Results 71 to 80 of about 226,154 (292)

Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes [PDF]

open access: yes, 2013
Fast pricing of American-style options has been a difficult problem since it was first introduced to financial markets in 1970s, especially when the underlying stocks' prices follow some jump-diffusion processes. In this paper, we propose a new algorithm
Ye, Fan, Zhou, Enlu, Zhu, Helin
core  

Surface Tension Measurement of Ti‐6Al‐4V by Falling Droplet Method in Oxygen‐Free Atmosphere

open access: yesAdvanced Engineering Materials, EarlyView.
In this article, the temperature‐dependent surface tension of free falling, oscillating Ti‐6Al‐4V droplets is investigated in both argon and monosilane doped, oxygen‐free atmosphere. Droplet temperature and oscillation are captured with one single high‐speed camera, and the surface tension is calculated with Rayleigh's formula.
Johannes May   +9 more
wiley   +1 more source

Compensation of Positioning Errors Caused by Tropospheric Wave Propagation in Wide-Area Multilateration Systems

open access: yesИзвестия высших учебных заведений России: Радиоэлектроника, 2020
Introduction. Wide area multilateration (WAM) systems are the main competitors of secondary surveillance radar (SSR) systems used in air traffic control (ATC).
A. A. Monakov, A. M. Mirolubov
doaj   +1 more source

A low multiplicative complexity fast recursive DCT-2 algorithm

open access: yes, 2012
A fast Discrete Cosine Transform (DCT) algorithm is introduced that can be of particular interest in image processing. The main features of the algorithm are regularity of the graph and very low arithmetic complexity.
Petrovsky, Alexander, Vashkevich, Maxim
core  

Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading

open access: yesAdvanced Engineering Materials, EarlyView.
The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley   +1 more source

A NEW ALGORITHM FOR COMPUTING COMPENSATED INCOME FROM ORDINARY DEMAND FUNCTIONS [PDF]

open access: yes
This paper proposes a REversible Second-ORder Taylor (RESORT) expansion of the expenditure function to compute compensated income from ordinary demand functions as an alternative to the algorithm proposed by Vartia.
Dumagan, Jesus C., Mount, Timothy D.
core   +1 more source

Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying

open access: yesAdvanced Engineering Materials, EarlyView.
An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara   +8 more
wiley   +1 more source

Bias-Compensated PNLMS Algorithm With Multi-Segment Function for Noisy Input

open access: yesIEEE Access
To address the estimation bias caused by ignoring input noise in existing adaptive filtering algorithms, a new proportionate-type algorithm is proposed in this paper.
Zhan Jin   +3 more
doaj   +1 more source

Accurate Evaluation of Polynomials in Legendre Basis

open access: yesJournal of Applied Mathematics, 2014
This paper presents a compensated algorithm for accurate evaluation of a polynomial in Legendre basis. Since the coefficients of the evaluated polynomial are fractions, we propose to store these coefficients in two floating point numbers, such as double ...
Peibing Du, Hao Jiang, Lizhi Cheng
doaj   +1 more source

Workflow for Design of Experiments‐Based Modeling of Species Transport and Growth Kinetics in GaN Hydride Vapor Phase Epitaxy

open access: yesAdvanced Engineering Materials, EarlyView.
A novel workflow for investigating hydride vapor phase epitaxy for GaN bulk crystal growth is proposed. It combines Design of experiments (DoE) with physical simulations of mass transport and crystal growth kinetics, serving as an intermediate step between DoE and experiments.
J. Tomkovič   +7 more
wiley   +1 more source

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