Results 21 to 30 of about 141 (99)
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
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
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
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Recent results have shown that domain‐uniform stabilizability and detectability imply spatial exponential decay of perturbations in optimally controlled hyperbolic PDEs on one‐dimensional domains. This domain‐uniform stabilizability and detectability can be achieved only if the control domain is distributed over the whole spatial domain such ...
Benedikt Oppeneiger
wiley +1 more source
Inverse problems for semilinear elliptic PDE with a general nonlinearity a(x,u)$a(x,u)$
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract This article studies the inverse problem of recovering a nonlinearity in an elliptic equation Δu+a(x,u)=0$\Delta u + a(x,u) = 0$ from boundary measurements of solutions. Previous results based on first‐order linearization achieve this under a sign condition on ∂ua(x,u)$\partial _u a(x,u)$, and results based on higher order linearization ...
David Johansson +2 more
wiley +1 more source
Numerical Methods for Partial Differential Equations, Volume 42, Issue 5, September 2026.ABSTRACT In this work, we present an extension of the semi‐discrete Lagrangian‐Eulerian numerical scheme for diffusive‐dispersive conservation law problems, including a jump discontinuous flux function. As in the one‐dimensional scalar hyperbolic case, the no‐flow curves also organize the geometry of the method.
Eduardo Abreu +2 more
wiley +1 more source
Model Predictive Control of Gas Networks Based on Port‐Hamiltonian Formulations
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 3, September 2026.ABSTRACT To efficiently compute optimal compressor actions in gas networks, we investigate port‐Hamiltonian models consisting of linear and a nonlinear model assumptions. The control actions are derived via adjoint‐based gradients that incorporate the constraints of the underlying optimization problem. We then present results from the implementation of
Andres Ortegón‐Villacorte +1 more
wiley +1 more source
British Journal of Pharmacology, Volume 183, Issue 18, Page 5476-5495, September 2026.Background and Purpose Metabolic dysfunction‐associated steatohepatitis (MASH) is linked to activation of hepatic stellate cells (HSCs) to α‐smooth muscle actin–positive myofibroblasts that produce collagen and proinflammatory cytokines. Quiescent HSCs express the NO‐cGMP signalling axis.
Krithika Rajeeth +14 more
wiley +1 more source
International Journal for Numerical Methods in Engineering, Volume 127, Issue 15, 15 August 2026.ABSTRACT Fluid‐filled phase‐field fracture simulations require robust, scalable solvers that can handle strongly nonlinear, non‐smooth mechanics and tightly coupled flow on locally refined meshes. In this work, we develop an adaptive finite element framework for quasi‐static, fluid‐filled phase‐field fractures that combines semi‐smooth Newton methods ...
Leon M. Kolditz +3 more
wiley +1 more source