Results 71 to 80 of about 543 (203)

Extracting wave solutions of coupled system of dual-mode variant boussinesq equation via two analytical methods. [PDF]

Sci Rep
Arshed S, Akram G, Sadaf M, Ahmed M, Birhanu A, Abd El-Rahman M.   +5 more
europepmc   +1 more source

Circles of Confidence for Multi‐Label Geometry Completion

Computer Graphics Forum, EarlyView.
Abstract Inside–outside classification is widely used for geometry processing tasks such as surface reconstruction, geometry completion, and calculating signed distance fields. We introduce a new integral formulation of this problem, which assigns confidence scores that points are inside or outside, given incomplete boundary geometry.
Z. Wei, C. Hafner, A. Kalinov, P. Heiss‐Synak, C. Wojtan   +4 more
wiley   +1 more source

Mathematical Modeling of 6‑APA Production by Enzymatic Hydrolysis of Penicillin G in a Batch Reactor. [PDF]

ACS Omega
Álvares LEAE, Formigosa LF, Paula MVDS, de Vilhena MB, Gonçalves LRB, Macêdo EN, Viegas BM.   +6 more
europepmc   +1 more source

Medial Axis Aware Learning of Signed Distance Functions

Computer Graphics Forum, EarlyView.
Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier, Christoph Norden‐Smoch, Martin Rumpf   +2 more
wiley   +1 more source

Sliding physical invariant neural operator for long-term prediction of complex dynamics in physical systems. [PDF]

Natl Sci Rev
Wang Y, Li Y, Peng Y, Ying S.
europepmc   +1 more source

The Evolution of Interest‐Rate Models: From the Yield Curve to the Swaption Cube

Journal of Economic Surveys, EarlyView.
ABSTRACT Interest‐rate modelling is often taught as a catalogue of competing stochastic equations, obscuring why models were created and why modern sell‐side desks use several simultaneously. This survey reorganises the field around five layers of a pricing architecture: curve construction; arbitrage‐free dynamics; volatility‐smile representation ...
Xuan Feng, Salman Huseynov, Diomides Mavroyiannis   +2 more
wiley   +1 more source

High-accuracy pseudospectral scheme for fractional diffusion-wave problems based on cardinal functions. [PDF]

PLoS One
Saray BN, Juraev DA, Abdalla M, Efendiev R, Almalki Y, Ahdiaghdam S.   +5 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Hybrid expansion methods for fractional non-linear mathematical systems with Erdelyi-Kober derivative operators in theory of tsunami wave modeling. [PDF]

Sci Rep
Damag FH, Saif A, Alshammari M, Alhubairah F, Alshammari MF, Alsharafi MS.   +5 more
europepmc   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source