Search results for "MATHEMATICS"

Rectifiability and singular integrals

1995

Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach

2011

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.

An Improved Method for Estimating the Time ACF of a Sum of Complex Plane Waves

2010

Time averaging is a well-known technique for evaluating the temporal autocorrelation function (ACF) from a sample function of a stochastic process. For stochastic processes that can be modelled as a sum of plane waves, it is shown that the ACF obtained by time averaging can be expressed as a sum of auto-terms (ATs) and cross-terms (CTs). The ATs result from the autocorrelation of the individual plane waves, while the CTs are due to the cross-correlation between different plane wave components. The CTs cause an estimation error of the ACF. This estimation error increases as the observation time decreases. For the practically important case that the observation time interval is limited, we pr…

Parallel Genetic Solution for Multiobjective MDO

1997

Publisher Summary This chapter reviews a multiobjective, multidisciplinary design optimization of two-dimensional airfoil designs. The control points on leading and trailing edges remain fixed, and the y-coordinates of the other control points are allowed to change during the optimization process. The grid for the Euler solver depends continuously and smoothly on the design parameters. The number of nodes and elements in the mesh might vary according to design because the meshes for the Helmholtz solver are done using the local fitting. The computations are made on an IBM SP2 parallel computer using high-performance switch and the MPICH message-passing library. As gradients are not required…

Max and Emmy Noether: Mathematics in Erlangen

2020

Until 1933, most of Emmy Noether’s life was spent in two middle-sized cities: Erlangen, her birthplace, and Gottingen, where she began her mathematical career.

Weak Maximum Principle and Application to Swimming at Low Reynolds Number

2018

We refer to [9, 42, 46] for more details about the general concepts and notations introduced in this section.

Semi-discrete Galerkin approximation method applied to initial boundary value problems for Maxwell's equations in anisotropic, inhomogeneous media

1981

SynopsisIn this paper the semi-discrete Galerkin approximation of initial boundary value problems for Maxwell's equations is analysed. For the electric field a hyperbolic system of equations is first derived. The standard Galerkin method is applied to this system and a priori error estimates are established for the approximation.

THE ARITHMETIC BOHR RADIUS

2007

We study the arithmetic Bohr radius of Reinhardt domains in ℂ n which was successfully used in our study of monomial expansions for holomorphic functions in infinite dimensions. We show that this new Bohr radius is different from the radii invented by Boas and Khavinson and Aizenberg. It gives an explicit formula for the n-dimensional hypercone (which means n-dimensional variants of classical results of Bohr and Bombieri), and moreover asymptotically corrects upper and lower estimates for various types of convex and non-convex Reinhardt domains.

Modelling Systemic Cojumps with Hawkes Factor Models

2013

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

Sliding mode exponential H<inf>∞</inf> synchronization of Markovian jumping master-slave systems with time-delays and nonlinea…

2011

This paper investigates the problem of exponential H ∞ synchronization for a class of master-slave systems with both discrete and distributed time-delays, norm-bounded nonlinear uncertainties and Markovian switching parameters. Using an appropriate Lyapunov-Krasovskii functional, some delay-dependent sufficient conditions and a synchronization law which include the master-slave parameters are established for designing a delay-dependent mode-dependent sliding mode exponential H ∞ synchronization control law in terms of linear matrix inequalities. The controller guarantees the H ∞ synchronization of the two coupled master and slave systems regardless of their initial states. A numerical examp…