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Computational intensive methods for prediction and imputation in time series analysis

Maria Manuela Neves, Clara Cordeiro (2011)

Discussiones Mathematicae Probability and Statistics

One of the main goals in times series analysis is to forecast future values. Many forecasting methods have been developed and the most successful are based on the concept of exponential smoothing, based on the principle of obtaining forecasts as weighted combinations of past observations. Classical procedures to obtain forecast intervals assume a known distribution for the error process, what is not true in many situations. A bootstrap methodology can be used to compute distribution free forecast...

Computational modelling of thermal consumption of buildings with controlled interior temperature

Vala, Jiří (2017)

Programs and Algorithms of Numerical Mathematics

New materials, structures and technologies used in civil engineering impeach traditional evaluations of the annual thermal consumption of buildings, based on the quasi-stationary estimate of the thermal resistance of the building envelope, or some operational parts of such building with the guaranteed temperature. The complete proper physical analysis, applying the principles of thermodynamics and appropriate constitutive relations for particular material layers and air in rooms, is not realistic...

Computational studies of conserved mean-curvature flow

Miroslav Kolář, Michal Beneš, Daniel Ševčovič (2014)

Mathematica Bohemica

The paper presents the results of numerical solution of the evolution law for the constrained mean-curvature flow. This law originates in the theory of phase transitions for crystalline materials and describes the evolution of closed embedded curves with constant enclosed area. It is reformulated by means of the direct method into the system of degenerate parabolic partial differential equations for the curve parametrization. This system is solved numerically and several computational studies are...

Computational studies of non-local anisotropic Allen-Cahn equation

Michal Beneš, Shigetoshi Yazaki, Masato Kimura (2011)

Mathematica Bohemica

The paper presents the results of numerical solution of the Allen-Cahn equation with a non-local term. This equation originally mentioned by Rubinstein and Sternberg in 1992 is related to the mean-curvature flow with the constraint of constant volume enclosed by the evolving curve. We study this motion approximately by the mentioned PDE, generalize the problem by including anisotropy and discuss the computational results obtained.

Computational technique for treating the nonlinear Black-Scholes equation with the effect of transaction costs

Hitoshi Imai, Naoyuki Ishimura, Hideo Sakaguchi (2007)

Kybernetika

We deal with numerical computation of the nonlinear partial differential equations (PDEs) of Black–Scholes type which incorporate the effect of transaction costs. Our proposed technique surmounts the difficulty of infinite domains and unbounded values of the solutions. Numerical implementation shows the validity of our scheme.

Computer simulation of a nonlinear model for electrical circuits with α-stable noise

Aleksander Janicki (1995)

Applicationes Mathematicae

The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.

Computer-aided modeling and simulation of electrical circuits with α-stable noise

Aleksander Weron (1995)

Applicationes Mathematicae

The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.

Computer-Assisted Proofs and Symbolic Computations

Krämer, Walter (2010)

Serdica Journal of Computing

We discuss some main points of computer-assisted proofs based on reliable numerical computations. Such so-called self-validating numerical methods in combination with exact symbolic manipulations result in very powerful mathematical software tools. These tools allow proving mathematical statements (existence of a fixed point, of a solution of an ODE, of a zero of a continuous function, of a global minimum within a given range, etc.) using a digital computer. To validate the assertions of the underlying theorems...

Computing and Visualizing Solution Sets of Interval Linear Systems

Krämer, Walter (2007)

Serdica Journal of Computing

The paper has been presented at the 12th International Conference on Applications of Computer Algebra, Varna, Bulgaria, June, 2006The computation of the exact solution set of an interval linear system is a nontrivial task [2, 13]. Even in two and three dimensions a lot of work has to be done. We demonstrate two different realizations. The first approach (see [16]) is based on Java, Java3D, and the BigRational package [21]. An applet allows modifications of the matrix coefficients and/or the coefficients...

Computing discrete convolutions with verified accuracy via Banach algebras and the FFT

Jean-Philippe Lessard (2018)

Applications of Mathematics

We introduce a method to compute rigorous component-wise enclosures of discrete convolutions using the fast Fourier transform, the properties of Banach algebras, and interval arithmetic. The purpose of this new approach is to improve the implementation and the applicability of computer-assisted proofs performed in weighed ℓ 1 Banach algebras of Fourier/Chebyshev sequences, whose norms are known to be numerically unstable. We introduce some application examples, in particular a rigorous aposteriori...

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