Results 31 to 40 of about 337 (147)
Journal of Time Series Analysis, Volume 47, Issue 2, Page 279-303, March 2026.This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
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A close look at Newton–Cotes integration rules
Results in Nonlinear Analysis, 2019 Newton–Cotes integration rules are the simplest methods in numerical integration. The main advantage of using these rules in quadrature software is ease of programming.
Emre Sermutlu
doaj
Geophysical Research Letters, Volume 53, Issue 2, 28 January 2026.Abstract Machine learning (ML) weather models like GraphCast and NeuralGCM show forecasting promise but face fundamental limitations for data assimilation (DA) integration. This study reveals critical problems in error covariance representation and adjoint sensitivity patterns challenging their operational viability.
Xiaoxu Tian +2 more
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How Accurate is Richardson's Error Estimate?
Concurrency and Computation: Practice and Experience, Volume 37, Issue 27-28, 25 December 2025.ABSTRACT We consider the fundamental problem of estimating the difference between the exact value T$$ T $$ and approximations Ah$$ {A}_h $$ that depend on a single real parameter h$$ h $$. It is well‐known that if the error Eh=T−Ah$$ {E}_h=T-{A}_h $$ satisfies an asymptotic expansion, then we can use Richardson extrapolation to approximate Eh$$ {E}_h $$
Carl Christian Kjelgaard Mikkelsen +1 more
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Symplectic integration without roundoff error [PDF]
, 2006 Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious damping or excitation.
openaire +2 more sources
Solving the Net Worth Optimization Problem
FINANCIAL PLANNING REVIEW, Volume 8, Issue 4, December 2025.ABSTRACT The mean–variance optimization (MVO) model of Harry M. Markowitz is the foundation of quantitative portfolio construction and asset allocation. While Markowitz originally developed MVO for forming portfolios of tradable assets in isolation, it has been adapted for creating portfolios of tradable assets in the presence of non‐tradable assets ...
Paul D. Kaplan
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Numerical Linear Algebra with Applications, Volume 32, Issue 5, October 2025.ABSTRACT Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which is the solver for the least squares problem. By transforming least squares problems into augmented linear systems, mixed precision techniques are capable of refining the lower precision solution to the working ...
Bowen Gao, Yuxin Ma, Meiyue Shao
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tmm4py: Global Ocean Biogeochemical Modeling in Python With the Transport Matrix Method
Journal of Advances in Modeling Earth Systems, Volume 17, Issue 8, August 2025.Abstract Marine biogeochemical models are important tools in the quest to understand the cycling of chemical and biological tracers such as nutrients, carbon and oxygen, as well as key components of the Earth System Models used to project climate change.
Samar Khatiwala
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A Review of Green's Function Methods for Tracer Timescales and Pathways in Ocean Models
Journal of Advances in Modeling Earth Systems, Volume 17, Issue 7, July 2025.Abstract Understanding advective‐diffusive dispersal of trace substances in environmental fluids like the global ocean is a ubiquitous challenge in geophysics. Since the turn of the millennium, substantial progress has been made in the theory, implementation in models, and application of such tracers in oceanography.
Thomas W. N. Haine +3 more
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Stabilized Krylov Subspace Recurrences via Randomized Sketching
Numerical Linear Algebra with Applications, Volume 32, Issue 3, June 2025.ABSTRACT Recurrences building orthonormal bases for polynomial Krylov spaces have been classically used for approximation purposes in various numerical linear algebra contexts. Variants aiming to limit memory and computational costs by using truncated recurrences often have convergence constraints.
Valeria Simoncini, YiHong Wang
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