Archive

TIME SERIES ANALYSIS AND MATHEMATICAL MODELING OF GENERAL INDEX OF DSE

Authors:

Moumita Das, M.M. Rahman, M.G. Arif, M.M. Hossen, A. Polin

DOI NO:

https://doi.org/10.26782/jmcms.2011.01.00006

Abstract:

In our study we have analyzed the market volatility in stock prices in the Dhaka stock Exchange (DSE) during 2005-2008. Frist of all the row data is collected from DSE (Dhaka Stock Exchange Deperment). Then we have analyzed the data in two way, one is based on statistical measure and the other is curve fitting. We also explor the trend of general index of DSE in the from of differential equatiol with the  help of least square method.

Keywords:

time series,market volatility,stock price,statistical measure,

Refference:

I. Ariff, M. and Finn, Finn, F.J., “Announcement Effects and Market  Efficiency in a Thin Market: an Empirical Application to the Singapore Equity Market”, Asia Pacific Journal of Management, vol.6 1989, pp.243-267.

II. Bollerslev,  T., “Generalized Autoregressive Conditional Heterpskedasticity.” , jouenal of Econometrics, Vol.31, 1986, pp.307-27.

III. Chowdhury, S.S.H. and Rahman, M.A., “On the Empirical Relation Between Macroeconomic Volatility and Stock market Volatility of Bangladesh”, The Global Journal of Finance and Economic, Vol,1, No.2, 2004, pp.209-225.

IV. Easton, S.A. and Sinclair, N.A., “The Impact of Unexpected Earning and Dividends on Abnormal Returns to Equity”, Journal of Accounting & Finance, Vol.29, 1989, pp.1-19.

V. Gordon, M.J., “Dividend, Earning, and Stock Price”, The Review of Economics and Statistics, Vol.41 1959, pp.99-105.

VI. kato, K. and Loewenstenie, U., “The Ex-Dividend-Day Behavior of Stock price: The Case of Japan”, The Review of Financial Studies, Vol.8, 1995, pp.816-847.

VII. Lee, B.S., “The Response of Stock Price to Perment and Temporary Shocks to Dividends”, Journal of Financial and Quantitative Analysis, Vol.30, 1995, pp.1-22.

VIII. Loughlin P.H., “The Effect of Dividend Policy on Changes in Stockholders, Wealth”, A PhD Thesis, Graduate School of Saint Louis University, 1982, USA.

IX. Ogden, J.P., “A Dividend Payment Effect in Stock Returns”, Financial review, Vol.29, 1994, pp.345-369.

X. Rahman, M.M., “Trend Analysis and Mathematical Modeling of General Index of Dhaka Stock Exchange”, M.Sc. Thesis, Mathematics Discipline, Khulna University, 2009, pp.64-73.

XI. Schwert, G.W. and Stambauge, R., “Expected Stock Returns and Volatility”, Journal of Financial Econamics, Vol.19, 1987.

XII. Stevens, J.L. and Jose, M.L., “The Effect of Dividend Payout, Stability, and Smoothing on Firm value”, Journal of Accounting Auditing & Finance, Vol.7 1992, pp.195-216.

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RELATIVE DEFECTS OF A SPECIAL TYPE OF DIFFERENTIAL POLYNOMIAL

Authors:

Sanjib Kumar Dutta , Sanjib Mondal

DOI NO:

https://doi.org/10.26782/jmcms.2011.01.00007

Abstract:

The aim of paper is to compare the valiron defect with the relative Navanlinna defect of a special type of differential polynomial generated by a transcndental meromorphic function.

Keywords:

valirodefect,nevanlinna defect,differential polynomial ,meromorphic function ,

Refference:

1) Hayman W.K. : Meromorphic Functions, The Clarendon Press, Oxford (1964).
2) Xiong Q.L. : A fundamental inequality in the theory of meromorphic functions and its applications, Chinese Mathematics, Vol. 9, No. 1 (1967), pp. 146-167.

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A MATHEMATICAL ANALYSIS ON BLOOD FLOW THROUGH AN ARTERY WITH A BRANCH CAPILLARY

Authors:

S.P.Nanda , B.Basu Mallik

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00001

Abstract:

The paper is devoted to a theoretical study for the distribution of axial velocity for blood flow in a branch capillary emerging out of a parent artery at various locations of the branch. The results are computed for various values of r and the angle made by the parent artery and the branch capillary. Also due attention is given to the variation of n (fluid index). The output is compared with the results in the previous similar investigations. A theoretical estimate for the velocity of blood for various non negative values of the fluid index parameter and yield stress in different locations of the branch capillary is presented.

Keywords:

branch capillary,artery,fluid index,yield stress,

Refference:

1)  Misra J. C., Chakravarty S. Flow on arteries in the presence of stenosis. Journal of Biomechanics.19:907-18(1986).

