asymptotic Analysis
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Most downloaded papers in asymptotic Analysis
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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.
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
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
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 > 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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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
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
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
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
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
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
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
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
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
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
The influence of this Thomas Bayes' work was immense. It was from here that "Bayesian" ideas first spread through the mathematical world, as Bayes's own article was ignored until 1780 and played no important role in... more