Results 31 to 40 of about 5,016,978 (196)

Long memory and fractional integration in high frequency financial time series [PDF]

, 2010
This paper analyses the long-memory properties of high frequency financial time series. It focuses on temporal aggregation and the influence that this might have on the degree of dependence of the series.
Caporale, GM, Gil-Alana, LA
core   +2 more sources

Variational time integrators [PDF]

International Journal for Numerical Methods in Engineering, 2004
AbstractThe purpose of this paper is to review and further develop the subject of variational integration algorithms as it applies to mechanical systems of engineering interest. In particular, the conservation properties of both synchronous and asynchronous variational integrators (AVIs) are discussed in detail.
Lew, A., Marsden, J. E., Ortiz, M., West, M.   +3 more
openaire   +3 more sources

FAST: A Fully Asynchronous Split Time-Integrator for Self-Gravitating Fluid [PDF]

, 2009
We describe a new algorithm for the integration of self-gravitating fluid systems using SPH method. We split the Hamiltonian of a self-gravitating fluid system to the gravitational potential and others (kinetic and internal energies) and use different ...
Makino, Junichiro, Saitoh, Takayuki R.
core   +2 more sources

Mode Competition Phenomena and Impact of the Initial Conditions in Nonlinear Vibrations Leading to Railway Curve Squeal

Applied Sciences
Curve squeal is a highly disturbing tonal noise produced by railway vehicles on tight curves, primarily attributed to lateral sliding at the wheel–rail interface.
Jacobo Arango Montoya, Olivier Chiello, Jean-Jacques Sinou, Rita Tufano   +3 more
doaj   +1 more source

An Objective and Efficient Method for Assessing the Impact of Reduced‐Precision Calculations On Solution Correctness

Journal of Advances in Modeling Earth Systems, 2019
Recent studies have shown that reducing the precision of floating‐point calculations in an atmospheric model can improve the model's computational performance without affecting model fidelity, but code changes are needed to accommodate lower precision or
Shixuan Zhang, Hui Wan, Philip J. Rasch, Balwinder Singh, Vincent E. Larson, Carol S. Woodward   +5 more
doaj   +1 more source

Artificial time integration [PDF]

BIT Numerical Mathematics, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ascher, U. M., Huang, H., van den Doel, K.   +2 more
openaire   +2 more sources

Updating a Paleogene magnetobiochronological time scale through graphical integration

MethodsX, 2021
All studies focused on the evaluation of paleoecological variability over geological time must be linked to a specific age or time interval, which can be defined using different time scales (biostratigraphic, chronostratigraphic, geochronological or ...
Gabriela J. Arreguín-Rodríguez, Carlos A. Trasviña-Moreno, Ellen Thomas, Laia Alegret   +3 more
doaj   +1 more source

Infant mortality rates: Time trends and fractional integration [PDF]

, 2011
This paper examines the time trends in infant mortality rates in a number of countries in the 20th century. Rather than imposing that the error term is a stationary I(0) process, we allow for the possibility of fractional integration and hence for a much
Caporale, GM, Gil-Alana, LA
core  

Real time integration of user preferences into virtual prototypes [PDF]

, 2009
Within new product development (NPD), both virtual prototypes and physical prototypes play important roles in creating, testing and modifying designs.
Campbell, R Ian, Liu, Bingjian
core  

Locally implicit discontinuous Galerkin method for time domain electromagnetics [PDF]

, 2009
In the recent years, there has been an increasing interest in discontinuous Galerkin time domain (DGTD) methods for the solution of the unsteady Maxwell equations modeling electromagnetic wave propagation.
Dolean Maini, Victorita, Fahs, Hassan, Fezoui, Loula, Lanteri, Stephane   +3 more
core   +4 more sources