Results 41 to 50 of about 58,161 (160)
Explicit‐Implicit Material Point Method for Dense Granular Flows With a Novel Regularized µ(I) Model
International Journal for Numerical and Analytical Methods in Geomechanics, EarlyView.ABSTRACT The material point method (MPM) is widely employed to simulate granular flows. Although explicit time integration is favored in most current MPM implementations for its simplicity, it cannot rigorously incorporate the incompressible µ(I)‐rheology, an efficient model ubiquitously adopted in other particle‐based numerical methods. While operator‐
Hang Feng, Zhen‐Yu Yin
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Quadratic Gauss Sums over Finite Commutative Rings
Journal of Number Theory, 2002 Let \(R\) be finite commutative ring of odd characteristic. Let \(\lambda\) be an additive complex linear character of \(R\) and let \(G(\lambda)=\sum_{r\;\text{ in} R} \lambda(r^2)\) be the quadratic Gauss sum. The author gives an explicit determination of \(G(\lambda)\) by a series of reductions. Since \(G\) is multiplicative when \(R\) is written as
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Explicit formulas for Hecke Gauss sums in quadratic number fields
Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg, 2010 Let \(K=\mathbb{Q}(\sqrt{D})\), \(G(\omega)=\sum\limits_{\mu\bmod a}e^{2\pi i\,\text{Tr}(\mu^{2}\omega/\sqrt{D})}\). The following result is obtained: Let \(\omega\) be a nonzero element of \(K\), and let \(M\) be the smallest positive rational integer such that \(M\omega\) is integral. Then \[ G(\omega)/\sqrt{\mathbb{N}(a\;\gcd(2,a))}=\frac{1}{\sqrt{u}
Boylan, Hatice, Skoruppa, Nils-Peter
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A pilot variational coupled reanalysis based on the CESAM climate model
Quarterly Journal of the Royal Meteorological Society, EarlyView.Variational data assimilation of in‐situ and satellite ocean data and reanalysis atmospheric data into an intermediate complexity Earth system model is possible by adjusting the surface fluxes and internal model parameters. This pilot application requires nearly complete information on the atmospheric state for synchronization.
Armin Köhl +6 more
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, 2010 Recently [Karimipour and Memarzadeh, Phys. Rev. A 73, 012329 (2006)] studied the problem of finding a family of orthonormal bases in a bipartite space each of dimension $D$ with the following properties: (i) The family continuously interpolates between ...
Gheorghiu, Vlad, Looi, Shiang Yong
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Higher order moments of generalized quadratic Gauss sums weighted by $L$-functions
Asian Journal of Mathematics, 2021 The main purpose of this paper is to study higher order moments of the generalized quadratic Gauss sums weighted by $L$-functions using estimates for character sums and analytic methods. We find asymptotic formulas for three character sums which arise naturally in the study of higher order moments of the generalized quadratic Gauss sums.
Bag, Nilanjan, Barman, Rupam
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The role of identification in data‐driven policy iteration: A system theoretic study
International Journal of Robust and Nonlinear Control, EarlyView.Abstract The goal of this article is to study fundamental mechanisms behind so‐called indirect and direct data‐driven control for unknown systems. Specifically, we consider policy iteration applied to the linear quadratic regulator problem. Two iterative procedures, where data collected from the system are repeatedly used to compute new estimates of ...
Bowen Song, Andrea Iannelli
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Small Methods, EarlyView.Cell‐penetrating peptides are a widely‐used drug delivery platform. So far, there is a lack of quantitative understanding of the mechanisms that drive their efficiency. We introduce an integrative modeling approach combining molecular dynamics and continuum modeling, and apply it to show how the binding of cell‐penetrating peptides leads to membrane ...
Katarína L. Baxová +2 more
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Talbot effect for dispersion in linear optical fibers and a wavelet approach
, 2005 We shortly recall the mathematical and physical aspects of Talbot's self-imaging effect occurring in near-field diffraction. In the rational paraxial approximation, the Talbot images are formed at distances z=p/q, where p and q are coprimes, and are ...
Cabrera, H. +3 more
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Nonparametric Detection of a Time‐Varying Mean
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
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