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  1. In this work, we developed a Python demonstrator for pricing total valuation adjustment (XVA) based on the stochastic grid bundling method (SGBM). XVA is an advanced risk management concept which became releva...

    Authors: Ki Wai Chau, Jok Tang and Cornelis W. Oosterlee
    Citation: Journal of Mathematics in Industry 2020 10:7
  2. This paper deals with active time-harmonic infrared thermography applied to the detection of defects inside thin plates. We propose a method to post-process raw thermograms based on the computation of topologi...

    Authors: Manuel Pena and María-Luisa Rapún
    Citation: Journal of Mathematics in Industry 2020 10:4
  3. As an extension of (Progress in industrial mathematics at ECMI 2018, pp. 469–475, 2019), this paper is concerned with a new mathematical model for intraday electricity trading involving both renewable and convent...

    Authors: Silke Glas, Rüdiger Kiesel, Sven Kolkmann, Marcel Kremer, Nikolaus Graf von Luckner, Lars Ostmeier, Karsten Urban and Christoph Weber
    Citation: Journal of Mathematics in Industry 2020 10:3
  4. Common goals of modern production processes are precision and efficiency. Typically, they are conflicting and cannot be optimized at the same time. Multi-objective optimization methods are able to compute a se...

    Authors: Eberhard Bänsch, Andreas Luttmann, Jonathan Montalvo-Urquizo, Alfred Schmidt and Maria G. Villarreal-Marroquín
    Citation: Journal of Mathematics in Industry 2020 10:2
  5. With the development of economy, more and more people travel by plane. Many airports have added satellite halls to relieve the pressure of insufficient boarding gates in airport terminals. However, the additio...

    Authors: Hongyan Li, Xianfeng Ding, Jiang Lin and Jingyu Zhou
    Citation: Journal of Mathematics in Industry 2019 9:11
  6. A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameter...

    Authors: Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak and Cornelis W. Oosterlee
    Citation: Journal of Mathematics in Industry 2019 9:9
  7. The field-circuit coupled simulation of switch-mode power converters with conventional time discretization is computationally expensive since very small time steps are needed to appropriately account for steep...

    Authors: Andreas Pels, Herbert De Gersem, Ruth V. Sabariego and Sebastian Schöps
    Citation: Journal of Mathematics in Industry 2019 9:8
  8. Nowadays, when the global and national industry is addicted from various electrical and electronic equipment at a very high level, it is of a special interest to understand the possible origins of the interrup...

    Authors: Agnieszka Gil, Renata Modzelewska, Szczepan Moskwa, Agnieszka Siluszyk, Marek Siluszyk, Anna Wawrzynczak and Sylwia Zakrzewska
    Citation: Journal of Mathematics in Industry 2019 9:7
  9. An optimal control problem for the production of multiphase steel is investigated that takes into account phase transformations in the steel slab. The state equations are a semilinear heat equation coupled wit...

    Authors: Dietmar Hömberg, Klaus Krumbiegel and Nataliya Togobytska
    Citation: Journal of Mathematics in Industry 2019 9:6
  10. We formulate a stochastic impulse control model for animal population management and a candidate of exact solutions to a Hamilton–Jacobi–Bellman quasi-variational inequality. This model has a qualitatively dif...

    Authors: Yuta Yaegashi, Hidekazu Yoshioka, Kentaro Tsugihashi and Masayuki Fujihara
    Citation: Journal of Mathematics in Industry 2019 9:5
  11. This document presents an economic optimization model which identifies the location, the nominal plant capacity and the operation scheduling for set of biorefineries of second-generation ethanol using the biom...

    Authors: Gilberto Pérez-Lechuga, Silvia L. Aguilar-Velázquez, Miguel A. Cisneros-López and Francisco Venegas Martínez
    Citation: Journal of Mathematics in Industry 2019 9:3
  12. With the Bass model and data of previous sales a point estimate of future sales can be made for the purpose of stock management. In order to obtain information about the accuracy of that estimate a confidence ...

    Authors: Johan Grasman and Marcel Kornelis
    Citation: Journal of Mathematics in Industry 2019 9:2
  13. For a recently derived pairwise model of network epidemics with non-Markovian recovery, we prove that under some mild technical conditions on the distribution of the infectious periods, smaller variance in the...

    Authors: Zsolt Vizi, István Z. Kiss, Joel C. Miller and Gergely Röst
    Citation: Journal of Mathematics in Industry 2019 9:1
  14. The acoustic damping in gas turbines and aero-engines relies to a great extent on acoustic liners that consists of a cavity and a perforated face sheet. The prediction of the impedance of the liners by direct ...

