Related papers: Phynance
In these lecture notes, a selection of frequently required statistical tools will be introduced and illustrated. They allow to post-process data that stem from, e.g., large-scale numerical simulations (aka sequence of random experiments).…
In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…
The research presented in this thesis was motivated by the need to improve introductory physics courses. Introductory physics courses are generally the first courses in which students learn to create models to solve complex problems.…
Functionals of particles' paths have diverse applications in physics, mathematics, hydrology, economics, and other fields. Under the framework of continuous time random walk (CTRW), the governing equations for the probability density…
Provenance is information recording the source, derivation, or history of some information. Provenance tracking has been studied in a variety of settings; however, although many design points have been explored, the mathematical or semantic…
This document summarizes the presentation on Quantum-centric Supercomputing given at the 22nd International Workshop on Advanced Computing and Analysis Techniques in Physics Research, hosted at Stony Brook University.
In recent years, computing has become an important part of the way we teach and learn physics. Teachers, both at high school and college levels, now use computational activities in many of their courses. Physics departments are offering…
Computation has become an integral part of physics research. However, little is known about how students learn to productively use computation as a tool beyond the introductory level, especially as they transition into physics research. In…
Statistical physics is used to investigate independent component analysis with polynomial contrast functions. While the replica method fails, an adapted cavity approach yields valid results. The learning curves, obtained in a suitable…
We explain the concepts of computational statistical physics which have proven very helpful in the study of Yang-Mills integrals, an ubiquitous new class of matrix models. Issues treated are: Absolute convergence versus Monte Carlo…
This book is based on notes compiled over the many years I have been teaching the course "Applied Functional Analysis" in the first year of the Master programme at Delft University of Technology, for students with previous exposure to the…
We propose a general framework to study last passage times, suprema and drawdowns of a large class of stochastic processes. A central role in our approach is played by processes of class Sigma. After investigating convergence properties and…
Recently, physics-driven deep learning methods have shown particular promise for the prediction of physical fields, especially to reduce the dependency on large amounts of pre-computed training data. In this work, we target the…
We develop a general method for derivative pricing. This approach has its roots in Shannon's Information Theory. The notion of $\lambda$-analyticity of L\'{e}vy models is introduced on the basis of which new representations of the pricing…
In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…
These are lecture notes of lectures presented at the 1993 Trieste Summer School, dealing with two classes of two-dimensional field theories, (topological) Yang-Mills theory and the G/G gauged WZW model. The aim of these lectures is to…
Physics education researchers have developed many evidence-based instructional strategies to enhance physics students' conceptual learning. These strategies have historically been tested using assessments such as the Force Concept Inventory…
Physics-based simulations are often used to model and understand complex physical systems and processes in domains like fluid dynamics. Such simulations, although used frequently, have many limitations which could arise either due to the…
Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…
Many students in upper-division physics courses struggle with the mathematically sophisticated tools and techniques that are required for advanced physics content. We have developed an analytical framework to assist instructors and…