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Optimal linear static control with moment and yield objectives
Linear static control gaussian distribution convex optimization
2015/8/11
This report describes how to optimize linear static control problems involving first and second moments and yield objectives for Gaussian distributions. These problems can be cast as second-order cone...
Stationary Wigner Equation with In ow Boundary Conditions: Will a Symmetric Potential Yield a Symmetric Solution
Wigner equation In ow boundary conditions Well-posedness.
2014/9/26
Based on the well-posedness of the stationary Wigner equation with in
ow bound-ary conditions given in [1], we prove without any additional prerequisite conditions
that the solution of the Wigner eq...
Functional dynamic factor models with application to yield curve forecasting
Functional data analysis expectation maximization algorithm natural cubic splines cross-validation roughness penalty
2012/11/23
Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasti...
A viscoplasticity model with an enhanced control of the yield surface distortion
viscoplasticity yield function kinematic hardening distortional hardening rheology
2012/4/17
A new model of metal viscoplasticity, which takes combined isotropic, kinematic, and distortional hardening into account, is presented. The basic modeling assumptions are illustrated using a new two-d...