Simulations
This set of simulations make use of the Alternating Direction Implicit method for solving the parabolic wave equation that arises in FD BPM.The zip file includes the following programs:FDBPM3D_free_space.m - Animation and video of the 3D propagation.FDBPM3D_free_space_slice.m - It shows slices of...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (43): Finite Differences Beam Propagation Method in 3-D Download |
The two programs perform Brownian Dynamic simulations to compute rheological properties of FENE dumbbell suspensions. When the applied flow is shear flow, we calculate the first and second normal stresses as well as the viscosity. For the case of an applied extensional flow, we obtain the value...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (50): Brownian Dynamic Simulation to Determine Rheological Properties of FENE Dumbbell Suspensions Download |
Introduction----------------This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.The paper detailing the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 266.24 KB | Download (45): Clewlow and Strickland Commodity one factor spot model Download |
This submission was created by Valery Tchkalov and Steve Miller to help engineers understand parameterization of hydraulic valves. The included white paper, simulation models, and MATLAB scripts cover the structure of a valve model, examples of how to use optimization algorithms to tune your...
Platforms: Matlab
License: Freeware | Size: 1.36 MB | Download (42): Hydraulic Valve Parameters From Data Sheets and Experimental Data Download |
This software contains one example taken from the reference paper given with this program.By running the program detest1.m as they are in the default deevol1 folder the economic dispatch problem can be solved. A six bus system with Bmn coefficients is considered for simulations The allocation...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (40): Solution to Economic Dispatch by Differential evolution Download |
Stokesian Dynamics, a method developed by Brady and Bossis in the 80s, simulates the 3D motion of hydrodynamically interacting spheres at low Reynolds numbers. This program was originally written by Professor Ron Phillips during his PhD thesis at MIT in 1989. The code was adapted from Fortran 77...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (41): Stokesian Dynamic Simulation of Sedimenting Spheres in a Newtonian Fluid Download |
Global tsunami can be started with asteroid impact or earthquake or thermonuclear bomb. It simulated with 2d wave equation. It is wave equation on sphere surface. Land influence neglected. triangular mesh used. The method is some kind of finite difference method. See fromulas in laplacian.jpg...
Platforms: Matlab
License: Freeware | Size: 1.03 MB | Download (42): Global tsunami simulation GUI Download |
Engineers, scientists, and financial analysts frequently use optimization methods to solve computationally expensive problems such as smoothing the large computational meshes used in fluid dynamic simulations, performing image registration, or analyzing high-dimensional financial portfolios....
Platforms: Matlab
License: Freeware | Size: 1.21 MB | Download (40): Improving Optimization performance with Parallel Computing Download |
Based on recent mathematical advances, BhT provides a collection of M-Files for design, simulation and analysis of articulated bodies' motions in fluid. More widely, BhT allows also to perform easily any kind of numeric experiments about the motion of solids in fluids (simulations of so-called...
Platforms: Matlab
License: Freeware | Size: 3.79 MB | Download (41): Biohydrodynamics Toolbox Download |
This software has been realized by Chaitanya Sai at the CNS Technology Lab at Boston University (http://techlab.bu.edu/). More info is available at http://techlab.bu.edu/resources/software_v...ed_artmap_code/.Memories in Adaptive Resonance Theory (ART) networks are based on matched patterns that...
Platforms: Matlab
License: Freeware | Size: 13.14 MB | Download (40): Biased ARTMAP Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (43): Simple option pricing GUI Download |
he code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): ARFIMA simulations Download |
In reachability analysis, one is interested in computing the set of states that can be reach by the system from a set of initial states. A straightforward way to approximate this set is to simulate the system for all the boundary points of the initial set. This demo illustrate how Simulink...
Platforms: Matlab
License: Freeware | Size: 81.92 KB | Download (40): Multiple simulations in 2-D Download |
Considering some input arguments, this function performs n simulations with random trades in a price matrix, saving 3 performance indicators (annualized return, annualized standard deviation and annualized sharpe) at each simulationFor example, suppose that you're a trader and have earned 15% of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 194.56 KB | Download (39): Are You More Skilled than a Monkey at Trading Stocks ? Download |
Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): Simulation of stochastic processes and parameter estimation of 1-F interest rate models Download |
BismillahirrahmanirrahimI have implemented all the examples and excercises (1-17) invovling simulations for the freely distributed ebook "Introduction to Probability" from Darmouth College (the website offers java applets):http://www.dartmouth.edu/~chance/teaching_..._book/book.htmlBilal...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (40): Chapter 1 Exercises of Introduction to Probability Download |
This m-file generates a random sequence of m simulations of k integers from a multinomial distribution with n trials and k outcomes, where the probability for each simulation is, n!------------------------- doOCop1^n1doOCop2^n2doOCo..doOCopk^nk .n1!doOCon2!doOCo..doOConk!Then, a single sample...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): multrnd Download |
This small GUI program can simplify repeated COMSOL simulations. You will need matlab with femlab module to use this.Simply save your FEM model as function f=homog(mua, mus, frequency, int, hmax, pmax)or you could adjust the parameter signature of your FEM model, but then you will need to adjust...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): simple GUI to drive femlab with matlab Download |
Comprehensive set of *.m files and function, including GUI, to calculate and plot Radar design and analysis issues. This include, the radar equation, radar waveform analysis, pulse compression, matched filter, stretch processing, HRR, phased arrays, Kalaman filter, MTI, clutter analysis, Swerling...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 235.52 KB | Download (43): MATLAB Simulations for Radar Systems Design Download |