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This paper addresses the problem of signal parameter estimation of narrow-band emitter signals impinging on an array of sensors. A multidimensional estimation procedure is proposed, which applies to arbitrary array structures and signal... more
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    •   15  
      Stochastic ProcessSignal ProcessingControl EngineeringMultidisciplinary
The performance of multivariate kernel density estimates depends crucially on the choice of bandwidth matrix, but progress towards developing good bandwidth matrix selectors has been relatively slow. In particular, previous studies of... more
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    •   8  
      StatisticsData AnalysisCross ValidationKernel Density Estimation
This paper presents an overview of the cohesive crack model, one of the basic models used so far to describe the fracture of concrete and other quasibrittle materials. Recent developments and needs for further research are discussed. The... more
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    •   4  
      MultidisciplinaryMixed Modeasymptotic AnalysisSize Effect
A variationally and asymptotically consistent theory is developed in order to derive the governing equations of anisotropic thin-walled beams with closed sections. The theory is based on an asymptotic analysis of two-dimensional shell... more
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    •   11  
      EngineeringFinite element methodNatural fibre composites (Engineering)Finite Element
All reasoners described in the most widespread models of a rational reasoner exhibit logical omniscience, what is impossible for finite reasoners (real reasoners). The most common strategy for dealing with the problem of logical... more
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    •   6  
      Computational Complexity TheoryJaakko HintikkaBounded Rationalityasymptotic Analysis
A new projection method is developed for the Euler equations to determine the thermodynamic state in computational cells. It consists in the resolution of a mechanical relaxation problem between the various sub-volumes present in a... more
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    •   34  
      EngineeringComputational PhysicsThermodynamicsMultiphase Flow
tA comprehensive multiphysics model of a cantilevered carbon nanotube (CNT) including geometric andelectrostatic nonlinearities is developed. The continuous model is reduced to a finite degree of freedomsystem by the Galerkin... more
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    •   7  
      Nonlinear dynamicsMass SpectrometryCarbon NanotubesAsymptotic methods
An edge crack in a strip of a functionally graded material (FGM) is studied under transient thermal loading conditions. The FGM is assumed having constant Young's modulus and Poisson's ratio, but the thermal properties of the material... more
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    •   16  
      Materials EngineeringMechanical EngineeringCivil EngineeringFracture
A call center is a service operation that caters to customer needs via the telephone. Call centers typically consist of agents that serve customers, telephone lines, an Interactive Voice Response (IVR) unit, and a switch that routes calls... more
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    •   9  
      Applied MathematicsStatisticsCall Centerasymptotic Analysis
This paper is aimed at developing a nonlocal theory for obtaining numerical approximation to a boundary value problem describing damage phenomena in a brittle composite material. The mathematical homogenization method based on double... more
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    •   7  
      EngineeringCompositesDamage MechanicsHomogenization
Conventionally, in each low-density parity-check (LDPC) decoding iteration all the variable nodes and subsequently all the check nodes send messages to their neighbors (flooding schedule). An alternative, more efficient, approach is to... more
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    •   8  
      Iterative DecodingConvergence RateTheoretical AnalysisMessage Passing
The relaxation-projection method developed in Saurel et al. [R. Saurel, E. Franquet, E. Daniel, O. Le Metayer, A relaxation-projection method for compressible flows. Part I: The numerical equation of state for the Euler equations, J.... more
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    •   36  
      EngineeringComputational PhysicsThermodynamicsMultiphase Flow
This paper studies the quasi-maximum likelihood estimator (QMLE) of non-stationary GARCH(p, q) models. By expressing GARCH models in matrix form, the log-likelihood function is written in terms of the product of random matrices.... more
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    •   3  
      Time SeriesGARCHasymptotic Analysis
The problem about a body in a three dimensional infinite channel is considered in the framework of the theory of linear water-waves. The body has a rough surface characterized by a small parameter ε > 0 while the distance of the body to... more
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    •   11  
      EngineeringApplied MathematicsApplied MechanicsSurface Roughness
In this paper, we study the sum rate performance of zero-forcing (ZF) and regularized ZF (RZF) precoding in large MISO broadcast systems under the assumptions of imperfect channel state information at the transmitter and per-user channel... more
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    • asymptotic Analysis
In this paper a new approach to the derivation of the worst scenario and the maximum range scenario methods is proposed. The derivation is based on the topological derivative concept for the boundary value problems of elasticity in two... more
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    •   8  
