Global random walk algorithm for diffusion processes
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AbstractThe Global Random Walk algorithm (GRW) performs the simultaneous tracking on a fixed grid of large collections of particles, while…
A Kinematic Method for the Study of the Constitutive Equations
AbstractAuthorsN. Suciu -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy A. Georgescu KeywordsCite…
Coarse Grained Averages in Porous media
AbstractAuthorsC. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy C. Georgescu N. Suciu -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy U. Jaekel…
Average conditional jump for a white noise superposed on a linear trend
AbstractAuthorsN. Suciu -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy A. Georgescu U.…
Average conditional jump for a white noise superposed on a linear trend
AbstractAuthorsM. Crăciun -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy KeywordsCite this…
The detection and diagnosis of low-level stellar variability through resampling methods
AbstractAuthorsA. Pop C. Vamoș -Tiberiu Popoviciu Institute of Numerical Analysis, Romanian Academy KeywordsCite this paper as:A. Pop and C. Vamoş, The detection and…
Detrended fluctuation analysis of autoregressive processes
AbstractAutoregressive processes (AR) have typical short-range memory. Detrended Fluctuation Analysis (DFA) was basically designed to reveal long-range correlations in non…
Order 1 autoregressive process of finite length
AbstractThe stochastic processes of finite length defined by recurrence relations request additional relations specifying the first terms of the process analogously to…
Automatic algorithm for monotone trend removal
AbstractThe available numerical algorithms for trend removal require a direct subjective intervention in choosing critical parameters. In this paper an…
Autoregressive modeling of the variability of an active galaxy
AbstractMany natural phenomena can be described by power-laws of the temporal or spatial correlations. The equivalent in frequency domain is…