Results 51 to 60 of about 1,869 (181)
Journal of Polymer Science, EarlyView.A comparative large‐amplitude oscillatory shear analysis reveals how cationic surfactants progressively weaken xanthan gum networks. While conventional rheology identifies network softening, advanced LAOS methods uncover nonlinear deformation mechanisms and transient structural evolution that remain hidden in cycle‐averaged measurements.
Osita Sunday Nnyigide +2 more
wiley +1 more source
Approximation Properties of Chebyshev Polynomials in the Legendre Norm
Mathematics, 2021 In this paper, we present some important approximation properties of Chebyshev polynomials in the Legendre norm. We mainly discuss the Chebyshev interpolation operator at the Chebyshev–Gauss–Lobatto points.
Cuixia Niu +3 more
doaj +1 more source
CAAI Transactions on Intelligence Technology, EarlyView.Abstract Graph neural networks (GNNs) have revolutionised the processing of information by facilitating the transmission of messages between graph nodes. Graph neural networks operate on graph‐structured data, which makes them suitable for a wide variety of computer vision problems, such as link prediction, node classification, and graph classification.
Amit Sharma +4 more
wiley +1 more source
Solving change of basis from Bernstein to Chebyshev polynomials
Examples and CounterexamplesWe provide two closed-form solutions to the change of basis from Bernstein polynomials to shifted Chebyshev polynomials of the fourth kind and show them to be equivalent by applying Zeilberger’s algorithm. The first solution uses orthogonality properties
D.A. Wolfram
doaj +1 more source
ANPGT: Towards Adaptive Node Property Extraction and Integration
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Graph transformers (GTs) with elaborate positional/structural encodings (PEs/SEs) have excelled in graph representation learning, especially in graph‐level tasks. However, their potential in large‐scale node classification remains untapped for several reasons: (i) Current PEs/SEs are insufficient in modelling large‐scale real‐world graphs ...
Qin Chen +4 more
wiley +1 more source
Parallel Vectors Extraction using Bézier Clipping
Computer Graphics Forum, EarlyView.Abstract In this paper, we propose a novel local feature extraction algorithm for the parallel vectors (PV) operator. Our method is based on Bézier clipping, which is a bracketing‐based root finding method that is commonly‐used in computer‐aided geometric design.
Nico Daßler, Tobias Günther
wiley +1 more source
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 +3 more
wiley +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
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
Mathematical Finance, EarlyView.ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source