Results 71 to 80 of about 11,498 (178)
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 +3 more
wiley +1 more source
Journal of Applied Mathematics, 2012 The purpose of this paper is to investigate the problems of the well-posedness for a system of mixed quasivariational-like inequalities in Banach spaces.
L. C. Ceng, Y. C. Lin
doaj +1 more source
On Asymptotic Behaviors of Acoustic Waves Due to High‐Contrast Material Inclusions
Studies in Applied Mathematics, Volume 154, Issue 4, April 2025.ABSTRACT This paper investigates the asymptotic behaviors of time‐harmonic acoustic waves generated by an incident wave illuminating inhomogeneous medium inclusions with high‐contrast material parameters. We derive sharp asymptotic estimates and obtain several effective acoustic obstacle scattering models when the material parameters take extreme ...
Yueguang Hu, Hongyu Liu
wiley +1 more source
Cross-points in the Dirichlet-Neumann method I: well-posedness and convergence issues. [PDF]
Numer Algorithms, 2023 Chaudet-Dumas B, Gander MJ.
europepmc +1 more source
The three limits of the hydrostatic approximation
Journal of the London Mathematical Society, Volume 111, Issue 4, April 2025.Abstract The primitive equations are derived from the 3D Navier–Stokes equations by the hydrostatic approximation. Formally, assuming an ε$\varepsilon$‐thin domain and anisotropic viscosities with vertical viscosity νz=O(εγ)$\nu _z=\mathcal {O}(\varepsilon ^\gamma)$ where γ=2$\gamma =2$, one obtains the primitive equations with full viscosity as ε→0 ...
Ken Furukawa +5 more
wiley +1 more source
Local Well-Posedness to the Cauchy Problem for an Equation of the Nagumo Type. [PDF]
ScientificWorldJournal, 2022 Lizarazo V, De la Cruz R, Lizarazo J.
europepmc +1 more source
On well-posedness of the Cauchy problem for $p$-parabolic systems [PDF]
, 1987 Ahmed El-Fiky
openalex +1 more source
Opinion Dynamics of Two Populations With Time‐Delayed Coupling
Mathematical Methods in the Applied Sciences, Volume 48, Issue 5, Page 5731-5744, 30 March 2025.ABSTRACT We study a Hegselmann–Krause type opinion formation model for a system of two populations. The two groups interact with each other via subsets of individuals, namely, the leaders, and natural time delay effects are considered. By using careful estimates of the system's trajectories, we are able to prove an asymptotic convergence to consensus ...
Chiara Cicolani, Cristina Pignotti
wiley +1 more source
Reformulating the susceptible-infectious-removed model in terms of the number of detected cases: well-posedness of the observational model. [PDF]
Philos Trans A Math Phys Eng Sci, 2022 Campillo-Funollet E +4 more
europepmc +1 more source
Well-Posedness of One-Way Wave Equations and Absorbing Boundary Conditions [PDF]
, 1986 Lloyd N. Trefethen, Laurence Halpern
openalex +1 more source