Results 71 to 80 of about 3,154 (151)
Research on temperature control of proton exchange membrane electrolysis cell based on MO‐TD3
IET Renewable Power GenerationTo solve the problem of temperature control in proton exchange membrane electrolytic cell (PEMEC), this paper presents a temperature control method based on multi‐experience pool probability playback and Ornstein‐Uhlenbeck noise‐twin delay depth ...
Libo Ma, Hongshan Zhao, Sichao Pan
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Mathematical Finance, Volume 36, Issue 4, Page 826-845, October 2026.ABSTRACT This study develops a novel multivariate stochastic framework for assessing systemic risks, such as climate and nature‐related shocks, within production or financial networks. By embedding a linear stochastic fluid network, interpretable as a generalized vector Ornstein–Uhlenbeck process, into the production network of interdependent ...
Giovanni Amici +3 more
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Dynamical Behaviors of Stochastic SIS Epidemic Model with Ornstein–Uhlenbeck Process
AxiomsControlling infectious diseases has become an increasingly complex issue, and vaccination has become a common preventive measure to reduce infection rates. It has been thought that vaccination protects the population. However, there is no fully effective
Huina Zhang +3 more
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Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, Volume 36, Issue 4, Page 804-825, October 2026.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
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Solar Energy Risks: Stochastic Radiation Modeling and Optimal Hedging Strategies
Mathematical Finance, Volume 36, Issue 4, Page 663-699, October 2026.ABSTRACT The growing integration of solar power into electricity markets increasingly demands advanced risk management tools to address the inherent variability of solar radiation and its interaction with electricity prices. This paper introduces a novel framework for modeling and pricing new financial instruments designed to link payoffs directly to ...
Silvia Romagnoli, Beniamino Sartini
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Stochastic Condensation With Information Flow for Causality Analysis
Geophysical Research Letters, Volume 53, Issue 17, 16 September 2026.Abstract Water vapor concentration in turbulent clouds fluctuates over a wide range of scales, challenging physical understanding of droplet growth mechanisms, prediction of droplet size distributions, and attribution of causal connections. We generalize a minimalist Brownian‐motion model (McGraw & Liu, 2006, https://doi.org/10.1029/2005gl023545 ...
Yaohui Shu +4 more
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A new drag and lift correlation for spherocylinders from fully resolved Immersed Boundary Method
AIChE Journal, Volume 72, Issue 9, September 2026.Abstract Many industrial processes deal with non‐spherical particles, e.g., mineral mining and biomass conversion. It is crucial to understand the particles' hydrodynamics to control and optimize these processes. To extend the current state‐of‐the‐art from arrays of spherical particles to spherocylindrical particles, we performed extensive particle ...
A. H. Huijgen +4 more
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Open Mathematics, 2018 In this paper we investigate the stochastic retarded reaction-diffusion equations with multiplicative white noise on unbounded domain ℝn (n ≥ 2). We first transform the retarded reaction-diffusion equations into the deterministic reaction-diffusion ...
Jia Xiaoyao, Ding Xiaoquan, Gao Juanjuan
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Stochastic Dynamics of Domain Wall on a Racetrack: Impact of Line‐Edge Roughness
physica status solidi (RRL) – Rapid Research Letters, Volume 20, Issue 9, September 2026.Line‐edge roughness is shown to induce stochastic domain‐wall pinning in ferromagnetic racetracks even in the absence of thermal fluctuations. The resulting depinning probability exhibits a robust sigmoidal current dependence, revealing a physical mechanism for probabilistic domain‐wall dynamics and highlighting the important role of fabrication ...
Anton V. Hlushchenko +5 more
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First Hitting Place Probabilities for a Discrete Version of the Ornstein-Uhlenbeck Process
International Journal of Mathematics and Mathematical Sciences, 2009 A Markov chain with state space {0,…,N} and transition probabilities depending on the current state is studied. The chain can be considered as a discrete Ornstein-Uhlenbeck process. The probability that the process hits N before 0 is computed explicitly.
Mario Lefebvre, Jean-Luc Guilbault
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