Wavelets with S ale Dependent

Wavelets and Multis ale Transforms in Massive Data Sets

Wavelets for Nonparametric Stochastic Regression with Pairwise Negative Quadrant Dependent Random Variables

We propose a wavelet based stochastic regression function estimator for the estimation of the regression function for a sequence of pairwise negative quadrant dependent random variables with a common one-dimensional probability density function. Some asymptotic properties of the proposed estimator are investigated. It is found that the estimators have similar properties to their counterparts st...

Monitoring Nonlinear Profiles Using Wavelets

In many manufacturing processes, the quality of a product is characterized by a non-linear relationship between a dependent variable and one or more independent variables. Using nonlinear regression for monitoring nonlinear profiles have been proposed in the literature of profile monitoring which is faced with two problems 1) the distribution of regression coefficients in small samples is unkno...

Wavelet Based Estimation of the Derivatives of a Density for m-Dependent Random Variables

Here, we propose a method of estimation of the derivatives of probability density based wavelets methods for a sequence of m−dependent random variables with a common one-dimensional probability density function and obtain an upper bound on Lp-losses for the such estimators.

Numerical Analysis and Scientific Computing Preprint Seria An extended ALE method for fluid-structure interaction problems with large structural displacements

Standard Arbitrary Lagrangian-Eulerian (ALE) methods for the simulation of fluid-structure interaction (FSI) problems fail when the structural displacement is large. We propose an extended ALE method that successfully deals with this problem without remeshing. The extended ALE approach relies on a variational mesh optimization technique, combined with an additional constraint which is imposed t...