Results 151 to 160 of about 1,197,623 (286)

Application of randomized quadrature formulas to the finite element method for elliptic equations. [PDF]

BIT Numer Math
Kruse R, Polydorides N, Wu Y.
europepmc   +1 more source

Efficient quadrature-based preconditioners for the Riesz operator

In this talk, we present a comparative analysis of quadrature methods for approximating fractional operators, with a focus on error estimates and their effectiveness in preconditioning the Riesz operator. A first approach uses the Gauss-Jacobi quadrature
Lidia Aceto, Mariarosa Mazza
core  

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
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

Exploring memory effects: Sparse identification in vector-borne diseases. [PDF]

Proc Natl Acad Sci U S A
Breda D, Tanveer M, Wu J, Zhang X.
europepmc   +1 more source

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

An optimal Petrov-Galerkin framework for operator networks. [PDF]

Comput Methods Appl Mech Eng
Charles P, Ray D, Yu Y, Prins J, Melchers H, Abdelmalik MRA, Cochran J, Oberai AA, Hughes TJR, Larson MG.   +9 more
europepmc   +1 more source

Symmetric Hermite Quadrature‐Based Balanced Truncation for Learning Linear Dynamical Systems From Derivative Data

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Data‐driven reduced‐order modeling is an essential component in the computer‐aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature‐based balanced truncation algorithm that constructs linear reduced‐order models from evaluations of the full‐order system's transfer function and its ...
Sean Reiter, Steffen W. R. Werner
wiley   +1 more source

The finite element neural network method to simulate two dimensional partial differential equations and perform parameter identification. [PDF]

Sci Rep
Abda M, Berthet L, Hamedi M, Hibatullah D, Piollet E, Blake C, Blais B, Gosselin FP.   +7 more
europepmc   +1 more source

Beyond Directions: Symmetry‐Aware Rotation Sets for Triaxial Diffusion Encoding by Geometric Filter Optimization

Magnetic Resonance in Medicine, Volume 96, Issue 5, Page 2489-2504, November 2026.
ABSTRACT Purpose To improve the accuracy of diffusion‐weighted powder average signals for diffusion encoding with arbitrary b‐tensors. Methods We identify an intrinsic dihedral (D2) symmetry of diffusion signals for arbitrary diffusion encoding, which defines their natural signal space (a quotient of 3D rotations). Based on this, we propose a method to
Sune Nørhøj Jespersen, Filip Szczepankiewicz   +1 more
wiley   +1 more source