Interpolated Adaptive Linear Reduced Order Modeling for Deformation Dynamics
Abstract Linear reduced‐order modeling (ROM) is widely used for efficient simulation of deformation dynamics, but its accuracy is often limited by the fixed linearization of the reduced mapping. We propose a new adaptive strategy for linear ROM that allows the reduced mapping to vary dynamically in response to the evolving deformation state ...
Y. Tao, M. Chiaramonte, P. Fernandez
wiley +1 more source
The effect of laser pulse on nonlinear thermoelasticity using an advanced analytical method. [PDF]
Rabie WB +6 more
europepmc +1 more source
Measure‐valued processes for energy markets
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
Innovative Aboodh-based gractional analytical methods for nonlinear Burgers' partial differential equations. [PDF]
Iqbal N +6 more
europepmc +1 more source
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
The Emergence of Turing Instability and Pattern Formation in a Nonlinear Stochastic Spatiotemporal Epidemic Model with Reinfections. [PDF]
Singh AK +3 more
europepmc +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
Unveiling solitary and twinning kink solitons in (2+1)-dimensional modified Zakharov-Kuznetsov equation arising in electronics. [PDF]
Al-Sawalha MM, Noor S, Shah R, Yasmin H.
europepmc +1 more source
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
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
Complex soliton wave patterns of Gross-Pitaevskii systems: application in quantum and optical engineering. [PDF]
Bilal M +5 more
europepmc +1 more source

