SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0) [PDF]
In application of mathematical finance to practical problems, weak approximation of stochastic differential equations (SDEs) is one of the most important themes.In probabilistic approach to this problem, the Euler-Maruyama scheme which is a first-order ...
Mariko Ninomiya
core
Stochastic differential utility as the continuous-time limit of recursive utility [PDF]
, 2013 We establish a convergence theorem that shows that discrete-time recursive utility, as developed by Kreps and Porteus (1978), converges to stochastic differential utility, as introduced by Dufffie and Epstein (1992), in the continuous-time limit of ...
Seifried, Frank Thomas, Kraft, Holger
core +1 more source
Advanced Materials, EarlyView.A fully flexible ion‐gel‐gated graphene‐channel transistor driven by a triboelectric nanogenerator enables self‐powered tactile sensing and synaptic learning. Mimicking spike‐rate‐dependent plasticity, the device exhibits frequency‐selective potentiation and depression, supporting rate‐coded neuromorphic computation even under flex.
Hanseong Cho +3 more
wiley +1 more source
Approximation Results for Preemptive Stochastic Online Scheduling
We present first constant performance guarantees for preemptive stochastic scheduling to minimize the sum of weighted completion times. For scheduling jobs with release dates on identical parallel machines we derive policies with a guaranteed performance
Megow, Nicole, Vredeveld, Tjark
core +2 more sources
Probabilistic threshold analysis by pairwise stochastic approximation for decision-making under uncertainty. [PDF]
Sci Rep, 2021 Goda T, Yamada Y.
europepmc +1 more source
All‐Optical Reconfigurable Physical Unclonable Function for Sustainable Security
Advanced Materials, EarlyView.An all‐optical reconfigurable physical unclonable function (PUF) is demonstrated using plasmonic coupling–induced sintering of optically trapped gold nanoparticles, where Brownian motion serves as a robust entropy source. The resulting optical PUF exhibits high encoding density, strong resistance to modeling attacks, and practical authentication ...
Jang‐Kyun Kwak +4 more
wiley +1 more source
Energies, 2014 This paper provides a model-free approach based on the Multi-Resolution Simultaneous Perturbation Stochastic Approximation (MR-SPSA) for maximizing power production of wind farms.
Mohd Ashraf Ahmad +2 more
doaj +1 more source
Model Personalization in Behavioral Interventions using Model-on-Demand Estimation and Discrete Simultaneous Perturbation Stochastic Approximation. [PDF]
Proc Am Control Conf, 2022 Kha RT, Rivera DE, Klasnja P, Hekler E.
europepmc +1 more source
Inverse Design of Amorphous Materials With Targeted Properties
Advanced Materials, EarlyView.AMDEN is a diffusion model framework for the inverse design of amorphous materials with targeted properties. By incorporating Hamiltonian Monte Carlo refinement into the denoising process, the framework overcomes the challenge of generating thermally relaxed disordered structures.
Jonas A. Finkler +4 more
wiley +1 more source
A stochastic approximation expectation maximization algorithm for estimating Ramsay-curve three-parameter normal ogive model with non-normal latent trait distributions. [PDF]
Front Psychol, 2022 Cui Y +5 more
europepmc +1 more source