Results 21 to 30 of about 171,729,354 (84)
Asymptotic behaviour of solutions of quasilinear differential-algebraic equations
, 2022 This paper is concerned with the asymptotic behavior of solutions of linear differential-algebraic equations (DAEs) under small nonlinear perturbations.
Tuan N.N. +5 more
core +1 more source
Medial Axis Aware Learning of Signed Distance Functions
Computer Graphics Forum, EarlyView.Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier +2 more
wiley +1 more source
International Endodontic Journal, EarlyView.ABSTRACT Aim Wolters' classification of pulpitis has been proposed to classify pulpitis into 4 categories (initial, mild, moderate, severe), aiming to guide clinicians to implement the relevant vital endodontic treatment. The main objective of this study was to test the histologic validity and clinical reliability of the Wolters classification ...
Çağla Fatmanur Yılmaz +3 more
wiley +1 more source
Optimal energy growth lower bounds for a class of solutions to the vectorial Allen-Cahn equation [PDF]
, 2014 We prove optimal lower bounds for the growth of the energy over balls of minimizers to the vectorial Allen-Cahn energy in two spatial dimensions, as the radius tends to infinity. In the case of radially symmetric solutions, we can prove a stronger result
Sourdis, Christos
core
The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube
Journal of Economic Surveys, EarlyView.ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng +2 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source
Utility of local capillary supply indices: Insights from computational image‐based modelling
The Journal of Physiology, EarlyView.Abstract figure legend Local capillary distribution and fibre geometry influence oxygen availability in skeletal muscle. Image‐based modelling of tissue PO2${{P}_{{{{\mathrm{O}}}_2}}}$ shows that area‐based measures of capillary supply – the local capillary density (LCDi) and local maximum diffusion distance (Dmax,i) – most accurately represent the ...
Abdullah A. Al‐Shammari +6 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Recent results have shown that domain‐uniform stabilizability and detectability imply spatial exponential decay of perturbations in optimally controlled hyperbolic PDEs on one‐dimensional domains. This domain‐uniform stabilizability and detectability can be achieved only if the control domain is distributed over the whole spatial domain such ...
Benedikt Oppeneiger
wiley +1 more source