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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…

统计金融 · 定量金融 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…

计算物理 · 物理学 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…

计算工程、金融与科学 · 计算机科学 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…

斑图形成与孤子 · 物理学 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…

数值分析 · 数学 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…

系统与控制 · 电气工程与系统科学 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…

介观与纳米尺度物理 · 物理学 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…

动力系统 · 数学 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…

信号处理 · 电气工程与系统科学 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…

流体动力学 · 物理学 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…

数值分析 · 数学 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…

统计力学 · 物理学 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…

数值分析 · 数学 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…

数值分析 · 数学 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…

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…

无序系统与神经网络 · 物理学 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…

高能物理 - 理论 · 物理学 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…

多智能体系统 · 计算机科学 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…

计算物理 · 物理学 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…

数值分析 · 数学 2018-04-23 Thomas S. Brown , Tonatiuh Sánchez-Vizuet , Francisco-Javier Sayas