Results 61 to 70 of about 57,660 (268)
Backward doubly stochastic differential equations with jumps and stochastic partial differential-integral equations [PDF]
Chinese Annals of Mathematics, Series B, 2012 19 ...
Zhu, Qingfeng, Shi, Yufeng
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Advanced Materials, EarlyView.Drawing inspiration from the layered hard‐soft architecture found in sea sponges, this work establishes a new framework for architected cementitious composites (ACC) through multi‐material additive manufacturing (MMAM) process. The integration of mortar and elastomer phases into layered architectures enables synergistic toughening mechanisms, including
Aimane Najmeddine +5 more
wiley +1 more source
Mendel, 2023 We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\in (\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the ...
Mostapha Abdelouahab Saouli
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Backward stochastic differential equations with unbounded generators [PDF]
Stochastics and Dynamics, 2019 In this paper, we consider two classes of backward stochastic differential equations (BSDEs). First, under a Lipschitz-type condition on the generator of the equation, which can also be unbounded, we give sufficient conditions for the existence of a unique solution pair. The method of proof is that of Picard iterations and the resulting conditions are
Gashi, B, Li, J
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Advanced Materials, EarlyView.Triply‐twinned architected lattices transform deformation from bending to stretching of struts, delivering up to threefold increases in stiffness and strength across polymeric and metallic systems. High‐resolution synchrotron XCT and image‐based simulations reveal how meta‐grain architecture, defects, and AM build orientation govern failure pathways ...
David McArthur +7 more
wiley +1 more source
Mean field forward-backward stochastic differential equations
Electronic Communications in Probability, 2013 The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.
Carmona, René, Delarue, François
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Bottom‐Up Programming of Cell States in Cancer Organoids with Defined Synthetic Adhesion Cues
Advanced Materials, EarlyView.A bottom‐up biomaterial platform is developed to program transcriptomic states in pancreatic cancer organoids by tuning adhesion cues within synthetic matrices. By combining a Design of Experiments framework with multiobjective optimization, matrix compositions are identified that enrich specific cellular programs like EMT.
Ali Nadernezhad +6 more
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Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces
Abstract and Applied Analysis, 2013 The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
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A class of stochastic Gronwall’s inequality and its application
Journal of Inequalities and Applications, 2018 This paper puts forward the basic form of stochastic Gronwall’s inequality and uses, respectively, the iterative method, the integral method and the martingale representation method to prove it.
Xin Wang, Shengjun Fan
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Universal Conductance Fluctuations in Quantum Anomalous Hall Insulators
Advanced Materials, EarlyView.Universal conductance fluctuations are observed in mesoscopic quantum anomalous Hall insulators. Two distinct fluctuation patterns are identified, arising from different interference processes of bulk and chiral edge states, respectively. These findings unveil rich quantum interference phenomena in quantum anomalous Hall insulators and provide insights
Peng Deng +11 more
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