Two-stage ROM: a hybrid reduced order model for offline and online efficiency. [PDF]
Adv Model Simul Eng SciDhopeshwar R, Bansal H, Veroy K.
europepmc +1 more source
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Parallel localized differential quadrature approach in boundary value problem
, 2015 In this paper, we need to developed a numerical strategy by implement- ing FORTRAN programming and OpenMP parallelization in Localized Differential Quadrature method in boundary value problem.
Anis Amalina
core
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical Finance, EarlyView.ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
Quadrature solution of fractional coupled burgers and plankton-oxygen dynamics under climate change. [PDF]
Sci RepZayed MA +6 more
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High‐frequency income dynamics
The Scandinavian Journal of Economics, EarlyView.Abstract We generalize the canonical permanent–transitory income process to allow for infrequent shocks. The distribution of income growth rates can then have a discrete mass point at zero and fat tails as observed in income data. We provide analytical formulas for the unconditional and conditional distributions of income growth rates and higher‐order ...
Jeppe Druedahl +2 more
wiley +1 more source
A Non-SOGI Single-Phase Frequency-Locked Loop Based on Synchronous Frequency Tracking Filter with Enhanced Immunity to Sensor-Induced DC Offsets. [PDF]
Sensors (Basel)Sevilmiş F.
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Optimal Transmission Performance of Quadrature Wireless Resonators at 3 T
Magnetic Resonance in Medicine, Volume 97, Issue 1, Page 403-413, January 2027.ABSTRACT Purpose To demonstrate a method for optimizing the efficiency of wireless resonators using tailored excitation from a dual‐transmit birdcage coil (BC), and to present the design and experimental investigation of a quadrature resonator for 3 T breast MRI application.
Leila Sharipova +7 more
wiley +1 more source
Application of randomized quadrature formulas to the finite element method for elliptic equations. [PDF]
BIT Numer MathKruse R, Polydorides N, Wu Y.
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