Convergence Analysis of Iterative Deep Learning Algorithms for Fully Nonlinear BSPDEs in Non-Markovian Utility Maximization. [PDF]
J Sci ComputMa J, Wu H, Zheng HH.
europepmc +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, Volume 36, Issue 4, Page 771-803, October 2026.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Nonlinear Projection for Ballistic Correlation Functions: a Formula in Terms of Minimal Connected Covers. [PDF]
J Stat PhysDoyon B.
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Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies
Mathematical Finance, Volume 36, Issue 4, Page 663-699, October 2026.ABSTRACT The growing integration of solar power into electricity markets increasingly demands advanced risk management tools to address the inherent variability of solar radiation and its interaction with electricity prices. This paper introduces a novel framework for modeling and pricing new financial instruments designed to link payoffs directly to ...
Silvia Romagnoli, Beniamino Sartini
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Numerical convergence of the scalar auxiliary variable method applied to nonlinear stiff string models. [PDF]
Nonlinear DynRusso R, Ducceschi M, Bilbao S.
europepmc +1 more source
Stochastic Condensation With Information Flow for Causality Analysis
Geophysical Research Letters, Volume 53, Issue 17, 16 September 2026.Abstract Water vapor concentration in turbulent clouds fluctuates over a wide range of scales, challenging physical understanding of droplet growth mechanisms, prediction of droplet size distributions, and attribution of causal connections. We generalize a minimalist Brownian‐motion model (McGraw & Liu, 2006, https://doi.org/10.1029/2005gl023545 ...
Yaohui Shu +4 more
wiley +1 more source
Fast Numerical Solvers for Parameter Identification Problems in Mathematical Biology. [PDF]
J Sci ComputBenková K, Pearson JW, Ptashnyk M.
europepmc +1 more source
A Numerical Study on the Motion of Snow Aggregates Freely Falling in Air
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 17, 16 September 2026.Abstract This paper reports the results of the first quantitative study on the flow fields of freely falling snow aggregates. The motions are investigated by performing numerical simulations of four snow aggregate models consisting of 2, 3, 4, and 5 conformally shaped dendrites of different sizes.
Pao K. Wang +3 more
wiley +1 more source
Model-order-reduced spectral-element method for high-accuracy and fast 3-D transient electromagnetic forward modeling with SAI-Krylov. [PDF]
Sci RepFan Y, Lu K, Huang Y, Yue J, Yang Q.
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Hybrid Coupling With Operator Inference and the Overlapping Schwarz Alternating Method
International Journal for Numerical Methods in Engineering, Volume 127, Issue 17, 15 September 2026.ABSTRACT This paper presents a hybrid approach for coupling subdomain‐local, nonintrusive Operator Inference (OpInf) reduced order models (ROMs) with each other and with subdomain‐local, high‐fidelity full order models (FOMs) using the overlapping Schwarz alternating method (O‐SAM).
Irina Tezaur +5 more
wiley +1 more source