Results 11  20
of
9,409
Numerical Solutions of the Euler Equations by Finite Volume Methods Using RungeKutta TimeStepping Schemes
, 1981
"... A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used to deter ..."
Abstract

Cited by 517 (78 self)
 Add to MetaCart
A new combination of a finite volume discretization in conjunction with carefully designed dissipative terms of third order, and a Runge Kutta time stepping scheme, is shown to yield an effective method for solving the Euler equations in arbitrary geometric domains. The method has been used
Dynamic Bayesian Networks: Representation, Inference and Learning
, 2002
"... Modelling sequential data is important in many areas of science and engineering. Hidden Markov models (HMMs) and Kalman filter models (KFMs) are popular for this because they are simple and flexible. For example, HMMs have been used for speech recognition and biosequence analysis, and KFMs have bee ..."
Abstract

Cited by 770 (3 self)
 Add to MetaCart
been used for problems ranging from tracking planes and missiles to predicting the economy. However, HMMs
and KFMs are limited in their “expressive power”. Dynamic Bayesian Networks (DBNs) generalize HMMs by allowing the state space to be represented in factored form, instead of as a single discrete
Learning Bayesian networks with discrete variables from data
 In Proceedings of the First International Conference on Knowledge Discovery and Data Mining
, 1995
"... This paper describes a new greedy Bayesian search algorithm GBPS and a new combined algorithm PCGBPS for learning Bayesian net works Simulation tests of these algorithms with previously published algorithms are presented ..."
Abstract

Cited by 69 (7 self)
 Add to MetaCart
This paper describes a new greedy Bayesian search algorithm GBPS and a new combined algorithm PCGBPS for learning Bayesian net works Simulation tests of these algorithms with previously published algorithms are presented
To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions
, 2012
"... In a seminal paper, Racine and Li, (Journal of Econometrics, 2004) introduce a tool which admits discrete and categorical variables as regressors in nonparametric regressions. The method is similar to the smoothing techniques for continuous regressors but uses discrete kernels. In the literature, i ..."
Abstract
 Add to MetaCart
In a seminal paper, Racine and Li, (Journal of Econometrics, 2004) introduce a tool which admits discrete and categorical variables as regressors in nonparametric regressions. The method is similar to the smoothing techniques for continuous regressors but uses discrete kernels. In the literature
The Modification of Classical Hahn Polynomials of a Discrete Variable.
, 1996
"... We consider a modification of moment functionals for the Hahn classical polynomials of a discrete variable by adding two mass points at the ends of the interval, i.e., in x = 0 and x = N  1. We obtain the resulting orthogonal polynomials and identify them as hypergeometric functions. The correspond ..."
Abstract

Cited by 8 (2 self)
 Add to MetaCart
We consider a modification of moment functionals for the Hahn classical polynomials of a discrete variable by adding two mass points at the ends of the interval, i.e., in x = 0 and x = N  1. We obtain the resulting orthogonal polynomials and identify them as hypergeometric functions
On The Properties For Modifications Of Classical Orthogonal Polynomials Of Discrete Variables
, 1996
"... We consider a modification of moment functionals for some classical polynomials of a discrete variable by adding a mass point at x = 0. We obtain the resulting orthogonal polynomials, identify them as hypergeometric functions and derive the second order difference equation which these polynomials sa ..."
Abstract

Cited by 6 (3 self)
 Add to MetaCart
We consider a modification of moment functionals for some classical polynomials of a discrete variable by adding a mass point at x = 0. We obtain the resulting orthogonal polynomials, identify them as hypergeometric functions and derive the second order difference equation which these polynomials
Variational Bounds using a Discrete Variable Representation
"... The Hamiltonian of two interacting particles has a very simple form using the Discrete Variable Representation (DVR). For local interactions, the potential energy matrix has a diagonal form and its diagonal elements are the values of the potential at the DVR points. The particular form of the potent ..."
Abstract
 Add to MetaCart
The Hamiltonian of two interacting particles has a very simple form using the Discrete Variable Representation (DVR). For local interactions, the potential energy matrix has a diagonal form and its diagonal elements are the values of the potential at the DVR points. The particular form
Infinite Order Discrete Variable Representation for Quantum Scattering
, 2008
"... A new approach to multidimensional quantum scattering by the infinite order discrete variable representation is presented. Determining the expansion coefficients of the wave function at the asymptotic regions by the solution of the differential Schrödinger equation, we reduce an infinite set of lin ..."
Abstract
 Add to MetaCart
A new approach to multidimensional quantum scattering by the infinite order discrete variable representation is presented. Determining the expansion coefficients of the wave function at the asymptotic regions by the solution of the differential Schrödinger equation, we reduce an infinite set
On Discrete Variable Structure Control with Switching Sector
 CONTROL, LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES
, 1999
"... In this paper, potential instability and loss of performance due to the use of attractive and noninvariant switching sector in a number of discrete variable structure controllers (DVSC) for linear systems with parametric uncertainties are discussed. Analytical explanation as well as counter example ..."
Abstract

Cited by 3 (1 self)
 Add to MetaCart
In this paper, potential instability and loss of performance due to the use of attractive and noninvariant switching sector in a number of discrete variable structure controllers (DVSC) for linear systems with parametric uncertainties are discussed. Analytical explanation as well as counter
Numerical Generation of Optimized Discrete Variable Representations
, 1997
"... We develop a procedure for calculating an optimized Discrete Variable Representation (DVR) optimized for a given potential. The method leads to an ecient and compact way to obtain numerical solutions of quantum mechanical problems. The procedure is applied to several physical problems. To illustrat ..."
Abstract
 Add to MetaCart
We develop a procedure for calculating an optimized Discrete Variable Representation (DVR) optimized for a given potential. The method leads to an ecient and compact way to obtain numerical solutions of quantum mechanical problems. The procedure is applied to several physical problems
Results 11  20
of
9,409