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Allan Jonathan da Silva, Jack Baczynski and José Valentim Machado Vicente
We introduce a novel stochastically correlated two-factor (i.e., bivariate) diffusion process under the square-root format, for which we analytically obtain the corresponding solutions for the conditional moment-generating functions and conditional chara...
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Touraj Farsadi, Majid Ahmadi, Melin Sahin, Hamed Haddad Khodaparast, Altan Kayran and Michael I. Friswell
In the field of aerospace engineering, the design and manufacturing of high aspect ratio composite wings has become a focal point of innovation and efficiency. These long, slender wings, constructed with advanced materials such as carbon fiber and employ...
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Altayeb A. Obaid, Elhadi M. Adam, K. Adem Ali and Tamiru A. Abiye
The Vaal Dam catchment, which is the source of potable water for Gauteng province, is characterized by diverse human activities, and the dam encounters significant nutrient input from multiple sources within its catchment. As a result, there has been a r...
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Hao Zou, Jing-Sen Cai, E-Chuan Yan, Rui-Xuan Tang, Lin Jia and Kun Song
Due to the spatial variability of hydraulic properties, probabilistic slope seepage analysis becomes necessary. This study conducts a probabilistic analysis of slope seepage under rainfall, considering the spatial variability of saturated hydraulic condu...
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Enrique Villamor and Pablo Olivares
In this paper we study the pricing of exchange options between two underlying assets whose dynamic show a stochastic correlation with random jumps. In particular, we consider a Ornstein-Uhlenbeck covariance model, with Levy Background Noise Processes dri...
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Emilio Matricciani
In the first part of the article, we recall our general theory of linguistic channels?based on regression lines between deep language parameters?and study their capacity and interdependence. In the second part, we apply the theory to novels written by Ch...
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Denis V. Makarov, Pavel S. Petrov and Michael Yu. Uleysky
The problem of sound propagation in a shallow sea with a rough sea bottom is considered. A random matrix approach for studying sound scattering by the water?bottom interface inhomogeneities is developed. This approach is based on the construction of a st...
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Shigang Qin and Deshun Liu
The stochastic fluctuations of wind speed and wind power curve modeling are complex tasks due to fluctuations in the difference between actual and theoretical power output, leading to a reduction in the accuracy of wind-power curve models. To address thi...
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Yuanfeng Lian, Yueyao Geng and Tian Tian
Due to the complexity of the oil and gas station system, the operational data, with various temporal dependencies and inter-metric dependencies, has the characteristics of diverse patterns, variable working conditions and imbalance, which brings great ch...
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Ning Hao, Peixuan Sun, Wei He, Luze Yang, Yu Qiu, Yingzi Chen and Wenjin Zhao
Water scarcity has become a major impediment to economic development, and a scientifically sound water allocation plan is essential to alleviate water scarcity. An opportunity constraint approach is introduced to optimise the uncertainty of the minimum r...
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