A decoupled scheme with leap-frog multi-time step for non-stationary Stokes-Darcy system.

Rui Li Jie Chen Zhangxin Chen Yali Gao

Published in: Int. J. Comput. Math. (2018)

Keyphrases

non stationary
adaptive algorithms
autoregressive
concept drift
empirical mode decomposition
stock price
blind source separation
financial time series
computer vision
high resolution
white noise
multi component
fractional brownian motion