Results 31 to 40 of about 430 (144)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
О поведении дискретного спектра оператора Лапласа с двумя разбегающимися возмущениями на плоскости в случае двукратного предельного собственного значения [PDF]
We consider the Laplacian with two distant perturbations on the plane. Perturbations are a real finite continuous potentials. The investigation is aimed at a behavior of the perturbed operator eigenvalues when the distance between the potentials tends to
A. M. Golovina, А. М. Головина
core +3 more sources
ABSTRACT In this second part of our series of papers, we develop an abstract framework suitable for de Rham complexes that depend on a parameter belonging to an arbitrary Banach space. Our primary focus is on spectral perturbation problems and the differentiability of eigenvalues with respect to perturbations of the involved parameters. As a byproduct,
Pier Domenico Lamberti +2 more
wiley +1 more source
Restriction of eigenfunctions to totally geodesic submanifolds
This article is about two types of restrictions of eigenfunctions $\phi_j$ on a compact Riemannian manifold $(M,g)$: First, we restrict to a submanifold $H \subset M$, and expand the restriction $\gamma_H \phi_j$ in eigenfunctions $e_k$ of $H$.
Zelditch, Steve
core
Sloshing, Steklov and corners: Asymptotics of Steklov eigenvalues for curvilinear polygons [PDF]
We obtain asymptotic formulae for the Steklov eigenvalues and eigenfunctions of curvilinear polygons in terms of their side lengths and angles. These formulae are quite precise: the errors tend to zero as the spectral parameter tends to infinity.
Sher, David A. +4 more
core +1 more source
ABSTRACT This paper develops a mathematical framework for interpreting observations of solar inertial waves in an idealized setting. Under the assumption of purely toroidal linear waves on the sphere, the stream function of the flow satisfies a fourth‐order scalar equation.
Tram Thi Ngoc Nguyen +3 more
wiley +1 more source
Optimal partitioning of an interval and applications to Sturm-Liouville eigenvalues
We study the optimal partitioning of a (possibly unbounded) interval of the real line into n subintervals in order to minimize the maximum of certain set-functions, under rather general assumptions such as continuity, monotonicity, and a Radon-Nikodym ...
Tilli, Paolo, Zucco, Davide
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On multi-scale asymptotic structure of eigenfunctions in a boundary value problem with concentrated masses near the boundary [PDF]
We construct two-term asymptotics ?? k = ?m?2(M + ??k + O(?3/2)) of eigenvalues of a mixed boundary-value problem in ? R2 with many heavy (m > 2) concentrated masses near a straight part of the boundary ? . ?
M. Eugenia Pérez +3 more
core +1 more source
ABSTRACT We consider the extended Korteweg–de Vries (eKdV) equation as a model for long moderately nonlinear surface water waves and use it to describe the evolution of initial conditions generating solitary waves with and without significant dispersive radiation, as well as cases of pure dispersive radiation without any solitary waves.
Benjamin Martin +2 more
wiley +1 more source
Low eigenvalues of the p$p$–Laplacian in general open sets
Abstract We consider the minmax Ljusternik–Schnirelmann levels of the constrained p$p$–Dirichlet integral on a general open set of the Euclidean space. We show that, whenever one of these levels lies below the threshold given by the Lp$L^p$ Poincaré constant “at infinity,” it actually defines an eigenvalue of the Dirichlet p$p$–Laplacian. We also prove
Lorenzo Brasco +2 more
wiley +1 more source

