Results 91 to 100 of about 217,218 (245)

Explicit expressions of the generalized Stieltjes polynomial / Эксплицитные выражения для обобщенных подмножеств Стилтьеса / Eksplicitni izrazi uopštenih Stiltjesovih polinoma

Vojnotehnički Glasnik, 2017
The existence and uniqueness of a Kronrod type extension to the wellknown Gauss-Turan quadrature formulas were proved by Li (1994, pp.71- 83). For the generalized Chebyshev weight functions and for the GoriMicchelli weight function, we found explicit ...
Ljiljana R. Paunović
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

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 quadrature formulas using generalized inverses. I. General theory and minimum variance formulas

, 1971
This paper is the first of two papers concerning the derivation of optimal quadrature formulas. In Part I, we develop results concerning generalized inverses and use these results to derive some minimum variance quadrature formulas.
C. S. Duris
core   +1 more source

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

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

Hermite-Hadamard type inequalities by using Newton-Cotes quadrature formulas

Miskolc Mathematical Notes
A convex function f:[a,b]→ℝ f (a+b2)≤1b−a∫ abf(t)dt≤f(a)+f(b)2. 1b−aIn(f)In(f)
Angshuman R. Goswami, Ferenc Hartung
doaj   +1 more source

Symmetric Hermite Quadrature‐Based Balanced Truncation for Learning Linear Dynamical Systems From Derivative Data

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
wiley   +1 more source

Efficient by Precision Algorithms for Approximating Functions from Some Classes by Fourier Series

Кібернетика та комп'ютерні технології
Introduction. The problem of approximation can be considered as the basis of computational methods, namely, the approximation of individual functions or classes of functions by functions that are in some sense simpler than the functions being ...
Olena Kolomys
doaj   +1 more source

Asymptotic expansions of the error for hyper-singular integrals with an interval variable

Journal of Inequalities and Applications, 2016
In this paper, we present high accuracy quadrature formulas for hyper-singular integrals ∫ a b g ( x ) q α ( x , t ) d x $\int_{a}^{b}g(x)q^{\alpha}(x,t)\, dx$ , where q ( x , t ) = | x − t | $q(x,t)=|x-t|$ (or x − t $x-t$ ), t ∈ ( a , b ) $t\in(a,b ...
Chong Chen, Jin Huang, Yanying Ma
doaj   +1 more source