2)  Misra J. C.,Adhikary S.D.,G.C. Shit. Multiphase flow of blood through arteries with a branch capillary: A theoretical study. Journal of Mechanics in Medicine and Biology, Vol. 7,No.4,395-417(2007).

3)  Chaturani P,Prahlad RN. Blood flow in tapered tubes with rheological applications. Biorheology,22:303-314(1985).

4)  Misra JC, Patra MK,Misra SC. A Non-Newtonian fluid model for blood flow through arteries under stenotic conditions. Journal of Biomechanics, 26:137-143(1993).

5)  Misra JC, Shit GC. Blood flow through arteries in a pathological state: A theoretical study. International journal of Engineering Science, 44:662-671(2006).

6)  Misra JC, Ghosh SK. Pulsatile flow of a viscous fluid through a porous elastic vessel of variable cross section: A mathematical model for hemodynamic flows. Comput Math Appl, 46:447-457(2003).

7)  Misra JC, Ghosh SK. Pulsative flow of a couple stress fluid through narrow porous tube of elliptical cross section :A model for blood flow in a stenosed arteriole. Engineering Simulation, 15:849-864(1998).

8)  Misra JC, Kar BK. A Mathematical analysis of blood flow from a feeding artery into a branch capillary. Math Comput Model, 15(6):9-18(1991).

9)  Misra JC, Ghosh SK. Flow of a Casson fluid in a narrow tube with a side branch. International journal of Engineering Science, 38:2045-2077(2000).

10) Whitmore RL. Rheology of the Circulation,Pergamon Press,New York,1968.

11) Merill EW. Rheology of blood, Physiological Review, 49(4):863-888,1969.

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ON FINITELY GENERATED N-IDEALS WHICH FORM RELATIVELY STONE LATTICES

Authors:

M. Ayub , A.S.A.Noor

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00002

Abstract:

Set of all finitely generated n-ideals of  is a lattice, denoted by .  In this paper the author has characterized those  which form relatively Stone lattices. It has been shown that  is relatively Stone if and only if  for any two incomparable prime n-ideals  and  of .

Keywords:

lattice,finitely generated ideals,stone lattices,

Refference:

1. Ali M. Ayub, A Study on Finitely generated n-ideals of a lattice, Ph.D Thesis, 2000.
2. Cornish W. H., Normal lattices, J. Austral. Math. Soc. 14(1972), 200-215.
3. Gratzer G., Lattice theory, First Concepts and distributive lattices, Freeman, San Francisco, 1971.
4. Latif M.A. and Noor A.S.A, n-ideals of a lattice, The Rajshahi University Studies (Part B), 22 (1994), 173-180.
5. Mandelker M., Relative annihilators in lattices, Duke Math. J. 40(1970), 377- 386.
6. Noor A. S. A. and Ali M. Ayub, Relative annihilators around a neutral element of a lattice, The Rajshahi University studies(part B), 28(2000), 141-146.
7. Noor A. S. A. and Latif M.A., Finitely generated n-ideals of a lattice, SEA Bull, Math. 22 (1998), 73-79.
8. Varlet J., Relative annihilators in semilattices, Bull. Austral. Math. Soc. 9(1973), 169- 185

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CORRELATION OF MONTHLY TEMPERATURE AND RAINFALL BETWEEN THE CONSECUTIVE MONTHS OF THE MONSOON SEASON

Authors:

Maitreyi. Roy , Abir Chatterjee

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00003

Abstract:

A novel techniques for the operation of analog ICs at low operational voltage has been presented in this paper. Cascode techniques has been chosen as it reduces ratio errors due to input and output voltage difference. Over and above this method provides constant current over wide output voltage swing.

Keywords:

analog ICs,operational voltage,voltage difference,voltage swing,constant current,

Refference:

1) Chandraskashan A P , “ low power CMOS digital design “ , IEEE journal
of solid state circuits, VOL 27 P P 473-483, april 1992
2) Chandraskashen A P, “A low power chipset portable multimedia
application”, proceeding IEEE, P P ( 82-83 ) 1984. ISSCC, PP82-83, 1994
3) Takanashi etal M “ A 60 new MPEG4 video codec using clustered voltage scaling with variable voltage supply voltage scheme”- IEEE journal of solid state circuit, Vol-33 IW:11,SS PP 1772-1780 November 1998

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LOW POWER OPERATION OF ANALOG ICS

Authors:

Munnujahan Ara , Moumita Das, Samah Ghanem, M. M. Rahman

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00004

Abstract:

Keywords:

meteorological parameter,correlation,bulb temperature,maximum and minimum temperature.,

Refference:

