Results 11 to 20 of about 179 (92)

Multiscale Geometric Integration of Deterministic and Stochastic Systems [PDF]

, 2011
In order to accelerate computations and improve long time accuracy of numerical simulations, this thesis develops multiscale geometric integrators. For general multiscale stiff ODEs, SDEs, and PDEs, FLow AVeraging integratORs (FLAVORs) have been ...
Tao, Molei
core   +1 more source

Multiscale Stochastic Volatility Asymptotics

, 2003
In this paper we propose to use a combination of regular and singular perturbations to analyze parabolic PDEs that arise in the context of pricing options when the volatility is a stochastic process that varies on several characteristic time scales.
Knut, Jean-pierre Fouque, George Papanicolaou, Knut Solna, Ronnie Sircar   +4 more
core   +1 more source

Disentangling Aleatoric and Epistemic Uncertainty in Physics‐Informed Neural Networks: Application to Insulation Material Degradation Prognostics

Advanced Intelligent Systems, EarlyView.
Physics‐Informed Neural Networks (PINNs) provide a framework for integrating physical laws with data. However, their application to Prognostics and Health Management (PHM) remains constrained by the limited uncertainty quantification (UQ) capabilities.
Ibai Ramirez, Jokin Alcibar, Joel Pino, Mikel Sanz, Jose I. Aizpurua   +4 more
wiley   +1 more source

Research progress and current status of dynamic wave propagation characteristics in rock mass: A review

Deep Underground Science and Engineering, EarlyView.
This review elucidates the velocity–dispersion–attenuation coupling mechanisms of wave propagation in rock masses, compares six representative models, and reveals how pressure, temperature, mineral composition, and anisotropy jointly control dynamic responses in complex geological media.
Jiajun Shu, Tao Li, Ruiqi Yuan, Yue Li, Bingni Wu, Bo Liu, Zhengding Deng, Galindo Rubén, Fausto Molina‐Gómez   +8 more
wiley   +1 more source

Some Results in Nonlinear PDEs: Large Deviations Problems, Nonlocal Operators, and Stability for Some Isoperimetric Problems [PDF]

, 2016
This thesis is concerned with various problems arising in the study of nonlinear elliptic PDE. It is divided into three parts. In the first part we consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a
Ghilli, Daria
core  

Stability Evaluation and Parametric Optimization of Coal‐Concrete Composite Bearing Systems Under Mine‐Water‐Induced Deterioration: Experiments and FEINN Analysis

Energy Science &Engineering, EarlyView.
Mine‐water immersion tests reveal pronounced coal weakening (vs. minor concrete degradation), identifying coal pillars as the stability‐limiting component in composite dams. A coupled FEINN framework quantifies extreme‐pressure stability and ranks multi‐parameter designs via a normalized multi‐indicator scheme, enabling optimized dam configuration for ...
He Wen, Hongchuan Dai, Guixin Zhang, Pengzhe Li, Tong Yang, Cang Gong, Renbo Gao   +6 more
wiley   +1 more source

Unveiling New Perspectives on the Hirota–Maccari System With Multiplicative White Noise

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT In this study, we delve into the stochastic Hirota–Maccari system, which is subjected to multiplicative noise according to the Itô sense. The stochastic Hirota–Maccari system is significant for its ability to accurately model how stochastic affects nonlinear wave propagation, providing valuable insights into complex systems like fluid dynamics
Mohamed E. M. Alngar, Khaled A. Gepreel, Reham M. A. Shohib, Yakup Yildirim   +3 more
wiley   +1 more source

Coexistence, crossover and extirpation in coalescent communities and ecotones

Oikos, EarlyView.
When two ecological communities come into contact, the strength of their mixing determines whether species coexist, extirpate, or extend their ranges. We present analytical formulas and simulations describing these transitions. Specifically, we derive abundance shifts upon community coalescence, identify the critical mixing strength leading to first ...
Martin Heidelman, Dervis Can Vural
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, Caio César Graciani Rodrigues, Peter Tankov   +2 more
wiley   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source