Results 71 to 80 of about 172,575 (209)

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

Using Reproducing Kernel for Solving a Class of Fractional Order Integral Differential Equations

Advances in Mathematical Physics, 2020
This paper is devoted to the numerical scheme for a class of fractional order integrodifferential equations by reproducing kernel interpolation collocation method with reproducing kernel function in the form of Jacobi polynomials.
Zhiyuan Li, Meichun Wang, Yulan Wang, Jing Pang   +3 more
doaj   +1 more source

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

Fractional-Order Orthogonal Jacobi Function-Based Operational Approach for Multi-Term Diffusion-Wave Equations of Fractional Order

Fractal and Fractional
Solving fractional differential equations using spectral collocation methods based on classical orthogonal polynomials often leads to a reduced convergence rate due to the limited regularity of the solutions.
Amal Alshabanat, Mohamed A. Saker, Hanaa Moussa, Samer S. Ezz-Eldien   +3 more
doaj   +1 more source

Collocation Method via Jacobi Polynomials for Solving Nonlinear Ordinary Differential Equations

International Journal of Mathematics and Mathematical Sciences, 2011
We extend a collocation method for solving a nonlinear ordinary differential equation (ODE) via Jacobi polynomials. To date, researchers usually use Chebyshev or Legendre collocation method for solving problems in
Ahmad Imani, Azim Aminataei, Ali Imani
doaj   +1 more source

Rational points on even‐dimensional Fermat cubics

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract We show that even‐dimensional Fermat cubic hypersurfaces are rational over any field of characteristic not equal to three, by constructing explicit rational parameterizations with polynomials of low degree. As a byproduct of our rationality constructions, we obtain estimates for the number of their rational points over a number field and ...
Alex Massarenti
wiley   +1 more source

Some Identities on Bernoulli and Hermite Polynomials Associated with Jacobi Polynomials

Discrete Dynamics in Nature and Society, 2012
We investigate some identities on the Bernoulli and the Hermite polynomials arising from the orthogonality of Jacobi polynomials in the inner product space Pn.
Taekyun Kim, Dae San Kim, Dmitry V. Dolgy   +2 more
doaj   +1 more source

Polynomial Preconditioning for Indefinite Matrices

Numerical Linear Algebra with Applications, Volume 33, Issue 5, October 2026.
ABSTRACT Polynomial preconditioning is an important tool in solving large linear systems and eigenvalue problems. A polynomial from GMRES can be used to precondition restarted GMRES and restarted Arnoldi. Here we give methods for indefinite matrices that make polynomial preconditioning more generally applicable. The new techniques include balancing the
Hayden Henson, Ronald B. Morgan
wiley   +1 more source

Solvable Rational Potentials and Exceptional Orthogonal Polynomials in Supersymmetric Quantum Mechanics

Symmetry, Integrability and Geometry: Methods and Applications, 2009
New exactly solvable rationally-extended radial oscillator and Scarf I potentials are generated by using a constructive supersymmetric quantum mechanical method based on a reparametrization of the corresponding conventional superpotential and on the ...
Christiane Quesne
doaj   +1 more source

INTEGRAL REPRESENTATIONS FOR THE JACOBI–PINEIRO POLYNOMIALS AND THE FUNCTIONS OF THE SECOND KIND

Проблемы анализа, 2019
We consider the Hermite – Pad´e approximants for the Cauchy transforms of the Jacobi weights in one interval. The denominators of the approximants are known as Jacobi – Pi˜neiro polynomials.
V. G. Lysov
doaj   +1 more source