Results 61 to 70 of about 4,201 (221)

Operational Current Amplifier-Based Quadrature Oscillators Family

IEEE Access
This paper investigates the application of the operational current amplifier (OCA) in the design of quadrature sinusoidal oscillators. There are numerous quadrature sinusoidal oscillators based on the three fundamental amplifiers namely the operational ...
Hussain A. Alzaher, Ibrahim M. Alkhalifa
doaj   +1 more source

A note on a family of quadrature formulas and some applications [PDF]

Opuscula Mathematica, 2008
In this paper a construction of a one-parameter family of quadrature formulas is presented. This family contains the classical quadrature formulas: trapezoidal rule, midpoint rule and two-point Gauss rule.
Bogusław Bożek, Wiesław Solak, Zbigniew Szydełko   +2 more
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A certain class of quadratures with even Tchebychev weights

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2012
We are considering the quadrature formulas of “practical type” (with five knots) for approximate computation of integral [xxx] where w(·) denotes (even) Tchebychev weight function.
Udovičić Zlatko, Udovičić Mirna
doaj   +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

Research on Optimal Quadrature Problems in the ${\mathit{W}}_{\mathbf{2}}^{\mathbf{(}\mathbf{9}\mathbf{,}\mathbf{0}\mathbf{)}}$ Space

Axioms
In this paper, we derive an explicit expression for the coefficients of optimal quadrature formulas that are exact for exponential trigonometric functions in the W2(9,0) space.
Ying Yang, Xuehua Li
doaj   +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

Sub-0.1/h Bias Instability Achieved in Mode-Matched MEMS Gyroscopes Through Self-Clocking

IEEE Journal of the Electron Devices Society
Bias drift remains a major challenge limiting the application of MEMS vibratory gyroscopes in high-precision fields. This paper presents a bias compensation approach through self-clocking.
Xuewen Liu, Junjie Bi, Guangyang Chen, Xukai Ding, Hongsheng Li   +4 more
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The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Transmission of 344 Gb/s 16-QAM Using a Simplified Coherent Receiver Based on Single-Ended Detection

IEEE Photonics Journal, 2016
We demonstrate a single-wavelength, 344-Gb/s, 43-Gb 16-quadrature amplitude modulation (QAM) polarization division multiplexed signal transmission over 800 km operating below the hard-decision forward error correction (FEC) BER threshold of $3.8\times ...
Thang M. Hoang, Mohammed Y. S. Sowailem, Mohamed Morsy-Osman, Mathieu Chagnon, David Patel, Stephane Paquet, Carl Paquet, Ian Woods, Odile Liboiron-Ladouceur, David Plant   +9 more
doaj   +1 more source

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source