Scopus İndeksli Yayınlar Koleksiyonu

Permanent URI for this collectionhttps://hdl.handle.net/20.500.12416/8651

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Now showing 1 - 10 of 668
  • Article
    Unit Root Testing in the Presence of Mean Reverting Jumps: Evidence From US T-Bond Yields
    (Walter de Gruyter GmbH, 2019) Ilalan, Deniz; Ozel, Ozgur
    Mean reversion of financial data, especially interest rates is often tested by linear unit root tests. However, there are times where linear unit root test results can be misleading especially when mean reverting jump formations are at stage. Considering this framework, we provide a new unit root testing methodology and compute its asymptotic critical values via Monte Carlo simulation. Moreover, we numerically compare the power of this generalized mean reversion test with the pioneering linear unit root test in the literature namely the Augmented Dickey Fuller (ADF) test. We deduce that our test is a refinement of ADF test with a higher power. Weapply our findings to US 10-year Treasury bond yields. We aim to shed light to the discussion among researchers whether interest rates can sometimes revert to a long-term constant mean or not from an unorthodox point of view.
  • Article
    Citation - WoS: 23
    Citation - Scopus: 31
    An Integrated Framework on Soundscape Perception and Spatial Experience by Adapting Post-Occupancy Evaluation Methodology
    (Sage Publications Inc, 2018) Aburawis, Ayad A. Mohamed; Yorukoglu, Papatya Nur Dokmeci; Dokmeci Yorukoglu, Papatya Nur
    The effecting factors of soundscape perception and space experience have a very close relationship. This study aims to synthesize the diversity of soundscape classifications and schemes and unify such factorial variations in order to develop an integrated framework for soundscape perception and spatial experience within a systematic review of recent progress and by adapting post-occupancy evaluation methodology. First, factors under soundscape perception and space experience are reviewed in detail and merged to form conceptual classification models. Six soundscape perception factors are formed as (1) sonic, (2) spatial, (3) temporal, (4) psychological, (5) behavioural and (6) personal. Similarly, five space experience factors are formed as (1) user, (2) usage, (3) architectural design, (4) social context and (5) physical environment. All related items in the literature are presented and the sub-items under each factor are exemplified. Second, factors under the merged conceptual models are integrated by considering occupants' experience of space regarding their variance in perception of soundscapes through acoustical post-occupancy evaluation. An adapted study design is proposed under indicative, investigative and diagnostic stages of the post-occupancy evaluation by presenting the methods, data types and factorial correlations for each stage.
  • Article
    Citation - WoS: 36
    Citation - Scopus: 41
    Numerical Treatment of Coupled Nonlinear Hyperbolic Klein-Gordon Equations
    (Editura Acad Romane, 2014) Doha, E. H.; Baleanu, Dumitru; Bhrawy, A. H.; Baleanu, D.; Abdelkawy, M. A.; Matematik
    A semi-analytical solution based on a Jacobi-Gauss-Lobatto collocation (J-GL-C) method is proposed and developed for the numerical solution of the spatial variable for two nonlinear coupled Klein-Gordon (KG) partial differential equations. The general Jacobi-Gauss-Lobatto points are used as collocation nodes in this approach. The main characteristic behind the J-GL-C approach is that it reduces such problems to solve a system of ordinary differential equations (SODEs) in time. This system is solved by diagonally-implicit Runge-Kutta-Nystrom scheme. Numerical results show that the proposed algorithm is efficient, accurate, and compare favorably with the analytical solutions.
  • Article
    Citation - WoS: 46
    Citation - Scopus: 48
    Solutions of the Fractional Davey-Stewartson Equations With Variational Iteration Method
    (Editura Acad Romane, 2012) Baleanu, Dumitru; Jafari, Hossain; Kadem, Abdelouahab; Yılmaz, Tuğba; Baleanu, Dumitru; Yilmaz, Tugba; Matematik; Psikoloji
    This paper presents approximate analytical solutions for the fractional Davey-Stewartson equations using the Variational iteration method. The fractional derivatives are described in the Caputo sense. This method is based on the incorporation of the correction functional for the equation. The results obtained by this method have been compared with the exact solutions and show that the introduced approach is a promising tool for solving many linear and nonlinear fractional differential equations.
