Results 121 to 130 of about 1,952 (235)

Application of stochastic differential equations and real option theory in investment decision problems [PDF]

, 2011
This thesis contains a discussion of four problems arising from the application of stochastic differential equations and real option theory to investment decision problems in a continuous-time framework.
Chavanasporn, Walailuck
core  

The Role of Remittances and FDI for the Current Account: The Case of Cambodia

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper develops a small open economy real‐business‐cycle model to examine the dynamics of Cambodian current account. Differing from previous studies, our model incorporates both net foreign direct investment (FDI) and remittances as additional sources of macro‐economic fluctuations. Our results reveal that these two factors, especially FDI,
VEASNA KHENG, LEI PAN, XIAODONG FAN
wiley   +1 more source

Inductive Differential Constraint Method: Symbolic Regression‐Based Partial Differential Equation Regularization for Fatigue Crack Growth Prediction

International Journal for Numerical Methods in Engineering, Volume 127, Issue 15, 15 August 2026.
ABSTRACT This study introduces the inductive differential constraint method (IDCM), a data‐informed structural regularization framework that enhances neural network predictions under data‐scarce regimes by enforcing invariant differential structures extracted from simulation data.
Rekisei Ozawa, Yoshitaka Wada
wiley   +1 more source

Multi-Index Stochastic Collocation (MISC) for random elliptic PDEs [PDF]

, 2016
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over ...
Nobile, Fabio, Tamellini, Lorenzo, Haji Ali, Abdul Lateef, Tempone, Raul   +3 more
core  

A Novel Optimized Local Linearization Hybrid Block Method for Chaotic Systems: Applications to Stretch‐Twist‐Fold Flow and Bond Orbital Chaotic Attractors

Mathematical Methods in the Applied Sciences, Volume 49, Issue 12, Page 13148-13175, August 2026.
ABSTRACT The numerical approximation of nonlinear chaotic differential systems, such as the modified stretch‐twist‐fold (STF) flow and multi‐bond chaotic attractors, presents a significant challenge due to their sensitive dependence on initial conditions and complex dynamics where analytical solutions are unattainable.
Shina Daniel Oloniiju, Anastacia Dlamini
wiley   +1 more source

Stochastic Collocation With Kernel Density Estimation [PDF]

, 2011
The stochastic collocation method has recently received much attention for solving partial differential equations posed with uncertainty, i.e., where coefficients in the differential operator, boundary terms or right-hand sides are random fields.
Elman, Howard C., Miller, Christopher W.
core  

STOCHASTIC FINITE ELEMENT MODEL UPDATING BASED ON POLYNOMIAL CHAOTIC EXPANSION AND KL DIVERGENCE

Jixie qiangdu, 2021
Considering the influence of structural parameter uncertainty on response and the problem of large calculation of stochastic model updating, a stochastic finite element model updating method based on polynomial chaotic expansion and KL divergence is ...
XU ZeWei, PENG ZhenRui, ZHANG YaFeng, BAI Yu   +3 more
doaj  

Deep Energy Method for Large Deformation Analysis of Isotropic and Inhomogeneous Hyperelastic Ellipsoidal Pressurized Structures

International Journal for Numerical Methods in Engineering, Volume 127, Issue 14, 30 July 2026.
ABSTRACT The accurate prediction of displacement and stress fields in pressure vessels is essential for the safe and reliable design of these structures, particularly when dealing with nonlinear behavior such as that of hyperelastic functionally graded materials (FGMs).
Nasser Firouzi, Shaofan Li, Timon Rabczuk   +2 more
wiley   +1 more source

Walsh function-based numerical approach for nonlinear stochastic integral equations: Application to stochastic logistic models

Boundary Value Problems
The current research study proposes an efficient numerical method for obtaining an approximate solution to nonlinear stochastic integral equations implementing the collocation method and the Walsh operational matrices.
Prit Pritam Paikaray, Sanghamitra Beuria, Nigam Chandra Parida, Mohammad Izadi   +3 more
doaj   +1 more source

A Strictly Geostrophic Product of Sea‐Surface Velocities From the SWOT Fast‐Sampling Phase

Geophysical Research Letters, Volume 53, Issue 14, 28 July 2026.
Abstract While geostrophy remains the simplest and most practical balance to extract velocity information from sea‐surface height anomaly (SSHa), confusions remain within the oceanographic community to what extent this balance can be applied to altimetric observations with the launch of the Surface Water and Ocean Topography (SWOT) satellite. Given the
Takaya Uchida, Badarvada Yadidya, Vadim Bertrand, Jia‐Xuan (Julia) Chang, Brian K. Arbic, Jay F. Shriver, Julien Le Sommer   +6 more
wiley   +1 more source