Results 21 to 30 of about 328 (101)
On the Existence of Solutions of Dynamic Equations on Time Scales in Banach Spaces
ABSTRACT In this paper we address the question of solvability of dynamic equations on time scales in Banach spaces. In particular, our main theorem extends the result for classical differential equations in Banach spaces of Banaś and Goebel established in [5], to an arbitrary time scale.
Dušan Oberta
wiley +1 more source
Approximate Reachability for Feedback Linearizable Systems
The backwards reachable set for a dynamical system is the set of states for which there exists a constraint admissible trajectory that reaches a given terminal set. Conventional grid‐based approaches for computing these sets are intractable for many applications.
Vincent Liu +2 more
wiley +1 more source
Adaptive Methods for PDE-based Optimal Control with Pointwise Inequality Constraints
This work is devoted to the development of efficient numerical methods for a certain class of PDE-based optimization problems. The optimization is constraint by an elliptic PDE.
Wollner, Winnifried
core +1 more source
Micro‐Mechanism Informed Neural Networks for Process‐Property Prediction in Laser Powder Bed Fusion
Hard physics embedding, where neural networks learn residuals relative to analytical baselines, substantially outperforms soft loss‐function constraints for extrapolation in LPBF process–property prediction. Physics integration architecture determines generalization capability more than constraint quantity.
Yo‐Lun Yang
wiley +1 more source
Abstract This study investigated cerebral and neuromuscular responses to three exercise models: time trial (TT), maximal oxygen uptake (V̇O2max${{\dot{V}}_{{{{\mathrm{O}}}_2}{\mathrm{max}}}}$) and time to exhaustion (TTE). Fourteen participants completed the tests in the following order: V̇O2max${{\dot{V}}_{{{{\mathrm{O}}}_2}{\mathrm{max}}}}$, TT and ...
Caroline V. Robertson +3 more
wiley +1 more source
Numerical Methods for Stochastic Control Problems with Applications in Financial Mathematics
This thesis considers classical methods to solve stochastic control problems and valuation problems from financial mathematics numerically. To this end, (linear) partial differential equations (PDEs) in non-divergence form or the optimality conditions ...
Blechschmidt, Jan
core
Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Mixed Isogeometric Methods for Hodge–Laplace Problems induced by Second-Order Hilbert Complexes [PDF]
Partial differential equations (PDEs) play a crucial role in mathematics and physics to describe numerous physical processes. In numerical computations within the scope of PDE problems, the transition from classical to weak solutions is often meaningful.
Arf, Jeremias Nathanael
core +1 more source
Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley +1 more source
Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver
A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley +1 more source

