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pro vyhledávání: '"65n06"'
Leveraged Exchange Traded Funds (LETFs), while extremely controversial in the literature, remain stubbornly popular with both institutional and retail investors in practice. While the criticisms of LETFs are certainly valid, we argue that their poten
Externí odkaz:
http://arxiv.org/abs/2412.05431
This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids, ensuring simplici
Externí odkaz:
http://arxiv.org/abs/2410.08042
This paper introduces a new pseudodifferential preconditioner for the Helmholtz equation in variable media with absorption. The pseudodifferential operator is associated with the multiplicative inverse to the symbol of the Helmholtz operator. This ap
Externí odkaz:
http://arxiv.org/abs/2409.16172
When dealing with the steady-state multiscale radiative transfer equation (RTE) with heterogeneous coefficients, spatially localized low-rank structures are present in the angular space. This paper introduces an adaptive tailored finite point scheme
Externí odkaz:
http://arxiv.org/abs/2408.08783
In particle systems, flocking refers to the phenomenon where particles' individual velocities eventually align. The Cucker-Smale model is a well-known mathematical framework that describes this behavior. Many continuous descriptions of the Cucker-Sma
Externí odkaz:
http://arxiv.org/abs/2407.18717
In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the Hamilton--Jacobi--Bellman e
Externí odkaz:
http://arxiv.org/abs/2407.14675
Autor:
Bensiali, Bouchra, Liandrat, Jacques
This paper studies the $d$-dimensional extension of a fictitious domain penalization technique that we previously proposed for Neumann or Robin boundary conditions. We apply Droniou's approach for non-coercive linear elliptic problems to obtain the e
Externí odkaz:
http://arxiv.org/abs/2407.12712
Surfactants that are deposited at aqueous liquid films have the ability to generate surface tension gradients at the air-water interface, and thereby induce Marangoni flow. Combined with the production and depletion of surfactants at different locati
Externí odkaz:
http://arxiv.org/abs/2407.11868
Autor:
Huang, Weizhang, Shen, Jinye
In the finite difference approximation of the fractional Laplacian the stiffness matrix is typically dense and needs to be approximated numerically. The effect of the accuracy in approximating the stiffness matrix on the accuracy in the whole computa
Externí odkaz:
http://arxiv.org/abs/2407.07199
We present a simple algorithm to approximate the viscosity solution of Hamilton-Jacobi (HJ) equations by means of an artificial deep neural network. The algorithm uses a stochastic gradient descent-based method to minimize the least square principle
Externí odkaz:
http://arxiv.org/abs/2406.10758