Variable-Stepsize Multilayer Neural Network for Subpixel Target Detection in Hyperspectral Imaging
Conventional algorithms for subpixel target detection of a rare target in hyperspectral imaging are derived from the generalized likelihood ratio test.
Edisanter Lo
doaj +2 more sources
The spectrum of numerical integration methods with computed variable stepsize [PDF]
Numerical integration techniques which have been previously thought of as distinct are shown to be examples of a general type. The variations from the general form comprise a spectrum of methods whose extremes are the “onestep” methods and the “multistep”
Papian, LaVerne E, Ball, William E
core +2 more sources
Convergence and stability of variable-stepsize variable-formula multistep multiderivative methods
During the numerical integration of a system of first order differential equations, practical algorithms which use linear multistep formulas try to keep the estimated local truncation error smaller than a user-supplied tolerance. This is usually achieved
Buls, Gary
core +4 more sources
On the stability of variable stepsize rational approximations of holomorphic semigroups
We consider variable stepsize time approximations of holomorphic semigroups on general Banach spaces. For strongly A ( θ ) {\text {A}}(\theta ) -acceptable rational functions a general ...
C. Palencia
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On the zero-stability of variable stepsize multistep methods: the spectral radius approach.
In this paper we illustrate a novel approach for studying the asymptotic behaviour of the solutions of linear difference equations with variable coefficients.
GUGLIELMI N. +3 more
core +4 more sources
Variable stepsize SDIMSIMs for ordinary differential equations [PDF]
Second derivative general linear methods (SGLMs) have been already implemented in a variable stepsize environment using Nordsieck technique. In this paper, we introduce variable stepsize SGLMs directly on nonuniform grid. By deriving the order conditions of the proposed methods of order $p$ and stage order $q=p$, some explicit examples of these methods
Arash Jalilian +2 more
openaire +2 more sources
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations [PDF]
In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce the almost sure stability of the true solutions of stochastic differential equations.
Liu, Wei, Mao, Xuerong
core +4 more sources
Variable stepsize implicit-explicit general linear methods
Many practical problems in science and engineering are modeled by large systems of ordinary differential equations (ODEs) with additive vector field, whose terms have different stiffness properties. Such a systems can often be written in the form y'(t)
Giuseppe Izzo +2 more
core +2 more sources
Variable stepsize störmer-cowell methods
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Higinio Ramos, Jesús Vigo-Aguiar
openaire +1 more source
Adaptive stepsize based on control theory for stochastic differential equations [PDF]
The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties.
Burrage, P.M. +4 more
core +1 more source

