This study proposes a comprehensive strategy to optimize the operation of real-world gas pipeline networks and support decision-making. The goal is to improve environmental sustainability by ...

Learn about the APPSC Forest Beat Officer Syllabus 2025, including subject-wise topics, exam pattern, preparation tips & more ...

Quantum Dynamics and Nonlinear Schrödinger Equations Publication Trend The graph below shows the total number of publications each year in Quantum Dynamics and Nonlinear Schrödinger Equations.

This study applies a design method called linear quadratic regulator to tackle the containment control problem of discrete-time linear multi-agent systems over directed graphs. By solving an algebraic ...

Built-in graphing and calculators: Includes a graphing calculator and dedicated tools for solving integrals, derivatives, limits, quadratic equations, and more. AI tutoring experience: Offers an ...

The Langlands program has inspired and befuddled mathematicians for more than 50 years. A major advance has now opened up new ...

Using an advanced Monte Carlo method, Caltech researchers found a way to tame the infinite complexity of Feynman diagrams and ...

Learn about the Sikkim TET Syllabus 2025, including topic-wise syllabus, weightage, preparation tips, and more on this page.

This paper considers a class of distributed quadratic optimization problem under an undirected and connected graph. Different from most of the existing distributed optimization works that consider the ...

A clever method from Caltech researchers now makes it possible to unravel complex electron-lattice interactions, potentially transforming how we understand and design quantum and electronic materials.

Since the solution of a linear equation ax = b does not use anything more than a division, it hardly belongs to the algebraic theory of equations; it is therefore appropriate to begin our discussion ...

We will give an introduction to minimal variance hedging as an example of quadratic hedging. When it comes to risk assessment, the course introduces risk measures, both statically and dynamically.