Numerical demodulation of a Gaussian white noise modulated in amplitude by a deterministic volatility
AbstractThe Gaussian white noise modulated in amplitude is defined as the product of a Gaussian white noise and a slowly…
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Solution of a polylocal problem with a pseudospectral method
Abstract Consider the problem: $$y”(x) + f(x, y) = 0, \ \ x \in [0, 1], y(a) = \alpha, y(b)…
Intrinsic superstatistical components of financial time series
AbstractTime series generated by a complex hierarchical system exhibit various types of dynamics at different time scales. A financial time…
Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components
AbstractFractional Brownian motion (fBm) is a nonstationary self-similar continuous stochastic process used to model many natural phenomena. A realization of…
Evidence for quasiperiodicity in orbital period modulation of WW Cygni
AbstractThe Algol type binary system WW Cygni is known to display an intricate orbital period variability phenomenon which consists in…
Analysis and generation of groundwater concentration time series
AbstractConcentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction…
On computational complexity in solving equations by Steffensen type methods
Abstract AuthorsIon Păvăloiu Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy Keywordsnonlinear equations in R; iterative methods; Steffensen method.…
On computational complexity in solving equations by interpolation methods,
Abstract AuthorsIon Păvăloiu (Tiberiu Popoviciu Institute of Numerical Analysis) KeywordsPDFScanned paper: on the journal website. Latex version of the…
On the r-convergence orders of the inexact perturbed Newton methods
Abstract The inexact perturbed Newton methods recently introduced by us are variant of Newton method, which assume that at each step…
Improving the rate of convergence of some Newton-like methods for the solution of nonlinear equations containing a nondifferentiable term
Abstract AuthorsIoannis K. Argyros (Cameron University, USA) Emil Cătinaş (Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy) Ion Păvăloiu (Tiberiu…