Related papers: Approximation of supply curves
STSP seeks a pair of pickup and delivery tours in two distinct networks, where the two tours are related by LIFO contraints. We address here the problem approximability. We notably establish that asymmetric MaxSTSP and MinSTSP12 are APX,…
The aim of this paper is to compute one-day-ahead prediction regions for daily curves of electricity demand and price. Three model-based procedures to construct general prediction regions are proposed, all of them using bootstrap…
We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…
We consider the problem of minimizing Euler's elastica energy for simple closed curves confined to the unit disk. We approximate a simple closed curve by the zero level set of a function with values +1 on the inside and -1 on the outside of…
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive definite Toeplitz matrices by submatrices of finite rank. We…
We give three derivations of Polya's approximation for the expected range of a simple random walk in one dimension. This result allows for an estimation of the volatility of a financial instrument from the difference between the high and…
In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…
Closeness is an important measure of network centrality. In this article we will calculate the closeness of graphs, created by using operations on graphs. We will prove a formula for the closeness of shadow graphs. We will calculate the…
We present a procedure to approximate a plane contour by piecewise polynomial functions, depending on various parameters, such as degree, number of local patches, selection of knots. This procedure aims to be adopted to study how…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…
Linear approximations of the AC power flow equations are of great significance for the computational efficiency of large-scale optimal power flow (OPF) problems. Put differently, the feasibility of the obtained solution is essential for…
This article gives an introduction for mathematicians interested in numerical computations in algebraic geometry and number theory to some recent progress in algorithmic number theory, emphasising the key role of approximate computations…
We investigate a family of approximate multi-step proximal point methods, framed as implicit linear discretizations of gradient flow. The resulting methods are multi-step proximal point methods, with similar computational cost in each…
DC power flow approximations are ubiquitous in the electricity industry. However, these linear approximations fail to capture important physical aspects of power flow, such as the reactive power and voltage magnitude, which are crucial in…
This article deals with the numerical approximation of effective coefficients in stochastic homogenization of discrete linear elliptic equations. The originality of this work is the use of a well-known abstract spectral representation…
We develop the tools necessary to use Stein's method for approximation by a Borel distribution, which we illustrate by considering the approximation of the number of customers served in the busy period of an M/G/1 queue. We further derive…
The paper is devoted to problem of spline approximation. A new method of nodes location for curves and surfaces computer construction by means of B-splines and results of simulink-modeling is presented. The advantages of this paper is that…
We give necessary and sufficient topological conditions for a simple closed curve on a real rational surface to be approximable by smooth rational curves. We also study approximation by smooth rational curves with given complex…
A stochastic conjugate gradient method for approximation of a function is proposed. The proposed method avoids computing and storing the covariance matrix in the normal equations for the least squares solution. In addition, the method…
Consider a graph $G = (V, E)$ and some commuters, each specified by a tuple $(u, v, b)$ consisting of two nodes in the graph $u, v \in V$ and a non-negative real number $b$, specifying their budget. The goal is to find a pricing function…