Results 101 to 110 of about 2,766 (212)

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
wiley   +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

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

A New Take on Sharp Cracks in Brittle Dielectrics: Where Electric Dipole Layers Meet Concentrated Line Forces

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT In this work, novel electrostatic aspects of sharp cracks in brittle dielectrics are discussed using the example of an impermeable Griffith crack in an infinite linear isotropic dielectric plate. On the one hand, electrostatic force densities stemming from the Maxwell stress tensor according to Lorentz are derived mathematically, where the ...
Lennart Behlen, Daniel Wallenta, Andreas Ricoeur   +2 more
wiley   +1 more source

Data‐Driven Spectral Prediction for Accelerating Large‐Scale Electronic Structure Calculations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Simulating large molecular systems comprising thousands of atoms requires highly scalable methodologies. While modern Density Functional Theory (DFT) codes exhibit linear scaling, solving the associated large, sparse generalized eigenproblems remains a critical computational bottleneck on exascale architectures.
Abhiram Badrinarayanan, Davor Davidović, Edoardo Di Napoli, Jurica Novak, Luigi Genovese, Gustavo Ramirez‐Hidalgo, Xinzhe Wu   +6 more
wiley   +1 more source

A Finite‐Strain Phase‐Field‐Regularized Elastoplastic Damage Model for Polypropylene

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT A rotation‐free finite‐strain phase‐field‐regularized elastoplastic damage formulation is presented for the tensile failure simulation of polypropylene (PP). The bulk response is represented by a hyperelastic–isotropic–plastic material branch formulated in a corotated intermediate configuration.
Tiansheng Liu, Martin Giersberg, Hakan Çelik, Christian Hopmann, Jaan‐Willem Simon   +4 more
wiley   +1 more source

Strain‐Space Hyperreduction Using Empirically Corrected Cluster Cubature With Linear and Quadratic Approximation Spaces

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Strain‐space reduced cubature techniques such as the Empirically Corrected Cluster Cubature (E3C) considerably reduce the integration effort incurred in computational homogenisation problems. In this work, we apply E3C in tandem with projection‐based model reduction techniques utilising both linear and quadratic approximation spaces.
Erik Faust, Dong Zhao, Lisa Scheunemann
wiley   +1 more source

Research on length deformation control of high-altitude linear engineering based on the ellipsoid expansion method. [PDF]

Sci Rep
Yang W, He J, Ding X, Li F, Qian L, Gan L, Wei K.   +6 more
europepmc   +1 more source

Simultaneous Optimization of Design Layout and Material Properties in Reinforced Concrete Structures

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT The sustainable transformation of the building sector requires the design of mechanically efficient civil engineering structures, the consideration of material properties in the design layout plays an important role in this context. Steel‐reinforced concrete is an anisotropic bi‐material composite, which represents one of the most popular ...
Daniela Masarczyk, Minh Tuan Tran, Detlef Kuhl   +2 more
wiley   +1 more source

An explanation of the number of peaks and symmetries of starbursts. [PDF]

Sci Rep
Barbero S, Delgado AM, Fernández L.
europepmc   +1 more source