Search results for "Quadrat"
showing 4 items of 344 documents
Linear fusion of interrupted reports in cooperative spectrum sensing for cognitive radio networks
2015
Interrupted reporting has recently been introduced as an effective method to increase the energy efficiency of cooperative spectrum sensing schemes in cognitive radio networks. In this paper, joint optimization of the reporting and fusion phases in a cooperative sensing with interrupted reporting is considered. This optimization aims at finding the best weights used at the fusion center to construct a linear fusion of the received interrupted reports, jointly with Bernoulli distributions governing the statistical behavior of the interruptions. The problem is formulated by using the deflection criterion and as a nonconvex quadratic program which is then solved for a suboptimal solution, in a…
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…
LOCAL CONTROL OF SOUND IN STOCHASTIC DOMAINS BASED ON FINITE ELEMENT MODELS
2011
A numerical method for optimizing the local control of sound in a stochastic domain is developed. A three-dimensional enclosed acoustic space, for example, a cabin with acoustic actuators in given locations is modeled using the finite element method in the frequency domain. The optimal local noise control signals minimizing the least square of the pressure field in the silent region are given by the solution of a quadratic optimization problem. The developed method computes a robust local noise control in the presence of randomly varying parameters such as variations in the acoustic space. Numerical examples consider the noise experienced by a vehicle driver with a varying posture. In a mod…
Courbes de Bézier quadratiques et nombres complexes massiques
2017
International audience; Les courbes de Bézier quadratiques jouent un rôle fondamental pour la modélisation d'arcs de coniques. L'utili-sation de points massiques permet de modéliser des demi-coniques dans le plan affine euclidien ou des surfaces canal dans l'espace de Minkowski-Lorentz. L'utilisation des nombres complexes permet de simplifier beaucoup de raisonnements en géométrie et de simplifier l'utilisation des transformations affines planes. Dans cet article, nous définissons dans un premier temps les nombres complexes massiques et dans un second temps, nous modéli-sons des arcs de coniques en utilisant des courbes de Bézier rationnelles quadratiques avec des points complexes massiques…