Chollet, Igor; Claeys, Xavier; Fortin, Pierre; Grigori, Laura A directional equispaced interpolation-based fast multipole method for oscillatory kernels. (English) Zbl 1514.65200 SIAM J. Sci. Comput. 45, No. 1, C20-C48 (2023). Reviewer: Manfred Tasche (Rostock) MSC: 65R20 65D05 65T50 65Y20 70F10 PDFBibTeX XMLCite \textit{I. Chollet} et al., SIAM J. Sci. Comput. 45, No. 1, C20--C48 (2023; Zbl 1514.65200) Full Text: DOI arXiv
Zheng, Chunxiong; Hu, Jiashun Extended WKB analysis for the linear vectorial wave equation in the high-frequency regime. (English) Zbl 1457.81049 Commun. Math. Sci. 18, No. 3, 687-706 (2020). MSC: 81Q20 34E20 35C20 35Q41 35S10 PDFBibTeX XMLCite \textit{C. Zheng} and \textit{J. Hu}, Commun. Math. Sci. 18, No. 3, 687--706 (2020; Zbl 1457.81049) Full Text: DOI
Liu, Boya Stability estimates in a partial data inverse boundary value problem for biharmonic operators at high frequencies. (English) Zbl 1458.35483 Inverse Probl. Imaging 14, No. 5, 783-796 (2020). Reviewer: Elena V. Tabarintseva (Chelyabinsk) MSC: 35R30 35J25 PDFBibTeX XMLCite \textit{B. Liu}, Inverse Probl. Imaging 14, No. 5, 783--796 (2020; Zbl 1458.35483) Full Text: DOI arXiv
Zheng, Chunxiong; Hu, Jiashun Optimal error estimate of the extended-WKB approximation to the high frequency wave-type equation in the semi-classical regime. (English) Zbl 1436.65128 J. Sci. Comput. 83, No. 1, Paper No. 19, 21 p. (2020). MSC: 65M15 35Q55 35Q53 81Q20 PDFBibTeX XMLCite \textit{C. Zheng} and \textit{J. Hu}, J. Sci. Comput. 83, No. 1, Paper No. 19, 21 p. (2020; Zbl 1436.65128) Full Text: DOI
Endres, Sylvia; Stübinger, Johannes A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. (English) Zbl 1422.91801 Quant. Finance 19, No. 10, 1727-1740 (2019). MSC: 91G99 60J60 PDFBibTeX XMLCite \textit{S. Endres} and \textit{J. Stübinger}, Quant. Finance 19, No. 10, 1727--1740 (2019; Zbl 1422.91801) Full Text: DOI Link
Liu, Xiangdong; Jin, Xiaojie Parameter estimation via regime switching model for high frequency data. (Chinese. English summary) Zbl 1424.62031 J. Shenzhen Univ., Sci. Eng. 35, No. 4, 432-440 (2018). MSC: 62F10 62M10 91B84 62P05 62M20 PDFBibTeX XMLCite \textit{X. Liu} and \textit{X. Jin}, J. Shenzhen Univ., Sci. Eng. 35, No. 4, 432--440 (2018; Zbl 1424.62031) Full Text: DOI
Bremer, James On the numerical solution of second order ordinary differential equations in the high-frequency regime. (English) Zbl 1380.65119 Appl. Comput. Harmon. Anal. 44, No. 2, 312-349 (2018). MSC: 65L05 34A30 34C10 PDFBibTeX XMLCite \textit{J. Bremer}, Appl. Comput. Harmon. Anal. 44, No. 2, 312--349 (2018; Zbl 1380.65119) Full Text: DOI arXiv
O’Neill, J.; Selsil, Ö.; McPhedran, R. C.; Movchan, A. B.; Movchan, N. V.; Henderson Moggach, C. Active cloaking of resonant coated inclusions for waves in membranes and Kirchhoff plates. (English) Zbl 1446.74146 Q. J. Mech. Appl. Math. 69, No. 2, 115-159 (2016). MSC: 74J20 74E05 74K15 74K20 PDFBibTeX XMLCite \textit{J. O'Neill} et al., Q. J. Mech. Appl. Math. 69, No. 2, 115--159 (2016; Zbl 1446.74146) Full Text: DOI arXiv
Filimonov, V.; Sornette, D. Apparent criticality and calibration issues in the Hawkes self-excited point process model: application to high-frequency financial data. (English) Zbl 1406.91440 Quant. Finance 15, No. 8, 1293-1314 (2015). MSC: 91G20 60G55 PDFBibTeX XMLCite \textit{V. Filimonov} and \textit{D. Sornette}, Quant. Finance 15, No. 8, 1293--1314 (2015; Zbl 1406.91440) Full Text: DOI arXiv
Zhang, Xiaochu; Frey, Robert Improving ARMA-GARCH forecasts for high frequency data with regime-switching ARMA-GARCH. (English) Zbl 1334.62183 J. Comput. Anal. Appl. 18, No. 4, 727-751 (2015). MSC: 62P05 62M05 62M10 91G70 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{R. Frey}, J. Comput. Anal. Appl. 18, No. 4, 727--751 (2015; Zbl 1334.62183)
