Results 151 to 160 of about 356,435 (256)

Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]

open access: yes
We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core  

Research on Diaphragm Pump Fault Diagnosis Method Based on Res‐DCB‐Net

open access: yesAsia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT Nonstationary pressure pulsation signals of diaphragm pumps contain strong background noise and coupled characteristics. This makes it challenging to extract incipient fault features and to decouple faults with similar physical mechanisms. To address these limitations, this paper proposes a spatiotemporal fault diagnosis model named Res‐DCB ...
Jiahui Wang   +7 more
wiley   +1 more source

"An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options" [PDF]

open access: yes
This paper proposes a new approximation method for pricing barrier options with discrete monitoring under stochastic volatility environment. In particular, the integration-by-parts formula in Malliavin calculus is effectively applied in an asymptotic ...
Akihiko Takahashi, Toshihiro Yamada
core  

Hybrid Inertial–Centrifugal Gas–Liquid Separator: CFD‐Driven Optimization Using Coupled Discrete Phase and Wall‐Film Modeling With Response Surface Methodology

open access: yesAsia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT Efficient removal of liquid aerosols from compressed gas streams is essential in chemical and energy processes. Conventional separators relying on a single mechanism (inertial or centrifugal) struggle to capture both fine and coarse droplets simultaneously.
Son Ung Kang   +3 more
wiley   +1 more source

Residual Strength Prediction of Chemically Reactive Two‐Phase Nanofluid Flow in a Bingham–Papanastasiou Rheological Theory Using a Morlet‐Based Wavelet Neural Network Approach

open access: yesAsia-Pacific Journal of Chemical Engineering, EarlyView.
ABSTRACT The behavior of nanofluid flow involving a zero‐mass flux condition has received considerable interest because of a realistic scenario. In reality, this condition confines the optimistic accumulation or disappearance of nanoparticles past a sheet, constructing a more physically realistic demonstration through several applications, such as heat
Umair Khan   +3 more
wiley   +1 more source

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