Numerical Integration of Stochastic Differential Equations: The Heun Algorithm Revisited and the Itô-Stratonovich Calculus. [PDF]
Entropy (Basel)Mannella R.
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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Stabilized Radial Basis Function Finite Difference Schemes with Mass Conservation for the Cahn-Hilliard Equation on Surfaces. [PDF]
Entropy (Basel)Qiao J, Qiao Y, He Y.
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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
Research on the Stability Model in Discrete Dynamical Systems with the Lorenz Attractor and the Kropotov-Pakhomov Neural Network. [PDF]
Entropy (Basel)Gospodinova EA.
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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
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Predicting NMR Relaxation Using a First-Principles Brownian Dynamics Approach. [PDF]
J Chem Theory ComputZerbetto M, Rampino S, Polimeno A.
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Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading
Advanced Engineering Materials, Volume 28, Issue 17, 9 September 2026.The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
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