Results 91 to 100 of about 17,709,774 (182)

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

open access: yesMathematical Finance, Volume 36, Issue 4, Page 751-770, October 2026.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović   +4 more
wiley   +1 more source

MONIC INTEGER CHEBYSHEV PROBLEM

open access: yes, 2003
We study the problem of minimizing the supremum norm by monic polynomials with integer coefficients. Let Mn(Z) denote the monic polynomials of degree n with integer coefficients.
C. G. Pinner   +2 more
core  

Chebyshev constants and the inheritance problem [PDF]

open access: yes, 2009
It is proven that any set E consisting of finitely many intervals can be approximated with order 1/n by polynomial inverse images of [-1,1]. This leads to a new proof of the fact that the n-th Chebyshev constant is ⩽Kcap(E)n with some K independent of n.
Totik, Vilmos
core   +1 more source

Mixed motives and linear forms in the Catalan constant

open access: yesJournal of the London Mathematical Society, Volume 114, Issue 4, October 2026.
Abstract We first give a geometric construction of a two‐dimensional mixed motive over Q${\mathbb {Q}}$ with the Catalan constant G=1−1/32+1/52−1/72+⋯${\mathbf {G}}=1-1/3^2+1/5^2-1/7^2+\cdots$ as a period. We then use this motive to obtain a supply of linear forms in 1 and G${\mathbf {G}}$.
Payman Eskandari   +2 more
wiley   +1 more source

An effective Bombieri–Vinogradov error term for sifting problems

open access: yesMathematika, Volume 72, Issue 4, October 2026.
Abstract In number theory, many major results related to the additive properties of primes are proven using the methods of sieve theory. However, in nearly every case, the existing proofs of these results are ineffective, in that explicit values for which they hold cannot be computed.
Daniel R. Johnston
wiley   +1 more source

Direct Construction of Quantized Tensor Trains With Small Rank for Laplace‐ or Gaussian‐Transformed Analytic Functions

open access: yesInternational Journal for Numerical Methods in Engineering, Volume 127, Issue 18, 30 September 2026.
ABSTRACT Preparing quantum states with desired amplitude distributions is a key bottleneck in the implementation of quantum linear and nonlinear dynamics solvers, including Linear Combination of Hamiltonian Simulation (LCHS) and Schrödingerization. We present a direct, closed‐form construction of Quantized Tensor Train (QTT) representations for two ...
Katsuhiro Endo, Kazuaki Z. Takahashi
wiley   +1 more source

Chebyshev Operational Matrix Method for Lane-Emden Problem

open access: yes, 2019
In the this paper, a new modified method is proposed for solving linear and nonlinear Lane-Emden type equations using first kind Chebyshev operational matrix of differentiation.
Bhuvnesh Sharma   +7 more
core   +1 more source

Reduced Recurrence Relations for the Chebyshev Method. [PDF]

open access: yes, 1998
In this paper, we give sufficient conditions ensuring the convergence of the Chebyshev method in Banach spaces. We use a new system of recurrence relations which simplifies those given by Kantorovich for the Newton method or those given by Candela and ...
Hernández, M.A.
core   +1 more source

Oregon Problem Gambling Awareness Week 2003

open access: yes, 2003
Signs of a problem gambler -- For parents : signs of a possible gambling problem in youth -- For educators : signs of a possible gambling problem in students -- Older adults and gambling -- Problem gambling, signs and symptoms -- Problem gambling and the

core  

A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]

open access: yes
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
core  

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