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Showing 1 to 10 of 10 for “"Karhunen-Loève"”.

  1. Characterization of the Mechanism of Drag Reduction Using a Karhunen-Loève Analysis on a Direct Numerical Simulation of Turbulent Pipe Flow

    … flow. The dynamics are examined through a Karhunen-Lo`eve (KL) expansion of the direct numerical simulation flow field results. The direct numerical simulation (DNS) is performed using NEK5000, a spectral element Navier-Stokes solver, the first exponentially convergent investigation of DNS …

    vt Repository record for Characterization of the Mechanism of Drag Reduction Using a Karhunen-Loève Analysis on a Direct Numerical Simulation of Turbulent Pipe Flow (opens in a new tab)

  2. Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models

    … prescribed mean and covariance. By exhibiting a Karhunen-Loève expansion for the integrated variance, and using sharp estimates of the density of a general second-chaos variable, we derive asymptotics for the asset price density for large or small values of the variable, and study the wing …

    purdue-thes Repository record for Extreme-Strike and Small-time Asymptotics for Gaussian Stochastic Volatility Models (opens in a new tab)

  3. Advanced Bayesian Monte Carlo Methods for Inference and Control

    … over high-dimensional domains. The commonly used Karhunen-Loève priors suffer from bad dimensional scaling: they require an orthogonal basis of the function space, which can often be obtained as a product of one-dimensional basis functions. This leads to the number of parameters growing …

    cambridge Repository record for Advanced Bayesian Monte Carlo Methods for Inference and Control (opens in a new tab)

  4. Low-complexity approximations for discrete transforms : design, fast algorithms, image coding, and use as a tool in statistical inference

    … the discrete Fourier transform (DFT), the Karhunen-Loève transform (KLT) and the discrete cosine transform (DCT) as the most relevant transforms in the context of signal and image processing. Although the relevance of using these transforms has been widely corroborated in several studies, …

    brazil-ufpe Repository record for Low-complexity approximations for discrete transforms : design, fast algorithms, image coding, and use as a tool in statistical inference (opens in a new tab)

  5. Effect of scale and spatial variability on surface foundation on sand

    … fields of sand void ratio are generated using a Karhunen-Loève expansion. A bounded-tanh function is used to characterize the statistical distribution of void ratio. Monte Carlo simulations are performed to establish impact of sand density variability and correlation length ratios on foundation …

    mit Repository record for Effect of scale and spatial variability on surface foundation on sand (opens in a new tab)

  6. Modeling sea surface height in the Gulf of Mexico

    … were made, synthetic plots were made by using a Karhunen-Loève transform, the Singular Variable Decomposition of the SSH monthly covariance, and random vector composed of random numbers in a Gaussian distribution. Differences in synthetic SSH plots compared to individual SSH observations could …

    mit Repository record for Modeling sea surface height in the Gulf of Mexico (opens in a new tab)

  7. Optimizing Kilovoltage Cone-Beam Computed Tomography for Image-Guided Radiation Therapy

    … of the low-dose CBCT. For this approach, the Karhunen-Loève (KL) transform was used to account for the correlation among consecutively acquired CBCT projections. Results from phantom-based studies showed that the KL domain penalized weighted least-square (PWLS) restoration were superior to …

    utswmed Repository record for Optimizing Kilovoltage Cone-Beam Computed Tomography for Image-Guided Radiation Therapy (opens in a new tab)

  8. Series de potencias y descomposición ortogonal propia aplicados a la dinámica de cadenas y cables poco tensos

    … Método de Descomposición Ortogonal y Bases de Karhunen-Loeve. En particular se abordan problemas inherentes al comportamiento dinámico de cadenas y cables poco tensos. Se muestra que la herramienta resulta de utilidad para abordar ecuaciones y sistemas diferenciales no lineales, ya sean …

    uns-ar Repository record for Series de potencias y descomposición ortogonal propia aplicados a la dinámica de cadenas y cables poco tensos (opens in a new tab)

  9. Rough volatility models

    … scheme for rough volatility models based on a Karhunen-Loève-style approximation of White Noise. This complements theoretical results by Bayer et al. (2017). Our numerical experiments confirm a theoretical strong rate of H for a central object of interest and indicate a weak rate of 2H for the …

    tu-berlin Repository record for Rough volatility models (opens in a new tab)

  10. Cancelación de Ecos Multicanal

    … mediante la transformación adaptativa de KarhunenLoève y la introducción de ruido de banda ancha decorrelado. Esta última técnica permite afrontar el problema de la cancelación de ecos multicanal sin detección de doble locución. Finalmente se intenta buscar una valoración subjetiva de los …

    upm Repository record for Cancelación de Ecos Multicanal (opens in a new tab)