Results 101 to 110 of about 351,513 (382)
Some recent progress in singular stochastic partial differential equations
Bulletin of the American Mathematical Society, 2019 . Stochastic partial differential equations are ubiquitous in mathematical modeling. Yet, many such equations are too singular to admit classical treatment.
Ivan Corwin, Hao Shen
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On the viscosity solutions of a stochastic differential utility problem [PDF]
We prove existence, uniqueness and gradient estimates of stochastic differential utility as a solution of the Cauchy problem for degenerate nonlinear partial differential equation.
Andrea Pascucci, Fabio Antonelli
core
Advanced Functional Materials, EarlyView.A W/NbOx/Pt memristor demonstrates the coexistence of volatile, non‐volatile, and threshold switching characteristics. Volatile switching serves as a reservoir computing layer, providing dynamic short‐term processing. Non‐volatile switching, stabilized through ISPVA, improves reliable long‐term readout. Threshold switching operates as a leaky integrate
Ungbin Byun, Hyesung Na, Sungjun Kim
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Stochastic solutions and singular partial differential equations
Communications in Nonlinear Science and Numerical Simulation, 2023 The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
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Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics
Advanced Functional Materials, EarlyView.Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha +18 more
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Pricing Parisian Option under a Stochastic Volatility Model
Journal of Applied Mathematics, 2014 We study the pricing of a Parisian option under a stochastic volatility model. Based on the manipulation problem that barrier options might create near barriers, the Parisian option has been designed as an extended barrier option. A stochastic volatility
Min-Ku Lee, Kyu-Hwan Jang
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A continuous time tug-of-war game for parabolic $p(x,t)$-Laplace type equations
, 2018 We formulate a stochastic differential game in continuous time that represents the unique viscosity solution to a terminal value problem for a parabolic partial differential equation involving the normalized $p(x,t)$-Laplace operator.
Heino, Joonas
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Advanced Functional Materials, EarlyView.This review highlights how machine learning (ML) algorithms are employed to enhance sensor performance, focusing on gas and physical sensors such as haptic and strain devices. By addressing current bottlenecks and enabling simultaneous improvement of multiple metrics, these approaches pave the way toward next‐generation, real‐world sensor applications.
Kichul Lee +17 more
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On a Fractional SPDE Driven by Fractional Noise and a Pure Jump Lévy Noise in ℝd
Abstract and Applied Analysis, 2014 We study a stochastic partial differential equation in the whole space x∈ℝd, with arbitrary dimension d≥1, driven by fractional noise and a pure jump Lévy space-time white noise. Our equation involves a fractional derivative operator. Under some suitable
Xichao Sun, Zhi Wang, Jing Cui
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Rigorous Derivation of the Degenerate Parabolic-Elliptic Keller-Segel System from a Moderately Interacting Stochastic Particle System. Part I Partial Differential Equation [PDF]
, 2023 Li Chen, Veniamin Gvozdik, Yue Li
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