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  • Ítem
    Incompressible flow modeling using an adaptive stabilized finite element method based on residual minimization
    (2021) Kyburgc, Felix E.; Rojas, Sergio; Caloa, Victor M.
    "We model incompressible Stokes flows with an adaptive stabilized finite element method, which solves a discretely stable saddle-point problem to approximate the velocity-pressure pair. Additionally, this saddle-point problem delivers a robust error estimator to guide mesh adaptivity. We analyze the accuracy of different discrete velocity-pressure pairs of continuous finite element spaces, which do not necessarily satisfy the discrete inf-sup condition. We validate the framework's performance with numerical examples."
  • Ítem
    (Integral-)ISS of switched and time-varying impulsive systems based on global state weak linearization
    (2021) Mancilla-Aguilar, J. L.; Haimovich, Hernán
    "It is shown that impulsive systems of nonlinear, time-varying and/or switched form that allow a stable global state weak linearization are jointly input-to-state stable (ISS) under small inputs and integral ISS (iISS). The system is said to allow a global state weak linearization if its flow and jump equations can be written as a (time-varying, switched) linear part plus a (nonlinear) pertubation satisfying a bound of affine form on the state. This bound reduces to a linear form under zero input but does not force the system to be linear under zero input. The given results generalize and extend previously existing ones in many directions: (a) no (dwell-time or other) constraints are placed on the impulse-time sequence, (b) the system need not be linear under zero input, (c) existence of a (common) Lyapunov function is not required, (d) the perturbation bound need not be linear on the input."
  • Ítem
    Uniform input-to-state stability for switched and time-varying impulsive systems
    (2020-12) Mancilla-Aguilar, J. L.; Haimovich, Hernán
    "We provide a Lyapunov-function-based method for establishing different types of uniform input-to-state stability (ISS) for time-varying impulsive systems. The method generalizes to impulsive systems with inputs the well established philosophy of assessing the stability of a system by reducing the problem to that of the stability of a scalar system given by the evolution of the Lyapunov function on the system trajectories. This reduction is performed in such a way that the resulting scalar system has no inputs. Novel sufficient conditions for ISS are provided, which generalize existing results for time-invariant and time-varying, switched and nonswitched, impulsive and nonimpulsive systems in several directions."
  • Ítem
    Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
    (2016) Fernández Bariviera, Aurelio; Zunino, Luciano; Rosso, Osvaldo A.
    "This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WTI) in USD/BBL, commonly used as a benchmark in oil pricing. The analysis is performed using information-theory-derived quantifiers, namely permutation entropy and permutation statistical complexity. These metrics allow capturing the hidden structure in the market dynamics, and allow discriminating different degrees of informational efficiency. We find that some geopolitical events impact on the underlying dynamical structure of the market."
  • Ítem
    On a goodness-of-fit test for normality with unknown parameters and type-II censored data
    (2010-07) Castro-Kuriss, Claudia; Kelmansky, Diana M.; Leiva, Víctor; Martínez, Elena J.
    "We propose a new goodness-of-fit test for normal and lognormal distributions with unknown parameters and type-II censored data. This test is a generalization of Michael's test for censored samples, which is based on the empirical distribution and a variance stabilizing transformation. We estimate the parameters of the model by using maximum likelihood and Gupta's methods. The quantiles of the distribution of the test statistic under the null hypothesis are obtained through Monte Carlo simulations. The power of the proposed test is estimated and compared to that of the Kolmogorov-Smirnov test also using simulations. The new test is more powerful than the Kolmogorov-Smirnov test in most of the studied cases. Acceptance regions for the PP, QQ and Michael's stabilized probability plots are derived, making it possible to visualize which data contribute to the decision of rejecting the null hypothesis. Finally, an illustrative example is presented."