Results 61 to 70 of about 40,007 (203)
Some Homogenization Results for Non-Coercive Hamilton-Jacobi Equations [PDF]
, 1994 Recently, C. Imbert & R. Monneau study the homogenization of coercive Hamilton-Jacobi Equations with a $u/e$-dependence : this unusual dependence leads to a non-standard cell problem and, in order to solve it, they introduce new ideas to obtain the ...
Fédération Denis Poisson, Guy Barles
core +4 more sources
Resurgence in a Hamilton-Jacobi equation [PDF]
Annales de l'Institut Fourier, 2003 We study the resurgent structure associated with a Hamilton-Jacobi equation. This equation is obtained as the inner equation when studying the separatrix splitting problem for a perturbed pendulum via complex matching. We derive the Bridge equation, which encompasses infinitely many resurgent relations satisfied by the formal ...
Olivé, Carme +2 more
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A General Dynamic Programming Approach to the Optimal Water Storage Management for Irrigation
Mathematical Methods in the Applied Sciences, Volume 49, Issue 3, Page 1987-1997, February 2026.ABSTRACT This paper proposes a dynamic programming approach targeted to solve a natural resource problem of water storage management for irrigation in an environmentally and socially sustainable way. The problem we address in our formulation, focusing on the control of water storage in tanks, is based on assumptions that are less restrictive than those
Abdelkader Belhenniche +3 more
wiley +1 more source
European Physical Journal C: Particles and Fields, 2020 Obtaining solutions of the Einstein field equations describing spinning compact bodies is typically challenging. The Newman–Janis algorithm provides a procedure to obtain rotating spacetimes from a static, spherically symmetric, seed metric.
Haroldo C. D. Lima Junior +3 more
doaj +1 more source
Portfolio Optimization for Pension Purposes: Literature Review
Journal of Economic Surveys, Volume 40, Issue 1, Page 45-72, February 2026.ABSTRACT This systematic review identifies persistent challenges and gaps in the literature on pension portfolio optimization models. We searched, selected, and critically analyzed 82 articles from three major academic databases published over the past decade to investigate the barriers to the effective implementation of these models.
Leonardo Moreira +2 more
wiley +1 more source
Hamilton–Jacobi equations constrained on networks [PDF]
Nonlinear Differential Equations and Applications NoDEA, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yves Achdou +3 more
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On the Provision of International Public Goods in Dynamic Open Economies
Review of International Economics, Volume 34, Issue 1, Page 198-218, February 2026.ABSTRACT This study develops a dynamic two‐country model with an international public good, the stock of which positively affects the productivity of the private‐goods sectors in each country, and the evolution of the stock is determined by each country's voluntary contribution in the form of public investment. Two scenarios are examined: A cooperative
Akihiko Yanase
wiley +1 more source
Communications on Pure and Applied Mathematics, Volume 79, Issue 1, Page 3-88, January 2026.Abstract We address the problem of regularity of solutions ui(t,x1,…,xN)$u^i(t, x^1, \ldots, x^N)$ to a family of semilinear parabolic systems of N$N$ equations, which describe closed‐loop equilibria of some N$N$‐player differential games with Lagrangian having quadratic behaviour in the velocity variable, running costs fi(x)$f^i(x)$ and final costs gi(
Marco Cirant, Davide Francesco Redaelli
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, 2011 Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field theoretic version of
Vitagliano, L.
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Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions
Mathematical Finance, Volume 36, Issue 1, Page 67-98, January 2026.ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
wiley +1 more source