Recently, the construction of 2D empirical wavelets based on partitioning the Fourier domain with the watershed transform has been proposed. If such approach can build partitions of completely arbitrary shapes, for some applications, it is desirable to keep a certain level of regularity in the geometry of the obtained partitions. In this paper, we propose to build such partition using Voronoi diagrams. This solution allows us to keep a high level of adaptability while guaranteeing a minimum level of geometric regularity in the detected partition.
Some aspects of the ELectrical EXplicit (ELEX) scheme for using explicit integration schemes in circuit simulation are discussed. It is pointed out that the parallel resistor approach, presented earlier to address singular matrix issues arising in the ELEX scheme, is not adequately robust for incorporation in a general-purpose simulator for power electronic circuits. New topology-aware approaches, which are more robust and efficient compared to the parallel resistor approach, are presented. Several circuit examples are considered to illustrate the new approaches.
Over the last few years, with the growth of time-series collecting and storing, there has been a great demand for tools and software for temporal data engineering and modeling. This paper presents a generic workflow for time series data research, including temporal data importing, preprocessing, and feature extraction. This framework is developed and built as a robust and easy-to-use Python package, called CMDA, with a modular structure that offers tools to prepare raw data, allowing both scientists and non-experts to analyze various temporal data structures.
In this paper, different approaches to portfolio optimization having higher moments such as skewness and kurtosis are classified so that the reader can observe different paradigms and approaches in this field of research which is essential for practitioners in Hedge Funds in particular. Several methods based on different paradigms such as utility approach and multi-objective optimization are reviewed and the advantage and disadvantageous of these ideas are explained. Keywords: multi-objective optimization, portfolio optimization, scalarization, utility
The concept of k-spectrum for genomes is here investigated as a basic tool to analyze genomes. Related spectral notions based on k-mers are introduced with some related mathematical properties which are relevant for informational analysis of genomes. Procedures to generate spectral segmentations of genomes are provided and are tested (under several values of length k for k-mers) on cases of real genomes, such as some human chromosomes and Saccharomyces cerevisiae.
This work describes and demonstrates the operation of a virtual X-ray algorithm operating on finite-element post-processing results which allows for higher polynomial orders in geometry representation as well as density distribution. A nested hierarchy of oriented bounding boxes is used for preselecting candidate elements undergoing a ray-casting procedure. The exact intersection points of the ray with the finite element are not computed, instead the ray is discretized by a sequence of points. The element-local coordinates of each discretized point are determined using a local Newton-iteration and the resulting densities are accumulated. This procedure results in highly accurate virtual X-ray images of finite element models.
Robin boundary conditions are a natural consequence of employing Nitsche's method for imposing the kinematic velocity constraint at the fluid-solid interface. Loosely-coupled FSI schemes based on Dirichlet-Robin or Robin-Robin coupling have been demonstrated to improve the stability of such schemes with respect to added-mass. This paper aims to offer some numerical insights into the performance characteristics of such loosely-coupled FSI schemes based on Robin boundary conditions. Using numerical examples, we demonstrate that the improved stability due to the added damping term is actually at the expense of important dynamic characteristics of the structural sub-problem.
Domain Decomposition of 4D-VAR Data Assimilation (DD-4DVAR) is made up of decomposition of the spate-time domain, solution of reduced forecast model and minimization of local 4D-VAR functionals. Relying on the existing software implementation of ROMS software, we describe main components of DD-4D VAR DA method, highlighting the topics that we will should address both on the mathematical problem underlying ROMS and the MPI-based code implementation of the ROMS-IS4DVAR formulation.
Lee Braine, Keith Haviland, Owen Smith-Jaynes
et al.
This paper summarises a successful application of functional programming within a commercial environment. We report on experience at Accenture's Financial Services Solution Centre in London with simulating an object-oriented financial system in order to assist analysis and design. The work was part of a large IT project for an international investment bank and provides a pragmatic case study.
