Results 81 to 90 of about 26,995 (188)
On bifurcations of a periodic orbit tangent to switching lines at two points
Известия высших учебных заведений. Поволжский регион: Физико-математические наукиBackground. Dynamic systems defined by discontinuous piecewise smooth vector fields on a plane are natural mathematical models of relay systems in automatic control theory. Periodic trajectories describe self-oscillations.
V.Sh. Roitenberg
doaj +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
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Mathematical Finance, EarlyView.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
wiley +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
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Noise‐induced reduction and early recovery of superior paraolivary nucleus sound‐offset responses
The Journal of Physiology, EarlyView.Abstract figure legend Acoustic over‐exposure transiently disrupts auditory temporal processing in mouse superior paraolivary nucleus neurons. In control conditions, neurons exhibit robust sound‐offset (OFF) responses, which are abolished immediately following noise trauma, indicating impaired temporal encoding.
Mihai Stancu +4 more
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On the limit cycles for a class of discontinuous piecewise cubic polynomial differential systems
Electronic Journal of Qualitative Theory of Differential Equations, 2020 Summary: This paper presents new results on the bifurcation of medium and small limit cycles from the periodic orbits surrounding a cubic center or from the cubic center that have a rational first integral of degree 2 respectively, when they are perturbed inside the class of all discontinuous piecewise cubic polynomial differential systems with the ...
openaire +3 more sources
International Journal for Numerical Methods in Fluids, Volume 98, Issue 6, Page 709-730, June 2026.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
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On Cahn–Hilliard Type Viscoelastoplastic Two‐Phase Flows
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT This contribution deals with a model for viscoelastoplastic two‐phase flows of Cahn–Hilliard type. We present the modeling framework for the flow, the notion of a generalized solution, namely the so‐called dissipative solution, and the key ideas of the existence proof.
Fan Cheng +2 more
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Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT In this work, we present an anisotropic multi‐goal error control based on the dual weighted residual (DWR) method for time‐dependent convection–diffusion–reaction (CDR) equations. Motivated by former work, we combine multiple goals to single error functionals with weights chosen as algorithmic parameters.
Markus Bause +5 more
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