Results 121 to 130 of about 11,667,970 (301)

The Evaluation Of Barrier Option Prices Under Stochastic Volatility [PDF]

This paperc onsiders the problem o fnumerically evaluating barrier option prices when the dynamics of the underlying are driven by stochastic volatility following the square root process of Heston (1993). We develop a method of lines approach to evaluate
Boda Kang, Gunter H. Meyer, Carl Chiarella   +2 more
core  

Density estimation for time-dependent PDE with random input by a Legendre-based multi-element probabilistic collocation method

AIP Advances
This paper proposed a Legendre-based multi-element probabilistic collocation method for time-dependent stochastic differential equations, used for density estimation of unknown functions.
Hongling Xie
doaj   +1 more source

Structural Reliability Analysis Using Stochastic Finite Element Method Based on Krylov Subspace

Algorithms
The stochastic finite element method is an important tool for structural reliability analysis. In order to improve the calculation efficiency, a stochastic finite element method based on the Krylov subspace is proposed for the static reliability analysis
Jianyun Huang, Qiuwei Yang, Hongfei Cao, Jiwei Ma   +3 more
doaj   +1 more source

Multifunctional Neutrophil Nanovesicles Induce Remodeling of Tumor Immune Microenvironment and Synergistic Multimodal Tumor Therapy

Advanced Functional Materials, EarlyView.
Schematic illustration of the engineered RN@FDT for multimodal tumor therapy. a) Fabrication of FD&DOX/TFA‐loaded RGD‐NNV (RN@FDT) and the light‐triggered disassemble of RN@FDT. b) After internalized by tumor cells, RN@FDT are disintegrated under NIR‐II laser irradiation to boost PTT and induce cell apoptosis.
Jiahui Zhang, Cheng Ji, Xin‐Jian Fang, Yu Qian, Jiayuan Shi, Wenhui Liu, Baiyuan Fan, Yuan Zhong, Jiayi Wang, Dan Yu, Maoye Wang, Min Fu, Xiaoxin Zhang, Runbi Ji, Hélder A. Santos, Hongbo Zhang, Xu Zhang   +16 more
wiley   +1 more source

Stochastic programming models and methods for portfolio optimization and risk management

, 2012
This project is focused on stochastic models and methods and their application in portfolio optimization and risk management. In particular it involves development and analysis of novel numerical methods for solving these types of problem.
Meskarian, Rudabeh
core   +1 more source

Emerging Post‐CMOS Hardware Neurons for Brain‐Inspired Computing: Devices, Circuits, and System Integration

Advanced Functional Materials, EarlyView.
The physical realization of artificial neurons is a critical challenge for energy‐efficient neuromorphic computing. This review presents a comprehensive analysis of the evolution of artificial neuron implementations from conventional CMOS to emerging post‐CMOS technologies.
Kannan Udaya Mohanan, Hocheon Yoo, Benoît H. Lessard, Ioannis Kymissis, Chang‐Hyun Kim   +4 more
wiley   +1 more source

Stochastic Analysis of Pine Wilt Epidemic Model With Dynamically Consistent Approximation

Complexity
The present study investigated the dynamics of the nonlinear stochastic pine wilt epidemic model. An extension of the stochastic to deterministic model is presented.
Ali Raza, Mohammed Mahyoub Ali Al-Shamiri, Wafa F. Alfwzan, Muhammad Rafiq, Emad Fadhal, Nauman Ahmed   +5 more
doaj   +1 more source

A Brinkman-Penalized Finite Element Method for the Boussinesq Equations with Immersed Rigid Obstacles Under Uncertain Obstacle Motion

Mathematics
The Boussinesq equations are widely used to model incompressible thermally driven flows, but their numerical simulation becomes more challenging in domains containing fixed or moving rigid obstacles, particularly when the prescribed obstacle motion is ...
Zhadra Zhaxylykova, Nurlana Alimbekova, Farida Amenova, Nurlan Temirbekov   +3 more
doaj   +1 more source

Load Distributing Metamaterials Via Discrete Optimization

Advanced Functional Materials, EarlyView.
Mechanical metamaterials are computationally optimized to homogenize transmitted forces by minimizing the spread of reaction forces. The resulting architectures transform localized loading into broader, more uniform force distributions and experimentally demonstrate robust load spreading under quasi‐static and impact loading.
Andrea Detry, Hannes Holey, Raja Zulkarnain, Roberto Guerra, Ilaria Papa, Michael Zaiser, Stefano Zapperi   +6 more
wiley   +1 more source

Stochastic Response of Composite Post Insulators under Seismic Excitation

Buildings
Composite post insulators are crucial facilities in substations and are prone to significant damage during seismic disasters. However, existing research lacks seismic motion models suitable for power facilities and rarely involves stochastic models ...
Haibo Wang, Yongfeng Cheng, Zhicheng Lu, Ronghua Huan, Qiangfeng Lü, Zhenlin Liu   +5 more
doaj   +1 more source