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Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

The finite element simulation of dynamic wetting phenomena, requiring the computation of flow in a domain confined by intersecting a liquid-fluid free surface and a liquid-solid interface, with the three-phase contact line moving across the…

Computational Physics · Physics 2012-02-20 J. E. Sprittles , Y. D. Shikhmurzaev

In the present work, advanced spatial and temporal discretization techniques are tailored to hyperelastic physics-augmented neural networks, i.e., neural network based constitutive models which fulfill all relevant mechanical conditions of…

Computational Engineering, Finance, and Science · Computer Science 2023-06-19 Marlon Franke , Dominik K. Klein , Oliver Weeger , Peter Betsch

We investigate energy transfer and localization in a linear time-invariant oscillator chain weakly coupled to a forced nonlinear actuator. Two types of perturbation are studied: (1) harmonic forcing with a constant frequency is applied to…

Pattern Formation and Solitons · Physics 2015-01-06 Agnessa Kovaleva

In this contribution we present a new computational method for coupled bulk-surface problems on time-dependent domains. The method is based on a space-time formulation using discontinuous piecewise linear elements in time and continuous…

Numerical Analysis · Mathematics 2016-05-25 Peter Hansbo , Mats G. Larson , Sara Zahedi

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

Mechanical nonlinearities dominate the motion of nanoresonators already at relatively small oscillation amplitudes. Although single and coupled two-degrees-of-freedom models have been used to account for experimentally observed nonlinear…

Mesoscale and Nanoscale Physics · Physics 2023-04-05 Ata Keşkekler , Vincent Bos , Alejandro M. Aragón , Peter G. Steeneken , Farbod Alijani

The resonances of forced dynamical systems occur when either the amplitude of the frequency response undergoes a local maximum (amplitude resonance) or phase lag quadrature takes places (phase resonance). This study focuses on the phase…

Dynamical Systems · Mathematics 2021-08-25 Martin Volvert , Gaetan Kerschen

In a number of data-driven applications such as detection of arrhythmia, interferometry or audio compression, observations are acquired indistinctly in the time or frequency domains: temporal observations allow us to study the spectral…

Signal Processing · Electrical Eng. & Systems 2020-11-10 Felipe Tobar , Lerko Araya-Hernández , Pablo Huijse , Petar M. Djurić

Considering the high computation cost produced in conventional computation fluid dynamic simulations, machine learning methods have been introduced to flow dynamic simulations in recent years. However, most of studies focus mainly on…

Fluid Dynamics · Physics 2020-10-13 M. Cheng , F. Fang , C. C. Pain , I. M. Navon

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…

Statistical Mechanics · Physics 2017-10-20 Rundong Shi , Gang Hu , Shihong Wang

Component separation is one of the key stages of any modern, cosmic microwave background (CMB) data analysis pipeline. It is an inherently non-linear procedure and typically involves a series of sequential solutions of linear systems with…

Numerical Analysis · Mathematics 2020-07-01 J. Papež , L. Grigori , R. Stompor

This paper presents a novel algorithm, based on use of rational approximants of a randomly scalarized boundary integral resolvent in conjunction with an adaptive search strategy and an exponentially convergent secant-method termination…

Numerical Analysis · Mathematics 2024-09-05 Oscar P. Bruno , Manuel A. Santana , Lloyd N. Trefethen

In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding a symmetric positive-definite term to the…

Numerical Analysis · Mathematics 2022-07-27 Stein K. F. Stoter , Thi-Hoa Nguyen , René R. Hiemstra , Dominik Schillinger

We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…

Disordered Systems and Neural Networks · Physics 2011-01-04 K. Okumura , M. Shiino

The finite-element approach to lattice field theory is both highly accurate (relative errors $\sim 1/N^2$, where $N$ is the number of lattice points) and exactly unitary (in the sense that canonical commutation relations are exactly…

High Energy Physics - Theory · Physics 2016-09-06 K. A. Milton , R. Das

Time domain identification is studied in this paper for parameters of a continuous-time multi-input multi-output descriptor system, with these parameters affecting system matrices through a linear fractional transformation. Sampling is…

Multiagent Systems · Computer Science 2025-06-17 Tong Zhou

We describe and evaluate a numerical solution strategy for simulating surface acoustic waves through semiconductor devices with complex geometries. This multi-physics problem is of particular relevance to the design of quantum electronic…

Computational Physics · Physics 2007-05-23 S. Rahman , H. P. Langtangen , C. H. W. Barnes

We consider a model problem of the scattering of linear acoustic waves in free homogeneous space by an elastic solid. The stress tensor in the solid combines the effect of a linear dependence of strains with the influence of an existing…

Numerical Analysis · Mathematics 2018-04-23 Thomas S. Brown , Tonatiuh Sánchez-Vizuet , Francisco-Javier Sayas