Results 51 to 60 of about 2,308,426 (220)

Neural Network‐Based Runtime Monitoring and Control for Unknown Nonlinear Systems

International Journal of Robust and Nonlinear Control, EarlyView.
ABSTRACT Real‐time system monitoring and stabilization become especially challenging when the system dynamics are unknown. This article introduces a novel design for monitoring and stabilizing unknown nonlinear systems with measurement noise. The design utilizes a generic modelling framework by decomposing the system into a known tunable linear ...
Jianglin Lan, Xianxian Zhao, Ron Patton
wiley   +1 more source

Adaptive harvesting of two trophic levels stabilises predator–prey dynamics. Simulations with Eurasian lynx and European roe deer

Wildlife Biology, EarlyView.
Europe has seen the recovery of many species of wild herbivores, which are now widespread across much of the continent. In addition, large carnivores are also recolonising many European countries. Most ungulates are managed through hunting, but natural predation can also have a significant influence in many areas.
Cécile A. E. Carpentier, Marco Heurich, Olivier Devineau, Olivier Gimenez, John D. C. Linnell   +4 more
wiley   +1 more source

Modelling the effect of temperature on species coexistence

Journal of Animal Ecology, EarlyView.
This study shows that pairwise coexistence is maximized when temperature balances competitive asymmetry, while the effects of warming depend on thermal response shape. By separating structural from model‐dependent predictions, it provides a general framework linking thermal biology, competition and coexistence under climate change. Abstract Temperature
Serguei Saavedra, Yuguang Yang, José Ignacio Arroyo, Christopher P. Kempes   +3 more
wiley   +1 more source

Every scientist a modeller? The promise and peril of AI‐assisted mechanistic models

Methods in Ecology and Evolution, EarlyView.
Abstract Mechanistic models, expressed as simulations that can be run and visualised, are a powerful way to understand biological and other systems. Building them, however, requires formulating mathematical or rule‐based descriptions and translating them into working code, skills that many ecologists and other disciplinary researchers do not have ...
Alex Sen Gupta
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

Numerical procedures for Volterra integral equations [PDF]

, 2017
This thesis investigates new finite difference methods for the numerical solution of Volterra integral ...
Weiss, Richard
core   +1 more source

Fredholm and Volterra nonlinear possibilistic integral equations

, 2021
In this paper we study the nonlinear functional equations obtained from the classical integral equations of Fredholm and of Volterra of second kind, by replacing there the linear Lebesgue integral with the nonlinear possibilistic integral.
IANCU, Ionuț T., GAL, Sorin G.
core   +1 more source

A novel approach to nonlinear fractional volterra integral equations

Acta Polytechnica
Nonlinear Fractional Volterra integral equations (FVIEs) of the first kind present challenges due to their intricate nature, combining fractional calculus and integral equations.
Mohammed Abdulshareef Hussein, Hassan Kamil Jassim   +1 more
doaj   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Regularity of backward stochastic volterra integral equations in Hilbert spaces

, 2010
This article investigates backward stochastic Volterra integral equations in Hilbert spaces. The existence and uniqueness of their adapted solutions is reviewed. We establish the regularity of the adapted solutions to such equations by means of Malliavin
Anh, Vo, Wilfried Grecksch, Yong, Jiongmin, Anh, Vo V., Vo V. Anh, Grecksch, Wilfried, Jiongmin Yong   +6 more
core   +1 more source