Efficient computation of cross-spectral densities in the stochastic modelling of waves and wave loads
Sign Up to like & getrecommendations! Published in 2017 at "Applied Ocean Research"
DOI: 10.1016/j.apor.2016.11.007
Abstract: A new method is presented for efficient calculation of auto- and cross-spectral densities in the stochastic modelling of ocean waves and wave loads. As part of the short-term response analyses, the method may contribute to… read more here.
Keywords: densities stochastic; spectral densities; new method; method ... See more keywords
Spectral fingerprints of nonequilibrium dynamics: The case of a Brownian gyrator.
Sign Up to like & getrecommendations! Published in 2022 at "Physical review. E"
DOI: 10.1103/physreve.106.014137
Abstract: The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different… read more here.
Keywords: spectral densities; spectral fingerprints; fingerprints nonequilibrium; nonequilibrium dynamics ... See more keywords
Robust Filtering of Sequences with Periodically Stationary Multiplicative Seasonal Increments
Sign Up to like & getrecommendations! Published in 2021 at "Statistics, Optimization and Information Computing"
DOI: 10.19139/soic-2310-5070-1197
Abstract: We consider stochastic sequences with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. We solve the filtering problem for linear functionals constructed from unobserved values of… read more here.
Keywords: robust filtering; sequences periodically; spectral densities; filtering sequences ... See more keywords