Results 41 to 50 of about 78 (78)
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, EarlyView.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
wiley +1 more source
Systemic Robustness: A Mean‐Field Particle System Approach
Mathematical Finance, EarlyView.ABSTRACT This paper is concerned with the problem of capital provision in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a financial network. Motivated by Tang and Tsai, we focus on the number or proportion of surviving entities that never default to ...
Erhan Bayraktar +3 more
wiley +1 more source
Geometry physics neural operator solver for solid mechanics
Computer-Aided Civil and Infrastructure Engineering, Volume 40, Issue 10, Page 1388-1404, 18 April 2025.Abstract This study developed Geometry Physics neural Operator (GPO), a novel solver framework to approximate the partial differential equation (PDE) solutions for solid mechanics problems with irregular geometry and achieved a significant speedup in simulation time compared to numerical solvers. GPO leverages a weak form of PDEs based on the principle
Chawit Kaewnuratchadasorn +3 more
wiley +1 more source
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract This paper introduces a novel hybrid multi‐model thermo‐temporal physics‐informed neural network (TT‐PINN) framework for thermal loading prediction in composite bridge decks. Unlike the existing PINN applications in heat transfer that focus on simple geometries, this framework uniquely addresses multi‐material domains and realistic boundary ...
Yanjia Wang +4 more
wiley +1 more source
Interpretable physics‐informed graph neural networks for flood forecasting
Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract Climate change has intensified extreme weather events, with floods causing significant socioeconomic and environmental damage. Accurate flood forecasting is crucial for disaster preparedness and risk mitigation, yet traditional hydrodynamic models, while precise, are computationally prohibitive for real‐time applications.
Mehdi Taghizadeh +4 more
wiley +1 more source
A new three‐dimensional model to describe human corneal oxygenation during contact lenses wear
Ophthalmic and Physiological Optics, EarlyView.Abstract Purpose This three‐dimensional study investigated how different contact lens materials affect oxygen levels in the cornea. Specifically, it measured oxygen tension, flux and consumption in the epithelium, stroma and endothelium when exposed to various contact lenses.
José M. Gozálvez‐Zafrilla +2 more
wiley +1 more source
Intrinsic Hopf–Lax formula and Hamilton–Jacobi equation
Bulletin of the London Mathematical Society, Volume 57, Issue 4, Page 1208-1228, April 2025.Abstract The purpose of this article is to analyze the notion of intrinsic Hopf–Lax formula and its connection with the Hamilton–Jacobi‐type equation.
Daniela Di Donato
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Schematic overview of the experimental and computational framework for investigating hiPSC‐CM electrophysiology with MEA systems. The MEA‐based model integrates experimental data with phenotype‐specific ionic models and tissue‐level heterogeneity.
Sofia Botti +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Understanding the development of bacterial colony: Physiology, new technology, and modeling
Quantitative Biology, Volume 13, Issue 4, December 2025.Abstract Bacterial colonies, as dynamic ecosystems, display intricate behaviors and organizational structures that profoundly influence their survival and functionality. These communities engage in physiological and social interactions, resulting in remarkable spatial heterogeneity.
Jingwen Zhu, Pan Chu, Xiongfei Fu
wiley +1 more source