Graphs in General Metric Spaces
and T. Quint
L. F. Lopez, 55 Modelling the Spread of Infections When the Contact Rate
F. A. B. Coutinho, Among Individuals is Short Ranged: Propagation of Epidemic
M. N. Burattini Waves
and E. Massad
L. Yeghiazarian 71 Markov Model of Sex-Linked Recessive Train Transmission
and M. Kaiser
E. De Angelis 83 Nonlinear Hydrodynamic Models of Traffic Flow Modelling
and Mathematical Problems
B. Tan 97 Asymptotic Variance Rate of the Output of a Transfer Line with
No Buffer Storage and Cycle-Dependent Failures
NUMBER 8
R. P. Agarwal Oscillation of Certain Difference Equations
and S. R. Grace
S. Chakravarty and A Nonlinear Mathematical Model of Blood Flow in a
A. Kr. Sannigrahi Constricted Artery Experiencing Body Acceleration
T. Triffet and 27 Modelling the Brain Processes of Conscious States
H. S. Green
H. M. Yang 39 Directly Transmitted Infections Modeling Considering an Age-
Structured Contact Rate
S. V. Petrovskii 49 A Minimal Model of Pattern Formation in a Prey-Predator
and H. Malchow System
K. J. Bachmann, 65 Optimal Design of a High Pressure Organometallic Chemical
H. T. Banks, Vapor Deposition Reactor
C. Hopfner,
G. M. Kepler,
S. LeSure,
S. D. McCall and
J. S. Scroggs
O. Francois 81 Markovian Perturbations of Discrete Iterations: Lyapunov
and D. Zaharie Functions, Global Minimization, and Associative Memory
Z. Zhou, Y. Shi -d e An MC2 Linear Programming Approach to Combined
and X. Hao Forecasting
D. W. Nutter and 105 Modeling the Transient Outlet Pressure and Mass Flow During
D. L. O’Neal Flashing of HCFC-22 in a Small Nonadiabatic Vessel
M. Iori, G. Nespi 117 Analysis of a Kinetic Cellular Model for Tumor-Immune
and G. Spiga System Interaction
D. E. Bentil 131 How Brownian Displacement Goes Down During Actin-Myosin
Interaction in the Laser Trap
NUMBER 9
S. Cong and L. Hong Computational Complexity Analysis for Multiple Hypothesis
Tracking
D. W. Pearson Ehresmann Connections and Feedforward Neural Networks
P. J. Y. Wong Solutions of Constant Signs of a System of Sturm-Liouville
Boundary Value Problems
W.-T. Li, X.-L. Fei Existence and Asymptotic Behavior of Positive Solutions of
and X. L. Fan Higher-Order Nonlinear Difference Equations with Delay
Q. S. Bi and P. Yu 49 Symbolic Software Development for Computing the Normal
Form of Double Hopf Bifurcation
C.-H. Hsu, 71 Fuzzy Neural Network Modeling for Product Development
B. C. Jiang
and E. S. Lee
Vii
K. Li, Y. Pan, 83 A Study of Average-Case Speedup and Scalability of Parallel
H. Shen and Computations on Static Networks
S. Q. Zheng
Y. Liu and G. Chen 95 A Stochastic Model for Drilling Optimization
D. Danneberg, 101 A Comparison of Heuristic Algorithms for Flow Shop
T. Tautenhahn Scheduling Problems with Setup Times and Limited Batch Size
and F. Werner
C. A. Leguizamén 127 Trajectories in Topological Spaces Due to Lattice Responses for
and A. N. Zaretzky Low Energies Relational Processes
NUMBER 10-12
DISTRIBUTIONAL MODELING IN FINANCE
PART I:
EMPIRICAL AND THEORETICAL ASPECTS
S. Mittnik and xi Preface
S. T. Rachev
U. Kiichler, K. Neumann, 1 Stock Returns and Hyperbolic Distributions
M. Sorensen and
A. Streller
G. Chobanov 17 Modeling Financial Asset Returns with Shot Noise
Processes
S. T. Rachev, A. Weron 23 CED Model for Asset Returns and Fractal Market
and R. Weron Hypothesis
C. Walter 37 Lévy-Stability-Under-Addition and Fractal Structure of
Markets: Implications for the Investment Management
Industry and Emphasized Examination of MATIF Notional
Contract
S. A. Dostoglou and 57 Stable Distributions and the Term Structure of Interest
S. T. Rachev Rates
B. Gamrowski and 61 A Testable Version of the Pareto-Stable CAPM
S. T. Rachev
T. J. Kozubowski and 83 Multivariate Geometric Stable Distributions in Financial
A. K. Panorska Applications
S. Mittnik and 93 Option Pricing for Stable and Infinitely Divisible Asset
S. T. Rachev Returns
S. R. Hurst, E. Platen 105 Option Pricing for a Logstable Asset Price Model
and S. T. Rachev
Viii
PART II:
ESTIMATION, TESTING, AND COMPUTATION
N. Schumacher 121 Binomial Option Pricing with Nonidentically Distributed
Returns and its Implications
R. Hopfner and 145 Comparison of Estimators in Stable Models
L. Riischendorf
S. Mittnik and 161 A Simple Estimator for the Characteristic Exponent of the
M. S. Paolella Stable Paretian Distribution
A. Thavaneswaran and 177 Estimation for Regression with Infinite Variance Errors
S. Peiris
S. Mittnik, S. T. Rachev 181 Test of Association Between Multivariate Stable Vectors
and L. Riischendorf
J.-R. Kim 197 Testing for Bivariate Symmetry: An Empirical Application
P. S. Kokoszka and 203 Discrete Time Parametric Models with Long Memory and
M. S. Taqqu Infinite Variance
A. Montanari, 217 Estimating Long-Range Dependence in the Presence of
M. S. Taqqu Periodicity: An Empirical Study
and V. Teverovsky
J. P. Nolan An Algorithm for Evaluating Stable Densities in
Zolotarev’s (M) Parameterization
S. Mittnik, T. Doganoglu Computing the Probability Density Function of the Stable
and D. Chenyao Paretian Distribution
T. J. Kozubowski Geometric Stable Laws: Estimation and Applications
T. J. Kozubowski and Simulation of Geometric Stable and Other Limiting
A. K. Panorska Multivariate Distributions Arising in Random Summation
Scheme
A. K. Panorska Generalized Convolutions on R with Applications to
Financial Modeling
S. Mittnik, S. T. Rachev Maximum Likelihood Estimation of Stable Paretian Models
and T. Doganoglu