15 resultados para weighted maxima
em CentAUR: Central Archive University of Reading - UK
Resumo:
Varied electrostatics experiments followed Benjamin Franklin's pioneering atmospheric investigations. In Knightsbridge, Central London, John Read (1726–1814) installed a sensing rod in the upper part of his house and, using a pith ball electrometer and Franklin chimes, monitored atmospheric electricity from 1789 to 1791. Atmospheric electricity is sensitive to weather and smoke pollution. In calm weather conditions, Read observed two daily electrification maxima in moderate weather, around 9 am and 7 pm. This is likely to represent a double diurnal cycle in urban smoke. Before the motor car and steam railways, one source of the double maximum smoke pattern was the daily routine of fire lighting for domestic heating.
Resumo:
In models of complicated physical-chemical processes operator splitting is very often applied in order to achieve sufficient accuracy as well as efficiency of the numerical solution. The recently rediscovered weighted splitting schemes have the great advantage of being parallelizable on operator level, which allows us to reduce the computational time if parallel computers are used. In this paper, the computational times needed for the weighted splitting methods are studied in comparison with the sequential (S) splitting and the Marchuk-Strang (MSt) splitting and are illustrated by numerical experiments performed by use of simplified versions of the Danish Eulerian model (DEM).
Resumo:
A self-tuning controller which automatically assigns weightings to control and set-point following is introduced. This discrete-time single-input single-output controller is based on a generalized minimum-variance control strategy. The automatic on-line selection of weightings is very convenient, especially when the system parameters are unknown or slowly varying with respect to time, which is generally considered to be the type of systems for which self-tuning control is useful. This feature also enables the controller to overcome difficulties with non-minimum phase systems.
Resumo:
A discrete-time algorithm is presented which is based on a predictive control scheme in the form of dynamic matrix control. A set of control inputs are calculated and made available at each time instant, the actual input applied being a weighted summation of the inputs within the set. The algorithm is directly applicable in a self-tuning format and is therefore suitable for slowly time-varying systems in a noisy environment.
Resumo:
We consider the problem of scattering of time harmonic acoustic waves by an unbounded sound soft surface which is assumed to lie within a finite distance of some plane. The paper is concerned with the study of an equivalent variational formulation of this problem set in a scale of weighted Sobolev spaces. We prove well-posedness of this variational formulation in an energy space with weights which extends previous results in the unweighted setting [S. Chandler-Wilde and P. Monk, SIAM J. Math. Anal., 37 (2005), pp. 598–618] to more general inhomogeneous terms in the Helmholtz equation. In particular, in the two-dimensional case, our approach covers the problem of plane wave incidence, whereas in the three-dimensional case, incident spherical and cylindrical waves can be treated. As a further application of our results, we analyze a finite section type approximation, whereby the variational problem posed on an infinite layer is approximated by a variational problem on a bounded region.
Resumo:
In estimating the inputs into the Modern Portfolio Theory (MPT) portfolio optimisation problem, it is usual to use equal weighted historic data. Equal weighting of the data, however, does not take account of the current state of the market. Consequently this approach is unlikely to perform well in any subsequent period as the data is still reflecting market conditions that are no longer valid. The need for some return-weighting scheme that gives greater weight to the most recent data would seem desirable. Therefore, this study uses returns data which are weighted to give greater weight to the most recent observations to see if such a weighting scheme can offer improved ex-ante performance over that based on un-weighted data.
Resumo:
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.
Resumo:
We characterize the essential spectra of Toeplitz operators Ta on weighted Bergman spaces with matrix-valued symbols; in particular we deal with two classes of symbols, the Douglas algebra C+H∞ and the Zhu class Q := L∞ ∩VMO∂ . In addition, for symbols in C+H∞ , we derive a formula for the index of Ta in terms of its symbol a in the scalar-valued case, while in the matrix-valued case we indicate that the standard reduction to the scalar-valued case fails to work analogously to the Hardy space case. Mathematics subject classification (2010): 47B35,
Resumo:
We consider in this paper the solvability of linear integral equations on the real line, in operator form (λ−K)φ=ψ, where and K is an integral operator. We impose conditions on the kernel, k, of K which ensure that K is bounded as an operator on . Let Xa denote the weighted space as |s|→∞}. Our first result is that if, additionally, |k(s,t)|⩽κ(s−t), with and κ(s)=O(|s|−b) as |s|→∞, for some b>1, then the spectrum of K is the same on Xa as on X, for 01. As an example where kernels of this latter form occur we discuss a boundary integral equation formulation of an impedance boundary value problem for the Helmholtz equation in a half-plane.
Resumo:
We are looking into variants of a domination set problem in social networks. While randomised algorithms for solving the minimum weighted domination set problem and the minimum alpha and alpha-rate domination problem on simple graphs are already present in the literature, we propose here a randomised algorithm for the minimum weighted alpha-rate domination set problem which is, to the best of our knowledge, the first such algorithm. A theoretical approximation bound based on a simple randomised rounding technique is given. The algorithm is implemented in Python and applied to a UK Twitter mentions networks using a measure of individuals’ influence (klout) as weights. We argue that the weights of vertices could be interpreted as the costs of getting those individuals on board for a campaign or a behaviour change intervention. The minimum weighted alpha-rate dominating set problem can therefore be seen as finding a set that minimises the total cost and each individual in a network has at least alpha percentage of its neighbours in the chosen set. We also test our algorithm on generated graphs with several thousand vertices and edges. Our results on this real-life Twitter networks and generated graphs show that the implementation is reasonably efficient and thus can be used for real-life applications when creating social network based interventions, designing social media campaigns and potentially improving users’ social media experience.