Results 51 to 60 of about 26,590 (142)

Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions

Mathematical Finance, EarlyView.
ABSTRACT This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. We analyze a power‐utility maximization problem where an investor encounters proportional transaction costs and trades only when a Poisson process triggers trading opportunities.
Tae Ung Gang, Jin Hyuk Choi
wiley   +1 more source

Computational Cellular Mathematical Model Aids Understanding the cGAS-STING in NSCLC Pathogenicity

Bio-protocol
Non-small cell lung cancer (NSCLC) is the most common type of lung cancer. According to 2020 reports, globally, 2.2 million cases are reported every year, with the mortality number being as high as 1.8 million patients.
Shweta Khandibharad, Pooja Gulhane, Shailza Singh   +2 more
semanticscholar   +1 more source

Galois differential algebras and categorical discretization of dynamical systems [PDF]

, 2015
A categorical theory for the discretization of a large class of dynamical systems with variable coefficients is proposed. It is based on the existence of covariant functors between the Rota category of Galois differential algebras and suitable categories
Tempesta, Piergiulio
core  

The Painlev\'e methods

, 2002
This short review is an introduction to a great variety of methods, the collection of which is called the Painlev\'e analysis, intended at producing all kinds of exact (as opposed to perturbative) results on nonlinear equations, whether ordinary, partial,
Conte, Robert, Musette, Micheline
core   +1 more source

Agents' Behavior and Interest Rate Model Optimization in DeFi Lending

Mathematical Finance, EarlyView.
ABSTRACT Contrasting sharply with traditional money, bond, and bond futures markets, where interest rates emerge organically from participant interactions, DeFi lending platforms employ rule‐based interest rates that are algorithmically set. Thus, the selection of an effective interest rate model (IRM) is paramount for the success of a lending protocol.
Charles Bertucci, Louis Bertucci, Mathis Gontier Delaunay, Olivier Guéant, Matthieu Lesbre   +4 more
wiley   +1 more source

Nonlinear Differential Equations Satisfied by Certain Classical Modular Forms

, 2010
A unified treatment is given of low-weight modular forms on \Gamma_0(N), N=2,3,4, that have Eisenstein series representations. For each N, certain weight-1 forms are shown to satisfy a coupled system of nonlinear differential equations, which yields a ...
A. Enneper, B. Pol van der, B. Schoeneberg, B.C. Berndt, B.C. Berndt, B.C. Berndt, C.G.J. Jacobi, F. Diamond, F. Tricomi, F.J. Bureau, H. Hahn, H. Rademacher, H.L. Resnikoff, H.W. Leopoldt, J. Chazy, J. Harnad, J.M. Borwein, J.W.L. Glaisher, J.W.L. Glaisher, K. Ono, K. Takeuchi, K. Takeuchi, L. Ehrenpreis, L.R. Ford, M. Kaneko, M.J. Ablowitz, N. Heninger, N.J. Fine, P.A. Clarkson, P.F. Stiller, R.A. Rankin, R.A. Rankin, R.A. Rankin, R.S. Maier, Robert S. Maier, S. Chakravarty, S.C. Milne, V. Ramamani, W. Zudilin, Y. Martin, Y. Ohyama   +40 more
core   +1 more source

Order Routing and Market Quality: Who Benefits From Internalization?

Mathematical Finance, EarlyView.
ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley   +1 more source

Determining properties of human‐induced pluripotent stem cell‐derived cardiomyocytes using spatially resolved electromechanical metrics

The Journal of Physiology, EarlyView.
Abstract figure legend In this study, we use human‐induced pluripotent stem cell‐derived cardiomyocyte (hiPSC‐CM) experiments and computational modelling to identify the mechanism of action of drug compounds. In the hiPSC‐CM experiments, optical measurements of cell collections are recorded in the baseline case and after drug exposure.
Karoline Horgmo Jæger, Verena Charwat, Kevin E. Healy, Samuel Wall, Aslak Tveito   +4 more
wiley   +1 more source

On the deep‐water and shallow‐water limits of the intermediate long wave equation from a statistical viewpoint

Transactions of the London Mathematical Society, Volume 12, Issue 1, December 2025.
Abstract We study convergence problems for the intermediate long wave (ILW) equation, with the depth parameter δ>0$\delta > 0$, in the deep‐water limit (δ→∞$\delta \rightarrow \infty$) and the shallow‐water limit (δ→0$\delta \rightarrow 0$) from a statistical point of view.
Guopeng Li, Tadahiro Oh, Guangqu Zheng
wiley   +1 more source

Quasilinear Degenerate Evolution Systems Modelling Biofilm Growth: Well‐Posedness and Qualitative Properties

Mathematical Methods in the Applied Sciences, Volume 48, Issue 16, Page 14890-14908, 15 November 2025.
ABSTRACT We analyze nonlinear degenerate coupled partial differential equation (PDE)‐PDE and PDE‐ordinary differential equation (ODE) systems that arise, for example, in the modelling of biofilm growth. One of the equations, describing the evolution of a biomass density, exhibits degenerate and singular diffusion.
K. Mitra, S. Sonner
wiley   +1 more source