Results 91 to 100 of about 119 (119)
Rate of Interest and Intertemporal Preferences in Multisectoral Frameworks: A Critical View
Metroeconomica, EarlyView.ABSTRACT This paper analyses a closure of Sraffa's price system found in some neoclassical literature, which involves equating the rate of interest with the rate of time preference. This closure aims to reconnect the rate of interest with individuals' intertemporal preferences.
Enrico Bellino, Gabriel Brondino
wiley +1 more source
Bayesian Inference for Joint Estimation Models Using Copulas to Handle Endogenous Regressors
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT This study proposes a Bayesian approach for finite‐sample inference of the Gaussian copula endogeneity correction. Extant studies use frequentist inference, build on a priori computed estimates of marginal distributions of explanatory variables, and use bootstrapping to obtain standard errors. The proposed Bayesian approach facilitates precise
Rouven E. Haschka
wiley +1 more source
Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho
Risk Management and Insurance Review, EarlyView.Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania +2 more
wiley +1 more source
International Journal of Robust and Nonlinear Control, Volume 36, Issue 5, Page 3047-3067, 25 March 2026.ABSTRACT This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning‐based lifting approach is proposed to approximate nonlinear dynamical systems with linear parameter‐varying (LPV) state‐space models in higher‐dimensional spaces while simultaneously ...
Sourav Sinha, Mazen Farhood
wiley +1 more source
Equivariant toric geometry and Euler–Maclaurin formulae
Communications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 451-557, March 2026.Abstract We first investigate torus‐equivariant motivic characteristic classes of toric varieties, and then apply them via the equivariant Riemann–Roch formalism to prove very general Euler–Maclaurin‐type formulae for full‐dimensional simple lattice polytopes.
Sylvain E. Cappell +3 more
wiley +1 more source
Ghost effect from Boltzmann theory
Communications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 558-675, March 2026.Abstract Taking place naturally in a gas subject to a given wall temperature distribution, the “ghost effect” exhibits a rare kinetic effect beyond the prediction of classical fluid theory and Fourier law in such a classical problem in physics. As the Knudsen number ε$\varepsilon$ goes to zero, the finite variation of temperature in the bulk is ...
Raffaele Esposito +3 more
wiley +1 more source
The von Neumann Stability Analysis of the Fixed‐Stress Schemes in Poroelastodynamics
International Journal for Numerical and Analytical Methods in Geomechanics, Volume 50, Issue 4, Page 1939-1951, March 2026.ABSTRACT We investigate splitting schemes based on the fixed‐stress sequential approach for poroelastodynamic problems. To assess numerical stability, we perform the von Neumann stability analysis on several fixed‐stress schemes for poroelastodynamics, including staggered, stabilized, and iterative methods. Our analysis reveals that while the staggered
Jihoon Kim +2 more
wiley +1 more source
Toward Dynamic Phase‐Field Fracture at Finite Strains
PAMM, Volume 26, Issue 1, March 2026.ABSTRACT We investigate the evolution of dynamic phase‐field fracture in the finite‐strain setting, extending our previous work in the small‐strain viscoelastodynamic regime. The elastodynamic equations are coupled with a dissipative damage evolution for the phase‐field variable z$z$.
Sven Tornquist +4 more
wiley +1 more source
Methods Based on Polynomial Chaos for Quadratic Delay Differential Equations With Random Parameters
PAMM, Volume 26, Issue 1, March 2026.ABSTRACT We consider systems of delay differential equations (DDEs), including a single delay and a quadratic right‐hand side. In a system, parameters are replaced by random variables to perform an uncertainty quantification. Thus the solution of the DDEs becomes a random process, which can be represented by a series of the generalised polynomial chaos.
Roland Pulch
wiley +1 more source
PAMM, Volume 26, Issue 1, March 2026.ABSTRACT Regularity properties of solutions for a class of quasi‐stationary models in one spatial dimension for stress‐modulated growth in the presence of a nutrient field are proven. At a given point in time the configuration of a body after pure growth is determined by means of a family of ordinary differential equations in every point in space ...
Julian Blawid, Georg Dolzmann
wiley +1 more source