Results 91 to 100 of about 2,159 (182)
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
Chaste: A test-driven approach to software development for biological modelling
, 2009 Chaste ('Cancer, heart and soft-tissue environment') is a software library and a set of test suites for computational simulations in the domain of biology.
Osborne, James M. +18 more
core +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
Breaking of a rod induced by wave propagation.
, 2014 The aim of this project is to visualize multiple failure of an inelastic rod, caused by wave propagating through the rod, as the result can be applied to a spaghetti where it commonly breaks into multiple pieces. By looking into the wave we will see that
Zhang, Erik
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Аналітичні методи проектування технологічних траєкторій предметів праці у фазовому просторі станiв [PDF]
, 2017 Purpose. The development of analytical methods for designing technological motion trajectories of objects of labour in the state space with the purpose of construction of closed PDE-models, used to describe the manufacturing system. Methodology.
Pihnastyi, O. M.
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To Move or Not to Move: When and How Bacteria Suppress Flagellar Motility
Molecular Microbiology, EarlyView.Motility cessation in bacteria is a key regulatory strategy that provides multiple survival advantages including enhanced community cooperation, niche adaptation and evasion of host immune responses. This process is controlled by associated mechanisms such as post‐translational modifications and second messenger signalling that stabilise non‐motile ...
Fatemeh Mohaghegh +2 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Using a multiscale computational model of left ventricular electromechanics, we investigated how sarcomere dynamics influence the end‐systolic pressure‐volume (ESPV) relationship in ejecting beats compared to isovolumetric beats.
Francesco Regazzoni +2 more
wiley +1 more source
Utility of local capillary supply indices: Insights from computational image‐based modelling
The Journal of Physiology, EarlyView.Abstract figure legend Local capillary distribution and fibre geometry influence oxygen availability in skeletal muscle. Image‐based modelling of tissue PO2${{P}_{{{{\mathrm{O}}}_2}}}$ shows that area‐based measures of capillary supply – the local capillary density (LCDi) and local maximum diffusion distance (Dmax,i) – most accurately represent the ...
Abdullah A. Al‐Shammari +6 more
wiley +1 more source
We present previously unknown phenomena which emerge in the large-times asymptotic behavior of solutions to initial-boundary-value problems (IBVP) for mixed-derivative PDE of Sobolev type formulated in domains with semi-infinite boundaries. Our discovery
Ozawa, Tohru, Chatziafratis, Andreas
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