Results 41 to 50 of about 678 (97)

Robust Computation of Dipole Electromagnetic Fields in Arbitrarily-Anisotropic, Planar-Stratified Environments

open access: yes, 2013
We develop a general-purpose formulation, based on two-dimensional spectral integrals, for computing electromagnetic fields produced by arbitrarily-oriented dipoles in planar-stratified environments, where each layer may exhibit arbitrary and independent
Donderici, B.   +2 more
core   +1 more source

Numerical Integration in S-PLUS or R: A Survey [PDF]

open access: yes
This paper reviews current quadrature methods for approximate calculation of integrals within S-Plus or R. Starting with the general framework, Gaussian quadrature will be discussed first, followed by adaptive rules and Monte Carlo methods.
Diego Kuonen
core   +1 more source

The algebraic method in quadrature for uncertainty quantification [PDF]

open access: yes, 2016
A general method of quadrature for uncertainty quantification (UQ) is introduced based on the algebraic method in experimental design. This is a method based on the theory of zero-dimensional algebraic varieties.
Ko, Jordan, Wynn, Henry P.
core   +1 more source

Error Estimations of Turan Formulas with Gori-Micchelli and Generalized Chebyshev Weight Functions [PDF]

open access: yes, 2017
S. Li in [Studia Sci. Math. Hungar. 29 (1994) 71-83] proposed a Kronrod type extension to the well-known Turan formula. He showed that such an extension exists for any weight function.
Mihić, Ljubica   +2 more
core   +2 more sources

The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options

open access: yes, 2018
The Heston stochastic volatility model is a standard model for valuing financial derivatives, since it can be calibrated using semi-analytical formulas and captures the most basic structure of the market for financial derivatives with simple structure in
Boenkost, Wolfram, Guterding, Daniel
core   +1 more source

Calculation of aggregate loss distributions

open access: yes, 2010
Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory.
Shevchenko, Pavel V.
core   +2 more sources

Evolution and interpolation of double parton distributions using Chebyshev grids. [PDF]

open access: yesEur Phys J C Part Fields, 2023
Diehl M   +3 more
europepmc   +1 more source

Positive trigonometric Quadrature Formulas and quadrature on the unit circle [PDF]

open access: yes, 2010
We give several descriptions of positive quadrature formulas which are exact for trigonometric -, respectively, Laurent polynomials of degree less or equal $n-1-m$, $0\leq m\leq n-1$.
Peherstorfer, Franz
core  

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