Macroscopic Market Making Games
Mathematical Finance, Volume 36, Issue 2, Page 352-373, April 2026.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Homogenization With Guaranteed Bounds via Primal‐Dual Physically Informed Neural Networks
International Journal for Numerical Methods in Engineering, Volume 127, Issue 6, 30 March 2026.ABSTRACT Physics‐informed neural networks (PINNs) have shown promise in solving partial differential equations (PDEs) relevant to multiscale modeling, but they often fail when applied to materials with discontinuous coefficients, such as media with piecewise constant properties. This paper introduces a dual formulation for the PINN framework to improve
Liya Gaynutdinova +3 more
wiley +1 more source
Decadal Stability of Multi‐Scale Core‐Mantle Boundary in Core‐Reflections of Repeating Earthquakes
Geophysical Research Letters, Volume 53, Issue 5, 16 March 2026.Abstract Temporal changes near the core‐mantle boundary (CMB) would trigger insights into ongoing thermal and chemical interactions between the Earth's core and mantle. Here, we search for multidecadal temporal changes in the CMB topography and heterogeneity using waveform similarity analysis of core‐reflected phases (PcP, ScP, and ScS) from global ...
Tianyu Cui +5 more
wiley +1 more source
Inference of weak-form partial differential equations describing migration and proliferation mechanisms in wound healing experiments on cancer cells. [PDF]
PLoS Comput BiolSrivastava S +9 more
europepmc +1 more source
Accelerating Conjugate Gradient Solvers for Homogenization Problems With Unitary Neural Operators
International Journal for Numerical Methods in Engineering, Volume 127, Issue 5, 15 March 2026.ABSTRACT Rapid and reliable solvers for parametric partial differential equations (PDEs) are needed in many scientific and engineering disciplines. For example, there is a growing demand for composites and architected materials with heterogeneous microstructures.
Julius Herb, Felix Fritzen
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A variational framework for residual-based adaptivity in neural PDE solvers and operator learning. [PDF]
NPJ Artif IntellToscano JD +4 more
europepmc +1 more source
Breaking Barriers in High‐Order Spectral Methods: The Intrinsic Matrix Approach
International Journal for Numerical Methods in Engineering, Volume 127, Issue 5, 15 March 2026.ABSTRACT This paper introduces a unified framework in Hilbert spaces for applying high‐order differential operators in bounded domains using Chebyshev, Legendre, and Fourier spectral methods. By exploiting the banded structure of differentiation matrices and embedding boundary conditions directly into the operator through a scaling law relating ...
Osvaldo Guimarães, José R. C. Piqueira
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QEKI: A Quantum-Classical Framework for Efficient Bayesian Inversion of PDEs. [PDF]
Entropy (Basel)Yong J, Tang S.
europepmc +1 more source
International Journal for Numerical Methods in Engineering, Volume 127, Issue 5, 15 March 2026.ABSTRACT This work presents novel structure‐preserving formulations for stable model order reduction in the context of time‐domain room acoustics simulations. A solution to address the instability in conventional model order reduction formulations based on the Linearized Euler Equations is derived and validated through numerical experiments.
Satish Bonthu +4 more
wiley +1 more source
Partial differential equations in data science. [PDF]
Philos Trans A Math Phys Eng SciBertozzi AL +3 more
europepmc +1 more source