Results 131 to 140 of about 163,902 (301)

Phenotypical Differentiation of Tremor Using Time Series Feature Extraction and Machine Learning

open access: yesMovement Disorders, EarlyView.
Abstract Background The clinical diagnosis of tremor disorders depends on the interpretation of subtle movement characteristics, signs, and symptoms. Given the absence of a universally accepted biomarker, differentiation between essential tremor (ET) and tremor‐dominant Parkinson's disease (PD) frequently proves to be non‐trivial. Objective To identify
Verena Häring   +16 more
wiley   +1 more source

A highly accurate numerical method for solving boundary value problem of generalized Bagley‐Torvik equation

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay   +2 more
wiley   +1 more source

General Gate Teleportation and the Inner Structure of Its Clifford Hierarchies

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The quantum gate teleportation mechanism allows for the fault‐tolerant implementation of “Clifford hierarchies” of gates assuming, among other things, a fault‐tolerant implementation of the Pauli gates. We discuss how this method can be extended to assume the fault‐tolerant implementation of any orthogonal unitary basis of operators, in such a
Samuel González‐Castillo   +3 more
wiley   +1 more source

A Variational Formulation of European Option Prices in the 1‐Hypergeometric Stochastic Volatility Model

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The paper proposes a variational analysis of the 1‐hypergeometric stochastic volatility model for pricing European options. The methodology involves the derivation of estimates of the weak solution in a weighted Sobolev space. The weight is closely related to the stochastic volatility dynamic of the model.
José Da Fonseca, Wenjun Zhang
wiley   +1 more source

Abstract Boundary Delay Systems and Application to Network Flow

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT This paper investigates the well‐posedness and positivity of solutions to a class of delayed transport equations on a network. The material flow is delayed at the vertices and along the edges. The problem is reformulated as an abstract boundary delay equation, and well‐posedness is proved by using the Staffans–Weiss theory.
András Bátkai   +2 more
wiley   +1 more source

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