Results 71 to 80 of about 37,248 (196)
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
International Journal for Numerical Methods in Fluids, Volume 98, Issue 6, Page 709-730, June 2026.We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Magnetic Resonance in Medicine, Volume 95, Issue 6, Page 3077-3094, June 2026.ABSTRACT Purpose We present a method for absolute quantification of deuterated metabolites in vivo at 7T. We describe acquisition protocols and an analysis pipeline compatible with 7T Terra MRIs. We apply them using a 2H/1H receive array in healthy volunteers and glioblastoma patients.
Jabrane Karkouri +12 more
wiley +1 more source
User's guide to four-body and three-body trajectory optimization programs [PDF]
A collection of computer programs and subroutines written in FORTRAN to calculate 4-body (sun-earth-moon-space) and 3-body (earth-moon-space) optimal trajectories is presented.
Edelbaum, T. N., Pu, C. L.
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NMR in Biomedicine, Volume 39, Issue 6, June 2026.We propose a novel deep learning algorithm for predicting the myelin water fraction from multiple gradient‐echo or spin‐echo pulse sequences arising in magnetic resonance relaxometry (MRR) measurements of the human brain. Our method incorporates both regularized nonlinear least squares and pure deep learning through a concatenation paradigm known as ...
Mirage Modi +7 more
wiley +1 more source
On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options [PDF]
We extend a framework based on Mellin transforms and show how to modify the approach to value American call options on dividend paying stocks. We present a new integral equation to determine the price of an American call option and its free boundary ...
Frontczak, Robert, Schöbel, Rainer
core
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT In this work, we present an anisotropic multi‐goal error control based on the dual weighted residual (DWR) method for time‐dependent convection–diffusion–reaction (CDR) equations. Motivated by former work, we combine multiple goals to single error functionals with weights chosen as algorithmic parameters.
Markus Bause +5 more
wiley +1 more source
Optimal quadrature formulae on the real line
Journal of Mathematical Analysis and Applications, 1992 Quadrature formulas with equidistant nodes on the real line, involving a sequence of derivatives are treated. In this class, an optimal quadrature formula is obtained for the Sobolev space of functions with an additional restriction on its Fourier transforms. An explicit expression for the error is given.
openaire +2 more sources
Numerical Model Reduction of Multi‐Scale Electrochemical Ion Transport
International Journal for Numerical Methods in Engineering, Volume 127, Issue 7, 15 April 2026.ABSTRACT In this paper, we develop a Numerical Model Reduction (NMR) framework for multi‐scale modeling of electro‐chemically coupled ion transport. Upon introducing the governing equations and employing Variationally Consistent Homogenization, a two‐scale model, consisting of a macro‐scale and a sub‐scale part, is obtained.
Vinh Tu +3 more
wiley +1 more source