Results 91 to 100 of about 35,710 (245)
Incremental Model Order Reduction of Smoothed‐Particle Hydrodynamic Simulations
The paper presents the development of an incremental singular value decomposition strategy for compressing time‐dependent particle simulation results, addressing gaps in the data matrices caused by temporally inactive particles. The approach reduces memory requirements by about 90%, increases the computational effort by about 10%, and preserves the ...
Eduardo Di Costanzo +3 more
wiley +1 more source
In this paper, we mainly study the numerical differentiation problem of computing the fractional order derivatives from noise data of a single variable function.
Zewen Wang +3 more
doaj +1 more source
A novel approach that integrates AI‐based methodology, laboratory experimentation, and field application experience to accurately predict the lifespan of elastomeric materials in harsh downhole environments. ABSTRACT This paper presents a physics‐driven neural network (PINN) model to capture the constitutive behavior, elongation at break (EAB), modulus,
Aref Ghaderi +6 more
wiley +1 more source
Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar +3 more
wiley +1 more source
Sparse Reconstructions for Inverse PDE Problems
We are concerned with the numerical solution of linear parameter identification problems for parabolic PDE, written as an operator equation $Ku=f$. The target object $u$ is assumed to have a sparse expansion with respect to a wavelet system $Psi={psi_lambda}$ in space-time, being equivalent to a priori information on the regularity of $u=mathbf u ...
openaire +3 more sources
ABSTRACT The paper proposes a variational analysis of the 1‐hypergeometric stochastic volatility model for pricing European options. The methodology involves the derivation of estimates of the weak solution in a weighted Sobolev space. The weight is closely related to the stochastic volatility dynamic of the model.
José Da Fonseca, Wenjun Zhang
wiley +1 more source
Physics-Informed Neural Networks for High-Frequency and Multi-Scale Problems Using Transfer Learning
Physics-Informed Neural Network (PINN) is a data-driven solver for partial and ordinary differential equations (ODEs/PDEs). It provides a unified framework to address both forward and inverse problems.
Abdul Hannan Mustajab +3 more
doaj +1 more source
ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao +3 more
wiley +1 more source
M-WDRNNs: Mixed-Weighted Deep Residual Neural Networks for Forward and Inverse PDE Problems [PDF]
Jiachun Zheng, Yunlei Yang
openalex +1 more source

