Results 81 to 90 of about 2,627,544 (343)
Digital Methods for the Fatigue Assessment of Engineering Steels
Advanced Engineering Materials, Volume 27, Issue 8, April 2025.The use of engineering steels is often limited by their fatigue strength. In the sake of a faster product development, the fatigue behavior can be predicted by machine learning (ML). In this work, ML is applied on a heterogeneous database, covering a wide range of steel types.
Sascha Fliegener +7 more
wiley +1 more source
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options [PDF]
Seonmul yeonguThis study develops a novel method for mitigating credit risk through the use of structured derivatives, focusing in particular on the use of European put options as a strategic hedging tool. Inspired by the work of Merton (1974), our approach introduces
Constantin Siggelkow
doaj +1 more source
A Case‐Based Reasoning Approach to Model Manufacturing Constraints for Impact Extrusion
Advanced Engineering Materials, EarlyView.A hybrid modeling approach is presented that combines constraint‐based process modeling and case‐based reasoning. The model formalizes manufacturing constraints and integrates simulation data to model complex manufacturing processes. The approach supports manufacturability analysis during product design through an adaptive modeling environment.
Kevin Herrmann +5 more
wiley +1 more source
The Euler-Maruyama approximation for the absorption time of the CEV diffusion
, 2012 A standard convergence analysis of the simulation schemes for the hitting times of diffusions typically requires non-degeneracy of their coefficients on the boundary, which excludes the possibility of absorption.
A. N. Shiryaev +26 more
core +2 more sources
Advanced Engineering Materials, Volume 27, Issue 8, April 2025.A novel metadata schema is introduced to address the sparsity of microstructure‐sensitive mechanical data. The design follows the material modeling workflow, as each run results in the definition of unique data objects. The schema includes categorical elements to ensure findability, accessibility, interoperability, and reusability (FAIR). This approach
Ronak Shoghi, Alexander Hartmaier
wiley +1 more source
Black-Scholes option valuation for scientific computing students [PDF]
, 2004 Mathematical finance forms a modern, attractive source of examples and case studies for classes in scientific computation. I will show here how the Nobel Prize winning Black-Scholes option valuation theory can be used to motivate exercises in Monte Carlo
Higham, Desmond J.
core +1 more source
, 2005 We consider a general discrete-time financial market with proportional transaction costs as in [Kabanov, Stricker and R\'{a}sonyi Finance and Stochastics 7 (2003) 403--411] and [Schachermayer Math. Finance 14 (2004) 19--48].
Bouchard, Bruno, Pham, Huyên
core +2 more sources
Bioinspired Design of Isotropic Lattices with Tunable and Controllable Anisotropy
Advanced Engineering Materials, EarlyView.This study introduces nested isotropic lattices, integrating architectural elements like nesting orders and orientations inspired by bioarchitectures. The design enables tunable anisotropy across nine mono‐nest and twenty multi‐nest lattices with 252 parametric variations, demonstrating transitions from shear‐ to tensile‐compression‐dominant behaviors ...
Ramalingaiah Boda +2 more
wiley +1 more source
Brownian excursions outside a corridor and two-sided Parisian options [PDF]
, 2011 In this paper, we study the excursion time of a Brownian motion with drift outside a corridor by using a four states semi-Markov model. In mathematical finance, these results have an important application in the valuation of double barrier Parisian ...
Dassios, Angelos, Wu, Shanle
core
Advanced Engineering Materials, Volume 27, Issue 8, April 2025.The MaterialDigital initiative drives the digital transformation of material science by promoting findable, accessible, interoperable, and reusable principles and enhancing data interoperability. This article explores the role of scientific workflows, highlights challenges in their adoption, and introduces the Workflow Store as a key tool for sharing ...
Simon Bekemeier +37 more
wiley +1 more source