Search results for "SOFC"
showing 10 items of 660 documents
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
Population Games with Vector Payoff and Approachability
2016
This paper studies population games with vector payoffs. It provides a new perspective on approachability based on mean-field game theory. The model involves a Hamilton-Jacobi-Bellman equation which describes the best-response of every player given the population distribution and an advection equation, capturing the macroscopic evolution of average payoffs if every player plays its best response.
Spline histogram method for reconstruction of probability density function of clusters of galaxies
2003
We describe the spline histogram algorithm which is useful for visualization of the probability density function setting up a statistical hypothesis for a test. The spline histogram is constructed from discrete data measurements using tensioned cubic spline interpolation of the cumulative distribution function which is then differentiated and smoothed using the Savitzky-Golay filter. The optimal width of the filter is determined by minimization of the Integrated Square Error function. The current distribution of the TCSplin algorithm written in f77 with IDL and Gnuplot visualization scripts is available from http://www.virac.lv/en/soft.html
Complex group algebras of finite groups: Brauer’s Problem 1
2005
Brauer’s Problem 1 asks the following: what are the possible complex group algebras of finite groups? It seems that with the present knowledge of representation theory it is not possible to settle this question. The goal of this paper is to announce a partial solution to this problem. We conjecture that if the complex group algebra of a finite group does not have more than a fixed number m m of isomorphic summands, then its dimension is bounded in terms of m m . We prove that this is true for every finite group if it is true for the symmetric groups.
Average Performance Analysis of the Stochastic Gradient Method for Online PCA
2019
International audience; This paper studies the complexity of the stochastic gradient algorithm for PCA when the data are observed in a streaming setting. We also propose an online approach for selecting the learning rate. Simulation experiments confirm the practical relevance of the plain stochastic gradient approach and that drastic improvements can be achieved by learning the learning rate.
Cholesky decomposition techniques in electronic structure theory
2011
We review recently developed methods to efficiently utilize the Cholesky decomposition technique in electronic structure calculations. The review starts with a brief introduction to the basics of the Cholesky decomposition technique. Subsequently, examples of applications of the technique to ab inito procedures are presented. The technique is demonstrated to be a special type of a resolution-of-identity or density-fitting scheme. This is followed by explicit examples of the Cholesky techniques used in orbital localization, computation of the exchange contribution to the Fock matrix, in MP2, gradient calculations, and so-called method specific Cholesky decomposition. Subsequently, examples o…
Doppler Power Characteristics Obtained from Calibrated Channel State Information for Human Activity Recognition
2020
This paper demonstrates the time-variant (TV) Doppler power characteristics of human activities using measured channel state information (CSI). We model the measured CSI as a complex channel transfer function corresponding to a 3D non-stationary multipath fading channel consisting of a fixed transmitter, a fixed receiver, fixed scatterers representing fixed objects, and a cluster of moving scatterers representing a moving person performing some human activities. We demonstrate the relationship between the TV Doppler frequency caused by each moving scatterer and the rate of change of its corresponding TV propagation delay. Furthermore, we express the TV mean Doppler shift in terms of the pat…
Cryptanalysis of Knapsack Cipher Using Ant Colony Optimization
2018
Ant Colony Optimization is a search metaheuristic inspired by the behavior of real ant colonies and shown their effectiveness, robustness to solve a wide variety of complex problems. In this paper, we present a novel Ant Colony Optimization (ACO) based attack for cryptanalysis of knapsack cipher algorithm. A Cipher-text only attack is used to discover the plaintext from the cipher-text. Moreover, our approach allows us to break knapsack cryptosystem in a minimum search space when compared with other techniques. Experimental results prove that ACO can be used as an effective tool to attack knapsack cipher.
Two Parallel Algorithms for the Analysis of Random Images
1988
Aim of the paper is to show a computational paradigm, that reduces some algorithms on undirected graphs into image analysis algorithms. In particular two parallel algorithms on undirected weighted graphs, often used in the analysis of sparse images, are described.
Geometrical Modeling of Non-Stationary Polarimetric Vehicular Radio Channels
2019
This paper presents a geometry-based statistical model (GBSM) of polarimetric wideband multipath radio channels for vehicle-to-vehicle (V2V) communications. The proposed model captures the effects of depolarization caused by multipath propagation, and it also accounts for the non-stationary characteristics of wideband V2V channels. This is a novel feature, because the existing polarimetric channel models are built on the assumption that the channel is a wide-sense stationary random process. In the modeling framework described in this paper, the channel depolarization function is given by a linear transformation in the form of a simple rotation matrix. This linear transformation is transpare…