Results 101 to 110 of about 14,104 (237)
Anchor Flow Maps: Efficient Sampling and Approximation of the Entire Flow Map
Abstract Flow maps are a fundamental concept for the visualization and analysis of time‐dependent flows. A common approach is to apply sampling and reconstruction – which comes with a number of problems: flow maps are high‐dimensional functions with locally large gradients which makes approximations very challenging.
D. Stelter +3 more
wiley +1 more source
Statistical Tests for Lyapunov Exponents of Deterministic Systems. Discussion paper No 167
In order to develop statistical tests for the Lyapunov exponents of deter-\ud ministic dynamical systems, we develop bootstrap tests based on empirical\ud likelihood for percentiles and expectiles of strictly stationary processes.
Wolff, Rodney C. +2 more
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Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies
ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi +2 more
wiley +1 more source
Métodos de análise de estabilidade transitória em sistemas de potência utilizando o segundo método de liapunov [PDF]
Dissertação (mestrado) - Universidade Federal de Santa Catarina, Centro Tecnológico.
Silva, Aguinaldo Silveira e
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On Metric Choice in Dimension Reduction for Fréchet Regression
Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
Numerical methods for large Lyapunov equations
Balanced truncation is a standard technique for model reduction of linear time invariant dynamical systems. The most expensive step is the numerical solution of a pair of Lyapunov matrix equations.
Mikkelsen, Carl Christian Kjelgaard
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Bayesian Inference for Multivariate Monotone Densities
ABSTRACT We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian approach of imposing a prior that satisfies the monotonicity restriction, we place a prior on the step heights via binning and a Dirichlet distribution. The resulting posterior distribution
Kang Wang, Subhashis Ghosal
wiley +1 more source
The characterisation of chaos in low dimensional spaces [PDF]
This work attempts to characterise some of the complicated behaviour that is observed in many non-linear systems. For example, the frontispiece was generated by iterations of a two dimensional area-preserving mapping (the Chirikov map) that is typical
McCreadie, Geoffrey Alexander
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Safe Stabilization Using Non‐Smooth Control Lyapunov Barrier Function
ABSTRACT This paper addresses the challenge of safe stabilization, ensuring the system state reaches the origin while avoiding unsafe state regions. Existing approaches that rely on smooth Lyapunov barrier functions often fail to guarantee a feasible controller. To overcome this limitation, we introduce the non‐smooth control Lyapunov barrier function (
Jianglin Lan +3 more
wiley +1 more source

