Search results for "Linear"
showing 10 items of 7165 documents
An example of cancellation of infinities in the star-quantization of fields
1993
Within the *-quantization framework, it is shown how to remove some of the divergences occurring in theλo 2 4 -theory by introducing aλ-dependent *-product cohomologically equivalent to the normal *-product.
Complex Systems: an Interdisciplinary Approach
2011
Two main peculiarities characterize complex systems: the nonlinearity and the noisy environmental interaction. The comprehension of noise role in the dynamics of nonlinear systems plays a key aspect in the efforts devoted to understand and model so-called complex systems.
On the improved Estimation of the Compliance-Parameters of the Physiologically Closed Cardiovascular System
1987
The influence of the type of the sampling-schedule and of the system-excitation with respect to identifiability and estimation-accuracy of the compliance-parameters of a nonlinear model of the physiologically closed cardiovascular system will be investigated. Using the sensitivity-functions of the arterial systemic pressure with respect to the compliance-parameters it will be shown how to select the sample-schedule and system-excitation in order to get optimal estimation-accuracy.
On the Conditions of Price Consistency in the Input-Output Model
2013
The input-ouput model remains the basis of most SAM or CGE models. It actually uses two periods: the prices indexes solve it with the current period coefficients; the corresponding physical model is monoperiodic: the current prices solve it with the base period coefficients. The Leontief model is not consistent --- both models diverge generally --- unless the interindustry matrix of direct and indirect quantities of labor is stable over time. This implies that the vertically integrated labor coefficients are stable. This assumption is satisfied when the physical production coefficients and the physical labor coefficients are stable over time, two very strong assumptions.
Approximation of piecewise smooth functions and images by edge-adapted (ENO-EA) nonlinear multiresolution techniques
2008
Abstract This paper introduces and analyzes new approximation procedures for bivariate functions. These procedures are based on an edge-adapted nonlinear reconstruction technique which is an intrinsically two-dimensional extension of the essentially non-oscillatory and subcell resolution techniques introduced in the one-dimensional setting by Harten and Osher. Edge-adapted reconstructions are tailored to piecewise smooth functions with geometrically smooth edge discontinuities, and are therefore attractive for applications such as image compression and shock computations. The local approximation order is investigated both in L p and in the Hausdorff distance between graphs. In particular, i…
Spectral approach to the scattering map for the semi-classical defocusing Davey–Stewartson II equation
2019
International audience; The inverse scattering approach for the defocusing Davey–Stewartson II equation is given by a system of D-bar equations. We present a numerical approach to semi-classical D-bar problems for real analytic rapidly decreasing potentials. We treat the D-bar problem as a complex linear second order integral equation which is solved with discrete Fourier transforms complemented by a regularization of the singular parts by explicit analytic computation. The resulting algebraic equation is solved either by fixed point iterations or GMRES. Several examples for small values of the semi-classical parameter in the system are discussed.
Appearances of pseudo-bosons from Black-Scholes equation
2016
It is a well known fact that the Black-Scholes equation admits an alternative representation as a Schr\"odinger equation expressed in terms of a non self-adjoint hamiltonian. We show how {\em pseudo-bosons}, linear or not, naturally arise in this context, and how they can be used in the computation of the pricing kernel.
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2016
European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a given model p…
Efficient formulation of a two-noded geometrically exact curved beam element
2021
The article extends the formulation of a 2D geometrically exact beam element proposed by Jirasek et al. (2021) to curved elastic beams. This formulation is based on equilibrium equations in their integrated form, combined with the kinematic relations and sectional equations that link the internal forces to sectional deformation variables. The resulting first-order differential equations are approximated by the finite difference scheme and the boundary value problem is converted to an initial value problem using the shooting method. The article develops the theoretical framework based on the Navier-Bernoulli hypothesis, with a possible extension to shear-flexible beams. Numerical procedures …
Multistate active spaces from local CAS-SCF molecular orbitals: the photodissociation of HFCO as an example.
2005
A recently developed algorithm to generate localized molecular orbitals (LMO) is applied to the study of excited states along a photodissociation process. The LMOs allow for the selection of a consistent complete active space (CAS) for the simultaneous description of all the electronic states involved in a multistate process on the basis of simple chemical criteria. The local nature of the orbitals is used to label them in a unique way that does not depend on the molecular geometry. The selection of the electronic configurations of interest for the set of target states on only the basis of the dominant excitations required by the simplest configuration interaction (CI) descriptions for both…