Results 91 to 100 of about 37,100 (232)

Computing Skinning Weights via Convex Duality

open access: yesComputer Graphics Forum, EarlyView.
We present an alternate optimization method to compute bounded biharmonic skinning weights. Our method relies on a dual formulation, which can be optimized with a nonnegative linear least squares setup. Abstract We study the problem of optimising for skinning weights through the lens of convex duality.
J. Solomon, O. Stein
wiley   +1 more source

Physics-constrained convolutional neural networks for inverse problems in spatiotemporal partial differential equations

open access: yesData-Centric Engineering
We propose a physics-constrained convolutional neural network (PC-CNN) to solve two types of inverse problems in partial differential equations (PDEs), which are nonlinear and vary both in space and time.
Daniel Kelshaw, Luca Magri
doaj   +1 more source

Variational Source Conditions and Conditional Stability Estimates for Inverse Problems in PDEs

open access: yes, 2019
and Applied Analysis, 2008, pp. 1–19, 2008. http://dx.doi. org/10.1155/2008/192679. [BL76] BERGH, J. AND LÖFSTRÖM, J. Interpolation spaces. An introduction. Springer-Verlag, Berlin-New York, 1976. Grundlehren der Mathematischen Wissenschaften, No.
Frederic Weidling
semanticscholar   +1 more source

Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints

open access: yesSIAM Journal on Scientific Computing, 2008
We present a multigrid algorithm for the solution of source identification inverse problems constrained by variable-coefficient linear parabolic partial differential equations. We consider problems in which the inversion variable is a function of space only. We consider the case of $L^2$ Tikhonov regularization. The convergence rate of our algorithm is
Adavani, Santi S, Biros, George
openaire   +3 more sources

Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity

open access: yesThe Journal of Finance, EarlyView.
ABSTRACT We study the role of asset revaluation in the monetary transmission mechanism. We build an analytical heterogeneous‐agents model with two main ingredients: (i) rare disasters and (ii) heterogeneous beliefs. The model captures time‐varying risk premia and precautionary savings in a setting that nests the textbook New Keynesian model.
NICOLAS CARAMP, DEJANIR H. SILVA
wiley   +1 more source

Macroscopic Market Making Games

open access: yesMathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Fully probabilistic deep models for forward and inverse problems in parametric PDEs [PDF]

open access: yesJournal of Computational Physics, 2022
A. Vadeboncoeur   +4 more
semanticscholar   +1 more source

Ghost effect from Boltzmann theory

open access: yesCommunications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 558-675, March 2026.
Abstract Taking place naturally in a gas subject to a given wall temperature distribution, the “ghost effect” exhibits a rare kinetic effect beyond the prediction of classical fluid theory and Fourier law in such a classical problem in physics. As the Knudsen number ε$\varepsilon$ goes to zero, the finite variation of temperature in the bulk is ...
Raffaele Esposito   +3 more
wiley   +1 more source

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