Results 151 to 160 of about 1,093,895 (300)

The Variance-Gamma Process for Option Pricing

This paper explores the concept of random-time subordination in modelling stock-price dynamics, and We first present results on the Laplace distribution as a Gaussian variance-mixture, in particular a more efficient volatility estimation procedure through the absolute moments.
Shenoy, Rohan, Kempthorne, Peter
openaire   +2 more sources

Phase Field Failure Modeling: Brittle‐Ductile Dual‐Phase Microstructures under Compressive Loading

Advanced Engineering Materials, EarlyView.
The approach by Amor and the approach by Miehe and Zhang for asymmetric damage behavior in the phase field method for fracture are compared regarding their fitness for microcrack‐based failure modeling. The comparison is performed for the case of a dual‐phase microstructure with a brittle and a ductile constituent.
Jakob Huber, Jan Torgersen, Ewald Werner
wiley   +1 more source

Time‐Dependent Oxidation and Scale Evolution of a Wrought Co/Ni‐Based Superalloy

Advanced Engineering Materials, EarlyView.
This study shows how a new wrought Co/Ni‐based superalloy resists oxidation at 800 ∘$^\circ$C. The oxide scale changes from rough, fast‐growing spinel to a dense, protective chromia–alumina layer. Atom probe analysis reveals tiny refractory‐rich bubbles at the interface that mark the transition to long‐term, diffusion‐controlled protection ...
Cameron Crabb, Zachary T. Kloenne, Samuel R. Rogers, Chi Hang Dominik Kwok, Mark C. Hardy, Michele S. Conroy, David Dye   +6 more
wiley   +1 more source

Karl Popper and the Mechanisms of Hydrogen Embrittlement

Advanced Engineering Materials, EarlyView.
Representation of the beginning of loss of ductility rather than embrittlement. Small concentrations of hydrogen in a diffusible form within iron are well‐established to harm the mechanical integrity of steels. There are theories that attempt to explain the pernicious role of hydrogen.
H. K. D. H. Bhadeshia
wiley   +1 more source

Variance-of-variance risk premium

, 2018
This article explores the premium for bearing the variance risk of the VIX index, called the variance-of-variance risk premium. I find that during the sample period from 2006 until 2014 trading strategies exploiting the difference between the implied and
Andreas Kaeck (4464625)
core   +1 more source

Multimodal Data‐Driven Microstructure Characterization

Advanced Engineering Materials, EarlyView.
A self‐consistent autonomous workflow for EBSP‐based microstructure segmentation by integrating PCA, GMM clustering, and cNMF with information‐theoretic parameter selection, requiring no user input. An optimal ROI size related to characteristic grain size is identified.
Qi Zhang, Santiago Benito, Özge Özgün, Sebastian Weber, Markus Stricker   +4 more
wiley   +1 more source

Creep‐Induced Microstructural Evolution in an A2‐B2 Superalloy

Advanced Engineering Materials, EarlyView.
A 27.3Ta‐27.3Mo‐27.3Ti‐8Cr‐10Al (at.%) refractory high‐entropy alloy with precipitation‐strengthened A2‐B2 microstructure was studied by creep tests at 1030°C, which demonstrate a transition in deformation mechanisms in the range of 100–150 MPa applied stress. This is associated with changes in dislocation–precipitate interactions. Relevant deformation
Liu Yang, Aparajita Pramanik, Sandipan Sen, Shubhashis Dixit, Marcel Muench, R. J. Vikram, Daniel Schliephake, Yolita M. Eggeler, Ankur Chauhan, Martin Heilmaier, Alexander Kauffmann   +10 more
wiley   +1 more source

Creep Properties and Deformation Mechanism of Additively Manufactured NiAl‐CrMo Composites

Advanced Engineering Materials, EarlyView.
Additively manufactured NiAl‐CrMo composites contain numerous interfaces and cell boundaries that control their creep response. At 700°C under high applied stress, creep is dominated by dislocation‐controlled power‐law mechanisms. At 800°C–900°C and lower stresses, creep is primarily diffusion‐controlled along cell boundaries.
Jan Vollhüter, Andreas Bezold, Johan Westraadt, Katharina Fiegl, Subham Chattoraj, Benjamin Wahlmann, Carolin Körner, Michael Mills, Mathias Göken, Steffen Neumeier   +9 more
wiley   +1 more source

Ontology‐Aligned Structuring and Reuse of Multimodal Materials Data and Workflows Toward Automatic Reproduction

Advanced Engineering Materials, EarlyView.
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari, Abril Azocar Guzman, Sarath Menon, Stefan Sandfeld, Tilmann Hickel, Markus Stricker   +5 more
wiley   +1 more source

Certain Logarithmically N-Alternating Monotonic Functions Involving Gamma and q-Gamma Functions

, 2005
In the paper, three basic properties of the logarithmically N-alternating monotonic functions are established and the monotonicity results of some functions involving the gamma and q-gamma functions, which are obtained in [W. E. Clark and M. E.
Qi, Feng
core