Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Barycentric rational interpolation collocation method for solving two-dimensional linear and nonlinear integro-differential equations. [PDF]
Zhang W, Chen L.
europepmc +1 more source
Greenland and Antarctica Dominate Recent Acceleration in Global Mean Sea Level Rise: 1993–2023
Abstract Global mean sea level (GMSL) rise has accelerated over the last three decades, with satellite altimetry indicating an acceleration of 0.07 ± 0.03 mm/yr2 over 1993–2023. However, the specific contributions of Greenland and Antarctica to this acceleration budget have remained insufficiently quantified. We extend satellite gravimetry estimates of
Yufeng Nie +6 more
wiley +1 more source
Interplay Between Deep Convection and Mesoscale Gravity Waves
Abstract Although the association between precipitation and mesoscale gravity waves (MGWs) is well documented, the feedback mechanisms governing their amplification remain difficult to isolate. This study uses convection‐permitting numerical simulations with 1–4 km grid spacing to investigate a complex MGW event that occurred over the south‐central ...
Ananya Sen +2 more
wiley +1 more source
Free transverse vibration analysis of Non-uniform Nano-Timoshenko beams rotating around two perpendicular axes using differential quadrature method. [PDF]
Mohsen AM +8 more
europepmc +1 more source
Tensor‐Train Compression of a Volume Integral Eddy Current Problem in Discontinuous Galerkin
ABSTRACT The paper presents a low‐rank tensor compression strategy based on the tensor‐train (TT) format for the integral operator arising in eddy current problems. Unlike classical matrix compression techniques such as the fast multipole method (FMM) or hierarchical matrices (ℋ$$ \mathscr{H} $$‐matrices), which typically compress only far‐field ...
Anthony Torosyan +5 more
wiley +1 more source
Application of randomized quadrature formulas to the finite element method for elliptic equations. [PDF]
Kruse R, Polydorides N, Wu Y.
europepmc +1 more source
A Geometric Multigrid Preconditioner for Discontinuous Galerkin Shifted Boundary Method
ABSTRACT I introduce a geometric multigrid preconditioner for the Shifted Boundary Method (SBM) designed to solve PDEs on complex geometries. While the SBM simplifies mesh generation by using a nonconforming background grid, it often results in nonsymmetric linear systems, a complete analysis of which is missing from the literature, especially with ...
Michał Wichrowski
wiley +1 more source
Cohort population analysis of sparse data: Dexamethasone pharmacokinetics in mother and fetus based on blood sampling at birth. [PDF]
Krzyzanski W.
europepmc +1 more source
Unified Pressure and Field Response Across Distinct Charge‐Order Regimes in Ti‐Doped CsV3Sb5
We microscopically investigate the interplay between charge order and superconductivity in a kagome superconductor across regimes of long‐ and short‐range charge order. Hydrostatic‐pressure and magnetic‐field μSR$\mu{\rm SR}$ measurements reveal remarkably similar superconducting and normal‐state time‐reversal‐symmetry‐breaking responses in both ...
P. Kral +12 more
wiley +1 more source

