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The Milstein scheme for stochastic delay differential equations without using anticipative calculus
The Milstein scheme is the simplest nontrivial numerical scheme for
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
Modeling arterial pulse waves in healthy aging
Peter H Charlton, Jorge Mariscal Harana, Samuel Vennin, Ye Li, Phil Chowienczyk, Jordi Alastruey
Sep 11, 2020
The arterial pulse wave (PW) is a rich source of information on cardiovascular (CV) health. It is widely measured by both consumer and clinical devices. However, the physical determinants of the PW are not yet fully understood...
Crack growth in masonry:
One of the most common obstacles faced by engineers when making numerical models to assess damage in historical masonry lies in defining the most suitable constitutive models when there is shortage of either material...
The exponential integrator scheme for stochastic partial differential equations
We present an error analysis for a general semilinear stochastic evolution equation in d dimensions based on pathwise approximation. We discretize in space by a Fourier Galerkin method and in time by a stochastic exponential...
Computing the self-consistent field in Kohn-Sham density functional theory.
A new framework is presented for evaluating the performance of self-consistent field methods in Kohn-Sham density functional theory (DFT). The aims of this work are two-fold. First, we explore the properties of Kohn-Sham DFT as...
Representations of finite element tensors via automated code generation
We examine aspects of the computation of finite element matrices and vectors which are made possible by automated code generation. Given a variational form in a syntax which resembles standard mathematical notation, the...
The exponential integrator scheme for stochastic partial differential equations
We present an error analysis for a general semilinear stochastic evolution equation in d dimensions based on pathwise approximation. We discretize in space by a Fourier Galerkin method and in time by a stochastic exponential...
Relationship between fiducial points on the peripheral and central blood pressure waveforms
Ye Li, Antoine Guilcher, Peter H Charlton, Samuel Vennin, Jordi Alastruey, Phil Chowienczyk
Mar 01, 2021
Central systolic blood pressure (cSBP, the peak of the central waveform) is usually regarded as the determinant of peripheral systolic blood pressure with amplification of peripheral systolic blood pressure (pSBP) measured with...
blood pressure measurement/monitoring central pressure left ventricular contractility peripheral pressure Adult Aged Arterial Pressure arteries Blood Pressure Determination Case-Control Studies Computer Simulation Female Humans Hypertension Male Middle Aged Models Cardiovascular Numerical analysis Computer-Assisted Predictive Value of Tests Systole Time Factors Ventricular Function Left
The Milstein scheme for stochastic delay differential equations without using anticipative calculus
The Milstein scheme is the simplest nontrivial numerical scheme for
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
stochastic differential equations with a strong order of convergence one.
The scheme has been extended to the stochastic delay differential...
Crack growth in masonry:
One of the most common obstacles faced by engineers when making numerical models to assess damage in historical masonry lies in defining the most suitable constitutive models when there is shortage of either material...