Optimization with nonstationary, nonlinear monolithic fluid‐structure interaction

Nonlinear cointegrating regressions with nonstationary time series

This paper develops an asymptotic theory for a non-linear parametric co-integrating regression model. We establish a general framework for weak consistency that is easy to apply for various non-stationary time series, including partial sum of linear process and Harris recurrent Markov chain. We provide a limit distribution for the nonlinear least square estimator which significantly extends the...

Nonlinear and Nonstationary Signal Processing

Nonstationary Nonlinear Heteroskedasticity in Regression1

This paper considers the regression with errors having nonstationary nonlinear heteroskedasticity. For both the usual stationary regression and the nonstationary cointegrating regression, we develop the asymptotic theories for the least squares methods in the presence of conditional heterogeneity given as a nonlinear function of an integrated process. In particular, it is shown that the nonstat...

Fully implicit nonstationary flow simulations with a monolithic off-lattice Boltzmann approach

In this paper, the previously described monolithic approach [6] for the stationary discrete Boltzmann equation is extended to time-dependent problems. In general, both collision and advection operators are discretized on nonuniform grids as opposed to the standard Lattice Boltzmann method. Implicit time-stepping schemes are applied for an accurate and robust numerical treatment of the nonstatio...

On a nonstationary nonlinear coupled system ∗

In this paper, a strongly nonlinear coupled elliptic-parabolic system modelling a class of engineering problems with heat effect is studied. Existence of a weak solution is first established by Schauder fixed point theorem, where the coupled functions σ(s), k(s) are assumed to be bounded. The uniqueness of the solution is obtained by applying Meyers’ theorem and assuming that σ(s), k(s) are Lip...