Results 41 to 50 of about 42,732 (137)
Canadian Journal of Statistics, EarlyView.Abstract We analyze the effect of regulatory capital constraints on financial stability in a large homogeneous banking system using a mean‐field game (MFG) model. Each bank holds cash and a tradable risky asset. Banks choose absolutely continuous trading rates in order to maximize expected terminal equity, with trades subject to transaction costs ...
Rüdiger Frey, Theresa Traxler
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Optimal Propagating Fronts Using Hamilton-Jacobi Equations
Mathematics, 2019 The optimal handling of level sets associated to the solution of Hamilton-Jacobi equations such as the normal flow equation is investigated. The goal is to find the normal velocity minimizing a suitable cost functional that accounts for a desired ...
Angelo Alessandri +3 more
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The Hamilton-Jacobi equation and holographic renormalization group flows on sphere
Journal of High Energy Physics, 2020 We study the Hamilton-Jacobi formulation of effective mechanical actions associated with holographic renormalization group flows when the field theory is put on the sphere and mass terms are turned on.
Nakwoo Kim, Se-Jin Kim
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Heat Transfer, EarlyView.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
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Solution Hamilton-Jacobi equation for oscillator Caldirola-Kanai
Revista Científica, 2016 The method allows Hamilton-Jacobi explicitly determine the generating function from which is possible to derive a transformation that makes soluble Hamilton's equations.
LEONARDO PASTRANA ARTEAGA +1 more
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First and second sharp constants in Riemannian Gagliardo–Nirenberg inequalities
Mathematische Nachrichten, EarlyView.Abstract Let (M,g)$(M,g)$ be a smooth compact Riemannian manifold of dimension n≥2$n\ge 2$, 1
Jurandir Ceccon +2 more
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Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller
International Journal of Robust and Nonlinear Control, EarlyView.ABSTRACT Nonlinear ℋ∞$$ {\mathscr{H}}_{\infty } $$‐controllers are designed for arbitrarily weighted, continuous homogeneous systems with a focus on systems affine in the control input. Based on the homogeneous ℒp$$ {\mathcal{L}}_p $$‐norm, the input–output behavior is quantified in terms of the homogeneous ℒp$$ {\mathcal{L}}_p $$‐gain as a ...
Daipeng Zhang +3 more
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Entropy, 2016 The present work deals with the semi-classical tunnelling approach and the Hamilton–Jacobi method to study Hawking radiation from the dynamical horizon of both the homogeneous Friedmann–Robertson–Walker (FRW) model and the inhomogeneous Lemaitre–Tolman ...
Subenoy Chakraborty +2 more
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A Killing tensor for higher dimensional Kerr-AdS black holes with NUT charge
, 2006 In this paper, we study the recently discovered family of higher dimensional Kerr-AdS black holes with an extra NUT-like parameter. We show that the inverse metric is additively separable after multiplication by a simple function.
Carter B +4 more
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Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
The Journal of Finance, EarlyView.ABSTRACT We study aversion to model ambiguity and misspecification in dynamic portfolio choice. Risk‐averse investors (relative risk aversion γ>1$\gamma > 1$) fear return persistence, while risk‐tolerant investors (0<γ<1$0<\gamma <1$) fear mean reversion, when confronting model misspecification concerns of identically and independently distributed (IID)
PASCAL J. MAENHOUT +2 more
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