    Authors: Kersten Schmidt, Adrien Semin, Anastasia Thöns-Zueva and Friedrich Bake
    Citation: Journal of Mathematics in Industry 2018 8:15
  15. Silicon nanowires (SiNWs) are quasi-one-dimensional structures in which electrons are spatially confined in two directions and they are free to move in the orthogonal direction. The subband decomposition and t...

    Authors: Orazio Muscato, Tina Castiglione, Vincenza Di Stefano and Armando Coco
    Citation: Journal of Mathematics in Industry 2018 8:14
  16. The FP7 project nanoCOPS (the 7th Framework Programme project Nanoelectronic COupled Problems Solutions) derived new methods for simulation during development of designs of integrated products. It has covered ...

    Authors: Piotr Putek, Rick Janssen, Jan Niehof, E. Jan W. ter Maten, Roland Pulch, Bratislav Tasić and Michael Günther
    Citation: Journal of Mathematics in Industry 2018 8:12
  17. The dimension of transistors shrinks with each new technology developed in the semiconductor industry. The extreme scaling of transistors introduces important statistical variations in their process parameters...

    Authors: Anuj K. Tyagi, Xavier Jonsson, Theo G. J. Beelen and Wil H. A. Schilders
    Citation: Journal of Mathematics in Industry 2018 8:11
  18. Non-destructive testing methods became popular within the last few years. For steel beams incorporated in buildings there are currently only destructive ways for testing the yield limit as well as for determin...

    Authors: Markus Sebastian Doktor, Christian Fox, Wolfgang Kurz and Jean-Pierre Stockis
    Citation: Journal of Mathematics in Industry 2018 8:10
  19. We propose an explicit iterative leap-frog discontinuous Galerkin method for time-domain Maxwell’s equations in anisotropic materials and derive its convergence properties. The a priori error estimates are illust...

    Authors: Adérito Araújo, Sílvia Barbeiro and Maryam Khaksar Ghalati
    Citation: Journal of Mathematics in Industry 2018 8:9
  20. In this paper a review of semiparametric models developed throughout the years thanks to an extensive collaboration between the Department of Statistics and Operations Research of the University of Santiago de...

    Authors: Wenceslao González-Manteiga, Manuel Febrero-Bande and María Piñeiro-Lamas
    Citation: Journal of Mathematics in Industry 2018 8:7
  21. Two basic problems in optics are presented. The solutions to both problems are formulated in terms of the associated ray mappings. An alternative formulation based on a weighted sum of the actions along the ra...

    Authors: Jacob Rubinstein, Gershon Wolansky and Yifat Weinberg
    Citation: Journal of Mathematics in Industry 2018 8:6
  22. In this paper, we study the impact of the parameters involved in Heston model by means of Uncertainty Quantification. The Stochastic Collocation Method already used for example in computational fluid dynamics,...

    Authors: María Suárez-Taboada, Jeroen A. S. Witteveen, Lech A. Grzelak and Cornelis W. Oosterlee
    Citation: Journal of Mathematics in Industry 2018 8:5
  23. In this work, we consider a microfluidic mixer that uses hydrodynamic diffusion stream to induce the beginning of the folding process of a certain protein. To perform these molecular changes, the concentration...

    Authors: Benjamin Ivorra, Miriam R. Ferrández, María Crespo, Juana L. Redondo, Pilar M. Ortigosa, Juan G. Santiago and Ángel M. Ramos
    Citation: Journal of Mathematics in Industry 2018 8:4
  24. In this work, we study the performance of some local projection-based solvers in the Large Eddy Simulation (LES) of laminar and turbulent flows governed by the incompressible Navier–Stokes Equations (NSE). On ...

    Authors: Tomás Chacón Rebollo, Enrique Delgado Ávila, Macarena Gómez Mármol and Samuele Rubino
    Citation: Journal of Mathematics in Industry 2018 8:3
  25. Numerical reduced basis methods are instrumental to solve parameter dependent partial differential equations problems in case of many queries. Bifurcation and instability problems have these characteristics as...

    Authors: Henar Herrero, Yvon Maday and Francisco Pla
    Citation: Journal of Mathematics in Industry 2018 8:1
  26. The aim of this paper is to explore the characteristics of symmetric R&D networks that generate the highest overall welfare in a setting where spillovers between non-cooperating firms are ignored. The relation...

