Results 31 to 40 of about 724 (154)

An efficient compact quadratic convex reformulation for general integer quadratic programs [PDF]

open access: yes, 2013
We address the exact solution of general integer quadratic programs with linear constraints. These programs constitute a particular case of mixed-integer quadratic programs for which we introduce in a general solution method based on quadratic convex ...
Lambert, Amélie   +2 more
core  

A Branch and Bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation [PDF]

open access: yes, 2014
Let (MQP) be a general mixed-integer quadratic program that consists of minimizing a quadratic function f(x) = x^TQx +c^Tx subject to linear constraints.
Lambert, Amélie   +2 more
core   +3 more sources

A Short‐Rate Model With Stochastic Long‐Term Mean and Volterra‐Type Memory: Risk Implications for Bonds and Option Pricing

open access: yesApplied Stochastic Models in Business and Industry, Volume 42, Issue 3, May/June 2026.
ABSTRACT Traditional short‐rate models introduce volatility directly into the instantaneous rate via Brownian shocks. However, empirical data suggest that short‐term interest rates exhibit smoother behavior than such models imply. We propose a two‐factor Gaussian short‐rate model in which the short rate is a deterministic exponential filter of a ...
Allan Jonathan da Silva
wiley   +1 more source

Efficient Energy‐Stable Discontinuous Galerkin Scheme for the Non‐Isothermal Cahn–Hilliard–Navier–Stokes Two‐Phase Fluid Flow System

open access: yesInternational Journal for Numerical Methods in Engineering, Volume 127, Issue 7, 15 April 2026.
ABSTRACT In this article, we propose a novel numerical framework for the non‐isothermal Cahn–Hilliard–Navier–Stokes two‐phase flow system, which couples the incompressible Navier–Stokes equations, the Cahn–Hilliard phase‐field equation, and the heat transport equation to capture temperature‐dependent two‐phase flow dynamics.
Guang‐An Zou   +4 more
wiley   +1 more source

Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs

open access: yesCommunications on Pure and Applied Mathematics, Volume 79, Issue 4, Page 1012-1072, April 2026.
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley   +1 more source

Toward Genuine Efficiency and Cluster Robustness of Preconditioned CG‐Like Eigensolvers

open access: yesNumerical Linear Algebra with Applications, Volume 33, Issue 2, April 2026.
ABSTRACT The locally optimal block preconditioned conjugate gradient (LOBPCG) method is a popular solver for large and sparse Hermitian eigenvalue problems. However, recently proposed alternatives for its single‐vector version LOPCG indicate certain problematic cases with less accurate preconditioners and clustered target eigenvalues.
Ming Zhou, Klaus Neymeyr
wiley   +1 more source

Tessellation Groups, Harmonic Analysis on Non‐Compact Symmetric Spaces and the Heat Kernel in View of Cartan Convolutional Neural networks

open access: yesFortschritte der Physik, Volume 74, Issue 4, April 2026.
ABSTRACT In this paper, we continue the development of the Cartan neural networks programme, launched with three previous publications, by focusing on some mathematical foundational aspects that we deem necessary for our next steps forward. The mathematical and conceptual results are diverse and span various mathematical fields, but the inspiring ...
Pietro Fré   +4 more
wiley   +1 more source

End‐to‐End Portfolio Optimization with Hybrid Quantum Annealing

open access: yesAdvanced Quantum Technologies, Volume 9, Issue 4, April 2026.
This works presents a hybrid quantum‐classical framework for portfolio optimization that combines quantum assisted asset selection and rebalancing with classical weight allocation. The approach processes real market data, embeds it into Quadratic Unconstrained Binary Optimization formulations, and evaluates performance within a unified workflow ...
Sai Nandan Morapakula   +5 more
wiley   +1 more source

Data‐Based Refinement of Parametric Uncertainty Descriptions

open access: yesInternational Journal of Robust and Nonlinear Control, Volume 36, Issue 6, Page 3210-3228, April 2026.
ABSTRACT We consider dynamical systems with a linear fractional representation involving parametric uncertainties which are either constant or varying with time. Given a finite‐horizon input‐state or input‐output trajectory of such a system, we propose a numerical scheme which iteratively improves the available knowledge about the involved constant ...
Tobias Holicki, Carsten W. Scherer
wiley   +1 more source

Function spaces for decoupling

open access: yesJournal of the London Mathematical Society, Volume 113, Issue 4, April 2026.
Abstract We introduce new function spaces LW,sq,p(Rn)$\mathcal {L}_{W,s}^{q,p}(\mathbb {R}^{n})$ that yield a natural reformulation of the ℓqLp$\ell ^{q}L^{p}$ decoupling inequalities for the sphere and the light cone. These spaces are invariant under the Euclidean half‐wave propagators, but not under all Fourier integral operators unless p=q$p=q$, in ...
Andrew Hassell   +3 more
wiley   +1 more source

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