Related papers: Implied Volatility Surface: Construction Methodolo…
A part of non-Newtonian fluids are yield stress fluids. They require a minimum stress to flow. Below this minimum value, yield stress fluids remain solid. To date, 1D and 2D numerical models have been used predominantly to study free…
Iterated function systems (IFS) provide a powerful method for constructing fractals and modeling complex structures. This paper develops the notion of a dynamical system of IFS to study how an initial IFS evolves over time. We construct a…
Internet-of-vehicle (IoV) is a general concept referring to, e.g., autonomous drive based vehicle-to-everything (V2X) communications or moving relays. Here, high rate and reliability demands call for advanced multi-antenna techniques and…
Robust, broadly applicable fluid-structure interaction (FSI) algorithms remain a challenge for computational mechanics. In previous work, we introduced an immersed interface method (IIM) for discrete surfaces and an extension based on an…
Intelligent reflecting surfaces (IRS) will represent a key technology in the upcoming sixth-generation (6G) communication networks to extend the network coverage and overcome link blockage. Research on IRS is expected to take a giant leap…
The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with…
Many turbulent flows encountered in nature -- seas, oceans and rivers -- are bounded by a deformable free surface. A question that remained to be fully explored is to what extent the underlying turbulent flow field can be revealed solely by…
In this investigation we revisit the concept of "effective free surfaces" arising in the solution of the time-averaged fluid dynamics equations in the presence of free boundaries. This work is motivated by applications of the optimization…
This paper uses the theory of point processes and stochastic geometry to quantify the sky visibility experienced by users located in an urban environment. The general idea is to represent the buildings of this environment as a stationary…
A novel volume of fluid model (VoF) called explicit volume diffusion (EVD) is developed for the simulation of interfacial flows, including those with turbulence and primary spray atomisation. The EVD model is derived by volume averaging the…
In this article we propose a generalisation of the recent work of Gatheral and Jacquier on explicit arbitrage-free parameterisations of implied volatility surfaces. We also discuss extensively the notion of arbitrage freeness and Roger…
Coordinate-based neural networks parameterizing implicit surfaces have emerged as efficient representations of geometry. They effectively act as parametric level sets with the zero-level set defining the surface of interest. We present a…
After a brief review of option pricing theory, we introduce various methods proposed for extracting the statistical information implicit in options prices. We discuss the advantages and drawbacks of each method, the interpretation of their…
Model-based control faces fundamental challenges in partially-observable environments due to unmodeled obstacles. We propose an online learning and optimization method to identify and avoid unobserved obstacles online. Our method,…
Mobile robots operating indoors must be prepared to navigate challenging scenes that contain transparent surfaces. This paper proposes a novel method for the fusion of acoustic and visual sensing modalities through implicit neural…
In this paper the full and exhaustive algorithm of formation of a smooth molecular Solvent Excluded Surface- SES, and also Solvent Accessible Surface- SAS is presented. These surfaces are a boundary between molecule and solvent. The basis…
Neural implicit surface representation techniques are in high demand for advancing technologies in augmented reality/virtual reality, digital twins, autonomous navigation, and many other fields. With their ability to model object surfaces…
The synthesis of porous, lattice, or microstructure geometries has captured the attention of many researchers in recent years. Implicit forms, such as triply periodic minimal surfaces (TPMS) has captured a significant attention, recently,…
This work addresses four problems in defining and computing the surface tension of vapour-liquid interfaces: (1) The apparent kinetic contribution to the surface tension, and what it is that makes it appear; (2) the problem of defining the…
A method to construct fractal surfaces by recurrent fractal curves is provided. First we construct fractal interpolation curves using a recurrent iterated functions system(RIFS) with function scaling factors and estimate their box-counting…