Results 181 to 190 of about 5,402 (301)

Algebraic Parameter Estimation Using Kernel Representation of Linear Systems * *This work was supported by The National Science and Engineering Research Council of Canada

, 2017
Debarshi Patanjali Ghoshal, Kumar Gopalakrishnan, H. Michalska   +2 more
openalex   +1 more source

Conformal Field Theory, Solitons, and Elliptic Calogero-Sutherland Models. [PDF]

Commun Math Phys
Berntson BK, Langmann E, Lenells J.
europepmc   +1 more source

Restart Perturbations for Reversible Markov Chains: Trichotomy and Pre‐Cutoff Equivalence

Random Structures &Algorithms, Volume 66, Issue 3, May 2025.
ABSTRACT Given a reversible Markov chain Pn$$ {P}_n $$ on n$$ n $$ states, and another chain P˜n$$ {\tilde{P}}_n $$ obtained by perturbing each row of Pn$$ {P}_n $$ by at most αn$$ {\alpha}_n $$ in total variation, we study the total variation distance between the two stationary distributions, ‖πn−π˜n‖$$ \left\Vert {\pi}_n-{\tilde{\pi}}_n\right\Vert $$.
Daniel Vial, Vijay Subramanian
wiley   +1 more source

Performance Portability Study of Linear Algebra Kernels in OpenCL [PDF]

, 2014
Karl Rupp, Philippe Tillet, Florian Rudolf, Josef Weinbub, Tibor Grasser, Ansgar Jüngel   +5 more
openalex  

Input-driven circuit reconfiguration in critical recurrent neural networks. [PDF]

Proc Natl Acad Sci U S A
Magnasco MO.
europepmc   +1 more source

Variable-moment fluid closures with Hamiltonian structure. [PDF]

Sci Rep, 2023
Burby JW.
europepmc   +1 more source

AMR‐Wind: A Performance‐Portable, High‐Fidelity Flow Solver for Wind Farm Simulations

Wind Energy, Volume 28, Issue 5, May 2025.
ABSTRACT We present AMR‐Wind, a verified and validated high‐fidelity computational‐fluid‐dynamics code for wind farm flows. AMR‐Wind is a block‐structured, adaptive‐mesh, incompressible‐flow solver that enables predictive simulations of the atmospheric boundary layer and wind plants.
Michael B. Kuhn, Marc T. Henry de Frahan, Prakash Mohan, Georgios Deskos, Matt Churchfield, Lawrence Cheung, Ashesh Sharma, Ann Almgren, Shreyas Ananthan, Michael J. Brazell, Luis A. Martínez‐Tossas, Regis Thedin, Jon Rood, Philip Sakievich, Ganesh Vijayakumar, Weiqun Zhang, Michael Sprague   +16 more
wiley   +1 more source

The algebraic von Neumann kernel and linear algebraic groups

Mathematische Zeitschrift, 1981
Strassberg, Helen, Rothman, Sheldon
openaire   +2 more sources

Distribution Approach to Local Volatility for European Options in the Merton Model with Stochastic Interest Rates. [PDF]

Entropy (Basel)
Nowak P, Gatarek D.
europepmc   +1 more source

Testing covariance separability for continuous functional data

Journal of Time Series Analysis, Volume 46, Issue 3, Page 402-420, May 2025.
Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low‐dimensional observations, it becomes challenging for more intricate objects, such as multi‐variate functions. Here, the covariance can be so complex that just saving a non‐parametric estimate is impractical and structural assumptions are ...
Holger Dette, Gauthier Dierickx, Tim Kutta   +2 more
wiley   +1 more source