计算工程、金融与科学
The construction of minimum spanning trees (MSTs) from correlation matrices is an often used method to study relationships in the financial markets. However most of the work on this topic tends to use the Pearson correlation coefficient,…
This study presents the analytical formulation and the finite element solution of fractional order nonlocal plates under both Mindlin and Kirchoff formulations. By employing consistent definitions for fractional-order kinematic relations,…
Computational models are increasingly used for diagnosis and treatment of cardiovascular disease. To provide a quantitative hemodynamic understanding that can be effectively used in the clinic, it is crucial to quantify the variability in…
We present a new family of fast and robust methods for the calculation of the vapor-liquid equilibrium at isobaric-isothermal (PT-flash), isochoric-isothermal (VT-flash), isenthalpic-isobaric (HP-flash), and isoenergetic-isochoric…
A general-purpose computational homogenization framework is proposed for the nonlinear dynamic analysis of membranes exhibiting complex microscale and/or mesoscale heterogeneity characterized by in-plane periodicity that cannot be…
Purpose: Computational Fluid Dynamics (CFD) simulations are performed to investigate the impact of adding a grid to a two-inlet dry powder inhaler (DPI). The purpose of the paper is to show the importance of the correct choice of closure…
Selective Laser Melting (SLM) technology has undergone significant development in the past years providing unique flexibility for the fabrication of complex metamaterials such as octet-truss lattices. However, the microstructure of the…
Network games provide a natural machinery to compactly represent strategic interactions among agents whose payoffs exhibit sparsity in their dependence on the actions of others. Besides encoding interaction sparsity, however, real networks…
Several real-world applications could be modeled as Mixed-Integer Non-Linear Programming (MINLP) problems, and some prominent examples include portfolio optimization, remote sensing technology, and so on. Most of the models for these…
This paper proposes a multiobjective multitasking optimization evolutionary algorithm based on decomposition with dual neighborhood. In our proposed algorithm, each subproblem not only maintains a neighborhood based on the Euclidean…
In this paper, based on the idea of self-adjusting steepness based schemes[5], a two-dimensional calculation method of steepness parameter is proposed, and thus a two-dimensional self-adjusting steepness based limiter is constructed. With…
Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…
Element-based topology optimization algorithms capable of generating smooth boundaries have drawn serious attention given the significance of accurate boundary information in engineering applications. The basic framework of a new…
Angular channel extrusion has evolved as processes that can induce significant strengthening of the formed product through grain refinement. However, significant residual stresses are developed in the extruded product whose quantification…
We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time…
Numerical computation of the Karhunen--Lo\`eve expansion is computationally challenging in terms of both memory requirements and computing time. We compare two state-of-the-art methods that claim to efficiently solve for the K--L expansion:…
Given a financial time series data, one of the most fundamental and interesting challenges is the need to learn the stock dynamics signals in a financial time series data. A good example is to represent the time series in line segments…
During recent decades, the automatic train operation (ATO) system has been gradually adopted in many subway systems for its low-cost and intelligence. This paper proposes two smart train operation algorithms by integrating the expert…
Large-scale power failures are induced by nearly all natural disasters from hurricanes to wild fires. A fundamental problem is whether and how recovery guided by government policies is able to meet the challenge of a wide range of…
A novel method for the numerical prediction of the slowly varying dynamics of nonlinear mechanical systems has been developed. The method is restricted to the regime of an isolated nonlinear mode and consists of a two-step procedure: In the…