Federico Cornalba

6 Publications

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[6]
2025 | Published | Journal Article | IST-REx-ID: 19027 | OA
Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics
F. Cornalba, J.L. Fischer, SIAM Journal on Numerical Analysis 63 (2025) 262–287.
[Published Version] View | Files available | DOI | arXiv
 
[5]
2024 | Published | Journal Article | IST-REx-ID: 14451 | OA
Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading
F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications 36 (2024) 617–637.
[Published Version] View | Files available | DOI | PubMed | Europe PMC | arXiv
 
[4]
2023 | Published | Journal Article | IST-REx-ID: 14554 | OA
The regularised inertial Dean' Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime
F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
[Published Version] View | Files available | DOI
 
[3]
2023 | Published | Journal Article | IST-REx-ID: 10551 | OA
The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles
F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
[Published Version] View | Files available | DOI | WoS | PubMed | Europe PMC | arXiv
 
[2]
2021 | Published | Journal Article | IST-REx-ID: 9240 | OA
Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions
F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
[Published Version] View | Files available | DOI | WoS
 
[1]
2020 | Published | Journal Article | IST-REx-ID: 7637 | OA
From weakly interacting particles to a regularised Dean-Kawasaki model
F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
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6 Publications

Mark all

[6]
2025 | Published | Journal Article | IST-REx-ID: 19027 | OA
Multilevel Monte Carlo methods for the Dean–Kawasaki equation from fluctuating hydrodynamics
F. Cornalba, J.L. Fischer, SIAM Journal on Numerical Analysis 63 (2025) 262–287.
[Published Version] View | Files available | DOI | arXiv
 
[5]
2024 | Published | Journal Article | IST-REx-ID: 14451 | OA
Multi-objective reward generalization: Improving performance of Deep Reinforcement Learning for applications in single-asset trading
F. Cornalba, C. Disselkamp, D. Scassola, C. Helf, Neural Computing and Applications 36 (2024) 617–637.
[Published Version] View | Files available | DOI | PubMed | Europe PMC | arXiv
 
[4]
2023 | Published | Journal Article | IST-REx-ID: 14554 | OA
The regularised inertial Dean' Kawasaki equation: Discontinuous Galerkin approximation and modelling for low-density regime
F. Cornalba, T. Shardlow, ESAIM: Mathematical Modelling and Numerical Analysis 57 (2023) 3061–3090.
[Published Version] View | Files available | DOI
 
[3]
2023 | Published | Journal Article | IST-REx-ID: 10551 | OA
The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles
F. Cornalba, J.L. Fischer, Archive for Rational Mechanics and Analysis 247 (2023).
[Published Version] View | Files available | DOI | WoS | PubMed | Europe PMC | arXiv
 
[2]
2021 | Published | Journal Article | IST-REx-ID: 9240 | OA
Well-posedness for a regularised inertial Dean–Kawasaki model for slender particles in several space dimensions
F. Cornalba, T. Shardlow, J. Zimmer, Journal of Differential Equations 284 (2021) 253–283.
[Published Version] View | Files available | DOI | WoS
 
[1]
2020 | Published | Journal Article | IST-REx-ID: 7637 | OA
From weakly interacting particles to a regularised Dean-Kawasaki model
F. Cornalba, T. Shardlow, J. Zimmer, Nonlinearity 33 (2020) 864–891.
[Preprint] View | DOI | Download Preprint (ext.) | WoS | arXiv
 
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