Results 71 to 80 of about 54,046 (227)

A Variational Formulation of European Option Prices in the 1‐Hypergeometric Stochastic Volatility Model

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT The paper proposes a variational analysis of the 1‐hypergeometric stochastic volatility model for pricing European options. The methodology involves the derivation of estimates of the weak solution in a weighted Sobolev space. The weight is closely related to the stochastic volatility dynamic of the model.
José Da Fonseca, Wenjun Zhang
wiley   +1 more source

Ellipsoid‐Based Interval‐Type Uncertainty Model Updating Based on Riemannian Manifold and Gaussian Process Model

International Journal of Mechanical System Dynamics, EarlyView.
ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao, Qintao Guo, Jin Zhou, Cheng Yi   +3 more
wiley   +1 more source

Moving Horizon Estimation for Al‐Doped ZnO Nanoparticle Synthesis: An Online UV‐vis Spectroscopy Approach

Nano Select, EarlyView.
This study develops a moving horizon estimator for real‐time prediction of AZO nanoparticle properties during sol‐gel synthesis, integrating UV‐vis spectroscopy with a simplified PBE model via DMDc. The method accurately estimates PSD, showing strong agreement with offline data and supporting modern model‐based control to enhance synthesis quality ...
Guohui Yang, Marcel Kévin Jiokeng Dongmo, Thomas Meurer, Hermann Nirschl   +3 more
wiley   +1 more source

Chan Tony F, Shen Jianhong (Jackie): Image Processing and Analysis: Variational, PDE, Wavelet, and Stochastic Methods. [PDF]

BioMedical Engineering OnLine, 2006
Image processing is an important component of modern technologies because human depends so much on the visual information than other creatures. Image is better than any other information form for us to perceive. Among our information about the world, 99% is perceived with our eyes [1].
openaire   +2 more sources

On computational analysis via fibonacci wavelet method for investigating some physical problems

Journal of Applied Mathematics and Computation
In this work, we considered wavelet analysis and the application of the Fibonacci wavelet collocation method (FWCM) for solving partial differential equations (PDEs).
Shahid Ahmed, Shah Jahan, Kamal Shah, T. Abdeljawad   +3 more
semanticscholar   +1 more source

Optimal Adaptive Reinforcement Learning Control for a Convection‐Reaction Distributed Parameter System

Optimal Control Applications and Methods, EarlyView.
Optimal adaptive reinforcement learning control using an actor‐critic architecture. The controller learns optimal control policies online from data measured along the trajectories of a plug flow system ABSTRACT This article is devoted to optimal adaptive control for a distributed parameter convection‐reaction system by reinforcement learning (RL ...
Abdellaziz Binid, Ilyasse Aksikas
wiley   +1 more source

Mathematical Modeling of Neuroinflammation in Neurodegenerative Diseases

CPT: Pharmacometrics &Systems Pharmacology, EarlyView.
ABSTRACT Age‐related neurodegenerative diseases such as amyotrophic lateral sclerosis (ALS), Alzheimer's disease (AD) and Parkinson's disease (PD) are an increasing public health concern. Whereas the pathology of these diseases is complex, chronic central inflammation, or neuroinflammation, is commonly observed across many neurodegenerative diseases ...
Alex Foster‐Powell, Amin Rostami‐Hodjegan, Guy Meno‐Tetang, Donald E. Mager, Kayode Ogungbenro   +4 more
wiley   +1 more source

A conservative numerical scheme for the multilayer shallow‐water equations on unstructured meshes

Quarterly Journal of the Royal Meteorological Society, EarlyView.
An energy‐conserving scheme is derived for the multilayer shallow water model, making use of the direct connection between energy conservation and the skew symmetry of the Poisson bracket for the model. A new mechanism is proposed to prevent layer interface outcropping.
Qingshan Chen
wiley   +1 more source

A Physics‐Informed Learning Framework to Solve the Infinite‐Horizon Optimal Control Problem

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT We propose a physics‐informed neural networks (PINNs) framework to solve the infinite‐horizon optimal control problem of nonlinear systems. In particular, since PINNs are generally able to solve a class of partial differential equations (PDEs), they can be employed to learn the value function of the infinite‐horizon optimal control problem via
Filippos Fotiadis, Kyriakos G. Vamvoudakis   +1 more
wiley   +1 more source

A PDE-Based Image Restoration Method: Mathematical Analysis and Implementation

In this paper we present an image restoration method based on solving an elliptic partial differential equation (PDE) of the form \begin{equation*} -Δu+λ\,G(u)=f, \end{equation*} where $Δ$ denotes the Laplacian, $G(u)$ is a nonlocal operator (with the Gaussian convolution being a particular example), and $f$ is the degraded image.
openaire   +2 more sources