    Authors: Mohamad Alghamdi
    Citation: Journal of Mathematics in Industry 2017 7:11
  27. Comprehension of moisture dynamics in fibrous sheets is indispensable in a wide variety of industrial areas. This paper proposes a practical mathematical model, which is referred to as the 2-D extended porous ...

    Authors: Hidekazu Yoshioka, Kotaro Fukada and Ichiro Kita
    Citation: Journal of Mathematics in Industry 2017 7:10
  28. We present a novel derivative-based parameter identification method to improve the precision at the tool center point of an industrial manipulator. The tool center point is directly considered in the optimizat...

    Authors: Felix Jost, Manuel Kudruss, Stefan Körkel and Sebastian F Walter
    Citation: Journal of Mathematics in Industry 2017 7:9
  29. A soft sensor for measuring product quality in the Bayer process has been developed. The soft sensor uses a combination of historical process data recorded from online sensors and laboratory measurements to pr...

    Authors: Vincent Cregan, William T Lee and Louise Clune
    Citation: Journal of Mathematics in Industry 2017 7:7
  30. In the present paper we study the statistical properties of the Italian daily electricity load market, by mean of different statistical methods, such, e.g., the exponential smoothing model, the ARMA-ARIMA model a...

    Authors: Luca Di Persio, Alessandro Cecchin and Francesco Cordoni
    Citation: Journal of Mathematics in Industry 2017 7:5
  31. In this paper we present a chain of mathematical models that enables the numerical simulation of the airlay process and the investigation of the resulting nonwoven material by means of virtual tensile strength...

    Authors: Simone Gramsch, Axel Klar, Günter Leugering, Nicole Marheineke, Christian Nessler, Christoph Strohmeyer and Raimund Wegener
    Citation: Journal of Mathematics in Industry 2016 6:13
  32. The mechanical properties of dual Phase steels (DP steels) are strictly related to the spatial distribution and the geometry of the two phases composing the steel, ferrite and martensite. Due to the high costs...

    Authors: Alessandra Micheletti, Junichi Nakagawa, Alessio A Alessi, Daniela Morale and Elena Villa
    Citation: Journal of Mathematics in Industry 2016 6:12
  33. Our ultimate goal is a topology optimization for a permanent-magnet (PM) machine, while including material uncertainties. The uncertainties in the output data are, e.g., due to measurement errors in the non-/l...

    Authors: Piotr Putek, Roland Pulch, Andreas Bartel, E Jan W ter Maten, Michael Günther and Konstanty M Gawrylczyk
    Citation: Journal of Mathematics in Industry 2016 6:11
  34. In this work, we discuss the parametric modeling for the (electro)-thermal analysis of components of nanoelectronic structures and automatic model order reduction of the consequent parametric models. Given the...

    Authors: Lihong Feng, Yao Yue, Nicodemus Banagaaya, Peter Meuris, Wim Schoenmaker and Peter Benner
    Citation: Journal of Mathematics in Industry 2016 6:10
  35. For electron devices that make use of innovative materials, a basic step in the development of models and simulation computer aided design (CAD) tools is the determination of the mobility curves for the charge...

    Authors: Armando Majorana, Giovanni Mascali and Vittorio Romano
    Citation: Journal of Mathematics in Industry 2016 7:4
  36. The extraction of coffee solubles from roasted and ground coffee is a complex operation, the understanding of which is key to the brewing of high quality coffee. This complexity stems from the fact that brewin...

    Authors: Kevin M Moroney, William T Lee, Stephen BG O’Brien, Freek Suijver and Johan Marra
    Citation: Journal of Mathematics in Industry 2016 7:3
  37. The FP7 project nanoCOPS derives new methods for simulation during development of designs of integrated products. It covers advanced simulation techniques for electromagnetics with feedback couplings to electr...

    Authors: E Jan W ter Maten, Piotr A Putek, Michael Günther, Roland Pulch, Caren Tischendorf, Christian Strohm, Wim Schoenmaker, Peter Meuris, Bart De Smedt, Peter Benner, Lihong Feng, Nicodemus Banagaaya, Yao Yue, Rick Janssen, Jos J Dohmen, Bratislav Tasić…
    Citation: Journal of Mathematics in Industry 2016 7:2
  38. Random number (bit) generators are crucial to secure communications, data transfer and storage, and electronic transactions, to carry out stochastic simulations and to many other applications. As software gene...

    Authors: Luis L Bonilla, Mariano Alvaro and Manuel Carretero
    Citation: Journal of Mathematics in Industry 2016 7:1