Results 81 to 90 of about 1,199 (217)
Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
Mathematical Finance, EarlyView.ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović +4 more
wiley +1 more source
Efficient by Precision Algorithms for Approximating Functions from Some Classes by Fourier Series
Кібернетика та комп'ютерні технологіїIntroduction. 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
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Plant, Cell &Environment, EarlyView.ABSTRACT Salinity combined with waterlogging is a major abiotic stress that severely limits crop growth and yield. We investigated species‐specific adaptations to salinity under constant waterlogging conditions in the wild halophytic barleys Hordeum marinum and H. glaucum, compared with the cultivated H. vulgare.
Stanislav Isayenkov +10 more
wiley +1 more source
Likelihood Estimation for Stochastic Differential Equations with Mixed Effects
Scandinavian Journal of Statistics, EarlyView.ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios +2 more
wiley +1 more source
Quadrature Formulae and Polynomial Inequalities
Journal of Approximation Theory, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guessab, A, Rahman, Q.I
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Repelled Point Processes With Application to Numerical Integration
Scandinavian Journal of Statistics, EarlyView.ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat +3 more
wiley +1 more source
APPROXIMATE CALCULATION METHOD FOR INTEGRALS WITH LOGARITHMIC PECULIARITY OF SPECIAL TYPE
Наука и техника, 2012 The paper shows construction of quadrature formulas with non-negative coefficients for integrals with logarithmic peculiarity of special type. Uniform estimates for errors of approximate formulas make it possible to execute calculations with the required
I. N. Melashko +2 more
doaj
Self‐Similar Blowup for the Cubic Schrödinger Equation
Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley +1 more source
Quadrature Formula For Sampled Functions
, 2010 This paper deals with efficient quadrature formulas involving functions that are observed only at fixed sampling points. The approach that we develop is derived from efficient continuous quadrature formulas, such as Gauss-Legendre or Clenshaw-Curtis quadrature.
Minaoui, Khalid +3 more
openaire +2 more sources