Reducing Personalization Time and Energy Cost While Walking Outdoors with a Portable Exosuit
Rapid Real‐World Optimization! An AF‐based human‐in‐the‐loop optimization strategy rapidly personalizes a portable hip extension exosuit for incline walking. Real‐time Bayesian optimization of assistive force significantly reduces metabolic energy—up to 16.2%—while converging in just 3 min 24 s.
Kimoon Nam +7 more
wiley +1 more source
Enhanced geological prediction for tunnel excavation using full waveform inversion Integrating Sobolev space regularization with a quadratic penalty method [PDF]
Jiahang Li +3 more
openalex +2 more sources
Quadratic penalty method for intensity-based deformable image registration and 4DCT lung motion recovery. [PDF]
Castillo E.
europepmc +1 more source
Numerical analysis of a class of penalty discontinuous Galerkin methods for nonlocal diffusion problems [PDF]
Qiang Du +3 more
openalex +1 more source
The method of penalty functions in the analysis of optimal control problems of Navier — Stokes evolutionary systems with a spatial variable in a network-like domain [PDF]
Nataliya A. Zhabko +3 more
openalex +1 more source
Learning Highly Dynamic Skills Transition for Quadruped Jumping Through Constrained Space
A quadruped robot masters dynamic jumps through constrained spaces with animal‐inspired moves and intelligent vision control. This hierarchical learning approach combines imitation of biological agility with real‐time trajectory planning. Although legged animals are capable of performing explosive motions while traversing confined spaces, replicating ...
Zeren Luo +6 more
wiley +1 more source
Existence and boundedness of solutions for evolution variational inequalities with p(x,t)-growth
In this article, we study a class of evolution variational inequalities with p(x,t)-growth conditions on bounded domains. By means of the penalty method and Galerkin's approximation, we obtain the existence of weak solutions. Moreover, the boundedness
Mingqi Xiang, Yongqiang Fu, Binlin Zhang
doaj
American call option pricing under the KoBoL model with Poisson jumps
In the case of the KoBoL model with the jump process (KoBoLJ), the pricing problem of American call option is investigated in this paper. The pricing model of this kind of financial derivatives is a free boundary problem with a fractional-partial-integro-
Bing Feng, Congyin Fan
doaj +1 more source
Exact penalty method for minimizing of nonsmooth functions on convex sets
Vladimir V. Karelin +2 more
openalex +1 more source

