Results 31 to 40 of about 173 (155)
Calculating the Greeks by cubature formulae
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2005 We provide cubature formulae for the calculation of derivatives of expected values in the spirit of Terry Lyons and Nicolas Victoir. In financial mathematics derivatives of option prices with respect to initial values, so called Greeks, are of particular importance as hedging parameters.
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Methods Based on Polynomial Chaos for Quadratic Delay Differential Equations With Random Parameters
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 1, March 2026.ABSTRACT We consider systems of delay differential equations (DDEs), including a single delay and a quadratic right‐hand side. In a system, parameters are replaced by random variables to perform an uncertainty quantification. Thus the solution of the DDEs becomes a random process, which can be represented by a series of the generalised polynomial chaos.
Roland Pulch
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Non‐Linear Reduced Order Modelling of Transonic Potential Flows for Fast Aerodynamic Analysis
International Journal for Numerical Methods in Engineering, Volume 127, Issue 2, 30 January 2026.ABSTRACT This work presents a physics‐based reduced order modelling (ROM) framework for the efficient simulation of steady transonic potential flows around aerodynamic configurations. The approach leverages proper orthogonal decomposition and a least‐squares Petrov‐Galerkin (LSPG) projection to construct intrusive ROMs for the full potential equation ...
M. Zuñiga +3 more
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Cubature Formula and Interpolation on the Cubic Domain
Numerical Mathematics: Theory, Methods and Applications, 2009 Several cubature formulas on the cubic domains are derived using the discrete Fourier analysis associated with lattice tiling, as developed in \cite{LSX}. The main results consist of a new derivation of the Gaussian type cubature for the product Chebyshev weight functions and associated interpolation polynomials on $[-1,1]^2$, as well as new results on
Li, Huiyuan, Sun, Jiachang, Xu, Yuan
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Electronics Letters, Volume 62, Issue 1, January/December 2026.The unstable radar measurement noise in natural environments degrades tracking performance. This Letter introduces a noise‐adaptive matrix to efficiently compute a corrected fading factor, enabling real‐time compensation for noise variations. Superior performance is verified through comparison with existing methods. ABSTRACT In the natural environment,
Tianhao Liu, Xi Chen, Naichang Yuan
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Cubature Formulae and Polynomial Ideals
Advances in Applied Mathematics, 1999 The main purpose of this paper is to study the structure of cubature formulae using the notion of a polynomial ideal and its variety. The author proves that if \(I\) is a polynomial ideal generated by a proper set of \((2n-1)\) orthogonal polynomials and if the cardinality of the variety \(V(I)\) is equal to the codimension of \(I\), then there exists ...
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IET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.A GEDMM is proposed to represent the MIWPS as multiple VSISs and model each of them as the VTDS2M whose unknown parameters are identified with the proposed hybrid optimized square root cubature Kalman filter (HOSRCKF). To solve the issues that the physical meanings of existing short circuit ratios (SCRs) are unclear and the critical values of existing ...
Mengxian Sun +3 more
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Adaptive High Manoeuvring Target Tracking Algorithm Based on CNN‐LSTM Fusion Architecture
IET Radar, Sonar &Navigation, Volume 20, Issue 1, January/December 2026.To solve the problems of model switching lag and tracking accuracy decline in interacting multiple model (IMM) algorithm in complex manoeuvring target tracking, an adaptive interacting multiple model unscented Kalman filter (IMM‐UKF) algorithm based on convolutional neural network and long short‐term memory network (CNN‐LSTM) fusion architecture is ...
Yuhan Cui +3 more
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On the numerical evaluation of certain 2-D singular integrals
Journal of Numerical Analysis and Approximation Theory, 2000 The problem of approximating certain two-dimensional Cauchy principal value integrals is here considered, product integration formulas with multiple nodes are presented and the behaviour of the remainder is analyzed.
Laura Gori +2 more
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IET Radar, Sonar &Navigation, Volume 20, Issue 1, January/December 2026.To address the limitations of existing wireless and inertial navigation systems, this paper proposes a high‐precision integrated positioning scheme based on particle filtering. The method introduces a high‐weight particle neighbourhood attraction mechanism to solve the common issue of particle degeneracy.
Yanbiao Gao, Zhongliang Deng
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