Federico Cornalba
6 Publications
2025 | Published | Journal Article | IST-REx-ID: 19027 | 
Cornalba F, Fischer JL. 2025. Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics. SIAM Journal on Numerical Analysis. 63(1), 262–287.
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2024 | Published | Journal Article | IST-REx-ID: 14451 |
Cornalba F, Disselkamp C, Scassola D, Helf C. 2024. Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Computing and Applications. 36(2), 617–637.
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2023 | Published | Journal Article | IST-REx-ID: 14554 |
Cornalba F, Shardlow T. 2023. The regularised inertial Dean’ Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime. ESAIM: Mathematical Modelling and Numerical Analysis. 57(5), 3061–3090.
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2023 | Published | Journal Article | IST-REx-ID: 10551 |
Cornalba F, Fischer JL. 2023. The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles. Archive for Rational Mechanics and Analysis. 247(5), 76.
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2021 | Published | Journal Article | IST-REx-ID: 9240 |
Cornalba F, Shardlow T, Zimmer J. 2021. Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions. Journal of Differential Equations. 284(5), 253–283.
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2020 | Published | Journal Article | IST-REx-ID: 7637 |
Cornalba F, Shardlow T, Zimmer J. 2020. From weakly interacting particles to a regularised Dean-Kawasaki model. Nonlinearity. 33(2), 864–891.
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6 Publications
2025 | Published | Journal Article | IST-REx-ID: 19027 |
Cornalba F, Fischer JL. 2025. Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics. SIAM Journal on Numerical Analysis. 63(1), 262–287.
[Published Version]
View
| Files available
| DOI
| arXiv
2024 | Published | Journal Article | IST-REx-ID: 14451 |
Cornalba F, Disselkamp C, Scassola D, Helf C. 2024. Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Computing and Applications. 36(2), 617–637.
[Published Version]
View
| Files available
| DOI
| PubMed | Europe PMC
| arXiv
2023 | Published | Journal Article | IST-REx-ID: 14554 |
Cornalba F, Shardlow T. 2023. The regularised inertial Dean’ Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime. ESAIM: Mathematical Modelling and Numerical Analysis. 57(5), 3061–3090.
[Published Version]
View
| Files available
| DOI
2023 | Published | Journal Article | IST-REx-ID: 10551 |
Cornalba F, Fischer JL. 2023. The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles. Archive for Rational Mechanics and Analysis. 247(5), 76.
[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. 2021. Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions. Journal of Differential Equations. 284(5), 253–283.
[Published Version]
View
| Files available
| DOI
| WoS
2020 | Published | Journal Article | IST-REx-ID: 7637 |
Cornalba F, Shardlow T, Zimmer J. 2020. From weakly interacting particles to a regularised Dean-Kawasaki model. Nonlinearity. 33(2), 864–891.
[Preprint]
View
| DOI
| Download Preprint (ext.)
| WoS
| arXiv