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The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

Computational Finance · Quantitative Finance 2019-01-24 Martin Tegnér , Stephen Roberts

This article deals with the issues of global-in-time existence and asymptotic analysis of a fluid-particle interaction model in the so-called bubbling regime. The mixture occupies the physical space $\Omega \subset \mathbb{R}^3$ which may…

Analysis of PDEs · Mathematics 2010-06-16 Jose A. Carrillo , Trygve Karper , Konstantina Trivisa

Model-based reinforcement learning is a powerful tool, but collecting data to fit an accurate model of the system can be costly. Exploring an unknown environment in a sample-efficient manner is hence of great importance. However, the…

Machine Learning · Computer Science 2023-04-27 Matthieu Blanke , Marc Lelarge

Business Process Management (BPM) is mostly centered around finding technical solutions. Nudging is an approach from psychology and behavioral economics to guide people's behavior. In this paper, we show how nudging can be integrated into…

Software Engineering · Computer Science 2025-03-31 Cielo Gonzalez Moyano , Finn Klessascheck , Saimir Bala , Stephan A. Fahrenkrog-Petersen , Jan Mendling

Gibbs sampling is fundamental to a wide range of computer algorithms. Such algorithms are set to be replaced by physics based processors$-$be it quantum or stochastic annealing devices$-$which embed problem instances and evolve a physical…

Quantum Physics · Physics 2019-06-27 H. Philathong , V. Akshay , I. Zacharov , J. Biamonte

Many scientific fields and applications require compact representations of multivariate functions. For this problem, decoupling methods are powerful techniques for representing the multivariate functions as a combination of linear…

Systems and Control · Electrical Eng. & Systems 2025-04-07 Joppe De Jonghe , Mariya Ishteva

This proposal presents a graph computing framework intending to support both online and offline computing on large dynamic graphs efficiently. The framework proposes a new data model to support rich evolving vertex and edge data types. It…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-12-08 Zhao Yu Dong

Graph transformation formalisms have proven to be suitable tools for the modelling of chemical reactions. They are well established in theoretical studies and increasingly also in practical applications in chemistry. The latter is made…

Discrete Mathematics · Computer Science 2022-08-29 Jakob L. Andersen , Rolf Fagerberg , Juri Kolčák , Christophe V. F. P. Laurent , Daniel Merkle , Nikolai Nøjgaard

The discipline of process mining deals with analyzing execution data of operational processes, extracting models from event data, checking the conformance between event data and normative models, and enhancing all aspects of processes.…

Data Structures and Algorithms · Computer Science 2022-04-11 Marco Pegoraro , Merih Seran Uysal , Wil M. P. van der Aalst

The study of many-body quantum dynamics in strongly-correlated systems is extremely challenging. To date few numerical methods exist which are capable of simulating the non-equilibrium dynamics of two-dimensional quantum systems, in part…

Quantum Physics · Physics 2024-09-17 S. J. Thomson , J. Eisert

Many real-world systems exhibit temporal, dynamic behaviors, which are captured as time series of complex agent interactions. To perform temporal reasoning, current methods primarily encode temporal dynamics through simple sequence-based…

Machine Learning · Computer Science 2024-01-09 Paridhi Maheshwari , Hongyu Ren , Yanan Wang , Rok Sosic , Jure Leskovec

One of the benefits of belief networks and influence diagrams is that so much knowledge is captured in the graphical structure. In particular, statements of conditional irrelevance (or independence) can be verified in time linear in the…

Artificial Intelligence · Computer Science 2013-02-01 Ross D. Shachter

A computational workflow, also known as workflow, consists of tasks that must be executed in a specific order to attain a specific goal. Often, in fields such as biology, chemistry, physics, and data science, among others, these workflows…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-14 George Papadimitriou , Hongwei Jin , Cong Wang , Rajiv Mayani , Krishnan Raghavan , Anirban Mandal , Prasanna Balaprakash , Ewa Deelman

Object detection in documents is a key step to automate the structural elements identification process in a digital or scanned document through understanding the hierarchical structure and relationships between different elements. Large and…

Computer Vision and Pattern Recognition · Computer Science 2024-02-21 Ayan Banerjee , Sanket Biswas , Josep Lladós , Umapada Pal

Dynamic logic is a powerful framework for reasoning about imperative programs. An extension with a concurrent operator [18] was introduced to formalise programs running in parallel. In other direction, other authors proposed a systematic…

Logic in Computer Science · Computer Science 2019-11-04 Leandro Gomes

We numerically examine the dynamics of a probe particle driven at a constant force through an assembly of particles with competing long-range repulsion and short-range attraction that forms a bubble or stripe state. In the bubble regime, we…

Soft Condensed Matter · Physics 2025-05-27 C. Reichhardt , C. J. O. Reichhardt

Graph states are an elegant and powerful quantum resource for measurement based quantum computation (MBQC). They are also used for many quantum protocols (error correction, secret sharing, etc.). The main focus of this paper is to provide a…

Quantum Physics · Physics 2016-10-11 Mehdi Mhalla , Mio Murao , Simon Perdrix , Masato Someya , Peter S. Turner

Graph filters are a staple tool for processing signals over graphs in a multitude of downstream tasks. However, they are commonly designed for graphs with a fixed number of nodes, despite real-world networks typically grow over time. This…

Machine Learning · Computer Science 2024-09-12 Bishwadeep Das , Elvin Isufi

On one hand, termination analysis of logic programs is now a fairly established research topic within the logic programming community. On the other hand, non-termination analysis seems to remain a much less attractive subject. If we divide…

Programming Languages · Computer Science 2007-05-23 Etienne Payet , Fred Mesnard

Optical flow provides information on relative motion that is an important component in many computer vision pipelines. Neural networks provide high accuracy optical flow, yet their complexity is often prohibitive for application at the edge…

Computer Vision and Pattern Recognition · Computer Science 2023-07-13 Yannick Schnider , Stanislaw Wozniak , Mathias Gehrig , Jules Lecomte , Axel von Arnim , Luca Benini , Davide Scaramuzza , Angeliki Pantazi