Results 211 to 220 of about 519,259 (281)

Employing Observability Rank Conditions for Taking into Account Experimental Information a priori. [PDF]

Bull Math Biol
Villaverde AF.
europepmc   +1 more source

Targeting carbon reduction in UK households: A new segmentation model using financial transaction data

Journal of Industrial Ecology, EarlyView.
Abstract Designing effective and targeted policies to reduce household emissions needs to consider variability in household consumption patterns, preferences, and financial capacities. This paper introduces a new segmentation model of household carbon footprints that uses financial transaction data from over 700,000 customers of a major high‐street ...
Jasmine Wells, Anna Trendl, Anne Owen, John Barrett, Norbert Jobst, David Leake   +5 more
wiley   +1 more source

Deriving analytical solutions using symbolic matrix structural analysis: Part 2 - Plane trusses. [PDF]

Heliyon
Plevris V, Ahmad A.
europepmc   +1 more source

Simultaneous Elimination by using Several Tools from Real Algebraic Geometry

, 1999
Laureano González-Vega, Neila Gonzalez-Campos   +1 more
openalex   +1 more source

A note on Johansen's rank conditions and the Jordan form of a matrix

Journal of Time Series Analysis, EarlyView.
This note presents insights on the Jordan structure of a matrix which are derived from an extension of the I(1) and I(2) conditions in Johansen (1996). It is first observed that these conditions not only characterize, as it is well known, the size (1 or 2) of the largest Jordan block in the Jordan form of the companion matrix but more generally the ...
Massimo Franchi
wiley   +1 more source

New Torsional Surface Elastic Waves in Cylindrical Metamaterial Waveguides for Sensing Applications. [PDF]

Sensors (Basel)
Kiełczyński P, Wieja K, Balcerzak A.
europepmc   +1 more source

Some Speed-Ups and Speed Limits for Real Algebraic Geometry

, 1999
J. Maurice Rojas
openalex   +2 more sources

Polar Coordinates for the 3/2 Stochastic Volatility Model

Mathematical Finance, EarlyView.
ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley   +1 more source

Reducing M2 macrophage in lung fibrosis by controlling anti-M1 agent. [PDF]

Sci Rep
Bahram Yazdroudi F, Malek A.
europepmc   +1 more source

Algebraic overshear density property. [PDF]

Beitr Algebra Geom
Andrist RB, Kutzschebauch F.
europepmc   +1 more source