Results 51 to 60 of about 527 (171)

ANPGT: Towards Adaptive Node Property Extraction and Integration

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT Graph transformers (GTs) with elaborate positional/structural encodings (PEs/SEs) have excelled in graph representation learning, especially in graph‐level tasks. However, their potential in large‐scale node classification remains untapped for several reasons: (i) Current PEs/SEs are insufficient in modelling large‐scale real‐world graphs ...
Qin Chen, Yuanyi Ren, Guojie Song, Liang Wang, Bo Zheng   +4 more
wiley   +1 more source

Parallel Vectors Extraction using Bézier Clipping

Computer Graphics Forum, EarlyView.
Abstract In this paper, we propose a novel local feature extraction algorithm for the parallel vectors (PV) operator. Our method is based on Bézier clipping, which is a bracketing‐based root finding method that is commonly‐used in computer‐aided geometric design.
Nico Daßler, Tobias Günther
wiley   +1 more source

A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces

International Statistical Review, EarlyView.
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri, Bernardo Nipoti, Emilio Porcu, Philip White   +3 more
wiley   +1 more source

Monetary Policy When Preferences Are Quasi‐Hyperbolic

Journal of Money, Credit and Banking, EarlyView.
Abstract We study discretionary monetary policy in an economy where economic agents have quasi‐hyperbolic discounting. We demonstrate that a benevolent central bank is able to keep inflation under control for a wide range of discount factors. If the central bank, however, does not adopt the household's time preferences and tries to discourage early ...
RICHARD DENNIS, OLEG KIRSANOV
wiley   +1 more source

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

Mathematical Finance, EarlyView.
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, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source

On the Collocation Method in Constructing a Solution to the Volterra Integral Equation of the Second Kind Using Chebyshev and Legendre Polynomials

Известия Иркутского государственного университета: Серия "Математика"
The paper proposes a matrix implementation of the collocation method for constructing a solution to Volterra integral equations of the second kind using systems of orthogonal Chebyshev polynomials of the first kind and Legendre polynomials. The integrand
O.V. Germider, V. N. Popov
doaj   +1 more source

On the Exact Limiting Distribution of a Volatility Target Index

Mathematical Finance, EarlyView.
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley   +1 more source

New Formulas of Bernoulli Polynomials of the Second Kind Using Several Approaches

Mathematics
This article presents several new analytical results for a modified class of Bernoulli polynomials, namely, the Bernoulli polynomials of the second kind (BPs2).
Waleed Mohamed Abd-Elhameed, Omar Mazen Alqubori, Naher Mohammed A. Alsafri, Amr Kamel Amin   +3 more
doaj   +1 more source

Adaptive Matrix‐Free Simulations of Fluid‐Filled Phase‐Field Fractures With Fixed‐Stress Coupling and Fracture‐Width Computation

International Journal for Numerical Methods in Engineering, Volume 127, Issue 15, 15 August 2026.
ABSTRACT Fluid‐filled phase‐field fracture simulations require robust, scalable solvers that can handle strongly nonlinear, non‐smooth mechanics and tightly coupled flow on locally refined meshes. In this work, we develop an adaptive finite element framework for quasi‐static, fluid‐filled phase‐field fractures that combines semi‐smooth Newton methods ...
Leon M. Kolditz, Viktor Kosin, Sanghyun Lee, Thomas Wick   +3 more
wiley   +1 more source

Comparative Analysis of Wavelet Bases for Solving First-Kind Fredholm Integral Equations

Computation
This research presents a comparative analysis of numerical methods for solving first-kind Fredholm integral equations using the Bubnov–Galerkin method with various wavelet and orthogonal polynomial bases.
Nurlan Temirbekov, Dinara Tamabay, Aigerim Tleulesova, Tomiris Mukhanova   +3 more
doaj   +1 more source