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 [PDF]

, 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

Dictionary‐based weak‐form training for noise‐robust series hybrid models with multiplicative unknowns

AIChE Journal, EarlyView.
ABSTRACT Hybrid modeling combines first‐principles equations with a data‐driven subcomponent. Training for the data‐driven part is sensitive to measurement noise when training targets are constructed using pointwise time derivatives. Beyond differentiation errors, hybrid models involve solving an inverse problem to estimate the data‐driven term, which ...
Hangjun Cho, Akshay Kudva, Parth Shah, Dongheon Lee, Joseph Sang‐Il Kwon   +4 more
wiley   +1 more source

Singular Perturbations on Non-Smooth Boundary Problems in Finance [PDF]

, 2003
In this work we apply asymptotic analysis on compound options, American options, Asian options, and variance (or volatility) contracts in the context of stochastic volatility models. Singular perturbations are used mainly. A singular-regular perturbation
Han, Chuan-Hsiang
core  

Nanostructured Deep Eutectic Systems in Healthcare: From Bioactive Solvents to Intelligent Biointerfaces, Wearables, and AI‐Driven Design

Advanced NanoBiomed Research, EarlyView.
Beyond the green solvent paradigm, this review redefines Deep Eutectic Systems (DES) as programmable supramolecular nanoassemblies. We survey their biomedical convergence: stabilizing thermolabile mRNA to enable cold chain‐free logistics, reshaping transdermal microneedle delivery, enabling long‐term wearables via eutectogels, and utilizing Generative ...
Jeesu Moon, Min Seo Kim, Jae‐Seung Lee
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

Responsive nitric oxide‐releasing antibacterial materials for biofilm‐associated infections: Mechanisms, design strategies, and applications

Responsive Materials, EarlyView.
This review summarizes the recent progress in responsive NO‐releasing materials and their applications in biofilm‐associated infectious diseases. The design principles and response mechanisms are given to provide inspiration toward the future development of multi‐responsive NO‐releasing materials.
Wenyue Sun, Meiqi Li, Di Nan, Jiaqi Zhao, Yu Chen, Yao Gao, Shichen Zhang, Kirsten L. Van Landuyt, Manlin Qi   +8 more
wiley   +1 more source