Search results for "Modeling and simulation"
showing 10 items of 1561 documents
A Bayesian Sequential Look at u-Control Charts
2005
We extend the usual implementation of u-control charts (uCCs) in two ways. First, we overcome the restrictive (and often inadequate) assumptions of the Poisson model; next, we eliminate the need for the questionable base period by using a sequential procedure. We use empirical Bayes(EB) and Bayes methods and compare them with the traditional frequentist implementation. EB methods are somewhat easy to implement, and they deal nicely with extra-Poisson variability (and, at the same time, informally check the adequacy of the Poisson assumption). However, they still need the base period. The sequential, full Bayes approach, on the other hand, also avoids this drawback of traditional u-charts. T…
Using mathematical morphology for unsupervised classification of functional data
2011
This paper is concerned with the unsupervised classification of functional data by using mathematical morphology. Different morphological operators are used to extract relevant structures of the functions (considered as sets through their subgraph representations). These operators can be considered as preprocessing tools whose outputs are also functional data. We explore some dissimilarity measures and clustering methods for the classification of the transformed data. Our approach is illustrated through a detailed analysis of two data sets. These techniques, which have mainly been used in image processing, provide a flexible and robust toolbox for improving the results in unsupervised funct…
Weighted bounded mean oscillation applied to backward stochastic differential equations
2015
Abstract We deduce conditional L p -estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the solution ( Y , Z ) on subintervals of [ 0 , T ] . Some new results for the decoupling technique introduced in Geiss and Ylinen (2019) are obtained as well and some applications of the tail estimates are given.
Block Based Deconvolution Algorithm Using Spline Wavelet Packets
2010
This paper presents robust algorithms to deconvolve discrete noised signals and images. The idea behind the algorithms is to solve the convolution equation separately in different frequency bands. This is achieved by using spline wavelet packets. The solutions are derived as linear combinations of the wavelet packets that minimize some parameterized quadratic functionals. Parameters choice, which is performed automatically, determines the trade-off between the solution regularity and the initial data approximation. This technique, which id called Spline Harmonic Analysis, provides a unified computational scheme for the design of orthonormal spline wavelet packets, fast implementation of the…
Weather Derivatives and Stochastic Modelling of Temperature
2011
We propose a continuous-time autoregressive model for the temperature dynamics with volatility being the product of a seasonal function and a stochastic process. We use the Barndorff-Nielsen and Shephard model for the stochastic volatility. The proposed temperature dynamics is flexible enough to model temperature data accurately, and at the same time being analytically tractable. Futures prices for commonly traded contracts at the Chicago Mercantile Exchange on indices like cooling- and heating-degree days and cumulative average temperatures are computed, as well as option prices on them.
Isotropic stochastic flow of homeomorphisms on Rd associated with the critical Sobolev exponent
2008
Abstract We consider the critical Sobolev isotropic Brownian flow in R d ( d ≥ 2 ) . On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.
Other 2N− 2 parameters solutions of the NLS equation and 2N+ 1 highest amplitude of the modulus of theNth order AP breather
2015
In this paper, we construct new deformations of the Akhmediev-Peregrine (AP) breather of order N (or APN breather) with real parameters. Other families of quasirational solutions of the nonlinear Schrodinger (NLS) equation are obtained. We evaluate the highest amplitude of the modulus of the AP breather of order N; we give the proof that the highest amplitude of the APN breather is equal to . We get new formulas for the solutions of the NLS equation, which are different from these already given in previous works. New solutions for the order 8 and their deformations according to the parameters are explicitly given. We simultaneously get triangular configurations and isolated rings. Moreover,…
Breathers and solitons of generalized nonlinear Schrödinger equations as degenerations of algebro-geometric solutions
2011
We present new solutions in terms of elementary functions of the multi-component nonlinear Schr\"odinger equations and known solutions of the Davey-Stewartson equations such as multi-soliton, breather, dromion and lump solutions. These solutions are given in a simple determinantal form and are obtained as limiting cases in suitable degenerations of previously derived algebro-geometric solutions. In particular we present for the first time breather and rational breather solutions of the multi-component nonlinear Schr\"odinger equations.
Morphology changes induced by intercellular gap junction blocking: A reaction-diffusion mechanism.
2021
Complex anatomical form is regulated in part by endogenous physiological communication between cells; however, the dynamics by which gap junctional (GJ) states across tissues regulate morphology are still poorly understood. We employed a biophysical modeling approach combining different signaling molecules (morphogens) to qualitatively describe the anteroposterior and lateral morphology changes in model multicellular systems due to intercellular GJ blockade. The model is based on two assumptions for blocking-induced patterning: (i) the local concentrations of two small antagonistic morphogens diffusing through the GJs along the axial direction, together with that of an independent, uncouple…
Hölder Continuity up to the Boundary of Minimizers for Some Integral Functionals with Degenerate Integrands
2007
We study qualitative properties of minimizers for a class of integral functionals, defined in a weighted space. In particular we obtain Hölder regularity up to the boundary for the minimizers of an integral functional of high order by using an interior local regularity result and a modified Moser method with special test function.