Results 131 to 140 of about 75,312 (219)
ABSTRACT We analytically construct initial data for binary black hole systems by solving the Einstein constraint equations within the Bowen–York framework. Allowing for arbitrarily oriented linear momenta and spins, we obtain a perturbative solution of the vacuum Hamiltonian constraint up to third order in the source parameters. Our solution explicitly
Leyla Ogurol, Tore Boybeyi, Bayram Tekin
wiley +1 more source
Efficient pricing options under regime switching [PDF]
In the paper, we propose two new efficient methods for pricing barrier option in wide classes of Lévy processes with/without regime switching. Both methods are based on the numerical Laplace transform inversion formulae and the Fast Wiener-Hopf ...
Oleg Kudryavtsev
core
The Mathematical History Behind the Granger–Johansen Representation Theorem
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Comparative behavior of steam turbine model for dynamical power system analyses by means of multiple fractional and artificial neural network techniques. [PDF]
Abro KA, Souayeh B, Flah A.
europepmc +1 more source
ABSTRACT Potato (Solanum tuberosum L.) has a high phosphorus (P) requirement, yet its shallow root system and the strong P‐fixing capacity of many soils limit the effectiveness of soil fertilisation. Foliar application of nano‐hydroxyapatite particles (nHAPs) has emerged as a promising alternative P fertilisation practice.
Max Frank +6 more
wiley +1 more source
The Wells–Riley Model Revisited II: Parameter Uncertainty and Population Heterogeneity
ABSTRACT In this work, we revisit the Wells–Riley model, which has been widely used to estimate airborne infection risk in indoor settings. In particular, we consider a probabilistic (i.e., “stochastic”) framework of the Wells–Riley model which allows one to quantify infection risk in terms of the per‐capita probability of infection for each ...
Marcus Marshall +7 more
wiley +1 more source
Duality of Shehu transform with other well known transforms and application to fractional order differential equations. [PDF]
Mlaiki N +4 more
europepmc +1 more source
ABSTRACT Constructing a biorthogonal structure from scratch, that is, defining a biorthogonal pair is quite tough. Because here the orthogonality must be established between two different sets. There are four known univariate biorthogonal polynomial sets, suggested by Laguerre, Jacobi, Hermite and Szegő‐Hermite polynomials, in the literature.
Esra Güldoğan Lekesiz
wiley +1 more source
Sequential Change Detection with Local Differential Privacy. [PDF]
Zhang L, Liu X, Zhang R, Xie L.
europepmc +1 more source

