Results 71 to 80 of about 1,642 (193)
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
Research on embedded crack propagation law of pressure vessel under fatigue loading
四川大学学报. 自然科学版, 2021 This paper mainly focuses on the problem that is difficult to determine the geometric shape change of embedded crack propagation in pressure vessels. The stress intensity factor of crack front is obtained by using the methods of Newman and Raju, and the ...
XIE Yang, LONG Wei, ZHAO Bo, LIU Hua-Guo
doaj
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Data‐driven reduced‐order modeling is an essential component in the computer‐aided design of control systems. In this work, we present a novel symmetric Hermite formulation of the quadrature‐based balanced truncation algorithm that constructs linear reduced‐order models from evaluations of the full‐order system's transfer function and its ...
Sean Reiter, Steffen W. R. Werner
wiley +1 more source
Simultaneous Optimization of Design Layout and Material Properties in Reinforced Concrete Structures
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The sustainable transformation of the building sector requires the design of mechanically efficient civil engineering structures, the consideration of material properties in the design layout plays an important role in this context. Steel‐reinforced concrete is an anisotropic bi‐material composite, which represents one of the most popular ...
Daniela Masarczyk +2 more
wiley +1 more source
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Mathematical models describing physical or biological processes are often involved and need a lot of parameters whose values may be unknown and hence must be estimated. Some parameters may have a strong impact on the solution and are hence important to know in order to obtain accurate results, whereas other parameters may have little impact on
Henry Jäger, Bernd Simeon
wiley +1 more source
OPTIMAL QUADRATURE FORMULA WITH DERIVATIVE
International Journal of Applied MathematicsThis article is devoted to the construction of optimal quadrature formulas with derivative in the space of differentiable functions using the Sobolev method. This quadrature formula consists of a linear combination of the values of the interval up to the second derivative of the function at all nodes.
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Probing and Graph Coloring Techniques for Trace Estimation in Lattice QCD
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT The computation of Tr[D−1]$\mathrm{Tr}[D^{-1}]$, where D$D$ is the Wilson–Dirac matrix of Lattice QCD, is a fundamental and computationally demanding task with applications to disconnected hadronic correlation functions. Since D−1$D^{-1}$ is a dense matrix of prohibitive size, its trace cannot be computed exactly, and one must resort to ...
Mario Papace +5 more
wiley +1 more source
CONSTRUCTION OF OPTIMAL QUADRATURE FORMULAS IN SOBOLEV SPACE.
, 2023 In this article, a series of problems related to the creation and application of quadrature and cubature formulas, including: finding errors of quadrature and cubature formulas in the Gilbert phases of differential functions; calculating error functionals of found extremal functions using extremal functions; finding the conditions for the existence and
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Tensor‐Train Compression of a Volume Integral Eddy Current Problem in Discontinuous Galerkin
International Journal for Numerical Methods in Engineering, Volume 127, Issue 21, 15 November 2026.ABSTRACT The paper presents a low‐rank tensor compression strategy based on the tensor‐train (TT) format for the integral operator arising in eddy current problems. Unlike classical matrix compression techniques such as the fast multipole method (FMM) or hierarchical matrices (ℋ$$ \mathscr{H} $$‐matrices), which typically compress only far‐field ...
Anthony Torosyan +5 more
wiley +1 more source
Optimal Quadrature Formulas for the Sobolev Space $H^1$
, 2016 We study optimal quadrature formulas for arbitrary weighted integrals and integrands from the Sobolev space $H^1([0,1])$. We obtain general formulas for the worst case error depending on the nodes $x_j$. A particular case is the computation of Fourier coefficients, where the oscillatory weight is given by $ρ_k(x) = \exp(- 2 πi k x)$.
Zhang, Shun, Novak, Erich
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