Eulerian time-stepping schemes for the non-stationary Stokes equations on time-dependent domains.

Erik Burman Stefan Frei André Massing

Published in: CoRR (2019)

Keyphrases

non stationary
adaptive algorithms
autoregressive
concept drift
stock price
white noise
change point detection
image sequences
partial differential equations
temporal evolution
empirical mode decomposition
blind source separation
financial time series
fractional brownian motion
biomedical signals