We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic...

This paper reformulates the valuation of interest rate swaps, swap leg payments and swap risk measures, all under stochastic interest rates, as a problem of solving a system of linear equations with random perturbations. A sequence of uniform approximations which solves this system is developed...

Energy separation procedure of vortex tube can be improved by using convergent nozzle. In the experimental investigation, the parameters are focused on the convergence ratio of nozzle, inlet pressure and number of nozzle intakes. The effect of the convergence ratio of nozzle is investigated in...

We examine the scaling regime for the detrended fluctuation analysis (DFA)—the most popular method used to detect the presence of long-term memory in data and the fractal structure of time series. First, the scaling range for DFA is studied for uncorrelated data as a function of time series...

This paper presents an experimental and numerical study on evaluation of thermal response and performance of prototype precast-high strength concrete (PHC) energy pile. Short-term field thermal response tests (TRTs) were conducted for the PHC energy piles installed in partially saturated...