Results 61 to 70 of about 1,642 (193)

Phong‐Rodrigues Extrinsic Vector‐Field Processing

Computer Graphics Forum, EarlyView.
Abstract We introduce a new extrinsic discretization of tangent vector fields on triangle meshes that is continuous, with bounded derivatives that are continuous almost everywhere, supporting pointwise evaluation and integration of differential operators.
Hongyi Liu, Oded Stein, Amir Vaxman, Mirela Ben‐Chen, Misha Kazhdan   +4 more
wiley   +1 more source

Optimal quadrature formulae on the real line

Journal of Mathematical Analysis and Applications, 1992
Quadrature formulas with equidistant nodes on the real line, involving a sequence of derivatives are treated. In this class, an optimal quadrature formula is obtained for the Sobolev space of functions with an additional restriction on its Fourier transforms. An explicit expression for the error is given.
openaire   +2 more sources

On Bending in the As‐Rigid‐As‐Possible Deformation Energy

Computer Graphics Forum, EarlyView.
Abstract The well‐established As‐Rigid‐As‐Possible (ARAP) energy has various forms. For surface deformation, commonly used energies contain an implicit bending penalty. We present a natural, continuous generalization that incorporates multiple ARAP versions with an implicit, user‐controllable bending penalty.
Ugo Finnendahl, Marc Alexa
wiley   +1 more source

Appraisal of Six Natural Mica Reference Materials for In Situ Rb‐Sr Geochronology

Geostandards and Geoanalytical Research, EarlyView.
Key Points Evaluated six natural mica reference materials for in situ LA‐ICP‐MS/MS Rb‐Sr geochronology using geochemical, microstructural and isotopic characterisation. Identified robust primary reference materials: Mount Dromedary biotite (99.37 Ma) and Mica‐Fe biotite (307.75 Ma). La Posta biotite and Högsbo muscovite are suitable secondary reference
Hugo K.H. Olierook, Bruno V. Ribeiro, Janne Liebmann, Kai Rankenburg, Fred Jourdan, Ahmad Redaa, Jarred C. Lloyd, Thomas M. Belgrano, Carlos R. Corella Santa Cruz, Yujin Jegal, Julien Mercadier, Catherine Zimmermann, Jie Yu, Andreas Zametzer, Christopher L. Kirkland, Sarah E. Gilbert, Craig D. Storey, Luc S. Doucet, Isabelle Jones, Louisa Stokes, Thomas Zack, Delia Rösel, Denis Fougerouse, Jonas Kaempf, Priyanjan Datta, Hijas Hameed, Noreen J. Evans, Malcolm P. Roberts, Juraj Farkas, Stijn Glorie, Celia Mayers, R. Adam Frew, Sarah Al Odeh, Chloe E. Roche, Massimo Chiaradia, Alicia M. Cruz‐Uribe, Alan S. Collins, Andreas Karlsson, Anusha Shantha Kumara   +38 more
wiley   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

International Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler, Denis Belomestny, Simos George Meintanis, Emanuele Taufer   +3 more
wiley   +1 more source

Outage Analysis of Mixed FSO/WiMAX Link

IEEE Photonics Journal, 2016
In this paper, we study the outage performance of a complex system consisting of a free-space optical (FSO)/radio-frequency (RF) link. Using radio over free-space optics technology, the FSO link carries Worldwide Interoperability for Microwave Access ...
Nemanja Zdravkovic, Milica I. Petkovic, Goran T. Djordjevic, Kimmo Kansanen   +3 more
doaj   +1 more source

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source

Optimal Methods for Approximating the Riemann–Liouville Fractional Integral in the Sobolev Space

Algorithms
We construct and analyze optimal quadrature formulas for the right-sided Riemann–Liouville fractional integral in the Sobolev space L2(m)(t,1), using φ,φ′,…,φ(m−1) at N+1 equally spaced nodes.
Kholmat Shadimetov, Otajon Toshboev
doaj   +1 more source