Results 61 to 70 of about 15,258,586 (276)

On the Mean‐Field Limit of Consensus‐Based Methods

open access: yesMathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT Consensus‐based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivative free sampling method referred to as consensus‐based sampling (CBS). In this paper, we investigate the “mean‐field limit” of a class of consensus methods, including
Marvin Koß, Simon Weissmann, Jakob Zech
wiley   +1 more source

UNCONDITIONAL WELL-POSEDNESS FOR WAVE MAPS [PDF]

open access: yesJournal of Hyperbolic Differential Equations, 2012
We prove a uniqueness theorem for solutions to the wave map equation in the natural class, namely (u, ∂tu) ∈ C([0, T); Ḣd/2) × C1([0, T); Ḣd/2-1) in dimension d ≥ 4. This is achieved by estimating the difference of two solutions at a lower regularity level. In order to reduce to the Coulomb gauge, one has to localize the gauge change in suitable cones,
Planchon, Fabrice, Masmoudi, Nader
openaire   +2 more sources

Toward Super‐Resolution Reconstruction of Diffusion–Relaxation MRI Using Slice Excitation With Random Overlap (SERO)

open access: yesMagnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose Diffusion MRI probes tissue microstructure, but low SNR and limited resolution hinder detection of features and parameter estimates. We introduce slice excitation with random overlap (SERO), which enables variable repetition times (TRs) and diffusion weighting within a single shot.
Felix Mortensen   +7 more
wiley   +1 more source

LP Well-Posedness for Bilevel Vector Equilibrium and Optimization Problems with Equilibrium Constraints

open access: yesAbstract 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
doaj   +1 more source

Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function

open access: yesInternational Statistical Review, EarlyView.
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler   +3 more
wiley   +1 more source

Local well-posedness of isentropic compressible Navier–Stokes equations with vacuum [PDF]

open access: yesCommunications in Mathematical Sciences, 2019
In this paper, the local well-posedness of strong solutions to the Cauchy problem of the isentropic compressible Navier-Stokes equations is proved with the initial date being allowed to have vacuum.
Huajun Gong   +3 more
semanticscholar   +1 more source

Stability of energy-critical nonlinear Schrodinger equations in high dimensions

open access: yesElectronic Journal of Differential Equations, 2005
We develop the existence, uniqueness, continuity, stability, and scattering theory for energy-critical nonlinear Schrodinger equations in dimensions $n geq 3$, for solutions which have large, but finite, energy and large, but finite, Strichartz norms ...
Terence Tao, Monica Visan
doaj  

Measure‐valued processes for energy markets

open access: yesMathematical 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

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