Results 41 to 50 of about 11,498 (178)
Learning Metric Fields for Fast Low‐Distortion Mesh Parameterizations
Computer Graphics Forum, EarlyView.Abstract We present a fast and robust method for computing an injective parameterization with low isometric distortion for disk‐like triangular meshes. Harmonic function‐based methods, with their rich mathematical foundation, are widely used. Harmonic maps are particularly valuable for ensuring injectivity under certain boundary conditions. In addition,
G. Fargion, O. Weber
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Abstract and Applied Analysis, 2014 The purpose of this paper is introduce several types of Levitin-Polyak well-posedness for bilevel vector equilibrium and optimization problems with equilibrium constraints.
Phan Quoc Khanh +2 more
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A Class of Sixth Order Viscous Cahn-Hilliard Equation with Willmore Regularization in ℝ3
Mathematics, 2020 The main purpose of this paper is to study the Cauchy problem of sixth order viscous Cahn–Hilliard equation with Willmore regularization. Because of the existence of the nonlinear Willmore regularization and complex structures, it is difficult to obtain ...
Xiaopeng Zhao, Ning Duan
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Fatigue &Fracture of Engineering Materials &Structures, EarlyView.ABSTRACT The paper at hand presents a new numerical model based on experimental investigations of the low‐cycle fatigue behavior of the high‐strength aluminum alloy EN AW‐7020 T6. The developed plastic damage model is based on J2 plasticity with Charboche‐type mixed kinematic hardening blended with a suitable isotropic hardening.
Alireza Daneshyar +3 more
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Well-posedness and ill-posedness of the fifth-order modified KdV equation
Electronic Journal of Differential Equations, 2008 We consider the initial value problem of the fifth-order modified KdV equation on the Sobolev spaces. $$displaylines{ partial_t u - partial_x^5u + c_1partial_x^3(u^3) + c_2upartial_x upartial_x^2 u + c_3uupartial_x^3 u =0cr u(x,0)= u_0(x ...
Soonsik Kwon
doaj
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, EarlyView.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
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Systemic Robustness: A Mean‐Field Particle System Approach
Mathematical Finance, EarlyView.ABSTRACT This paper is concerned with the problem of capital provision in a large particle system modeled by stochastic differential equations involving hitting times, which arises from considerations of systemic risk in a financial network. Motivated by Tang and Tsai, we focus on the number or proportion of surviving entities that never default to ...
Erhan Bayraktar +3 more
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Remark on well-posedness and ill-posedness for the KdV equation
Electronic Journal of Differential Equations, 2010 We consider the Cauchy problem for the KdV equation with low regularity initial data given in the space $H^{s,a}(mathbb{R})$, which is defined by the norm $$ | varphi |_{H^{s,a}}=| langle xi angle^{s-a} |xi|^a widehat{varphi} |_{L_{xi}^2}.
Takamori Kato
doaj
On classical solutions and canonical transformations for Hamilton–Jacobi–Bellman equations
Bulletin of the London Mathematical Society, EarlyView.Abstract In this note, we show how canonical transformations reveal hidden convexity properties for deterministic optimal control problems, which in turn result in global existence of Cloc1,1$C^{1,1}_{loc}$ solutions to first‐order Hamilton–Jacobi–Bellman equations.
Mohit Bansil, Alpár R. Mészáros
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Transactions of the London Mathematical Society, Volume 12, Issue 1, December 2025.Abstract We study convergence problems for the intermediate long wave (ILW) equation, with the depth parameter δ>0$\delta > 0$, in the deep‐water limit (δ→∞$\delta \rightarrow \infty$) and the shallow‐water limit (δ→0$\delta \rightarrow 0$) from a statistical point of view.
Guopeng Li, Tadahiro Oh, Guangqu Zheng
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