Results 151 to 160 of about 8,297,419 (289)
ON THE ALGEBRAIC SOLUTION OF FUZZY LINEAR SYSTEMS BASED ON INTERVAL THEORY
T. Allahviranloo, M. Ghanbari
semanticscholar +1 more source
This study presents an efficient method to compute polymer stress‐tensor components in viscoelastic laminar jet flows using models such as Oldroyd‐B, Giesekus, PTT, and FENE. By assuming a stationary and parallel flow, the methodology significantly reduces computational cost.
Rafael de Lima Sterza +3 more
wiley +1 more source
Unveiling solitary and twinning kink solitons in (2+1)-dimensional modified Zakharov-Kuznetsov equation arising in electronics. [PDF]
Al-Sawalha MM, Noor S, Shah R, Yasmin H.
europepmc +1 more source
We introduce an efficient open‐source numerical framework for the automated search for the placements of injection and production wells in hot fracture‐controlled reservoirs that sustainably optimize geothermal energy production. We model the reservoirs as discrete fracture networks in 3D. The fluid flow and heat transport in the reservoirs are modeled
Ondřej Pártl, Ernesto Meneses Rioseco
wiley +1 more source
Analytical evaluations using neural network-based method for wave solutions of combined Kairat-II-X differential equation in fluid mechanics. [PDF]
Zhou P +8 more
europepmc +1 more source
On the Solution of Algebraic Equations [PDF]
openaire +1 more source
Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Computer-assisted construction of Ramanujan-Sato series for 1 over π. [PDF]
Hemmecke R, Paule P, Radu CS.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Solution Bounds for Algebraic Equations in Control Theory
Popchev Ivan
doaj +1 more source

