Results 91 to 100 of about 9,750 (263)
Advanced Engineering Materials, EarlyView.A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer +3 more
wiley +1 more source
Portfolio rebalancing error with jumps and mean reversion in asset prices
Stochastic Systems, 2011 We analyze the error between a discretely rebalanced portfolio and its continuously rebalanced counterpart in the presence of jumps or mean-reversion in the underlying asset dynamics.
Xingbo Xu, Paul Glasserman
doaj
Advanced Engineering Materials, EarlyView.The thermal diffusivity of MgO‐C refractories is highly sensitive to sample preparation and processing procedures. In this article, the effects of coking sequence, machining conditions, structural inhomogeneity, and graphite coating application on measurements using laser flash apparatus are systematically investigated.
Luyao Pan +4 more
wiley +1 more source
Most Probable Dynamics of the Single-Species with Allee Effect under Jump-Diffusion Noise
MathematicsWe explore the most probable phase portrait (MPPP) of a stochastic single-species model incorporating the Allee effect by utilizing the nonlocal Fokker–Planck equation (FPE). This stochastic model incorporates both non-Gaussian and Gaussian noise sources.
Almaz T. Abebe +3 more
doaj +1 more source
Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations
Complexity, 2017 A continuous-time portfolio selection with options based on risk aversion utility function in financial market is studied. The different price between sale and purchase of options is introduced in this paper. The optimal investment-consumption problem is
Wei Yan
doaj +1 more source
Advanced Engineering Materials, EarlyView.It is shown that laser ablation pretreatment under oxygen‐free conditions enables copper–aluminium bonding at significantly lower deformation degrees and improved properties compared to mechanical brushing. Laser ablation further increases interface contact area and induces favourable residual stress states and microstructural compatibility ...
Khemais Barienti +11 more
wiley +1 more source
Modeling and Optimal Control of Infectious Diseases
MathematicsWe propose a stochastic model of infectious disease transmission that is more realistic than those found in the literature. The model is based on jump-diffusion processes.
Mario Lefebvre
doaj +1 more source
Advanced Engineering Materials, EarlyView.Low‐cycle fatigue damage in Mn–Mo–Ni reactor pressure vessel steel is examined using a combined electron backscatter diffraction and positron annihilation lifetime spectroscopy approach. The study correlates texture evolution, dislocation substructure development, and vacancy‐type defect formation across uniform, necked, and fracture regions, providing
Apu Sarkar +2 more
wiley +1 more source
Wasserstein distance estimates for jump-diffusion processes
Stochastic Processes and their ApplicationsWe derive Wasserstein distance bounds between the probability distributions of a stochastic integral (Itô) process with jumps $(X_t)_{t\in [0,T]}$ and a jump-diffusion process $(X^\ast_t)_{t\in [0,T]}$. Our bounds are expressed using the stochastic characteristics of $(X_t)_{t\in [0,T]}$ and the jump-diffusion coefficients of $(X^\ast_t)_{t\in [0,T ...
Breton, Jean-Christophe +1 more
openaire +3 more sources
Advanced Engineering Materials, EarlyView.Creep experiments at 900°C on coarse‐grained steel‐ceramic composites containing recycled magnesia reveal that higher ceramic volume fractions significantly enhance the creep resistance. Detailed EBSD investigations identify subgrain formation in the steel matrix as the dominant deformation mechanism.
Moritz Müller +6 more
wiley +1 more source