Search results for "Smoothness"
showing 10 items of 43 documents
Basics of Moving Averages
2017
This chapter introduces the notion of a general weighted moving average and shows that each specific moving average can be uniquely characterized by either a price weighting function or a price-change weighting function. It also demonstrates how to quantitatively assess the average lag time and smoothness of a moving average. Finally, the analysis provided in this chapter reveals two important properties of moving averages when prices trend steadily.
A new weighted normal-based filter for 3D mesh denoising
2018
In this paper, we propose a normal based filtering method for 3D mesh denoising. For this purpose, we compute the new triangle normal vectors by using a weighted sum of the average (smoothness) and the myriad (sharpness) filters in each neighborhood. These weights, that reflect the degree of the surface sharpness, are calculated according to the statistical distribution of the angles between the normal vectors of the triangles. The histogram of the angles between surface normal vectors is accurately fitted by the well known Cauchy distribution. Here, we justify the use of the myriad filter whose estimated value represents the optimum of the location parameter of the investigated distributio…
On the Location and 'Lock-In' of Cities: Geography vs. Transportation Technology
2004
We investigate where cities are located in a spatial economy and why they tend to get 'locked-in' at particular sites. Building on Fujita and Krugman (1995) we show that geography and/or transportation technology must exhibit some 'non-smoothness' for cities to possibly become 'locked-in' in location space. Our results establish that no asymmetric monocentric equilibrium can be generically sustained when space is homogenous and transportation technologies are 'smooth', whereas it can in the presence of transportation hubs and/or concave transport cost functions. This suggests that cities are drawn to transportation hubs during the early stages of economic development, whereas they can be su…
Digital Hydraulic Technology for Linear Actuation:A State of the Art Review
2020
This paper analyses the current state of the art in linear actuation with digital hydraulics. Based on the differences in their aims the paper partitions the area into four actuation concepts – parallel valve solutions, single switching valve solutions, multi-chamber cylinders, and multi-pressure cylinders. The concepts are evaluated based on accuracy and smoothness of motion, switching load, reliability, efficiency and the number of components required.
Estimates of maximal functions measuring local smoothness
1999
Letη be a nondecreasing function on (0, 1] such thatη(t)/t decreases andη(+0)=0. Letf ∈L(I n ) (I≡[0,1]. Set $${\mathcal{N}}_\eta f(x) = \sup \frac{1}{{\left| Q \right|\eta (\left| Q \right|^{1/n} )}} \smallint _Q \left| {f(t) - f(x)} \right|dt,$$ , where the supremum is taken over all cubes containing the pointx. Forη=t α (0<α≤1) this definition was given by A.Calderon. In the paper we prove estimates of the maximal functions $${\mathcal{N}}_\eta f$$ , along with some embedding theorems. In particular, we prove the following Sobolev type inequality: if $$1 \leqslant p< q< \infty , \theta \equiv n(1/p - 1/q)< 1, and \eta (t) \leqslant t^\theta \sigma (t),$$ , then $$\parallel {\mathcal{N}}_…
$L_2$-variation of L\'{e}vy driven BSDEs with non-smooth terminal conditions
2016
We consider the $L_2$-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a L\'{e}vy process $(X_t)_{t\in[0,T]}$. The terminal condition may be a Borel function of finitely many increments of the L\'{e}vy process which is not necessarily Lipschitz but only satisfies a fractional smoothness condition. The results are obtained by investigating how the special structure appearing in the chaos expansion of the terminal condition is inherited by the solution to the BSDE.
Mean square rate of convergence for random walk approximation of forward-backward SDEs
2020
AbstractLet (Y,Z) denote the solution to a forward-backward stochastic differential equation (FBSDE). If one constructs a random walk$B^n$from the underlying Brownian motionBby Skorokhod embedding, one can show$L_2$-convergence of the corresponding solutions$(Y^n,Z^n)$to$(Y, Z).$We estimate the rate of convergence based on smoothness properties, especially for a terminal condition function in$C^{2,\alpha}$. The proof relies on an approximative representation of$Z^n$and uses the concept of discretized Malliavin calculus. Moreover, we use growth and smoothness properties of the partial differential equation associated to the FBSDE, as well as of the finite difference equations associated to t…
p-harmonic coordinates for Hölder metrics and applications
2017
We show that on any Riemannian manifold with H¨older continuous metric tensor, there exists a p-harmonic coordinate system near any point. When p = n this leads to a useful gauge condition for regularity results in conformal geometry. As applications, we show that any conformal mapping between manifolds having C α metric tensors is C 1+α regular, and that a manifold with W1,n ∩ C α metric tensor and with vanishing Weyl tensor is locally conformally flat if n ≥ 4. The results extend the works [LS14, LS15] from the case of C 1+α metrics to the H¨older continuous case. In an appendix, we also develop some regularity results for overdetermined elliptic systems in divergence form. peerReviewed
Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals
2020
Abstract We consider Malliavin smoothness of random variables f ( X 1 ) , where X is a pure jump Levy process and the function f is either bounded and Holder continuous or of bounded variation. We show that Malliavin differentiability and fractional differentiability of f ( X 1 ) depend both on the regularity of f and the Blumenthal–Getoor index of the Levy measure.
A note on Malliavin smoothness on the Lévy space
2017
We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and fractional differentiability can be determined by weighted Lebesgue spaces. The measurability condition is satisfied for all random variables if the underlying Lévy process is a compound Poisson process on a finite time interval. peerReviewed