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This paper introduces one new multivariate volatility model that can accommodate an appropriately defined network structure based on low-frequency and high-frequency data. The model reduces the number of unknown parameters and the…

Statistical Finance · Quantitative Finance 2022-04-28 Huiling Yuan , Guodong Li , Junhui Wang

We present a fast spectral solver for the linear response of viscoelastic structures under oscillatory flow either in free space or close to a flat moving wall. The scheme works in the frequency domain (using phasors) and couples the…

Mesoscale and Nanoscale Physics · Physics 2025-11-26 Pablo Palacios Alonso , Raúl Pérez Peláez , Rafael Delgado-Buscalioni

In the present work, we consider the existence and spectral stability of multi-pulse solutions in Hamiltonian lattice systems. We provide a general framework for the study of such wave patterns based on a discrete analogue of Lin's method,…

Dynamical Systems · Mathematics 2021-02-12 Ross Parker , P. G. Kevrekidis , Björn Sandstede

In scientific applications, multivariate observations often come in tandem with temporal or spatial covariates, with which the underlying signals vary smoothly. The standard approaches such as principal component analysis and factor…

Statistics Theory · Mathematics 2019-10-15 Mark Koudstaal , Dengdeng Yu , Dehan Kong , Fang Yao

This study introduces an approach for modeling unsteady transonic aerodynamics within a parametric space, using Volterra series to capture aerodynamic responses and machine learning to enable interpolation. The first- and second-order…

Computational Engineering, Finance, and Science · Computer Science 2024-10-28 Gabriele Immordino , Andrea Da Ronch , Marcello Righi

In this paper, we study the numerical algorithm for a nonlinear poroelasticity model with nonlinear stress-strain relations. By using variable substitution, the original problem can be reformulated to a new coupled fluid-fluid system, that…

Numerical Analysis · Mathematics 2022-05-17 Zhihao Ge , Hairun Li , Tingting Li

This paper focuses on the question of how unconditional stability can be achieved via multistep ImEx schemes, in practice problems where both the implicit and explicit terms are allowed to be stiff. For a class of new ImEx multistep schemes…

Numerical Analysis · Mathematics 2018-10-02 Benjamin Seibold , David Shirokoff , Dong Zhou

We consider increasing stability in the inverse Schr\"{o}dinger potential problem with power type nonlinearities at a large wavenumber. Two linearization approaches, with respect to small boundary data and small potential function, are…

Analysis of PDEs · Mathematics 2022-04-27 Shuai Lu , Mikko Salo , Boxi Xu

An approach to stabilization of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers.…

Optimization and Control · Mathematics 2009-01-20 Viktor Ten

The solving of scientific and practical application connected with conducting of satellite experiments and measurement demand analysis of geometric and physic conditions according to different kind of models. This is forced in connect of…

Space Physics · Physics 2010-02-26 Atanas Marinov Atanassov

Spectral variability in hyperspectral images can result from factors including environmental, illumination, atmospheric and temporal changes. Its occurrence may lead to the propagation of significant estimation errors in the unmixing…

Computer Vision and Pattern Recognition · Computer Science 2020-01-23 Ricardo Augusto Borsoi , Tales Imbiriba , José Carlos Moreira Bermudez

Speckle patterns are a powerful tool for high-precision metrology, as they allow remarkable performance in relatively simple setups. Nonetheless, researchers in this field follow rather distinct paths due to underappreciated general…

Optics · Physics 2024-08-16 Morgan Facchin , Saba N. Khan , Kishan Dholakia , Graham D. Bruce

This paper concerns a spectral estimation problem for multivariate (i.e., vector-valued) signals defined on a multidimensional domain, abbreviated as M$^2$. The problem is posed as solving a finite number of trigonometric moment equations…

Optimization and Control · Mathematics 2021-10-14 Bin Zhu , Augusto Ferrante , Johan Karlsson , Mattia Zorzi

In many geoscientific applications, multiple noisy observations of different origin need to be combined to improve the reconstruction of a common underlying quantity. This naturally leads to multi-parameter models for which adequate…

Numerical Analysis · Mathematics 2015-07-09 C. Gerhards , S. Pereverzyev , P. Tkachenko

Over the last few decades, multicopters have become significantly popular because of their various applications. However, multicopters suffer from poor endurance performance as compared to other aircraft configurations with lifting…

Systems and Control · Electrical Eng. & Systems 2023-01-31 Jordan Mabboux , Scott Delbecq , Valérie Pommier-Budinger , Joël Bordeneuve-Guibe , Ana Truc-Hermel , Jean-Marie Kai

This paper studies the aeroelasticity of a stiffened cantilever plate using composite material and novel structural layouts. A comprehensive parametric study is conducted to determine the influence of different design parameters on the…

Fluid Dynamics · Physics 2023-11-03 Bara'ah Fraihat , Rafic Ajaj

The preconditioned iterative solution of large-scale saddle-point systems is of great importance in numerous application areas, many of them involving partial differential equations. Robustness with respect to certain problem parameters is…

Numerical Analysis · Mathematics 2021-04-22 Roland Herzog

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

This work is a natural extension of the authors previous work, Multiple scattering theory for heterogeneous elastic continua with strong property fluctuation, theoretical fundamentals and applications, which established the foundation for…

Materials Science · Physics 2017-10-12 Huijing He

Multiple parafoil landing is an enabling technology for massive supply delivery missions. However, it is still an open question to design a collision-free, computation-efficient guidance and control method for unpowered parafoils. To…

Robotics · Computer Science 2025-05-27 Zhenyu Wei , Zhijiang Shao , Lorenz T. Biegler