      Applied MathematicsTopology OptimizationUncertain DataMathematical Analysis
We derive an analytic approximation to the credit loss distribution of large portfolios by letting the number of exposures tend to infinity. Defaults and rating migrations for individual exposures are driven by a factor model in order to... more
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    •   12  
      Applied MathematicsMonte Carlo SimulationBankingCredit Risk
In this note, we consider the finite-time stabilization of discrete-time linear systems subject to disturbances generated by an exosystem. Finite-time stability can be used in all those applications where large values of the state should... more
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    •   20  
      EngineeringBiomedical EngineeringAdaptive ControlA Priori Knowledge
The effect of structure size on the nominal strength of unidirectional fiber-polymer composites, failing by propagation of a kink band with fiber microbuckling, is analyzed experimentally and theoretically. Tests of novel geometrically... more
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    •   14  
      Materials EngineeringMechanical EngineeringCivil EngineeringDesign practice
One popular method for fitting a regression function is regularization: minimize an objective function which enforces a roughness penalty in addition to coherence with the data. This is the case when formulating penalized likelihood... more
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    •   10  
      StatisticsEdge DetectionConvex AnalysisConvergence Rate
Closed form approximations of the outage capacity and the mutual information between the in-and outputs of a multiinput, multi-output (MIMO) narrowband system in the presence of correlated fading are considered. First, the limiting... more
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    •   16  
      Distributed ComputingStochastic processesAntenna arraysMIMO
Process systems with material and energy recycle are well-known to exhibit complex dynamics and to present significant control challenges, due to the feedback interactions induced by the recycle streams. In this paper, we address the... more
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    •   11  
      Chemical EngineeringProcess ControlSingular PerturbationsController Design
Natural frequencies and mode shapes play a fundamental role in the dynamic characteristics of linear structural systems. Considering that the system parameters are known only probabilistically, we obtain the moments and the probability... more
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    •   25  
      EngineeringMechanical EngineeringAerospace EngineeringStructural Dynamics
In this paper, we generalize the recently developed dimension reduction technique of Vecer for pricing arithmetic average Asian options. The assumption of constant volatility in Vecer's method will be relaxed to the case that volatility... more
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    •   8  
      EconomicsDimension ReductionQuantitative FinanceMathematical Sciences
A mechanism is proposed for the generation of large-amplitude acoustically-driven streaming flows in which time-mean flow speeds are comparable to the instantaneous speed of fluid particles in a high-frequency sound-wave field. Motivated... more
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    •   5  
      Multiscale ModellingComputational Fluid Dynamics (CFD) modelling and simulationStreamingAsymptotic methods
To simulate flows around solid obstacles of complex geometries, various immersed boundary methods had been developed. Their main advantage is the efficient implementation for stationary or moving solid boundaries of arbitrary complexity... more
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    •   16  
      EngineeringComputational PhysicsDirect Numerical SimulationNumerical Simulation
We provide a simple explicit estimator for discretely observed Barndorff-Nielsen and Shephard models, prove rigorously consistency and asymptotic normality based on the single assumption that all moments of the stationary distribution of... more
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    •   3  
      Theoretical Analysisasymptotic AnalysisCovariance Matrix
This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and sharing with... more
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    •   6  
      OceanographyAtmospheric ScienceMultiscale computational modelsNumerical Methods
The purpose of this paper is to provide a consistent thin layer theory for some Non-Newtonian fluids that are incompressible and flowing down an inclined plane under the effect of gravity. We shall provide a better understanding of the... more
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    •   9  
      EngineeringMathematical SciencesPower LawPhysical sciences
High speed underwater systems involve many modelling and simulation difficulties related to shocks, expansion waves and evaporation fronts. Modern propulsion systems like underwater missiles also involve extra difficulties related to... more
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    •   20  
      EngineeringWaterMultiphase FlowShock Waves
For geophysical flows, the Saint-Venant system is often a good approximation of the Navier-Stokes equations and so it is widely used for the simulations of shallow water flows and gravity waves. But the Saint-Venant system fails to... more
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    •   12  
      Mechanical EngineeringApplied MathematicsNumerical SimulationEnergy Balance
We are interested in this article with the Navier-Stokes equations of viscous incompressible fluids in three dimensional thin domains. Let Ω ε be the thin domain Ω ε = ω × (0, ε), where ω is a suitable domain in R 2 and 0 < ε < 1.
