Results 151 to 160 of about 141,036 (295)
On the Mean‐Field Limit of Consensus‐Based Methods
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT Consensus‐based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivative free sampling method referred to as consensus‐based sampling (CBS). In this paper, we investigate the “mean‐field limit” of a class of consensus methods, including
Marvin Koß, Simon Weissmann, Jakob Zech
wiley +1 more source
Topological‐defect‐featured order evolution of liquid crystals
Responsive Materials, EarlyView.This review provides a comprehensive introduction to the recent advances in the topological‐defect‐featured order evolution of liquid crystal (LCs), including the stimulus‐driven dynamics of defects in nematic LCs, topological defect morphological transformation during phase transitions, advanced strategies for regulating and applications of ...
Jin‐Bing Wu +4 more
wiley +1 more source
Market Risk VaR Historical Simulation Model with Autocorrelation Effect: A Note
The International Journal of Banking and Finance, 2009 The modern market risk model using Value at Risk (VaR) method in the banking area under the BASEL II Accord can take different forms of simulation.
Wantanee Surapaitoolkorn
doaj
Bitcoin transaction behavior modes exploration based on balance data
EPJ Data ScienceWhen analyzing the balance distribution of Bitcoin users, we found that it follows a log-normal pattern based on a rigorous Uniformly-Most-Powerful-Unbiased test.
Yu Zhang +3 more
doaj +1 more source
Use of geometric Brownian motion to forecast stock market scenario using post covid-19 NEPSE index
, 2021 Prabin Thapa, B. Aryal
openalex +2 more sources
Two‐Photon Microbubble Printing: Asymmetric Assembly for Continuous Laser Writing
Small, EarlyView.Two‐photon microbubble printing is reported that combines nonlinear photochemistry with thermally driven fluid dynamics. At the laser focus, a distorted vapor bubble induce a strong rear‐to‐front convective flow. By enabling asymmetric assembly, this method allows the continuous formation of nanoparticle aggregates from a wide variety of materials ...
Masaharu Aoyama +5 more
wiley +1 more source
Littelmann path model for geometric crystals, Whittaker functions on Lie groups and Brownian motion [PDF]
, 2013 Reda Chhaibi
openalex +1 more source
Origin of the Magnetization Anisotropy of Superparamagnetic Beads
Small, EarlyView.Superparamagnetic beads are widely employed to study the mechanics of biomolecules with magnetic tweezers. It is shown that the residual anisotropy of the beads is due to averaging over a finite number of randomly oriented nanoparticles contained in the beads. Pinning of the anisotropic beads in the field causes low and high‐frequency noise in magnetic
Sebastian Belau +4 more
wiley +1 more source
Pricing European Put Option in a Geometric Brownian Motion Stochastic Volatility Model [PDF]
, 2017 Kolawole Imole Oluwakemi
openalex +1 more source