Results 51 to 60 of about 355,119 (383)

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

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   +3 more sources

Multimodal Mechanical Testing of Additively Manufactured Ti6Al4V Lattice Structures: Compression, Bending, and Fatigue

Advanced Engineering Materials, EarlyView.
In this experimental study, the mechanical properties of additively manufactured Ti‐6Al‐4V lattice structures of different geometries are characterized using compression, four point bending and fatigue testing. While TPMS designs show superior fatigue resistance, SplitP and Honeycomb lattice structures combine high stiffness and strength. The resulting
Klaus Burkart, Jonas Schmidt, Anastasiya Toenjes, Johanna Eisenträger   +3 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

Effective macroscopic dynamics of stochastic partial differential equations in perforated domains

, 2006
An effective macroscopic model for a stochastic microscopic system is derived. The original microscopic system is modeled by a stochastic partial differential equation defined on a domain perforated with small holes or heterogeneities.
Allaire G., Brahim‐Otsmane S., Briane M., Cioranescu D., Cioranescu D., Daomin Cao, Jinqiao Duan, Maso G. D., Timofte C., Wei Wang, Zhikov V. V., Zhikov V. V.   +11 more
core   +2 more sources

The Osgood condition for stochastic partial differential equations [PDF]

Bernoulli, 2019
We study the following equation \begin{equation*} \frac{\partial u(t,\,x)}{\partial t}= \Delta u(t,\,x)+b(u(t,\,x))+\sigma \dot{W}(t,\,x),\quad t>0, \end{equation*} where $\sigma$ is a positive constant and $\dot{W}$ is a space-time white noise.
Mohammud Foondun, E. Nualart
semanticscholar   +1 more source

Engineering Deformation and Failure in Diamond Triply Periodic Minimal Surface Lattices via 3D Wall‐Thickness Grading

Advanced Engineering Materials, EarlyView.
The work demonstrates that strategic wall‐thickness grading in diamond triply periodic minimal surface lattices enables precise tuning of deformation and failure behavior under compression. Different gradation patterns guide how and where the structure collapses, improving energy absorption or promoting controlled brittle failure.
Giovanni Rizza, Danilo Bruson, Manuela Galati, Luca Iuliano   +3 more
wiley   +1 more source

Variational Principles for Stochastic Soliton Dynamics

, 2016
We develop a variational method of deriving stochastic partial differential equations whose solutions follow the flow of a stochastic vector field.
Holm, DD, Tyranowski, TM
core   +1 more source

Integrability of Stochastic Birth-Death processes via Differential Galois Theory [PDF]

, 2019
Stochastic birth-death processes are described as continuous-time Markov processes in models of population dynamics. A system of infinite, coupled ordinary differential equations (the so-called master equation) describes the time-dependence of the ...
Acosta-Humanez, Primitivo B., Capitan, Jose A., Morales-Ruiz, Juan J.   +2 more
core   +2 more sources

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