نتایج جستجو برای: infinitesimal perturbation analysis
تعداد نتایج: 2872114 فیلتر نتایج به سال:
An on-chip aluminum interconnect carries an intense electric current at an elevated temperature, motivating atoms to diffuse in the solid state, and inducing voids that may cause an open failure. Recent observations have shown that a void sometimes collapses to a slit running nearly perpendicular to the electric current direction. Such a slit often lies inside a grain rather than along a grain ...
Conditional value at risk (CVaR) is a popular measure for quantifying portfolio risk. Sensitivity analysis of CVaR common in management and gradient-based optimization algorithms. In this paper, we study the infinitesimal perturbation estimator sensitivity using randomized quasi-Monte Carlo (RQMC) simulation. RQMC has proved valuable financial option pricing with better rate convergence compare...
We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties the system. treat systems whose transfer operator has an $L^2$ kernel, and we (i) infinitesimal perturbation maximising expectation a given observable (ii) spectral gap, hence exponential mixing rate Our are either (a) kernel or (...
In the present study, some perturbation methods are applied to Duffing equations having a displacement time-delayed variable to study the stability of such systems. Two approaches are considered to analyze Duffing oscillator having a strong delayed variable. The homotopy perturbation method is applied through the frequency analysis and nonlinear frequency is formulated as a function of all the ...
Infinitesimal bialgebras were introduced by Joni and Rota [J-R]. An infinitesimal bialgebra is at the same time an algebra and a coalgebra, in such a way that the comultiplication is a derivation. In this paper we define infinitesimal Hopf algebras, develop their basic theory and present several examples. It turns out that many properties of ordinary Hopf algebras possess an infinitesimal versi...
We introduce the categories of infinitesimal Hopf modules and bimodules over an infinitesimal bialgebra. We show that they correspond to modules and bimodules over the infinitesimal version of the double. We show that there is a natural, but non-obvious way to construct a pre-Lie algebra from an arbitrary infinitesimal bialgebra and a dendriform algebra from a quasitriangular infinitesimal bial...
Intuitively, it is tempting to view a cube in R as a discrete lattice with infinitesimal edges. A similar infinitesimal picture suggests itself with other fractal spaces such as the Sierpinski gasket or the Sierpinski sponge (see [13], [5].) The purpose of this paper is to show certain classes of metric spaces characterized by volume growth properties of balls ([4],[2]) can viewed as graphs wit...
Infinitesimal and finite amplitude error propagation in spatially extended systems are numerically and theoretically investigated. The information transport in these systems can be characterized in terms of the propagation velocity of perturbations Vp. A linear stability analysis is sufficient to capture all the relevant aspects associated to propagation of infinitesimal disturbances. In partic...
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