Related papers: Strapdown Attitude Computation: Functional Iterati…
The article is devoted to comparison of the Milstein expansion of iterated Stratonovich stochastic integrals with the method of expansion of iterated stochastic integrals based on generalized multiple Fourier series. We consider some…
A novel method which is called the Chebyshev inertial iteration for accelerating the convergence speed of fixed-point iterations is presented. The Chebyshev inertial iteration can be regarded as a valiant of the successive over relaxation…
In this work we discuss the possibility to reduce the computational complexity of modal methods, i.e. methods based on eigenmodes expansion, from the third power to the second power of the number of eigenmodes. The proposed approach is…
The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…
Time-equispaced inertial measurements are practically used as inputs for motion determination. Polynomial interpolation is a common technique of recovering the gyroscope signal but is subject to a fundamentally numerical stability problem…
Alignment of the strapdown inertial navigation system (INS) has strong nonlinearity, even worse when maneuvers, e.g., tumbling techniques, are employed to improve the alignment. There is no general rule to attack the observability of a…
The article is devoted to construction of effective procedures of the mean-square approximation for iterated Stratonovich stochastic integrals of multiplicities 1 to 5. We apply the method of generalized multiple Fourier series for…
The aim of this paper is to study the weak convergence analysis of sequence of iterates generated by a three-operator splitting method of Davis and Yin incorporated with two-step inertial extrapolation for solving monotone inclusion problem…
Inertial sensors based on micro-electromechanical systems (MEMS) technology, such as accelerometers and angular rate sensors, are cost-effective solutions used in inertial navigation systems in a broad spectrum of applications that estimate…
Infinitesimal contraction analysis provides exponential convergence rates between arbitrary pairs of trajectories of a system by studying the system's linearization. An essentially equivalent viewpoint arises through stability analysis of a…
This paper addresses the survey estimation of a population mean in continuous time. For this purpose we extend the rotation sampling method to functional data. In contrast to conventional rotation designs that select the sample before the…
In this paper, we introduce an alternative method for applying averaging theory of orders $1$ and $2$ in the plane. This is done by combining Taylor expansions of the displacement map with the integral form of the…
The article is devoted to the mean-square approximation of iterated Ito and Stratonovich stochastic integrals in the context of the numerical integration of Ito stochastic differential equations. The expansion of iterated Ito stochastic…
The well-known Caputo fractional derivative and the corresponding Caputo fractional integral occur naturally in many equations that model physical phenomena under inhomogeneous media. The relationship between the two fractional terms can be…
A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…
Floating-point round-off errors are ubiquitous in numerically intensive programs arising in fields such as scientific computing and optimization. As floating-point errors potentially lead to unexpected and catastrophic program failures, one…
This work proposes the extended functional tensor train (EFTT) format for compressing and working with multivariate functions on tensor product domains. Our compression algorithm combines tensorized Chebyshev interpolation with a low-rank…
The article is devoted to the developement of the method of expansion and mean-square approximation of iterated Ito stochastic integrals based on generalized multiple Fourier series converging in the sense of norm in the space $L_2([t,…
The article is devoted to the expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on the generalized iterated Fourier series converging pointwise. The case of Fourier-Legendre…
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…