Fedrizzi, Ennio High frequency analysis of imaging with noise blending. (English) Zbl 1322.94013 Discrete Contin. Dyn. Syst., Ser. B 19, No. 4, 979-998 (2014). MSC: 94A08 35R30 35R60 PDFBibTeX XMLCite \textit{E. Fedrizzi}, Discrete Contin. Dyn. Syst., Ser. B 19, No. 4, 979--998 (2014; Zbl 1322.94013) Full Text: DOI arXiv
Chen, Fei; Diebold, Francis X.; Schorfheide, Frank A Markov-switching multifractal inter-trade duration model, with application to US equities. (English) Zbl 1288.91140 J. Econom. 177, No. 2, 320-342 (2013). MSC: 91B60 62P20 60J28 91G70 PDFBibTeX XMLCite \textit{F. Chen} et al., J. Econom. 177, No. 2, 320--342 (2013; Zbl 1288.91140) Full Text: DOI Link
Zheng, Chunxiong Global geometrical optics method. (English) Zbl 1275.35015 Commun. Math. Sci. 11, No. 1, 105-140 (2013). MSC: 35A35 35F10 65M25 78M35 34E20 PDFBibTeX XMLCite \textit{C. Zheng}, Commun. Math. Sci. 11, No. 1, 105--140 (2013; Zbl 1275.35015) Full Text: DOI
Gomez, Christophe Time-reversal superresolution in random waveguides. (English) Zbl 1172.76047 Multiscale Model. Simul. 7, No. 3, 1348-1386 (2009). MSC: 76Q05 76M35 76M45 PDFBibTeX XMLCite \textit{C. Gomez}, Multiscale Model. Simul. 7, No. 3, 1348--1386 (2009; Zbl 1172.76047) Full Text: DOI Link
Bal, Guillaume; Pinaud, Olivier Self-averaging of kinetic models for waves in random media. (English) Zbl 1144.35428 Kinet. Relat. Models 1, No. 1, 85-100 (2008). MSC: 35L05 60H25 35B27 PDFBibTeX XMLCite \textit{G. Bal} and \textit{O. Pinaud}, Kinet. Relat. Models 1, No. 1, 85--100 (2008; Zbl 1144.35428) Full Text: DOI arXiv
Bal, Guillaume; Pinaud, Olivier Accuracy of transport models for waves in random media. (English) Zbl 1231.78013 Wave Motion 43, No. 7, 561-578 (2006). MSC: 78A40 78A48 82C44 PDFBibTeX XMLCite \textit{G. Bal} and \textit{O. Pinaud}, Wave Motion 43, No. 7, 561--578 (2006; Zbl 1231.78013) Full Text: DOI
Bal, Guillaume Kinetics of scalar wave fields in random media. (English) Zbl 1231.76257 Wave Motion 43, No. 2, 132-157 (2005). MSC: 76Q05 35Q35 81S30 35A15 PDFBibTeX XMLCite \textit{G. Bal}, Wave Motion 43, No. 2, 132--157 (2005; Zbl 1231.76257) Full Text: DOI
Dumskij, D. V.; Klimova, O. A.; Pavlov, A. N. Stress-induced changes of the arterial blood pressure dynamics in white rats. (Russian) Zbl 1070.92023 Izv. Vyssh. Uchebn. Zaved., Prikl. Nelinejn. Din. 12, No. 1-2, 26-39 (2004). Reviewer: Evgenij Nechaev (Moskva) MSC: 92C50 PDFBibTeX XMLCite \textit{D. V. Dumskij} et al., Izv. Vyssh. Uchebn. Zaved., Prikl. Nelineĭn. Din. 12, No. 1--2, 26--39 (2004; Zbl 1070.92023)
Lafitte, Olivier D. Rigorous asymptotic results for the diffraction of a wave. (English) Zbl 0959.35166 Bermúdez, Alfredo (ed.) et al., Mathematical and numerical aspects of wave propagation. 5th international conference, Santiago de Compostela, Spain, July 10-14, 2000. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. 969-974 (2000). MSC: 35R30 78A45 PDFBibTeX XMLCite \textit{O. D. Lafitte}, in: Mathematical and numerical aspects of wave propagation. 5th international conference, Santiago de Compostela, Spain, July 10--14, 2000. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics; Rocquencourt: INRIA, Institut National de Recherche en Informatique et en Automatique. 969--974 (2000; Zbl 0959.35166)
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Lafitte, Olivier High frequency asymptotics for the solution of the wave equation in the shadow of a convex obstacle. (Calcul microlocal de la solution de l’équation des ondes dans la zone d’ombre d’un obstacle strictement convexe de frontière analytique.) (French. Abridged English version) Zbl 0763.35004 C. R. Acad. Sci., Paris, Sér. I 315, No. 2, 153-157 (1992). MSC: 35A27 78A45 35J67 PDFBibTeX XMLCite \textit{O. Lafitte}, C. R. Acad. Sci., Paris, Sér. I 315, No. 2, 153--157 (1992; Zbl 0763.35004)
Jones, Roger D. Quantum plasmas I: The convergence formalism. (English) Zbl 0395.76088 Phys. Fluids 21, 2186-2190 (1978). MSC: 76X05 PDFBibTeX XMLCite \textit{R. D. Jones}, Phys. Fluids 21, 2186--2190 (1978; Zbl 0395.76088) Full Text: DOI