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We propose an alternative approach towards cost mitigation in volatility-managed portfolios based on smoothing the predictive density of an otherwise standard stochastic volatility model. Specifically, we develop a novel variational Bayes…
Shear wave elastography (SWE) is a promising imaging modality for mechanical characterization of tissues, offering biomarkers with potential for early and precise diagnosis. While various methods have been developed to extract mechanical…
This paper studies the stability of velocity-pressure mixed approximations of the Stokes problem when different finite element (FE) spaces for each component of the velocity field are considered. We consider some new combinations of…
In the context of adaptive remeshing, the virtual element method provides significant advantages over the finite element method. The attractive features of the virtual element method, such as the permission of arbitrary element geometries,…
This paper proposes a strategy to solve the problems of the conventional s-version of finite element method (SFEM) fundamentally. Because SFEM can reasonably model an analytical domain by superimposing meshes with different spatial…
The motivation of this work is to improve the performance of standard stacking approaches or ensembles, which are composed of simple, heterogeneous base models, through the integration of the generation and selection stages for regression…
We present a virtual element method for the Reissner-Mindlin plate bending problem which uses shear strain and deflection as discrete variables without the need of any reduction operator. The proposed method is conforming in…
Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize…
Granular flows during a shear-induced mixing process are studied using Discrete Element Methods. The aim is to understand the underlying elementary mechanisms of transition from unmixed to mixed phases for a granular material featuring a…
The Stochastic Series Expansion (SSE) technique is a quantum Monte Carlo method that is especially efficient for many quantum spin systems and boson models. It was the first generic method free from the discretization errors affecting…
The aim of this paper is to propose a systematic way to obtain convergent finite element schemes for the Darcy-Stokes flow problem by combining well-known mixed finite elements that are separately convergent for Darcy and Stokes problems.…
The objective of this contribution is to develop a convergence analysis for SUPG-stabilized Virtual Element Methods in diffusion-convection problems that is robust also in the convection dominated regime. For the original method introduced…
We propose a mixed finite element method for the motion of a strongly viscous, ideal, and isentropic gas. At the boundary we impose a Navier-slip condition such that the velocity equation can be posed in mixed form with the vorticity as an…
We present a novel approach for solving the shallow water equations using a discontinuous Galerkin spectral element method. The method we propose has three main features. First, it enjoys a discrete well-balanced property, in a spirit…
We present a novel and comparative analysis of finite element discretizations for a nonlinear Rosenau-Burgers model including a biharmonic term. We analyze both continuous and mixed finite element approaches, providing stability, existence,…
Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone stochastic variational inequality (SVI) problems where the…
Simple Exponential Smoothing is a classical technique used for smoothing time series data by assigning exponentially decreasing weights to past observations through a recursive equation; it is sometimes presented as a rule of thumb…
Spurious numerical mixing is a frequent phenomenon in ocean models. In this paper, we present an efficient and robust methodology that defines the vertical grid motion so that this mixing is reduced. This motion is defined as the solution…
The weak Galerkin (WG) finite element method is an effective and flexible general numerical technique for solving partial differential equations. It is a natural extension of the classic conforming finite element method for discontinuous…
The first super-convergent hybridisable discontinuous Galerkin (HDG) method for linear elastic problems capable of using the same degree of approximation for both the primal and mixed variables is presented. The key feature of the method is…