Results 111 to 120 of about 501,741 (285)

Crack Process Investigation in Gears Under Single Tooth Bending Fatigue Condition Using Infrared Thermography and 3D XFEM Numerical Models

open access: yesFatigue &Fracture of Engineering Materials &Structures, EarlyView.
ABSTRACT The present study proposes a combined approach of infrared thermography and 3D XFEM numerical models for crack process investigation in mechanical components such as gears. Over the years, fatigue crack analysis based on energy dissipations in the form of heat generated during fatigue tests has been widely reported, although mainly limited to ...
Luca Corsaro   +3 more
wiley   +1 more source

Multivariate Lagrange Interpolation at Sinc Points Error Estimation and Lebesgue Constant

open access: yes, 2016
This paper gives an explicit construction of multivariate Lagrange interpolation at Sinc points. A nested operator formula for Lagrange interpolation over an $m$-dimensional region is introduced.
Maha Youssef, H. El-Sharkawy, G. Baumann
semanticscholar   +1 more source

The Lagrange interpolation formula and Stirling numbers [PDF]

open access: yesProceedings of the American Mathematical Society, 1960
and the formulas may be used to extend the definition of Si(n, k) and S2(n, k) for arbitrary real n. In a previous paper [2] the writer has proved several apparently new formulas relating the two kinds of Stirling numbers to each other. Carlitz [1 ] has generalized these results in part as follows.
openaire   +2 more sources

Optimal Lagrange interpolation by quartic C¹ splines on triangulations [PDF]

open access: yes, 2007
We develop a local Lagrange interpolation scheme for quartic C1 splines on triangulations. Given an arbitrary triangulation Δ, we decompose Δ into pairs of neighboring triangles and add “diagonals” to some of these pairs. Only in exceptional cases, a few
Zeilfelder, Frank   +11 more
core   +1 more source

The Incentive Virtues of Performance‐Based Trade Allowances and Loss Leading

open access: yesThe Journal of Industrial Economics, EarlyView.
ABSTRACT A retailer can boost demand for a manufacturer's product through non‐verifiable activities. Performance‐based trade allowances—rebates conditional on the retailer's successful sales efforts—help mitigate this moral hazard problem. In equilibrium, the wholesale contract includes a retail price set below cost, complemented by a rebate for ...
David Martimort, Jérôme Pouyet
wiley   +1 more source

Numerical solution of potential problems using radial basis reproducing kernel particle method

open access: yesResults in Physics, 2019
The paper presents the radial basis reproducing kernel particle method (RRKPM) for potential problems. The proposed RRKPM can eliminate the negative effect of different reproducing kernel functions (RKF) on computational stability and accuracy.
Hongfen Gao, Gaofeng Wei
doaj   +1 more source

q-identities from Lagrange and Newton interpolation [PDF]

open access: yes, 2003
Combining Newton and Lagrange interpolation, we give q-identities which generalize results of Van Hamme, Uchimura, Dilcher, and ...
Lascoux, Alain   +3 more
core   +1 more source

Dynamic capital allocation in general insurance

open access: yesJournal of Risk and Insurance, EarlyView.
Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo   +2 more
wiley   +1 more source

An Application of Biregularity to Quaternionic Lagrange Interpolation [PDF]

open access: yesAIP Conference Proceedings, 2008
We revisit the concept of totally analytic variable of one quaternionic variable introduced by Delanghe [1] and its application to Lagrange interpolation by Guerlebeck and Sprossig [2]. We consider left‐regular functions in the kernel of the Cauchy‐Riemann operator D = 2(∂∂z1+j∂∂z2) = ∂∂x0+i∂∂x1+j∂∂x2−k∂∂x3. For every imaginary unit p∈S2, let Cp = 〈1,p〉
openaire   +2 more sources

The Optimal Mean–Variance Selling Problem With Finite Horizon

open access: yesMathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson   +2 more
wiley   +1 more source

Home - About - Disclaimer - Privacy