Results 51 to 60 of about 2,755,023 (338)
This article presents a solver‐agnostic domain‐specific language (DSL) for computational structural mechanics that strengthens interoperability in virtual product development. Using a hierarchical data model, the DSL enables seamless exchange between diverse simulation tools and numerical methods.
Martin Rädel +3 more
wiley +1 more source
In this paper, we consider the initial-boundary value problem of two-dimensional isentropic compressible Navier–Stokes equations with vacuum on the square domain.
Wei Li, Zhaoyang Shang, Fuquan Tang
doaj +1 more source
Stability of central finite difference schemes for the Heston PDE
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete ...
A Böttcher +14 more
core +1 more source
A wood‐based magnetic and conductive material called Magwood (MW), capable of blocking almost 99.99% of electromagnetic waves (in the X‐band frequency range), is synthesized using a simple, solvent‐free process. MW is lightweight, resists water, and is flame‐retardant, making it a promising alternative for shielding electronics. The rapid proliferation
Akash Madhav Gondaliya +3 more
wiley +1 more source
Enhancing Low‐Temperature Performance of Sodium‐Ion Batteries via Anion‐Solvent Interactions
DOL is introduced into electrolytes as a co‐solvent, increasing slat solubility, ion conductivity, and the de‐solvent process, and forming an anion‐rich solvent shell due to its high interaction with anion. With the above virtues, the batteries using this electrolyte exhibit excellent cycling stability at low temperatures. Abstract Sodium‐ion batteries
Cheng Zheng +7 more
wiley +1 more source
In this paper, we consider the global existence of strong solutions to the three-dimensional Boussinesq equations on the smooth bounded domain Ω. Based on the blow-up criterion and uniform estimates, we prove that the strong solution exists globally in ...
Zhaoyang Shang, Fuquan Tang
doaj +1 more source
The Calibration of Some Stochastic Volatility Models Used in Mathematical Finance
Stochastic volatility models are used in mathematical finance to describe the dynamics of asset prices. In these models, the asset price is modeled as a stochastic process depending on time implicitly defined by a stochastic differential Equation.
L. Fatone +3 more
semanticscholar +1 more source
The versatile precursor‐assisted soft sphere close packing during slot‐die coating is investigated with in situ X‐ray scattering. The soft crystallization pathways towards a close packing involve multistep structural transitions such as surface nucleation, in‐plane, and out‐of‐plane crystallization.
Guangjiu Pan +14 more
wiley +1 more source
The Role of Hellinger Processes in Mathematical Finance
This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
doaj +1 more source
Optimal stopping problems in mathematical finance [PDF]
This thesis is concerned with the pricing of American-type contingent claims. First, the explicit solutions to the perpetual American compound option pricing problems in the Black-Merton-Scholes model for financial markets are presented. Compound options
Rodosthenous, Neofytos
core