1) Ara, M. M., Hossain, M. A., and Alam 2005. Surface dry bulb temperature and its trend over Bangladesh, Journal of Bangladesh Academy of Science, 29(1):29-40.
2) Karmakar, S. and Nessa, J. 1997. Climate change and its impacts on natural disasters and SW-monsoon in Bangladesh and the Bay of Bengal. Journal of Bangladesh Academy of Sciences, 21:127-136.
3) Karmaker, S. and Shrestha, M. L. 2000. Recent Climate Change in Bangladesh, Report No. 4, SAARC Meteorological Research Center (SMRC), Dhaka, Bangladesh, 43:138-140.
4) Das, P. K. 1995. The Monsoon. 3rd edition, New Delhi: National Book, Press trust of India.
5) Hussain, M. A. and Sultana, N. 1996. Rainfall distribution over Bangladesh stations during the monsoon months in the absence of depressions and cyclonic storms, Scientific Journal, 47:339-348.
6) Chowdhury, M.H.K. and Debsharma, S.K. 1992. “Climate change in Bangladesh – A statistical review”, Report on IOC-UNEP Workshop on Impacts of Sea Level Rise due to Global Warming, NOAMI, held during 16-19 November in Bangladesh, 15.
7) WMO/UNDP/BGD/79/013, 1986. Bangladesh Meteorological Department climatological data and charts (1961-80), Tech. Note no.9.

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THERMAL STRESSES IN A LONG IN-HOMOGENEOUS CYLINDER WITH VARIABLE ELASTIC CONSTANTS, THERMAL CONDUCTIVITY AND THERMAL CO-EFFICIENT

Authors:

Anukul De , Ajoy Kanti Das

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00005

Abstract:

The object of this paper is to study the thermal stresses in a long in-homogeneous aelotropic cylinder with the variable thermal conductivity of the material varies as mthpower of the radial distance, the elastic constants and the coefficients of thermal expansion of the material vary as nth power of the redial distance.

Keywords:

the thermal stress, thermal expansion, redial distance,aelotropic cylinder,

Refference:

1)I.Engineering Research, Res., vol.5, No. 9, pp. 171-178, 1965.

II.De, A., Choudhury, M., ‘Thermal Stresses in a Long In-homogeneous Transversely Isotropic Elastic Annular Subject to γRay Heating’.Bulletin of Calcutta Mathematical Society, vol., No. 2, pp. 101, 2009.

III.Hearman, R. F. S., An introduction to applied anisotropic elasticity, 1961.

IV.Martin, W. T., Reissner, E., Elementary differential equation, 1958.

V.Mollah, S. H., ‘Thermal Stresses in a Long In-homogeneous Aelotropic Cylinder Subjected to γRay Heating’, Mechanika Teoretyczna Estosowana, vol. 4, pp. 27, 1989.

VI.Nowinski, J., ‘Thermoelastic Problem for an Isotropic Sphere with Temperature Dependent Properties1’, ZAMP, vol. X, pp. 565, 1959.

VII.Sharma, B., Jour. App. Mech., vol. 23, no. 4, 1956. 8)Timoshenko, S. and Goodier, J. N., Theory of elasticity, second edition, 1966.

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SOME PROPERTIES OF STANDARD SUBLATTICES OF A LATTICE

Authors:

R.M.Hafizur Rahman

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00006

Abstract:

In this paper we study some properties and give some characterizations of these sublattices. Also we prove that for a central element n of a lattice, the standard n-congruences are permutable.

Keywords:

lattice, sublattices,central element,congruences,

Refference:

I. Gätzer G., and Schmidt E.T., Acta. Math. Acad. Sci. Hungar. 12, 17 (1961).

II. Grätzer G., General lattice theory, (Birkhauser Verlag, Basel, 1978).

III. Cornish W.H. and Noor A.S.A, Bull. Austral. Math. Soc. 26, 185 (1982).

IV. Fried E. and Schmidt E.T., Algebra Universalis, 5, 203 (1975).

V. Nieminen J., Commentari Mathematical Universitals Stancti Paulie 33(1), 87 (1984).

VI.Noor A.S.A. and Latif M.A., SEA Bull. Math. 4, 185 (1997).

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SENSITIVITY AND ACCUARACY OF EIGENVALUES RELATIVE TO THEIR PERTURBATION

Authors:

M. A. Huda, Md. Harun-or-Roshid, A. Islam , Mst. Mumtahinah

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00007

Abstract:

The main objective of this paper is to study the sensitivity of eigenvalues in their computational domain under perturbations, and to provide a solid intuition with some numerical example as well as to represent them in graphically. The sensitivity of eigenvalues, estimated by the condition number of the matrix of eigenvectors has been discussed with some numerical example. Here, we have also demonstrated, other approaches imposing some structures on the complex eigenvalues, how this structure affects the perturbed eigenvalues as well as what kind of paths do they follow in the complex plane.

