Results 131 to 140 of about 483,190 (338)
Enhanced Polariton Interactions in Suspended WS2 Monolayer Microcavity
Advanced Materials, EarlyView.Monolayers of transition‐metal dichalcogenides exhibit strong exciton resonances for light‐matter interactions at RT, though substrate effects limit performance. This work presents a planar microcavity with a suspended WS2 monolayer, eliminating substrate‐induced losses.
Laura Polimeno +9 more
wiley +1 more source
Inexact SA Method for Constrained Stochastic Convex SDP and Application in Chinese Stock Market
Journal of Function Spaces, 2018 We propose stochastic convex semidefinite programs (SCSDPs) to handle uncertain data in applications. For these models, we design an efficient inexact stochastic approximation (SA) method and prove the convergence, complexity, and robust treatment of the
Shuang Chen +3 more
doaj +1 more source
Boundary Value Problems, 2019 This paper is concerned with the existence of a sign-changing solution to a class of quasilinear Schrödinger–Poisson systems. There are some technical difficulties in applying variational methods directly to the problem because the quasilinear term makes
Lizhen Chen, Xiaojing Feng, Xinan Hao
doaj +1 more source
Y.K. Kwok: Mathematical Models of Financial Derivatives. Springer Finance, Singapore, ISBN 981 3083 255 (hardcover), 981 3083 565 (soft-cover), 1998. [PDF]
, 2000 Andrew J. G. Cairns
openalex +1 more source
Characterization and Inverse Design of Stochastic Mechanical Metamaterials Using Neural Operators
Advanced Materials, EarlyView.This study presents a DeepONet‐based machine learning framework for designing stochastic mechanical metamaterials with tailored nonlinear mechanical properties. By leveraging sparse but high‐quality experimental data from in situ micro‐mechanical tests, high predictive accuracy and enable efficient inverse design are achieved.
Hanxun Jin +7 more
wiley +1 more source
Convergence of numerical methods for stochastic differential equations in mathematical finance
, 2012 Many stochastic differential equations that occur in financial modelling do not satisfy the standard assumptions made in convergence proofs of numerical schemes that are given in textbooks, i.e., their coefficients and the corresponding derivatives ...
Kloeden, Peter, Neuenkirch, Andreas
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Duality and optimality conditions in stochastic optimization and mathematical finance [PDF]
arXiv, 2015 This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations research and mathematical finance.
arxiv
Advanced Materials, EarlyView.Bioxolography, a novel volumetric 3D‐bioprinting technique, enables rapid and high‐resolution fabrication of >1 cm3 engineered living materials. A newly developed three‐component photoinitiator system significantly enhances the photoreactivity of gelatin methacryloyl‐based bioresins, allowing for precise xolographic bioprinting.
Alexis Wolfel +6 more
wiley +1 more source
Discrete Dynamics in Nature and Society, 2016 We address the problem of globally asymptotic stability for a class of stochastic nonlinear systems with time-varying delays. By the backstepping method and Lyapunov theory, we design a linear output feedback controller recursively based on the ...
Mingzhu Song +4 more
doaj +1 more source
Minimizing measures of risk by saddle point conditions. [PDF]
The minimization of risk functions is becoming a very important topic due to its interesting applications in Mathematical Finance and Actuarial Mathematics. This paper addresses this issue in a general framework.
Balbás, Alejandro +2 more
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