Results 51 to 60 of about 351,513 (382)

Effective action for stochastic partial differential equations [PDF]

Physical Review E, 1999
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. In this paper we set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise.
Hochberg, David, Molina-París, Carmen, Pérez-Mercader, Juan, Visser, Matt   +3 more
openaire   +4 more sources

Characterization of Defect Distribution in an Additively Manufactured AlSi10Mg as a Function of Processing Parameters and Correlations with Extreme Value Statistics

Advanced Engineering Materials, EarlyView.
Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt, Varma Kvvssn, Hossein Laieghi, Zia Uddin, Peyman Ansari, E. Kıvanç Sadak, Can Barış Toprak, Hüseyin Kızıl, Enrico Salvati   +8 more
wiley   +1 more source

Controlled Reflected McKean–Vlasov SDEs and Neumann Problem for Backward SPDEs

Mathematics
This paper is concerned with the stochastic optimal control problem of a 1-dimensional McKean–Vlasov stochastic differential equation (SDE) with reflection, of which the drift coefficient and diffusion coefficient can be both dependent on the state of ...
Li Ma, Fangfang Sun, Xinfang Han
doaj   +1 more source

Strong approximation of monotone stochastic partial differential equations driven by white noise

IMA Journal of Numerical Analysis, 2020
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second-order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen–Cahn equation, driven by an additive space ...
Zhihui Liu, Zhonghua Qiao
semanticscholar   +1 more source

Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise

, 2017
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex.
Fuhrman, Marco, Hu, Ying, Tessitore, Gianmario   +2 more
core   +2 more sources

Structurally Colored Physically Unclonable Functions with Ultra‐Rich and Stable Encoding Capacity

Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.
This study reports a design strategy for generating bright‐field resolvable physically unclonable functions with extremely rich encoding capacity coupled with outstanding thermal and chemical stability. The optical response emerges from thickness‐dependent structural color formation in ZnO features, which are fabricated by physical vapor deposition ...
Abidin Esidir, Miaoning Ren, Sami Pekdemir, Mustafa Kalay, Nilgun Kayaci, Nail Gunaltay, Hakan Usta, Xian Huang, Mustafa Serdar Onses   +8 more
wiley   +1 more source

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate

Journal of Function Spaces, 2020
In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect ...
Shuang Li, Shican Liu, Yanli Zhou, Yonghong Wu, Xiangyu Ge   +4 more
doaj   +1 more source

On stochastic differential equations and a generalised Burgers equation [PDF]

, 2012
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation.
Wu, JiangLun, Yang, Wei
core  

Fractional Skyrmion Tubes in Chiral‐Interfaced 3D Magnetic Nanowires

Advanced Functional Materials, EarlyView.
In chiral 3D helical magnetic nanowires, the coupling between the geometric and magnetic chirality provides a way to create topological spin states like vortex tubes. Here, it is demonstrated how the breaking of this coupling in interfaced 3D nanowires of opposite chirality leads to even more complex topological spin states, such as fractional ...
John Fullerton, Naëmi Leo, Jakub Jurczyk, Claire Donnelly, Dédalo Sanz‐Hernández, Luka Skoric, Nicholas Mille, Stefan Stanescu, Donald A MacLaren, Rachid Belkhou, Aurelio Hierro‐Rodriguez, Amalio Fernández‐Pacheco   +11 more
wiley   +1 more source

Analytical solutions to the fractional stochastic (3 + 1) equation of fluids with gas bubbles using an extended auxiliary function method

Alexandria Engineering Journal
This work strives to study the impact of both the multiplicative Wiener process and spatial fractional derivatives on the solutions of (3+1) stochastic fractional partial differential equation describing the fluids with gas bubbles. Based on the complete
Mamdouh Elbrolosy, Mohammed Alhamud, Adel Elmandouh   +2 more
doaj   +1 more source