Related papers: Implied Volatility Surface: Construction Methodolo…
We consider a construction of recurrent fractal interpolation surfaces with function vertical scaling factors and estimation of their box-counting dimension. A recurrent fractal interpolation surface (RFIS) is an attractor of a recurrent…
The Immersed Boundary (IB) method is a mathematical framework for constructing robust numerical methods to study fluid-structure interaction in problems involving an elastic structure immersed in a viscous fluid. The IB formulation uses an…
We fully generalize a previously-developed computational geometry tool [1] to perform large-scale simulations of arbitrary two-dimensional faceted surfaces $z = h(x,y)$. Our method uses a three-component facet/edge/junction storage model,…
Intelligent reflective surfaces (IRSs) are invoked for improving both spectral efficiency (SE) and energy efficiency (EE). Specifically, an IRS-aided multiple-input multiple-output network is considered, where the performance of randomly…
This work investigates the importance of verification and validation (V&V) to achieve predictive scale-resolving simulations (SRS) of turbulence, i.e., computations capable of resolving a fraction of the turbulent flow scales. Toward this…
This paper presents a novel volume of fluid ghost-cell immersed boundary (IB) method for two-phase free surface flow interacting with structures. To circumvent the disturbance occurring around the intersection area of the IB and free…
We derive the incremental equations for a hyperelastic solid that incorporate surface tension effect by assuming that the surface energy is a general function of the surface deformation gradient. The incremental equations take the same…
Amorphous solids can flow over very long periods of time. Solid flow can also be artificially enhanced by creating defects, as by Ion Beam Sputtering (IBS) in which collimated ions with energies in the 0.1 to 10 keV range impact a solid…
In this paper, we investigate the effect of boundary surface roughness on numerical simulations of incompressible fluid flow past a cylinder in two and three spatial dimensions furnished with slip boundary conditions. The governing…
Several asymptotic results for the implied volatility generated by a rough volatility model have been obtained in recent years (notably in the small-maturity regime), providing a better understanding of the shapes of the volatility surface…
A suitable notion of weak solution to infinite-dimensional rate-independent systems, called Inertial Balanced Viscosity (IBV) solution, is introduced. The key feature of such notion is that the energy dissipated at jump discontinuities…
In this thesis, we introduce the fundamental equations behind the estimation of the link budget in a communications channel, highlighting the key limitations of conventional systems. Furthermore, we investigate the use of reconfigurable…
Implicit neural representations have demonstrated significant promise for 3D scene reconstruction. Recent works have extended their applications to autonomous implicit reconstruction through the Next Best View (NBV) based method. However,…
Many systems occurring in real-world applications, such as controlling the motions of robots or modeling the spread of diseases, are switched impulsive systems. To ensure that the system state stays in a safe region (e.g., to avoid…
The existing combinatorial methods for iso-surface computation are efficient for pure visualization purposes, but it is known that the resulting iso-surfaces can have holes, and topological problems like missing or wrong connectivity can…
Recent work in financial machine learning has shown the virtue of complexity: the phenomenon by which deep learning methods capable of learning highly nonlinear relationships outperform simpler approaches in financial forecasting. While…
Inelastic surface growth associated with continuous creation of incompatibility on the boundary of an evolving body is behind a variety of natural and technological processes, including embryonic development and 3D printing. In this paper…
In informationally efficient financial markets, option prices and this implied volatility should immediately be adjusted to new information that arrives along with a jump in underlying's return, whereas gradual changes in implied volatility…
We present the list of unavoidable local phenomena (transitions) occurring on the configuration of the parabolic and flecnodal curves of evolving smooth surfaces in R^3 (or RP^3). We also present the list of transitions occurring on the…
Implied volatility IV is a key metric in financial markets, reflecting market expectations of future price fluctuations. Research has explored IV's relationship with moneyness, focusing on its connection to the implied Hurst exponent H. Our…