Results 71 to 80 of about 8,085 (191)

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

A Note on Extended Gaussian Quadrature Rule [PDF]

Mathematics of Computation, 1976
Extended Gaussian quadrature rules of the type first considered by Kronrod are examined. For a general nonnegative weight function, simple formulas for the computation of the weights are given, together with a condition for the positivity of the weights associated with the new nodes.
openaire   +3 more sources

Integrasi Numeris dengan Menggunakan Polinomial Lagrange

Jurnal Teknik Sipil, 2005
Pada paper ini disajikan pengembangan integrasi numeris berdasarkan polinomial Lagrange. Metoda yang dihasilkan mirip dengan metoda Gaussian-quadrature, dengan perbedaan terletak pada pengambilan titik-titik integrasi.
Syawaluddin H, Hang Tuah, Widiadnyana Merati, Leo Wiryanto   +3 more
doaj   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

Stability of a Fully Discrete Local Discontinuous Galerkin Method for the Generalized Benjamin–Ono Equation

Numerical Methods for Partial Differential Equations, Volume 42, Issue 4, July 2026.
ABSTRACT The main purpose of this paper is to design a fully discrete local discontinuous Galerkin (LDG) scheme for the generalized Benjamin–Ono equation. First, we prove the L2$$ {L}^2 $$‐stability for the proposed semi‐discrete LDG scheme and obtained a suboptimal order of convergence for power nonlinear flux.
Mukul Dwivedi, Tanmay Sarkar
wiley   +1 more source

Influence of quadrature transformation imbalance on the noise immunity of signal reception with amplitude-phase shift keying

Российский технологический журнал
Objectives. At the present time, amplitude-phase shift keyed (APSK) signals are actively used in satellite communication systems. In particular, they are applied in systems which operate in a limited radio frequency spectrum with increased data ...
G. V. Kulikov, X. Kh. Dang
doaj   +1 more source

Anthropogenic Carbon Isotope Signals in North Atlantic Water Masses at 48°N

Geophysical Research Letters, Volume 53, Issue 11, 16 June 2026.
Abstract Deep‐water masses are formed in the North‐Atlantic, making studies of δ13C of dissolved CO2 in this region key to monitor and understand the spreading of anthropogenic carbon into the ocean interior. The objective of this study is to quantify the Suess effect (SE) in North Atlantic water masses using sulfur hexafluoride (SF6) as the ...
E. Bavoux, S. Mulitza, R. Steinfeldt, H. Kuhnert, G. Martinez‐Mendez, H. Pälike   +5 more
wiley   +1 more source

Gaussian Processes and Polynomial Chaos Expansion for Regression Problem: Linkage via the RKHS and Comparison via the KL Divergence

Entropy, 2018
In this paper, we examine two widely-used approaches, the polynomial chaos expansion (PCE) and Gaussian process (GP) regression, for the development of surrogate models. The theoretical differences between the PCE and GP approximations are discussed.
Liang Yan, Xiaojun Duan, Bowen Liu, Jin Xu   +3 more
doaj   +1 more source

Receiving of direct-sequence spread spectrum signal with quadrature phase-shift keying in case of multiple access interference and internal Gaussian noise

Известия высших учебных заведений России: Радиоэлектроника, 2015
Receiving of the broadband phase modulated signal with quadrature phase-shift keying in case of multiple access in-terference and internal Gaussian noise has been considered.
G. S. Nakhmanson, S. V. Kozlov
doaj