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