Results 121 to 130 of about 6,054,073 (251)
Generalized Differential Quadrature and Its Application. G.U. Aero Report 9117 [PDF]
The technique of differential quadrature (DQ) for the solution of a partial differential equation is extended and generalized in this paper. The general formulation for determining the weighting coefficients of the first order derivative is obtained. A
Shu, Chang, Richards, Bryan E.
core +1 more source
Planning Speed Mode of All-Wheel Drive Autonomous Vehicles Considering Complete Constraint Set
The study aims to improve the technique of motion planning for all-wheel drive (AWD) autonomous vehicles (AVs) by including torque vectoring (TV) models and extended physical constraints.
Maksym Diachuk, Said M. Easa
doaj +1 more source
Density‐Valued ARMA Models by Spline Mixtures
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
The title, “Laminated Composite Doubly-Curved Shell Structures. Differential and Integral Quadrature. Strong Form Finite Elements” illustrates the theme treated and the prospective followed during the composition of the present work.
TORNABENE, FRANCESCO +3 more
core +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
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
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
ABSTRACT Purpose Pulmonary hypertension is related to a 1‐year mortality ranging from < 5% to > 20% in low‐ and high‐risk groups. Right heart catheterization is the diagnostic gold standard, associated with a 1.1% rate of severe adverse events, posing the need for a non‐invasive diagnostic tool.
Markus Phillip Andersen +7 more
wiley +1 more source
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor +2 more
wiley +1 more source
ABSTRACT Data‐driven reduced‐order modeling is an essential component in the computer‐aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature‐based balanced truncation algorithm that constructs linear reduced‐order models from evaluations of the full‐order system's transfer function and its ...
Sean Reiter, Steffen W. R. Werner
wiley +1 more source

