Results 111 to 120 of about 818,934 (319)

Optimal model‐based design of experiments for parameter precision: Supercritical extraction case

The Canadian Journal of Chemical Engineering, EarlyView.
Abstract This study investigates the process of chamomile oil extraction from flowers. A parameter‐distributed model consisting of a set of partial differential equations is used to describe the governing mass transfer phenomena in a cylindrical packed bed with solid chamomile particles under supercritical conditions using carbon dioxide as a solvent ...
Oliwer Sliczniuk, Pekka Oinas
wiley   +1 more source

Carleman linearization of differential-algebraic equations systems

Results in Applied Mathematics
Carleman linearization is a mathematical technique that transforms nonlinear dynamical systems into infinite-dimensional linear systems, enabling simplified analysis.
Marcos A. Hernández-Ortega, C.M. Rergis, A. Román-Messina, Erlan R. Murillo-Aguirre   +3 more
doaj   +1 more source

Semigroups Associated with Differential-Algebraic Equations [PDF]

, 2020
We consider differential-algebraic equations in infinite dimensional state spaces and study, under which conditions we can associate a $C_{0}$-semigroup with such equations. We determine the right space of initial values and characterise the existence of a $C_{0}$-semigroup in the case of operator pencils with polynomially bounded resolvents.
openaire   +2 more sources

Subuniformity of harmonic mean p$$ p $$‐values

Canadian Journal of Statistics, EarlyView.
Abstract We obtain several inequalities on the generalized means of dependent p$$ p $$‐values. In particular, the weighted harmonic mean of p$$ p $$‐values is strictly subuniform under several dependence assumptions of p$$ p $$‐values, including independence, negative upper orthant dependence, the class of extremal mixture copulas, and some Clayton ...
Yuyu Chen, Ruodu Wang, Yuming Wang, Wenhao Zhu   +3 more
wiley   +1 more source

An observation‐driven state‐space model for claims size modelling

Canadian Journal of Statistics, EarlyView.
Abstract State‐space models are popular in econometrics. Recently, these models have gained some popularity in the actuarial literature. The best known state‐space models are of the Kalman‐filter type. These are called parameter‐driven because the observations do not impact the state‐space dynamics.
Jae Youn Ahn, Himchan Jeong, Mario V. Wüthrich   +2 more
wiley   +1 more source

Analytical solution of a class of coupled second order differential-difference equations

International Journal of Mathematics and Mathematical Sciences, 1993
In this paper coupled systems of second order differential-difference equations are considered. By means of the concept of co-solution of certain algebraic equations associated to the problem, an analytical solution of initial value problems for coupled ...
L. Jódar, J. A. Martin Alustiza
doaj   +1 more source

Asymptotic properties of cross‐classified sampling designs

Canadian Journal of Statistics, EarlyView.
Abstract We investigate the family of cross‐classified sampling designs across an arbitrary number of dimensions. We introduce a variance decomposition that enables the derivation of general asymptotic properties for these designs and the development of straightforward and asymptotically unbiased variance estimators.
Jean Rubin, Guillaume Chauvet
wiley   +1 more source

T‐calibration in semi‐parametric models

Canadian Journal of Statistics, EarlyView.
Abstract This article relates the calibration of models to the consistent loss functions for the target functional of the model. Correctly specified models are calibrated. Conversely, we demonstrate that if there is a parameter value that is optimal under all consistent loss functions, then a model is calibrated.
Anja Mühlemann, Johanna Ziegel
wiley   +1 more source

Waveform relaxation method for fractional differential-algebraic equations

, 2014
The waveform relaxation method has been successfully applied into solving fractional ordinary differential equations and fractional functional differential equations [11, 5].
Xiao-Li Ding, Yaolin Jiang
semanticscholar   +1 more source

A Markov approach to credit rating migration conditional on economic states

Canadian Journal of Statistics, EarlyView.
Abstract We develop a model for credit rating migration that accounts for the impact of economic state fluctuations on default probabilities. The joint process for the economic state and the rating is modelled as a time‐homogeneous Markov chain. While the rating process itself possesses the Markov property only under restrictive conditions, methods ...
Michael Kalkbrener, Natalie Packham
wiley   +1 more source