Results 91 to 100 of about 79,817 (224)

Using Chebyshev Polynomials to Approximate Partial Differential Equations [PDF]

This paper suggests a simple method based on a Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. It consists in determining the value function by using a set of nodes and basis functions.
Guglielmo Maria Caporale, Mario Cerrato
core  

Unconditional Variance Estimation Under Complex Surveys

International Statistical Review, EarlyView.
Summary The unconditional framework treats the samples and the variables of interest as random variables. This is particularly suitable with analytic inference, when modelling survey data. We show that variance estimation does not involve finite population corrections and joint‐inclusion probabilities, even with large sampling fractions and under ...
Yves G. Berger
wiley   +1 more source

Simulasi Perancangan Filter Analog dengan Respon Chebyshev

Jurnal Elkomika, 2013
ABSTRAK Dalam suatu sistem komunikasi penggunaan rangkaian filter sangat penting. Salah satu cara untuk memudahkan dalam perancangan sebuah filter dilakukanlah teknik simulasi.
RUSTAMAJI RUSTAMAJI, ARSYAD RAMADHAN DARLIS, SOLIHIN SUPARMAN   +2 more
doaj   +1 more source

Chebyshev polynomial approximation to approximate partial differential equations [PDF]

This pa per suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. The methodology simply consists in determining the value function by using a set of nodes and basis functions.
Guglielmo Maria Caporale, Mario Cerrato
core  

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Application of Chebyshev collocation method for solving two classes of non-classical parabolic PDEs

Ain Shams Engineering Journal, 2015
This article contributes a numerical scheme for finding approximate solutions of one-dimensional parabolic partial differential equations (PDEs) under non-classical boundary conditions. This scheme is based on the direct Chebyshev collocation method that
Emran Tohidi
doaj   +1 more source

Monetary Policy When Preferences Are Quasi‐Hyperbolic

Journal of Money, Credit and Banking, EarlyView.
Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley   +1 more source

Differential Nap‐To‐Nap Stability of Sleep Spindles, Slow Waves, and their Temporal Coupling: An Exploratory Study

Journal of Sleep Research, EarlyView.
ABSTRACT Slow waves and sleep spindles characterise non‐rapid eye movement (NREM) sleep and support cognitive and plasticity‐related functions. While their stability across nights is well established, less is known about their consistency across daytime naps.
Damiana Bergamo, Antonino Visalli, Angie Baldassarri, Nicola Cellini   +3 more
wiley   +1 more source

Generalized Chebyshev acceleration

Numerical Algorithms
We use generalized Chebyshev polynomials, associated with the root system $A_2$, to provide a new semi-iterative method for accelerating simple iterative methods for solving linear systems. We apply this semi-iterative method to the Jacobi method, and give an example. There are certain restrictions but the resulting acceleration is rather high.
openaire   +2 more sources

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source