Results 161 to 170 of about 9,235 (294)
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation [PDF]
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs.
Michel Fournié +2 more
core
Structural Concrete, EarlyView.Abstract Compression field approaches such as the Cracked Membrane Model with fixed, interlocked cracks (CMM‐F) are efficient tools for the mechanical modeling of reinforced concrete elements, providing the mechanical model σ=fε$$ \boldsymbol{\upsigma} =f\left(\boldsymbol{\upvarepsilon} \right) $$ required for finite element analyses.
Andreas Näsbom +2 more
wiley +1 more source
Simple and detailed modeling of corrosion‐affected slender shear critical RC beams
Structural Concrete, EarlyView.Abstract The corrosion of steel bars compromises both the safety and the serviceability of reinforced concrete (RC) structures. Consequently, reliable tools are required to estimate the detrimental effects of corrosion on the structural response of RC members subjected to transverse loads.
Nino Spinella, Pier Paolo Rossi
wiley +1 more source
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT This paper proposes a boundary control method for nonlinear distributed parameter systems (DPSs) with limited boundary measurements (BMs), as typically encountered in networked cyber‐physical processes with spatially distributed dynamics such as thermal and biomedical diffusion systems.
Yanlin Li +5 more
wiley +1 more source
Fatigue &Fracture of Engineering Materials &Structures, EarlyView.ABSTRACT In this study, the fracture response of polypropylene (PP) was assessed using J‐integral evaluation, J‐R curve construction, and fractography examination. J‐R and load–displacement curves were analyzed to determine critical loads and estimate J‐integral values based on standards established for polymer fracture testing, which led to the ...
N. Choupani +3 more
wiley +1 more source
Renormalized solutions for nonlinear parabolic equations with general measure data
Electronic Journal of Differential Equations, 2018 We prove the existence of parabolic initial boundary value problems of the type $$\displaylines{ u_t-\text{div}(a_{\epsilon}(t,x,u_{\epsilon},\nabla u_{\epsilon})) =\mu_{\epsilon}\quad\text{in }Q:=(0,T)\times\Omega,\cr u_{\epsilon}=0\quad\text{on }(0,
Mohammed Abdellaoui, Elhoussine Azroul
doaj
On stochastic differential equations and a generalised Burgers equation
, 2012 In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial differential equations of Burgers type. Un- der certain conditions, we derive a generalised Burgers equation from a stochastic differential equation.
Wu, JiangLun, Yang, Wei
core
Random Carbon Tax Policy and Investment Into Emission Abatement Technologies
Mathematical Finance, EarlyView.ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri +2 more
wiley +1 more source
The Optimal Mean–Variance Selling Problem With Finite Horizon
Mathematical 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
Brain strain: Blood flow and metabolism in environmental extremes
Experimental Physiology, EarlyView.Abstract This narrative review compares and contrasts the most commonly encountered environmental stressors on human cerebrovascular functioning. From high altitude and space, extreme apnoea, heat and cold stress, the impact of these stressors on the regulation of cerebral blood flow (CBF) and oxygen metabolism (CMRO2${\mathrm{CM}}{{\mathrm{R}}_ ...
Dario Vrdoljak +3 more
wiley +1 more source