no code implementations • 14 Mar 2024 • Carsten Hartmann, Philipp C. Böttcher, David Gross, Dirk Witthaut
Synchronization is essential for the operation of AC power systems: All generators in the power grid must rotate with fixed relative phases to enable a steady flow of electric power.
no code implementations • 5 Jul 2023 • Carsten Hartmann, Lorenz Richter
Nevertheless, it is evident that certain specifics of DL that could explain its success in applications demands systematic mathematical approaches.
no code implementations • 30 Jan 2023 • Ashkan Mansouri Yarahmadi, Michael Breuß, Carsten Hartmann
This is realized by employing heat maps produced by an optimized printing protocol simulation and used for training a specifically tailored recurrent neural network in terms of a long short-term memory architecture.
no code implementations • 16 Aug 2021 • Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita, Omar Kebiri
In this article we propose a $\alpha$-hypergeometric model with uncertain volatility (UV) where we derive a worst-case scenario for option pricing.
no code implementations • 9 Feb 2021 • Hafida Bouanani, Carsten Hartmann, Omar Kebiri
For systems with unknown diffusion coefficient, the underlying stochastic control problem admits an interpretation in terms of a stochastic differential equation driven by a G-Brownian motion.
Optimization and Control Probability 60G65 (Primary), 70K70, 93E20 (Secondary)
1 code implementation • 26 Jan 2019 • Carsten Hartmann, Omar Kebiri, Lara Neureither, Lorenz Richter
We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion.
Probability Optimization and Control 65C05 (primary), 65C30, 92C40 (secondary)
no code implementations • 17 Oct 2017 • Rania Rayyes, Daniel Kubus, Carsten Hartmann, Jochen Steil
Moreover, we exploit symmetries in the inverse statics mappings to drastically reduce the number of samples required for learning inverse statics models.