Results 101 to 110 of about 7,700,165 (256)

Solution of Large Stochastic Finite Element Problems – Application to ECT-NDT [PDF]

, 2013
Version éditeur disponible à cette adresse : http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6514633This paper describes an efficient bloc iterative solver for the Spectral Stochastic Finite Element Method (SSFEM). The SSFEM was widely used to
MOREAU, Olivier, BEDDEK, Karim, LE MENACH, Yvonnick, CLENET, Stephane   +3 more
core   +1 more source

Spectral Analysis of Fluoride and Nitride Phase in Secondary Aluminum Dross

, 2022
Secondary aluminum dross (SAD) is a hazardous waste produced in the electrolytic aluminum, aluminum processing, and aluminum recycling industries. The SAD produced from different processes has the characteristics of complex mineral phases and large ...
Li Shao-peng, Huang Xing-zhong, Li Zhan-bing, Li Hui-quan, Wu Wen-fen, Liu Qing-qing   +5 more
core   +1 more source

Structures of mycobacterial 3‐methylcrotonyl‐CoA carboxylase reveal carrier‐domain translocation between catalytic sites

FEBS Letters, EarlyView.
Mycobacterial 3‐methylcrotonyl‐CoA carboxylase uses a mobile biotin‐carrying domain to shuttle a carboxyl group between two catalytic sites, enabling carboxylation of 3‐methylcrotonyl‐CoA during leucine breakdown. Cryo‐electron microscopy captures the carrier at both sites and reveals an inward loop movement that may prevent futile rebinding to the ...
Ajit Yadav, Bogdan I. Florea, Sebastian Geibel   +2 more
wiley   +1 more source

Spectrally regularised LVMs: A spectral regularisation framework for latent variable models designed for single-channel applications

SoftwareX
Latent variable models (LVMs) are commonly used to capture the underlying dependencies, patterns, and hidden structures in observed data. Source duplication is a by-product of the data Hankelisation pre-processing step common to single-channel LVM ...
Ryan Balshaw, P. Stephan Heyns, Daniel N. Wilke, Stephan Schmidt   +3 more
doaj   +1 more source

Efficient Regression in Time Series Partial Linear Models [PDF]

This paper studies efficient estimation of partial linear regression in time series models. In particular, it combines two topics that have attracted a good deal of attention in econometrics, viz.
Peter C.B. Phillips, Zhijie Xiao, Binbin Guo   +2 more
core  

Spectral Matching through Data Compression [PDF]

, 2011
This paper proposes to use compression-based similarity measures to cluster spectral signatures on the basis of their similarities. Such universal distances estimate the shared information between two objects by comparing their compression factors ...
Avbelj, Janja, Reinartz, Peter, Müller, Rupert, Cerra, Daniele, Bieniarz, Jakub   +4 more
core  

From junk to function — How weak selection in eukaryotes builds new parts and drives genomic complexity

FEBS Letters, EarlyView.
How do genomes gain new functional parts? In eukaryotes, which tend to evolve under weak selection, much of the genome is junk. Palazzo and Qiu borrow the logic of Markov chains to show how non‐functional DNA becomes functional through the appearance of intermediate states, which arise due to epistasis, buffering, and biochemical messiness, allowing ...
Alexander F. Palazzo, Yi Qiu
wiley   +1 more source

Enhancing beam structural damage detection using spectral moment values and spectral moment cumulative function models

Journal of Low Frequency Noise, Vibration and Active Control
Evaluation and identification of structural damage play a crucial role in ensuring the safety and reliability of structures. This study explores the application of spectral moment value analysis as a robust tool to assess and detect structural damage ...
Thanh Q Nguyen, Thuy T Nguyen, Phuoc T Nguyen   +2 more
doaj   +1 more source

Spectral Transform for the Ising Model

Annales Henri Poincaré
We prove a correspondence between Ising models in a torus and the algebro-geometric data of a Harnack curve with a certain symmetry and a point in the real part of its Prym variety, extending the correspondence between dimer models and Harnack curves and their Jacobians due to Kenyon and Okounkov.
openaire   +2 more sources

Confidence sets in nonparametric calibration of exponential Lévy models [PDF]

Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential Lévy models based on prices of European options.
Jakob Söhl
core