Results 151 to 160 of about 8,297,419 (289)

Polymer Stress‐Tensor Calculation for a Laminar Submerged Viscoelastic Jet Flow Using Different Constitutive Models

open access: yesInternational Journal for Numerical Methods in Fluids, EarlyView.
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

Efficient Numerical Framework for Geothermal Energy Production Optimization in Fracture‐Controlled Reservoirs

open access: yesInternational Journal for Numerical Methods in Fluids, EarlyView.
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]

open access: yesSci Rep
Zhou P   +8 more
europepmc   +1 more source

On the Solution of Algebraic Equations [PDF]

open access: yesProceedings of the American Mathematical Society, 1959
openaire   +1 more source

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
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

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
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

open access: yesCybernetics and Information Technologies, 2014
Popchev Ivan
doaj   +1 more source

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