Results 61 to 70 of about 20,766 (186)

New biosensors and transgenic mice for multiplex cGMP imaging

British Journal of Pharmacology, EarlyView.
Background and Purpose Cyclic guanosine monophosphate (cGMP) is a versatile second messenger that is important for human (patho‐)physiology and pharmacotherapy. Live‐cell imaging of cGMP with biosensors allows to elucidate its spatiotemporal dynamics in real time under close‐to‐native conditions. However, to monitor two separate cGMP pools or cGMP/cAMP
Markus Wolters, Martin Thunemann, Barbara Birk, Susanne Feil, Viacheslav O. Nikolaev, Moritz Lehners, Robert Feil   +6 more
wiley   +1 more source

Backward error analysis for multisymplectic discretizations of Hamiltonian PDEs

, 2004
Several recently developed multisymplectic schemes for Hamiltonian PDEs have been shown to preserve associated local conservation laws and constraints very well in long time numerical simulations.
Islas, Alvaro L., Schober, Constance M.
core   +1 more source

PDE4D and PDE3B orchestrate distinct cAMP microdomains in 3T3‐L1 adipocytes

British Journal of Pharmacology, EarlyView.
Basal conditions: •Ins/PDE3B lowers cytoplasmic cAMP (cyt‐cAMP) without affecting plasma membrane cAMP (pm‐cAMP). •Insulin decreases lipid droplet cAMP (LD‐cAMP) independent of PDE3B. •FGF1/PDE4D modestly reduces both cyt‐ and pm‐cAMP, while PDE4D alone can modulate LD‐cAMP. ISO stimulation: •Ins/PDE3B has minimal impact on cyt‐cAMP.
Johannes Krier, David Spähn, David Arturo Juarez Lopez, Judith L. Nono, Judith Seigner, Lisa Jacob, Siegfried Ussar, Robert Lukowski, Andreas L. Birkenfeld, Gencer Sancar   +9 more
wiley   +1 more source

Krylov projection methods for linear Hamiltonian systems

, 2018
We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy preservation. We discuss the connection to structure preserving model reduction. We illustrate the performance of
Celledoni, Elena, Li, Lu
core  

Computing Skinning Weights via Convex Duality

Computer Graphics Forum, EarlyView.
We present an alternate optimization method to compute bounded biharmonic skinning weights. Our method relies on a dual formulation, which can be optimized with a nonnegative linear least squares setup. Abstract We study the problem of optimising for skinning weights through the lens of convex duality.
J. Solomon, O. Stein
wiley   +1 more source

SDFs from Unoriented Point Clouds using Neural Variational Heat Distances

Computer Graphics Forum, EarlyView.
We propose a novel variational approach for computing neural Signed Distance Fields (SDF) from unoriented point clouds. We first compute a small time step of heat flow (middle) and then use its gradient directions to solve for a neural SDF (right). Abstract We propose a novel variational approach for computing neural Signed Distance Fields (SDF) from ...
Samuel Weidemaier, Florine Hartwig, Josua Sassen, Sergio Conti, Mirela Ben‐Chen, Martin Rumpf   +5 more
wiley   +1 more source

Functional divergence of protein kinase A regulatory subunit Iβ variants: the importance of N3A motifs in PKA regulation

The FEBS Journal, EarlyView.
The regulatory subunit RIβ of protein kinase A occurs in two variants that differ at residue 268 (A268 versus R268). This seemingly small substitution significantly changes cAMP sensitivity, basal kinase activity, and the dynamic behavior of the regulatory domains.
Maximilian Wallbott, Jui‐Hung Weng, Valeria Pane, Yuliang Ma, Jian Wu, Susan S. Taylor, Friedrich W. Herberg   +6 more
wiley   +1 more source

Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity

The Journal of Finance, EarlyView.
ABSTRACT We study the role of asset revaluation in the monetary transmission mechanism. We build an analytical heterogeneous‐agents model with two main ingredients: (i) rare disasters and (ii) heterogeneous beliefs. The model captures time‐varying risk premia and precautionary savings in a setting that nests the textbook New Keynesian model.
NICOLAS CARAMP, DEJANIR H. SILVA
wiley   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Reinforcement Learning for Jump‐Diffusions, With Financial Applications

Mathematical Finance, EarlyView.
ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley   +1 more source