Results 51 to 60 of about 966 (174)

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

Fuzzy Solutions of Fuzzy Fractional Parabolic Integro Differential Equations

Universal Journal of Mathematics and Applications
This work primarily investigates the numerical solution of fuzzy fractional parabolic integro-differential equations of the Volterra type with the time derivative defined in the Caputo sense using the fuzzy Adomian decomposition method.
Deepak Pachpatte, Nagwa Saeed
doaj   +1 more source

Initial value problems for first order impulsive integro-differential equations of Volterra type in Banach spaces

Journal of Function Spaces and Applications, 2007
In this paper, we use a new method and combining the partial ordering method to study the existence of the solutions for the first order nonlinear impulsive integro-differential equations of Volterra type on finite interval in Banach spaces and for the ...
Jiang Zhu, Yajuan Yu, Vasile Postolica
doaj   +1 more source

Computer simulation of oscillatory processes of viscoelastic elements of thin-walled structures in a gas flow [PDF]

E3S Web of Conferences, 2019
Results of numerical investigation of dynamic behavior of deformed wing aircraft in a gas flow are presented in the paper. Vibrations with respect to deflections are described by a system of integro-differential equations in partial derivatives.
Khudayarov Bakhtiyar, Turaev Fozilzhon, Kucharov Olimzhon   +2 more
doaj   +1 more source

A Generalized Operational Method for Solving Integro-Partial Differential Equations Based on Jacobi Polynomials

Hacettepe Journal of Mathematics and Statistics, 2016
Summary: In this paper, a numerical method is developed for solving linear and nonlinear integro-partial differential equations in terms of the two variables Jacobi polynomials. First, some properties of these polynomials and several theorems are presented then a generalized approach implementing a collocation method in combination with two dimensional
BORHANİFAR, Abdollah, SADRİ, Khadijeh
openaire   +4 more sources

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

Stochastic Gradient Descent in High Dimensions for Multi‐Spiked Tensor PCA

Communications on Pure and Applied Mathematics, Volume 79, Issue 10, Page 2291-2369, October 2026.
ABSTRACT We study the high‐dimensional dynamics of online stochastic gradient descent (SGD) for the multi‐spiked tensor model. This multi‐index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the goal is to estimate the unknown signal vectors within the N$N$‐dimensional unit sphere through maximum ...
Gérard Ben Arous, Cédric Gerbelot, Vanessa Piccolo   +2 more
wiley   +1 more source

Composition of Fractional Integral and Derivative Operators: Summarised in Tables

Mathematical Methods in the Applied Sciences, Volume 49, Issue 13, Page 14682-14696, 15 September 2026.
ABSTRACT This paper compiles a complete, detailed list of composition properties for Riemann–Liouville fractional differintegrals, in all possible cases for orders anywhere in the complex plane, with the results presented clearly in a table for easy visual consumption.
Arran Fernandez
wiley   +1 more source

Quantum Heat Current in Terahertz‐Driven Phonon Systems

Advanced Physics Research, Volume 5, Issue 8, August 2026.
We develop a quantum mechanical description of ultrafast thermodynamics on the example of a laser‐excited phonon mode. We show that the resulting quantum heat current exhibits non‐Markovian dynamics, which can be controlled by the pulse length. ABSTRACT The advent of high‐intensity ultrafast laser pulses has opened new opportunities for controlling and
Yulong Qiao, R. Matthias Geilhufe
wiley   +1 more source

New Generalised Semi‐Analytical Approach for the Multidimensional Nonlinear Collisional Fragmentation Equations

International Journal for Numerical Methods in Fluids, Volume 98, Issue 8, Page 980-999, August 2026.
This work aims to develop a generalised and efficient semi‐analytical method that combines the Laplace decomposition method with Pade approximation (LDMPA) to solve multidimensional nonlinear integro‐partial differential equation. For a one‐dimension case, explicit (closed‐form) solutions for the number density functions are derived for the first time.
Somveer Keshav, Ashok Das, Sukhjit Singh, Randhir Singh, Mehakpreet Singh   +4 more
wiley   +1 more source