In this paper the effect of posibilistic or mixed background risk on the level of optimal prevention is studied. In the framework of five purely possibilistic or mixed models, necessary and sufficient conditions are found such that the level of optimal saving decreases or increases as a result of the actions of various types of background risk. This way our results complete those obtained by Courbage and Rey for some prevention models with probabilistic background risk.
Given financial data from popular sites like Yahoo and the London Exchange, the presented paper attempts to model and predict stocks that can be considered "good investments". Stocks are characterized by 125 features ranging from gross domestic product to EDIBTA, and are labeled by discrepancies between stock and market price returns. An artificial neural network (Self-Organizing Map) is fitted to train on more than a million data points to predict "good investments" given testing stocks from 2013 and after.
We present an efficient computational framework to quantify the impact of individual observations in four dimensional variational data assimilation. The proposed methodology uses first and second order adjoint sensitivity analysis, together with matrix-free algorithms to obtain low-rank approximations of ob- servation impact matrix. We illustrate the application of this methodology to important applications such as data pruning and the identification of faulty sensors for a two dimensional shallow water test system.
AbstractThe crystal structure of mendeleevite-(Ce), (Cs,☐)6(☐,Cs)6(☐,K)6(REE,Ca,☐)6(Si70O175) (H2O,OH,F,D)35, a new mineral from the moraine of the Darai-Pioz glacier, the Alai mountain ridge. Tien-Shan mountains, northern Tajikistan, was solved by direct methods and refined to Ri = 4.15% based on 2274 observed [Fo > 4σ|F|] unique reflections measured with Mo-Kα. radiation on a Bruker PA diffractorneter equipped with a CCD detector. Mendeleevite-(Ce) is cubic, space group Pm3̄, a 21.9148(4) Å, V 10525(1) Å3, Z = 2, Dcalc = 3.066 g/cm3. The empirical formula (electron microprobe) is CS5.94K2.22[(Ce11.35La5.86Nd3.23Pr1.54Sm0.32Gd0.20)Σ22.50(Ca4.68Sr1.00)Σ5.68]Σ28.18 Si70.12O203.17H45.67F6.83, Z = 2, calculated on the basis of 210 (O + F) a.p.f.u., with H2O and OH calculated from structure refinement (OH + F = 17 p.f.u.; H2O = 17.75 p.f.u.).The structural formula is (Cs4.65☐1.35)Σ6(☐4.71Cs1.29)Σ6(☐3.78K2.22)Σ6﹛[(Ce11.35La5.86Nd3.23 Pr1.54Sm0.32Gd0.20)Σ22.50(Ca4.68Sr1.00)Σ5.68]Σ28.18☐1.82﹜Σ30(Si70O175)[(OH)10.17F6.83]Σ17(H2O)17.75. Simplified and endmember formulae are as follows: (Cs,☐)6(☐,Cs)6(☐,K)6(REE,Ca,☐)30(Si70O175) (H2O,OH,F,☐)35 and Cs6(REE22Ca6)(Si70O175)(OH,F)14(H20)21. The crystal structure of mendeleevite-(Ce) is an intercalation of two independent Si—O radicals and an M framework of (REE,Ca) polyhedra. The Si—O radicals are an (Si140O260)104– framework and an (Si36O90)36– cluster which do not link directly. The M framework is located between the Si—O framework and the Si—O clusters. Interstitial cations occupy two types of cages and channels. Cages I and II are 78 and 22% occupied by Cs. Channels along [100↻] contain K atoms and H2O groups. Mendeleevite-(Ce) has no natural or synthetic structural analogues. Mendeleevite-(Ce) is a framework mineral with large cavities and it has the potential to be used as a model for the synthesis of microporous materials of industrial interest.
Thanks to the nonstandard formalization of fast oscillating functions, due to P. Cartier and Y. Perrin, an appropriate mathematical framework is derived for new non-asymptotic estimation techniques, which do not necessitate any statistical analysis of the noises corrupting any sensor. Various applications are deduced for multiplicative noises, for the length of the parametric estimation windows, and for burst errors.