Results 71 to 80 of about 33,202 (148)

Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts

open access: yes, 2018
In this paper, we study the benefits of using polyharmonic splines and node layouts with smoothly varying density for developing robust and efficient radial basis function generated finite difference (RBF-FD) methods for pricing of financial derivatives.
Milovanović, Slobodan
core  

A Novel Mixed‐Hybrid, Higher‐Order Accurate Formulation for Kirchhoff–Love Shells

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT This paper presents a novel mixed‐hybrid finite element formulation for Kirchhoff–Love shells, designed to enable the use of standard C0$C^0$‐continuous higher‐order Lagrange elements. This is possible by introducing the components of the moment tensor as a primary unknown alongside the displacement vector, circumventing the need for C1$C^1 ...
Jonas Neumeyer, Thomas‐Peter Fries
wiley   +1 more source

A Compact Algorithm for Applying Periodic Boundary Conditions in 3D RVE Modeling with Abaqus

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT Periodic boundary conditions (PBCs) are essential in multiscale modeling for computing the effective properties of heterogeneous materials via representative volume elements (RVEs). While several automated solutions have been developed for implementing PBCs in finite element software, many rely on structured node classification and predefined ...
Reza Sadeghpour, Martin Kraska
wiley   +1 more source

On MAP Estimates and Source Conditions for Drift Identification in SDEs

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.
ABSTRACT We consider the inverse problem of identifying the drift in an stochastic differential equation (SDE) from n$n$ observations of its solution at M+1$M+1$ distinct time points. We derive a corresponding maximum a posteriori (MAP) estimate, we prove differentiability properties as well as a so‐called tangential cone condition for the forward ...
Daniel Tenbrinck   +3 more
wiley   +1 more source

Free Surface Waves in Electrohydrodynamics With a Prescribed Vorticity Distribution

open access: yesMathematical Methods in the Applied Sciences, Volume 49, Issue 7, Page 7068-7081, 15 May 2026.
ABSTRACT Traditionally, the study of free surface flows assumed irrotationality to simplify matters, and the results seemed to have great success, notably with the Korteweg‐de Vries(KdV) equation. In the past decade, there have been attempts to remove this seemingly strong condition and replace it with a global constant vorticity equivalent to a linear
M. J. Hunt, Denys Dutykh
wiley   +1 more source

Efficient Deconvolution in Populational Inverse Problems

open access: yesInternational Journal for Numerical Methods in Engineering, Volume 127, Issue 9, 15 May 2026.
ABSTRACT This work is focused on the inversion task of inferring the distribution over parameters of interest, leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by the increasing availability of data, but a major roadblock is blind deconvolution, arising when the observational noise ...
Arnaud Vadeboncoeur   +2 more
wiley   +1 more source

Transient modeling of extraction columns: Parameter estimation, uncertainty analysis, and operation optimization

open access: yesAIChE Journal, Volume 72, Issue 5, May 2026.
Abstract Despite extensive modeling efforts in extraction research, transient column models are rarely applied in industry due to concerns regarding parameter identifiability and model reliability. To address this, we analyzed uncertainty propagation from estimated parameters in a previously introduced column model and assessed identifiability via ill ...
Andreas Palmtag   +2 more
wiley   +1 more source

A priori bounds for the generalised parabolic Anderson model

open access: yesCommunications on Pure and Applied Mathematics, Volume 79, Issue 5, Page 1315-1394, May 2026.
Abstract We show a priori bounds for solutions to (∂t−Δ)u=σ(u)ξ$(\partial _t - \Delta) u = \sigma (u) \xi$ in finite volume in the framework of Hairer's Regularity Structures [Invent Math 198:269–504, 2014]. We assume σ∈Cb2(R)$\sigma \in C_b^2 (\mathbb {R})$ and that ξ$\xi$ is of negative Hölder regularity of order −1−κ$- 1 - \kappa$ where κ<κ¯$\kappa <
Ajay Chandra   +2 more
wiley   +1 more source

Direct Numerical Simulation of Magnetohydrodynamic Slip‐Flow Past a Stretching Surface Using Physics‐Informed Neural Network

open access: yesHeat Transfer, Volume 55, Issue 3, Page 1674-1682, May 2026.
ABSTRACT Traditional numerical methods, such as finite difference methods (FDM), finite element methods (FEM), and spectral methods, often face meshing challenges and high computational cost for solving nonlinear coupled differential equations. Machine learning techniques, specifically Physics‐informed machine learning, address these obstacles by ...
Ahmad, Feroz Soomro, Husna Zafar
wiley   +1 more source

Effect of Field Line Torsion on the Polarization of ULF Waves

open access: yesJournal of Geophysical Research: Space Physics, Volume 131, Issue 5, May 2026.
Abstract In this paper we suggest a simple modification of the dipole magnetic field which introduces field‐aligned currents and torsion to the field lines. The resulting field lines are not contained in the meridional planes and have resemblance to the geomagnetic field lines in the dawn and dusk flanks of the magnetosphere. We analyze polarization of
K. Kabin, A. W. Degeling, R. Rankin
wiley   +1 more source

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