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  2. Kaplan–Yorke conjecture - Wikipedia

    en.wikipedia.org/wiki/Kaplan–Yorke_conjecture

    Especially for chaotic systems, the Kaplan–Yorke conjecture is a useful tool in order to estimate the fractal dimension and the Hausdorff dimension of the corresponding attractor. [4] [3] In this case, we find j = 1 and the dimension formula reduces to. The resulting Lyapunov exponents are {2.16, 0.00, −32.4}. Noting that j = 2, we find.

  3. Minkowski–Bouligand dimension - Wikipedia

    en.wikipedia.org/wiki/Minkowski–Bouligand...

    In fractal geometry, the Minkowski–Bouligand dimension, also known as Minkowski dimension or box-counting dimension, is a way of determining the fractal dimension of a set in a Euclidean space , or more generally in a metric space . It is named after the Polish mathematician Hermann Minkowski and the French mathematician Georges Bouligand .

  4. Sample entropy - Wikipedia

    en.wikipedia.org/wiki/Sample_entropy

    Definition. Like approximate entropy (ApEn), Sample entropy (SampEn) is a measure of complexity. But it does not include self-similar patterns as ApEn does. For a given embedding dimension, tolerance and number of data points, SampEn is the negative natural logarithm of the probability that if two sets of simultaneous data points of length have distance < then two sets of simultaneous data ...

  5. Box–Muller transform - Wikipedia

    en.wikipedia.org/wiki/Box–Muller_transform

    The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, [1] is a random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers. The method was first mentioned explicitly by Raymond ...

  6. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    The multivariate normal distribution is said to be "non-degenerate" when the symmetric covariance matrix is positive definite. In this case the distribution has density [5] where is a real k -dimensional column vector and is the determinant of , also known as the generalized variance.

  7. Multivariate kernel density estimation - Wikipedia

    en.wikipedia.org/wiki/Multivariate_kernel...

    Multivariate kernel density estimation. Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density estimation with improved statistical properties.

  8. Immersed boundary method - Wikipedia

    en.wikipedia.org/wiki/Immersed_Boundary_Method

    IB2d: Immersed Boundary Method for MATLAB and Python in 2D with 60+ examples, N.A. Battista, TCNJ; ESPResSo: Immersed Boundary Method for soft elastic objects; CFD IBM code based on OpenFoam; sdfibm: Another CFD IBM code based on OpenFoam; SimScale: Immersed Boundary Method for fluid mechanics and conjugate heat transfer simulation in the cloud ...

  9. Generative topographic map - Wikipedia

    en.wikipedia.org/wiki/Generative_topographic_map

    Further nonlinear dimensions are then added, produced by combining the original dimensions. The enlarged latent space is then projected back into the 1D data space. The probability of a given projection is, as before, given by the product of the likelihood of the data under the Gaussian noise model with the prior on the deformation parameter.