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    •   6  
      Applied MathematicsPure MathematicsDimensionalasymptotic Analysis
Process systems with material and energy recycle are well-known to exhibit complex dynamics and to present significant control challenges, due to the feedback interactions induced by the recycle streams. In this paper, we address the... more
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    •   11  
      Chemical EngineeringProcess ControlSingular PerturbationsController Design
We study the fair strike of a discrete variance swap for a general time-homogeneous stochastic volatility model. In the special cases of Heston, Hull-White and Schöbel-Zhu stochastic volatility models, we give simple explicit expressions... more
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    • asymptotic Analysis
Researchers have used from 30 days to several years of daily returns as source data for clustering financial time series based on their correlations. This paper sets up a statistical framework to study the validity of such practices. We... more
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    •   14  
      Empirical FinanceComputational FinanceClustering and Classification MethodsFinancial Risk Management
The Neumann problem for the Poisson equation is considered in a domain Ω ε ⊂ R n with boundary components posed at a small distance ε &gt; 0 so that in the limit, as ε → 0 + , the components touch each other at the point O with the... more
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    •   3  
      Applied MathematicsPure Mathematicsasymptotic Analysis
The user has requested enhancement of the downloaded file. All in-text references underlined in blue are added to the original document and are linked to publications on ResearchGate, letting you access and read them immediately.
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    •   7  
      MathematicsApplied MathematicsPure MathematicsDifferential Equations
s Abstract Filament-stretching rheometers are devices for measuring the extensional viscosity of moderately viscous non-Newtonian fluids such as polymer solutions. In these devices, a cylindrical liquid bridge is initially formed between... more
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    •   10  
      EngineeringEarth SciencesFluid MechanicsPhysical sciences
In this paper we provide an asymptotic analysis of generalised bipower measures of the variation of price processes in financial economics. These measures encompass the usual quadratic variation, power variation and bipower variations... more
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    •   7  
      EconometricsFinancial EconomicsEconometric TheoryStochastic Volatility
Polarization matrices (or tensors) are generalizations of mathematical objects like the harmonic capacity or the virtual mass tensor. They participate in many asymptotic formulae with broad applications to problems of structural... more
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    •   3  
      Applied MathematicsPure Mathematicsasymptotic Analysis
personal use only and shall not be self-archived in electronic repositories. If you wish to self-archive your article, please use the accepted manuscript version for posting on your own website. You may further deposit the accepted... more
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    •   25  
      EngineeringComputational PhysicsStatistical MechanicsKinetics
A method to analyze the evolution of a cohesive crack, particularly appropriate for asymptotic analysis, is presented. Detailed descriptions of the zeroth order and first order asymptotic approaches are given and from these results the... more
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    •   9  
      Materials EngineeringMechanical EngineeringCivil EngineeringFracture
In this paper, an amplify-and-forward (AF) cooperative strategy for interference limited networks is considered. In contrast to previously reported work, where the effect of interference is ignored, the effect of multi-user interference... more
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    •   23  
      Distributed ComputingStatisticsWireless networksRouting protocols
Convective burning is commonly identified in the literature as the key step in deflagration-to-detonation transition (DDT) of granular explosives. The prevalent physical picture of convective burning is of rapid and deep penetration of... more
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    •   11  
      EngineeringConvectionHigh PressureModeling
The aim of this article is to recall the applications of the topological asymptotic expansion to many image processing problems. We briefly review the topological asymptotic analysis. A very natural application of this technique in image... more
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    •   5  
      Image ProcessingImage segmentationImage ClassificationImage Restoration
The debonding of an interface between two elastic materials is assumed to occur ahead of a primary crack lying in material 1. Conditions for such a mechanism are derived from an asymptotic analysis and depend on the elastic mismatch... more
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    •   4  
      EngineeringMathematical SciencesPhysical sciencesasymptotic Analysis
The classical Lojasiewicz inequality and its extensions for partial differential equation problems (Simon) and to o-minimal structures (Kurdyka) have a considerable impact on the analysis of gradient-like methods and related problems:... more
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    •   9  
      Complexity TheoryPure MathematicsLevel Setasymptotic Analysis
We present some recent developments in the construction and classification of new analytically solvable one-dimensional diffusion models for which the transition densities and other quantities that are fundamental to derivatives pricing... more
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    •   9  
      Applied MathematicsMathematical FinanceDerivative Pricingasymptotic Analysis
The purpose of this paper is to derive and study a new asymptotic model for the equilibrium state of a thin anisotropic piezoelectric plate in frictional contact with a rigid obstacle. In the asymptotic process, the thickness of the... more
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    •   5  
      Mechanical EngineeringApplied Mathematicsasymptotic AnalysisInterdisciplinary Engineering
The influence of this Thomas Bayes&#39; work was immense. It was from here that &quot;Bayesian&quot; ideas first spread through the mathematical world, as Bayes&#39;s own article was ignored until 1780 and played no important role in... more
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    •   4  
      Mechanical EngineeringBayesian Inferenceasymptotic AnalysisElectrical And Electronic Engineering