Results 31 to 40 of about 523 (140)
Wave Tracing: Generalizing The Path Integral To Wave Optics
Computer Graphics Forum, EarlyView.Abstract Modeling the wave nature of light and the propagation and diffraction of electromagnetic fields is crucial for the accurate simulation of many phenomena, yet wave simulations are significantly more computationally complex than classical ray‐based models.
Shlomi Steinberg, Matt Pharr
wiley +1 more source
ERGODIC THEORY AND DISCRETE ONE-DIMENSIONAL RANDOM SCHRÖDINGER OPERATORS: UNIFORM EXISTENCE OF THE LYAPUNOV EXPONENT [PDF]
, 2008 exponent, linear repetitivity, primitive substitution Abstract. We review recent results which relate spectral theory of discrete one-dimensional Schrödinger operators over strictly ergodic systems to uniform existence of the Lyapunov exponent.
Daniel Lenz
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Abundance of transitive linear operators in infinite dimension. [PDF]
, 2022 A teoria de Sistemas Dinâmicos estuda o comportamento de fenômenos em um conjunto no decorrer do tempo e se interessa majoritariamente em sistemas com um certo grau de desordem e imprevisibilidade.
Kawahama, Felipe Hikari [UNIFESP]
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A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Geometric erogdicity of a bead-spring pair with stochastic Stokes forcing [PDF]
, 2009 We consider a simple model for the uctuating hydrodynamics of a exible polymer in dilute solution, demonstrating geometric ergodicity for a pair of particles that interact with each other through a nonlinear spring potential while being advected by ...
McKinley, Scott A. +2 more
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Nonautonomous linear Hamiltonian systems oscillation, spectral theory and control [PDF]
, 2016 This monograph contains an in-depth analysis of the dynamics given by a linear Hamiltonian system of general dimension with nonautonomous bounded and uniformly continuous coefficients, without other initial assumptions on time-recurrence.
Obaya, Rafael +4 more
core +1 more source
Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method
International Statistical Review, EarlyView.Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang +2 more
wiley +1 more source
Operador de Ruelle-Perron-Frobenius e transformações expansoras [PDF]
, 2005 Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro de Ciências Físicas e Matemáticas. Programa de Pós-Graduação em Matemática e Computação CientíficaSeja T uma aplicação expansora em um espaço métrico compacto X.
Maciel, Anderson Luiz
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A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source