Results 41 to 50 of about 474 (215)

Abstract Functional Stochastic Evolution Equations Driven by Fractional Brownian Motion

open access: yesAbstract and Applied Analysis, 2014
We investigate a class of abstract functional stochastic evolution equations driven by a fractional Brownian motion in a real separable Hilbert space. Global existence results concerning mild solutions are formulated under various growth and compactness ...
Mark A. McKibben, Micah Webster
doaj   +1 more source

Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization

open access: yesAdvanced Engineering Materials, EarlyView.
Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier   +17 more
wiley   +1 more source

Feynman-Kac theorem in Hilbert spaces

open access: yesElectronic Journal of Differential Equations, 2014
In this article we study the relationship between solutions to Cauchy problems for the abstract stochastic differential equation $dX(t)=AX(t)dt + BdW(t)$ and solutions to Cauchy problems (backward and forward) for the infinite dimensional ...
Irina V. Melnikova   +1 more
doaj  

Stochastic Differential Games and a Unified Forward–Backward Coupled Stochastic Partial Differential Equation with Lévy Jumps

open access: yesMathematics
We establish a relationship between stochastic differential games (SDGs) and a unified forward–backward coupled stochastic partial differential equation (SPDE) with discontinuous Lévy Jumps. The SDGs have q players and are driven by a general-dimensional
Wanyang Dai
doaj   +1 more source

Effect of correlation on bond prices in short rate models of interest rates [PDF]

open access: yesMathematica Moravica, 2018
Short rate models of interest rates are formulated in terms of stochastic differential equations which describe the evoution of an instantaneous interest rate, called short rate.
Girová Zuzana, Stehíková Beáta
doaj  

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion

open access: yesAbstract and Applied Analysis, 2013
We consider the stochastic optimal control problems under G-expectation. Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al.
Zhonghao Zheng   +2 more
doaj   +1 more source

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

open access: yesAdvanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch   +3 more
wiley   +1 more source

Ontology‐Aligned Structuring and Reuse of Multimodal Materials Data and Workflows Toward Automatic Reproduction

open access: yesAdvanced Engineering Materials, EarlyView.
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari   +5 more
wiley   +1 more source

Inverse Identification of Energy‐Dependent Laser Absorptivity in NiTi Laser Powder‐Bed Fusion via Calibrated Melt Pool Simulation

open access: yesAdvanced Engineering Materials, EarlyView.
A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi   +3 more
wiley   +1 more source

Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces

open access: yesAbstract and Applied Analysis, 2013
The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
Xueping Zhu, Jianjun Zhou
doaj   +1 more source

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