  • Article
    Citation - WoS: 37
    Citation - Scopus: 38
    Newtonian Mechanics on Fractals Subset of Real-Line
    (Editura Acad Romane, 2013) Golmankhaneh, Alireza K.; Baleanu, Dumitru; Fazlollahi, Vahideh; Baleanu, Dumitru; Matematik
    In this paper, we have studied the calculus on the fractals, meanwhile Newtonian mechanics on fractals subset of real-line has been suggested. Further, work and energy theorem on fractals with the examples has been explained. Finally Langevin F-alpha-Equation on fractals is derived.
  • Article
    Citation - WoS: 63
    Citation - Scopus: 76
    A Fractional Model of Convective Radial Fins With Temperature-Dependent Thermal Conductivity
    (Editura Acad Romane, 2017) Kumar, Devendra; Baleanu, Dumitru; Singh, Jagdev; Baleanu, Dumitru; Matematik
    The principal purpose of the present article is to examine a fractional model of convective radial fins having constant and temperature-dependent thermal conductivity. In order to solve fractional order energy balance equation, a numerical algorithm namely homotopy analysis transform method is considered. The fin temperature is derived in terms of thermo-geometric fin parameter. Our method is not limited to the use of a small parameter, such as in the standard perturbation technique. The numerical simulation for temperature and fin tip temperature are presented graphically. The results can be used in thermal design to consider radial fins having both constant and temperature-dependent thermal conductivity.
  • Article
    Citation - WoS: 60
    Citation - Scopus: 68
    Lyapunov-Krasovskii Stability Theorem for Fractional Systems With Delay
    (Editura Acad Romane, 2011) Baleanu, Dumitru; Baleanu, D.; Ranjbar N, A.; Abdeljawad, Thabet; Sadati R, S. J.; Delavari, R. H.; Abdeljawad (Maraaba), T.; Gejji, V.; Matematik
    Fractional calculus techniques and methods started to be applied during the last decades in several fields of science and engineering. In this paper we studied the stability of fractional order nonlinear time-delay systems for Caputo's derivative and we extended Lyapunov-Krasovskii theorem for the fractional nonlinear systems.
  • Article
    Citation - WoS: 19
    Citation - Scopus: 18
    On Fractional Coupled Whitham-Broer Equations
    (Editura Acad Romane, 2011) Kadem, Abdelouahab; Baleanu, Dumitru; Baleanu, Dumitru; Matematik
    Finding the fractional version of a given classical nonlinear equation or to a given system of differential equations is still an open problem in the field of the fractional calculus. In this paper the homotopy perturbation method is used to find an analytical approximate solution for the coupled Whitham-Broer-Kaup equations. The obtained results indicate that the method is efficient and accurate.
  • Article
    Citation - WoS: 16
    Citation - Scopus: 23
    On Fractional Hamiltonian Systems Possessing First-Class Constraints Within Caputo Derivatives
    (Editura Acad Romane, 2011) Baleanu, Dumitru; Baleanu, Dumitru; Muslih, Sami I.; Rabei, Eqab M.; Golmankhaneh, Alireza K.; Golmankhaneh, Ali K.; Matematik
    The fractional constrained systems possessing only first class constraints are analyzed within Caputo fractional derivatives. It was proved that the fractional Hamilton-Jacobi like equations appear naturally in the process of finding the full canonical transformations. An illustrative example is analyzed.
  • Article
    Citation - Scopus: 61
    Solving Multi-Term Orders Fractional Differential Equations by Operational Matrices of Bps With Convergence Analysis
    (2013) Rostamy, D.; Baleanu, Dumitru; Alipour, M.; Jafari, H.; Baleanu, D.; Matematik
    In this paper, we present a numerical method for solving a class of fractional differential equations (FDEs). Based on Bernstein Polynomials (BPs) basis, new matrices are utilized to reduce the multi-term orders fractional differential equation to a system of algebraic equations. Convergence analysis is shown by several theorems. Illustrative examples are included to demonstrate the validity and applicability of this method.