نتایج جستجو برای: taylor approximation
تعداد نتایج: 215929 فیلتر نتایج به سال:
in this paper, we present a fourth order method for computing simple roots of nonlinear equations by using suitable taylor and weight function approximation. the method is based on weerakoon-fernando method [s. weerakoon, g.i. fernando, a variant of newton's method with third-order convergence, appl. math. lett. 17 (2000) 87-93]. the method is optimal, as it needs three evaluations per ite...
By exploiting a model of environmental distortion, model adaptation based on vector Taylor series (VTS) approaches have been shown to significantly improve the robustness of speech recognizers to environmental noise. However, the computational cost of VTS model adaptation (MVTS) methods hinders them from being more widely used. In this paper, we propose to reduce the computational cost of MVTS ...
Classical Taylor-Aris dispersion theory is extended to describe the transport of suspensions of self-propelled dipolar cells in a tubular flow. General expressions for the mean drift and effective diffusivity are determined exactly in terms of axial moments, and compared with an approximation a la Taylor. As in the Taylor-Aris case, the skewness of a finite distribution of biased swimming cells...
We present a framework for the verification of the numerical algorithms used in Ariadne, a tool for analysis of nonlinear hybrid system. In particular, in Ariadne, smooth functions are approximated by Taylor models based on sparse polynomials. We use the Coq theorem prover for developing Taylor models as sparse polynomials with floatingpoint coefficients. This development is based on the formal...
The problem of off-grid direction-of-arrival (DOA) estimation is investigated. We develop a grid-based method to jointly estimate the closest spatial frequency (the sine DOA) grids, and gaps between estimated grids corresponding frequencies. By using second-order Taylor approximation, data model under framework joint-sparse representation formulated. point out an important property signals inte...
In this talk we extend the Polyakov-quark-meson model to N f = 2 + 1 quark flavors and study its bulk thermodynamics at finite temperatures in mean-field approximation. Three different Polyakov-loop potentials are considered. Our findings are confronted to recent QCD lattice simulations of the RBC-Bielefeld and HotQCD collaborations. Furthermore, the finite chemical potential expansion of the q...
In this article, we propose an analytical approximation for the pricing of European options for some lognormal stochastic volatility models. This approximation is a second-order Taylor series expansion of the Fourier transform with respect to the "volatility of volatility". We give, using these formulas, a new method of variance reduction for the Monte-Carlo simulation of the trajectories of th...
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