Results 21 to 30 of about 1,599 (111)
Differentiable Randers‐Finsler Eikonal Solvers
Computer Graphics Forum, EarlyView.Abstract Fast and differentiable solvers for anisotropic and asymmetric distance fields are a key primitive in geometry processing, enabling gradient‐based optimization over metrics, drift fields, and downstream objectives that depend on geodesic distances and geodesics.
Barak Gahtan +2 more
wiley +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
Coordinating Bank Dividend and Capital Regulation
Mathematical Finance, EarlyView.ABSTRACT This paper examines how state‐dependent dividend restrictions (taxes and bans) and capital requirements influence a bank's capital buffer accumulation and risk‐taking decisions. In the model, the bank distributes dividends and issues costly equity to maximise shareholder value, while its loans generate stochastic income under time‐varying ...
Salvatore Federico +2 more
wiley +1 more source
Convergence of Heavy‐Tailed Hawkes Processes and the Microstructure of Rough Volatility
Mathematical Finance, EarlyView.ABSTRACT We establish the weak convergence of the intensity of a nearly‐unstable Hawkes process with heavy‐tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according to a Hawkes process with power‐law kernel.
Ulrich Horst, Wei Xu, Rouyi Zhang
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT A potential–based, first–integral formulation of the Navier–Stokes equations is used as a platform for modelling solitary waves in gravity‐driven film flow, giving rise to a nonlinear partial differential equation in complex form. Its subsequent modal decomposition—leading to an infinite set of ordinary differential equations (ODEs), followed ...
Markus Scholle +2 more
wiley +1 more source
Partial Observation of Linear Systems With the Mori–Zwanzig Formalism
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The Mori–Zwanzig (MZ) formalism provides a systematic framework for deriving reduced‐order model of dynamical systems when only part of the state is observed, but its practical use is often limited by the complexity of the resulting computations.
Fan Wang, Peter Benner, Jan Heiland
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Mathematical models describing physical or biological processes are often involved and need a lot of parameters whose values may be unknown and hence must be estimated. Some parameters may have a strong impact on the solution and are hence important to know in order to obtain accurate results, whereas other parameters may have little impact on
Henry Jäger, Bernd Simeon
wiley +1 more source
Reconfigurable Computing in Neural Network‐Enhanced Finite Element Analysis in Structural Dynamics
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT In the present study, artificial neural networks (ANNs) trigger a better physically plausible initial guess in the Newton–Raphson scheme of an implicit material integration scheme of rate‐dependent viscoplastic dynamic response of plate structures in an in‐house finite element (FE) solver.
Vasileios Polydoras +2 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Regenerative medicine is a promising approach for the treatment of meniscus injuries. In silico experiments provide a valuable framework for optimizing such therapies by improving the understanding of both environmental effects on cell behavior and the interaction between cells and nonwoven scaffolds, which act as porous media supporting cell ...
Ahmad Hussein +3 more
wiley +1 more source