Edmonton Journal
This is a nonlinear system of differential and algebriac equations, that describe the dynamics of a continuous bioreactor. The bioreactor simulates the production of ethanol through yeast fermentation. The model is described in:Z. K. Nagy, Model Based Control of a Fermentation Bioreactor using...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (48): Yeast Fermentation Bioreactor for Ethanol Production Download |
Simulate a time dependent solution of Schrodinger's equation and calculate energy spectrum of a 1D finite square well using split-operator method.Reference: M. D. Feit, J. A. Fleck, Jr., and A. Steiger, "Solution of the Schrodinger Equation by a Spectral Method", Journal of Computational Physics...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Tutorial - 1D finite square well Download |
This interactive MATLAB script (sep_ltot.m) can be used to determine the characteristics of continuous, low-thrust orbital transfer between two nonplanar circular orbits using solar-electric propulsion (SEP). The numerical method used in this script is described in Chapter 14 of the book Orbital...
Platforms: Matlab
License: Freeware | Size: 51.2 KB | Download (44): Low-Thrust Orbital Transfer with Solar-Electric Propulsion Download |
The code is written to find one mixed Nash equilibrium strategy apart from all pure Nash equilibria in a bimatrix or general sum two person matrix game. It is based upon the algorithm presented by O.L. Mangasarian in 1964. It uses quadprog to solve a quadratic programming problem for a two person...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Bimatrix Game Download |
Matlab implementation of the computer model of atrial fibrillation originally published by Gordon Moe and colleagues in [American Heart Journal 1964; 67(2):200-220.] To run the simulation, just type the function name (afib). It accepts no input or output arguments. Several model parameters can be...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Model of atrial fibrillation/flutter. Download |
This code implements and plots the exact numerical solution of the Ornstein-Uhlenbeck process and its time integral. The numerical method here used was published by D.T. Gillespie in 1996 in the journal Physical Review E.The probability density function and its plot for the Ornstein-Uhlenbeck...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): Exact Numerical Simulation of the Ornstein-Uhlenbeck Process 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 |
This package includes a number of methods of determining the delay between two period signals. The delay may be calculated to subsample accuracy. Methods include: three-point interpolation using parabolic, Gaussian, or cosine functions; a phase method; and an iterative method.A simple example is...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): Subsample Delay Estimation Download |
Implementation of circular 1D tracker modeled after description in:@ARTICLE{Isard98condensationd-deOCt, author = {Michael Isard and Andrew Blake}, title = {CONDENSATION d-deOCt Conditional Density Propagation for Visual Tracking}, journal = {International Journal of Computer Vision}, year =...
Platforms: Matlab
License: Freeware | Size: 81.92 KB | Download (48): Conditional Density Propagation Tracker (1 Dimenstional) Download |
To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...
Platforms: Matlab
License: Freeware | Size: 61.44 KB | Download (41): Discrete Time Option Pricer for Jump Diffusion Processes Download |
Solution of Fractional Optimal Control Problems using Rational Approximation[1] C. Tricaud and Y.Q. Chen: Solving Fractional Order Optimal Control Problems in RIOTS_95 - A General-Purpose Optimal Control Problem Solver, Proceedings of the 3rd IFAC Workshop on Fractional Differentiation and its...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Solution of Fractional Optimal Control Problems Download |
In a number of vibration applications, systems under study are slightly non-linear. Cascade of Hammerstein models conveniently allows one to describe such systems.The Hammerstein Toolbox provides a simple method based on a phase property of exponential sine sweepsto estimate the structural...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (39): Hammerstein Toolbox Download |
3 .m files, 1) simulates a term structure using the vasicek model, 2-3) take this simulation and estimates the parameters of the model.If the implementation is good, the inputs should equal the outputs, run this 200 times.For details...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Kalman Filter Application Vasicek Download |
2 .m files, 3 xls files with data from German, US, UK zero coupon bonds.Files estimate the parameters on these bonds, the optimizer doesn't really work that well for this problem, so if some-one has a solution, please let me know.For details of methodology...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (41): Kalman Filter Application two factor CIR Download |
This is a multiparticle version of the CMorph algorithm previously submitted. The algorithm takes the gradient of the image, and then applies decreasing thresholds and fill operations to attempt to identify objects. One it has found the objects, it attempts to pair them up with objects in the...
Platforms: Matlab
License: Freeware | Size: 5.23 MB | Download (40): MCShape Download |
This is a complete set of MATLAB codes for calculating effective Pitzer inertias for large amplitude torsions. Specific examples included in the zip file were taken from the publication by Bryan M. Wong, Ryan L. Thom, and Robert W. Field in The Journal of Physical Chemistry A 110, 7406 - 7413...
Platforms: Matlab
License: Freeware | Size: 256 KB | Download (39): Pitzer Inertias Download |
Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).The software is described in and associated to the paper:L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (41): Optimal reduced-order discrete-time LQG design Download |
Classical optimal hedge ratio concentrates on risk reduction and neglects strategic value maximization. In this study, the authors use stochastic-optimization theories to formulate an optimal, short-term hedging scheme to mitigate risks while maximizing portfolio value. Stochastic spot and...
Platforms: Matlab
License: Freeware | Size: 430.08 KB | Download (40): Short Term Hedge Position Optimizer Download |
3 .m files, 1) simulates a term structure using the CIR model, 2-3) take this simulation and estimates the parameters of the model.also includes a set of results, take mean() and std() of this to see how good the filter is.If the implementation is good, the inputs should equal the outputs, run...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (42): Kalman Filter Application CIR Download |
This is a demo program of color filter array (CFA) image color reproduction. J. Tian, W. Yu and L. Ma, "Color filter array color reproduction using cycle-spinning," International Journal of Electronics and Communications, Vol. 64, No. 6, pp. 584-587, Jun. 2010.
Platforms: Matlab
License: Freeware | Size: 1.09 MB | Download (39): Color filter array color reproduction using cycle-spinning Download |