Results 21 to 30 of about 18,903 (124)
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
Optimal Homogeneous ℒp$$ {\boldsymbol{\mathcal{L}}}_{\boldsymbol{p}} $$‐Gain Controller
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
wiley +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
Reduction theory and the Lagrange–Routh equations [PDF]
Reduction theory for mechanical systems with symmetry has its roots in the classical works in mechanics of Euler, Jacobi, Lagrange, Hamilton, Routh, Poincaré, and others.
Marsden, Jerrold E. +2 more
core +2 more sources
Discrete Hamilton-Jacobi Theory
We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time.
Anthony M. Bloch +3 more
core +2 more sources
A General Dynamic Programming Approach to the Optimal Water Storage Management for Irrigation
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
Differential Galois Theory and Hopf Algebras for Lie Pseudogroups
According to a clever but rarely quoted or acknowledged work of E. Vessiot that won the prize of the Académie des Sciences in 1904, “Differential Galois Theory” (DGT) has mainly to do with the study of “Principal Homogeneous Spaces” (PHSs) for finite ...
Jean-Francois Pommaret
doaj +1 more source
Portfolio Optimization for Pension Purposes: Literature Review
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
Hamiltonian constraint formulation of classical field theories
Classical field theory is considered as a theory of unparametrized surfaces embedded in a configuration space, which accommodates, in a symmetric way, spacetime positions and field values.
Zatloukal, Vaclav
core +1 more source
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
wiley +1 more source

