Results 61 to 70 of about 18,832,328 (177)

Representation of Forward Performance Criteria with Random Endowment via FBSDE and Its Application to Forward Optimized Certainty Equivalent

open access: yesMathematical Finance, EarlyView.
ABSTRACT We extend the notion of forward performance criteria to settings with random endowment in incomplete markets. Building on these results, we introduce and develop the novel concept of forward optimized certainty equivalent (forward OCE), which offers a genuinely dynamic valuation mechanism that accommodates progressively adaptive market model ...
Gechun Liang   +2 more
wiley   +1 more source

Well-posed Vector Optimization Problems and Vector Variational Inequalities [PDF]

open access: yes
In this paper we introduce notions of well-posedness for a vector optimization problem and for a vector variational inequality of differential type, we study their basic properties and we establish the links among them.
Rocca Matteo
core  

Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing

open access: yesCommunications on Pure and Applied Mathematics, Volume 79, Issue 12, Page 2435-2490, December 2026.
ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati   +2 more
wiley   +1 more source

On well-posedness and decay of Active model B

open access: yesNonlinear Analysis
We study the well-posedness and decay estimates of Cauchy problem for Active model B in R3. First, based on the higher-order norm estimates of solutions and the mollifier technique, we obtain the local existence of unique strong solution. Then, by using
Fengnan Liu, Tong Wu, Xiaopeng Zhao
doaj   +1 more source

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

open access: yesProceedings 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   +2 more
wiley   +1 more source

Performance of a Mixed Least‐Squares Finite Element Formulation With Application in Poroelasticity

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT A mixed least‐squares finite element method (LSFEM), previously proposed for the theory of porous media (TPM), is further investigated in this work. Finite deformation of a fully saturated, incompressible solid–fluid binary system is studied using the LSFEM.
Manu Hegde   +3 more
wiley   +1 more source

A Numerical Study of a Weakly Symmetric Dual‐Mixed Finite Element Method for the Stokes Source Problem With Velocity Postprocessing

open access: yesProceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT We present a numerical study of a weakly symmetric dual‐mixed finite element method for the Stokes source problem, in which the Cauchy stress is the primary unknown and its symmetry is imposed weakly through a vorticity Lagrange multiplier. Viewing the scheme as the incompressible limit of the reduced‐symmetry mixed elasticity framework, we ...
Fleurianne Bertrand, Tugay Dağlı
wiley   +1 more source

Local well-posedness of the inhomogeneous nonlinear Schrödinger equation with Coulomb potential

open access: yesBoundary Value Problems
In this work, we investigate an inhomogeneous nonlinear Schrödinger equation (INLS) that includes a Coulomb-type potential. Our primary objective is to establish a local well-posedness theory within the energy space, specifically focusing on the ...
Abdulrahman F. Alharbi, Tarek Saanouni
doaj   +1 more source

Global well‐posedness and large‐time behavior for non‐isothermal nematic liquid crystal flows with temperature‐dependent viscosity

open access: yesTransactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract We investigate an initial‐boundary value problem of non‐isothermal nematic liquid crystal flows with temperature‐dependent viscosity in three‐dimensional bounded domains. Based on the time‐weighted energy estimates, we derive the existence of a unique global strong solution under some smallness condition.
Lu Zhang, Xin Zhong
wiley   +1 more source

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