Keywords:

sensitivity,eigenvalues, perturbations,complex eigenvalues,

Refference:

I.Aripirala R. and Syrmos V. L., “Sensitivity Analysis of Stable GeneralizedLyapunov Equations,” In Proc. of the 32nd IEEE Conf. on Decision and Control, pp. 3144-3129, San Antonio, 1993.

II.Bhatia R., Eisner L. and Krause G., “Bounds for the Variation of the Rootsof a Polynomial and the Eigenvalues of a Matrix,” Linear Algebra Appl.,142, 195-209, 1990.

III.Elsner L., “An Optimal Bound for the Spectral Variation of Two Matrices,”Linear” Algebr’a and Its Applications, 71:77 -80, 1985.

IV.Eslami M., “Theory of Sensitivity in Dynamic Systems,” Springer-Verlag,Berlin, 1994.

V.Holbrook J. A. R., “Spectral Variation of Normal Matrices,” LinearAlgbera Appl., 174:131-144, 1994.

VI.J.B. Hiriart-Urruty J.B. and Ye D., “Sensitivity Analysis of All Eigenvalues of aSymmetric Matrix,” Numer. Math., 70:45-72, 1992.

VII.Hewer G. and Kenney C., “The Sensitivity of the Stable LyapunovEquation,” SIAM J. Cont. Optim., 26: 321-344, 1998.

VIII.Ipsen I. C. F., “Relative Perturbation Results for Matrix Eigenvalues andSingular Values,” Acta Numer, 7:151-201, 1998.

IX.Konstanitinov M., Petkov P., GU D. W. and Mehrmann V., “Sensitivity of.General Lyapunov Equations,” Technical report 98-15, Dept. of Engineering, Leicester univ., UK, 1998.

X.Konstantinov M., Petkov P. and Angelova V., “ Sensitivity of GeneralDiscrete Algebraic Riccati Equations,” In Proc. 28 Spring Conf. of Union of Bulgar. Mathematics, pp. 128-136, Bulgaria, 1999.

XI.Moler C. B., Numerical Computing with MATLAB, February 15, 2008.

XII.Ostrowski A., “Dber die Stetigkeit von charakteristischen Wurzeln inAbhiingigkeit von den Matrizenelementen,” Jahresberichte der Deutsche Mathematische Ver”ein 60, 40-42, 1957.

XIII.Parlett B. N., “The Symmetric Eigenvalue Problem,” Prentice-Hall,Englewood Cliffs, NJ, 1980.

XIV.Rump S. M., “Estimation of the Sensitivity of Linear and NonlinearAlgebraic Problems,” Linear algebra, Appl., 153:1-34, 1991.

XV.Rajendra B., “Perturbation Bounds for Matrix Eigenvalues,” SIAM, Wiley,New York, 2007.

XVI.Sun J.G., “On the Perturbation of the Eigenvalues of a Normal Matrix,”Math. Numer. Sinica, 6 334-336, 1984.

XVII.Stewart G. W, Sun J., “Matrix Perturbation Theory,” Academic Press. Inc,New York, 2000.

XVIII.Sun J. G, “Sensitivity Analysis of the Discrete-Time Algebraic RiccatiEquation,” Lin. Alg. Appl., 275-276: 595-615, 1998.

XIX.Wilkinson J. H, “Rounding Errors in Algebraic Processes,” Prentice Hall,Englewood Cliffs, 1963.

XX.Wilkinson J., “The Algebraic Eigenvalue Problem,” Clarendon Press, Oxford, 1965.

XXI.Xu S. “Sensitivity Analysis of the Algebraic Riccati Equations,” Numer.Math., 75: 121-134, 1996.

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A NOTE ON THE GROWTH PROPERTIES OF WRONSKIANS

Authors:

Sanjib Kumar Dutta , Tanmay Biswas

DOI NO:

https://doi.org/10.26782/jmcms.2011.07.00008

Abstract:

In the paper we study the comparative growth properties of composite entire and meromorphic functions on the basis of th order ( th lower order ) and order ( th lower order ) where is a slowly chang-ing function and are positive integers and

Keywords:

composite entire function,composite entire meromorphic function,comparative growth properties,

Refference:

I. Datta, S. K. and Biswas, T.: On the th order of Wronskians, Int. J. Pure Appl. Math., Vol.50, No.3 (2009), pp.373-378.

II. Hayman, W.K.: Meromorphic Functions, The Clarendon Press, Oxford (1964).

III. Juneja, O.P.: Kapoor, G.P. and Bajpai, S.K.: On the order and lower order of an entire function, J.Reine Angew. Math., 282(1976), pp.53-67.

IV. Somasundaram, D and Thamizharasi, R.: A note on the entire functions of -bounded index and -type, Indian J. Pure Appl. Math. , Vol. 19, No. 3 (1988), pp. 284-293.

V. Valiron, G.: Lectures on the general theory of integral functions, Chel-sea Publishing Company, 1949.

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