Results 41 to 50 of about 10,247 (176)
Hamilton-Jacobi theory applied to Vlasov's equation
Solutions of Vlasov's equation are given in terms of the Hamilton-Jacobi function S for the characteristics. Such solutions are appropriate in order to derive equations for macroscopic quantities which are of interest, for instance, in turbulence ...
D. Pfirsch
core +1 more source
Approximation of a Multivalued Solution of the Hamilton–Jacobi Equation [PDF]
: The paper deals with the construction of a multivalued solution of the Cauchy problem for the Hamilton–Jacobi equation with discontinuous Hamiltonian with respect to the phase variable. The constructed multivalued solution is approximated by a sequence
Kolpakova, E. A.
core +1 more source
Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice
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
wiley +1 more source
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
Deforming the Double‐Scaled SYK and Reaching the Stretched Horizon From Finite Cutoff Holography
ABSTRACT We study the properties of the double‐scaled SYK (DSSYK) model under chord Hamiltonian deformations based on finite cutoff holography for general dilaton gravity theories with Dirichlet boundaries. The formalism immediately incorporates a lower‐dimensional analog of TT¯(+Λ2)$\text{T}\overline{\text{T}}(+\Lambda _2)$ deformations, denoted T2 ...
Sergio E. Aguilar‐Gutierrez
wiley +1 more source
Stochastic Dynamics From Maximum Entropy in Action Space
ABSTRACT We develop an information‐theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint distribution of actions and endpoints, subject to normalization and a constraint on the mean action, we ...
Fabricio Souza Luiz +3 more
wiley +1 more source
Existence of viscosity solutions to abstract Cauchy problems via nonlinear semigroups
Abstract In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity solutions to a related nonlinear partial differential equation. The semigroup needs to satisfy a convexity estimate, so called K$K$‐convexity, with respect to another family of operators ...
Fabian Fuchs, Max Nendel
wiley +1 more source
Red Blood Cell Membrane Mechanics Using Discrete Exterior Calculus (DEC) and Optimization
We present a novel DEC approach for calculating RBC shapes applicable to other cell types and membrane problems. We derive an energy minimization equation that can be solved semi‐implicitly, and a Lie derivative method to control node spacing. This novel work should aid computational modeling in many biological situations.
Keith C. Afas, Daniel Goldman
wiley +1 more source
Hamilton-Jacobi Equations on Graph and Applications [PDF]
This paper introduces a notion of gradient and an infimal-convolution operator that extend properties of solutions of Hamilton Jacobi equations to more general spaces, in particular to graphs. As a main application, the hypercontractivity of this class of infimal-convolution operators is connected to some discrete version of the log-Sobolev inequality ...
openaire +3 more sources
Optimal investment models with vintage capital: Dynamic Programming approach [PDF]
The Dynamic Programming approach for a family of optimal investment models with vintage capital is here developed. The problem falls into the class of infinite horizon optimal control problems of PDE's with age structure that have been studied in various
Silvia Faggian, Fausto Gozzi
core

