Federico Cornalba
6 Publications
2025 | Published | Journal Article | IST-REx-ID: 19027 | 
Cornalba F, Fischer JL. Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics. SIAM Journal on Numerical Analysis. 2025;63(1):262-287. doi:10.1137/23M1617345
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2024 | Published | Journal Article | IST-REx-ID: 14451 |
Cornalba F, Disselkamp C, Scassola D, Helf C. Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Computing and Applications. 2024;36(2):617-637. doi:10.1007/s00521-023-09033-7
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2023 | Published | Journal Article | IST-REx-ID: 14554 |
Cornalba F, Shardlow T. The regularised inertial Dean’ Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime. ESAIM: Mathematical Modelling and Numerical Analysis. 2023;57(5):3061-3090. doi:10.1051/m2an/2023077
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2023 | Published | Journal Article | IST-REx-ID: 10551 |
Cornalba F, Fischer JL. The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles. Archive for Rational Mechanics and Analysis. 2023;247(5). doi:10.1007/s00205-023-01903-7
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| arXiv
2021 | Published | Journal Article | IST-REx-ID: 9240 |
Cornalba F, Shardlow T, Zimmer J. Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions. Journal of Differential Equations. 2021;284(5):253-283. doi:10.1016/j.jde.2021.02.048
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2020 | Published | Journal Article | IST-REx-ID: 7637 |
Cornalba F, Shardlow T, Zimmer J. From weakly interacting particles to a regularised Dean-Kawasaki model. Nonlinearity. 2020;33(2):864-891. doi:10.1088/1361-6544/ab5174
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Grants
6 Publications
2025 | Published | Journal Article | IST-REx-ID: 19027 |
Cornalba F, Fischer JL. Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics. SIAM Journal on Numerical Analysis. 2025;63(1):262-287. doi:10.1137/23M1617345
[Published Version]
View
| Files available
| DOI
| arXiv
2024 | Published | Journal Article | IST-REx-ID: 14451 |
Cornalba F, Disselkamp C, Scassola D, Helf C. Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Computing and Applications. 2024;36(2):617-637. doi:10.1007/s00521-023-09033-7
[Published Version]
View
| Files available
| DOI
| PubMed | Europe PMC
| arXiv
2023 | Published | Journal Article | IST-REx-ID: 14554 |
Cornalba F, Shardlow T. The regularised inertial Dean’ Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime. ESAIM: Mathematical Modelling and Numerical Analysis. 2023;57(5):3061-3090. doi:10.1051/m2an/2023077
[Published Version]
View
| Files available
| DOI
2023 | Published | Journal Article | IST-REx-ID: 10551 |
Cornalba F, Fischer JL. The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles. Archive for Rational Mechanics and Analysis. 2023;247(5). doi:10.1007/s00205-023-01903-7
[Published Version]
View
| Files available
| DOI
| WoS
| PubMed | Europe PMC
| arXiv
2021 | Published | Journal Article | IST-REx-ID: 9240 |
Cornalba F, Shardlow T, Zimmer J. Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions. Journal of Differential Equations. 2021;284(5):253-283. doi:10.1016/j.jde.2021.02.048
[Published Version]
View
| Files available
| DOI
| WoS
2020 | Published | Journal Article | IST-REx-ID: 7637 |
Cornalba F, Shardlow T, Zimmer J. From weakly interacting particles to a regularised Dean-Kawasaki model. Nonlinearity. 2020;33(2):864-891. doi:10.1088/1361-6544/ab5174
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv