Results 71 to 80 of about 18,914 (194)
Several Characterizations of the Generalized 1-Parameter 3-Variable Hermite Polynomials
This paper presents a novel framework for introducing generalized 1-parameter 3-variable Hermite polynomials. These polynomials are characterized through generating functions and series definitions, elucidating their fundamental properties.
Shahid Ahmad Wani +2 more
doaj +1 more source
Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity [PDF]
We are interested in stochastic control problems coming from mathematical finance and, in particular, related to model uncertainty, where the uncertainty affects both volatility and intensity.
Choukroun, Sébastien, Cosso, Andrea
core +2 more sources
A Peridynamic Framework for Modeling Progressive Failure in Porous Sandstone Indentation
ABSTRACT A state‐based peridynamic model is proposed to simulate the failure mechanisms in porous rocks, using Bentheim sandstone as a specific example. Experimental observations reveal a transition from brittle to ductile failure under increasing triaxial compression. This behavior is attributed to pore compaction. The peridynamic model is enhanced to
Sahir N. Butt +2 more
wiley +1 more source
Non‐Markovian Exceptional Points in Waveguide Quantum Electrodynamics
Non‐Markovian waveguide‐QED systems exhibit dynamical transitions governed by exceptional points arising from retardation and interference. Giant atoms and spatially separated emitters display oscillatory relaxation and real zeros in the excited‐state amplitude at critical delay times.
Stefano Longhi
wiley +1 more source
A fractional residue theorem and its applications in calculating real integrals
Abstract As part of an ongoing effort to fractionalise complex analysis, we present a fractional version of the residue theorem, involving pseudo‐residues calculated at branch points. Since fractional derivatives are non‐local and fractional powers necessitate branch cuts, each pseudo‐residue depends on a line segment in the complex plane rather than a
Egor Zaytsev, Arran Fernandez
wiley +1 more source
Bounder solution on a strip to a system of nonlinear hyperbolic equations with mixed derivatives
The system of nonlinear hyperbolic equations with mixed derivatives is considered on the strip. Time variable of the unknown function changes on the whole axis, and the spatial variable belongs to a finite interval.
D.S. Dzhumabaev, S.M. Temesheva
doaj +1 more source
In this paper, we consider the initial boundary value problem for a class of nonlinear fractional partial integro-differential equations of mixed type with non-instantaneous impulses in Banach spaces.
Bo Zhu +3 more
doaj +1 more source
A mathematical framework for inverse wave problems in heterogeneous media
This paper provides a theoretical foundation for some common formulations of inverse problems in wave propagation, based on hyperbolic systems of linear integro-differential equations with bounded and measurable coefficients.
Blazek, Kirk D. +2 more
core +2 more sources
ABSTRACT This paper proposes a novel extension of the classical cobweb price model by incorporating behavioral inventory responses through an anticipatory mini‐storage mechanism. In many real‐world commodity markets, persistent price oscillations occur even when classical stability conditions are theoretically satisfied, an inconsistency traditional ...
M. Anokye +6 more
wiley +1 more source
Forward equations for option prices in semimartingale models [PDF]
We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discontinuous- semimartingale. This result generalizes Dupire'
Amel Bentata, Rama Cont
core +3 more sources

