Results 101 to 110 of about 115,454 (246)
Convergence of Gaussian Quadrature Formulas
Journal of Approximation Theory, 2000 Classical Gaussian formulas are well known. They construct a polynomial interpolating in the zeros of a polynomial orthogonal with respect to a positive measure \(\alpha\) and the integral of this polynomial is a quadrature formula for \(\int f(x) d\alpha(x)\) with maximal polynomial degree of exactness.
openaire +2 more sources
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 +2 more
wiley +1 more source
A characterization of positive quadrature formulae
, 1994 A positive quadrature formula with n nodes which is exact for polynomials of degree 2 n − r − 1 , 0 ≤ r ≤ n 2n - r - 1,0 \leq r \leq n , is based on the zeros ...
Yuan Xu
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High‐frequency income dynamics
The Scandinavian Journal of Economics, EarlyView.Abstract We generalize the canonical permanent–transitory income process to allow for infrequent shocks. The distribution of income growth rates can then have a discrete mass point at zero and fat tails as observed in income data. We provide analytical formulas for the unconditional and conditional distributions of income growth rates and higher‐order ...
Jeppe Druedahl +2 more
wiley +1 more source
Quadrature formulae and functions of exponential type
, 2007 This master thesis focuses on an analysis of entire functions of exponential type, emphasizing their applications to quadrature formulae. Several articles describing quadrature formulae of entire functions and functions of exponential type are available;
Žára, Ondřej
core
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 +2 more
wiley +1 more source
Advancements in corrected Euler–Maclaurin-type inequalities via conformable fractional integrals
Boundary Value ProblemsIn this research article, equality is proved to obtain corrected Euler–Maclaurin-type inequalities. Using this identity, we establish several corrected Euler–Maclaurin-type inequalities for the case of differentiable convex functions by means of ...
Yaren Acar +4 more
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Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Data‐driven reduced‐order modeling is an essential component in the computer‐aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature‐based balanced truncation algorithm that constructs linear reduced‐order models from evaluations of the full‐order system's transfer function and its ...
Sean Reiter, Steffen W. R. Werner
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A Finite‐Strain Phase‐Field‐Regularized Elastoplastic Damage Model for Polypropylene
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT A rotation‐free finite‐strain phase‐field‐regularized elastoplastic damage formulation is presented for the tensile failure simulation of polypropylene (PP). The bulk response is represented by a hyperelastic–isotropic–plastic material branch formulated in a corotated intermediate configuration.
Tiansheng Liu +4 more
wiley +1 more source
New error bounds for Newton’s formula associated with tempered fractional integrals
Boundary Value ProblemsIn this paper, we first construct an integral identity associated with tempered fractional operators. By using this identity, we have found the error bounds for Simpson’s second formula, namely Newton–Cotes quadrature formula for differentiable convex ...
Fatih Hezenci, Hüseyin Budak
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