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In financial terms, an implied volatility surface can be described by its term structure, its skewness and its overall volatility level. We use a PCA variational auto-encoder model to perfectly represent these descriptors into a latent…

Pricing of Securities · Quantitative Finance 2023-06-09 Zheng Gong , Wojciech Frys , Renzo Tiranti , Carmine Ventre , John O'Hara , Yingbo Bai

This article is concerned with rigorously justifying the hydrostatic limit for continuously stratified incompressible fluids under the influence of gravity. The main distinction of this work compared to previous studies is the absence of…

Analysis of PDEs · Mathematics 2025-01-06 Vincent Duchêne , Roberta Bianchini

We present an approach to theoretical assessment of the mean specific interface area $(\delta{S}/\delta{V})$ for a well-stirred system of two immiscible liquids experiencing interfacial boiling. The assessment is based on the balance of…

Statistical Mechanics · Physics 2017-05-03 Denis S. Goldobin , Anastasiya V. Pimenova

In computational materials science, predicting the yield strain of crosslinked polymers remains a challenging task. A common approach is to identify yield via the first critical point of stress-strain curves produced by molecular dynamics…

Soft Condensed Matter · Physics 2016-06-17 Paul N. Patrone

We derive asymptotic expansions for the prices of a variety of European and barrier-style claims in a general local-stochastic volatility setting. Our method combines Taylor series expansions of the diffusion coefficients with an expansion…

Mathematical Finance · Quantitative Finance 2017-04-07 Weston Barger , Matthew Lorig

A theoretical and numerical study of complex sliding flows of yield-stress fluids is presented. Yield-stress fluids are known to slide over solid surfaces if the tangential stress exceeds the {\it sliding yield stress}. The sliding may…

Fluid Dynamics · Physics 2021-02-24 Emad Chaparian , Outi Tammisola

Precise estimation and uncertainty quantification for average crop yields are critical for agricultural monitoring and decision making. Existing data collection methods, such as crop cuts in randomly sampled fields at harvest time, are…

The characterization of the wetting on superhydrophobic surfaces is rather complex. Usual contact angle experiments are difficult to perform and the lateral movement of droplets as well as the pinning at point defects on the surface can…

We establish sharp well-posedness and approximation estimates for variational saddle point systems at the continuous level. The main results of this note have been known to be true only in the finite dimensional case. Known spectral results…

Numerical Analysis · Mathematics 2014-11-04 Constantin Bacuta

We present a derivation of the sharp-interface limit of a generic fluctuating phase-field model for solidification. As a main result, we obtain a sharp-interface projection which presents noise terms in both the diffusion equation and in…

Materials Science · Physics 2016-08-16 R. Benítez , L. Ramírez-Piscina

In response to climate change, assessing crop productivity under extreme weather conditions is essential to enhance food security. Crop simulation models, which align with physical processes, offer explainability but often perform poorly.…

Machine Learning · Computer Science 2025-01-03 Miro Miranda , Marcela Charfuelan , Andreas Dengel

Two-point measurements of concentration are obtained in a meandering passive-scalar plume released at five different heights within the fully-turbulent region of a high-Reynolds number turbulent boundary layer (TBL). These measurements are…

Fluid Dynamics · Physics 2019-04-05 Krishna M Talluru , Kapil Chauhan

We develop a one-dimensional network model to predict the steady-state distribution of yield-stress fluids in branched pipe manifolds under wall-slip conditions. The model accounts for major friction losses between junctions and…

Fluid Dynamics · Physics 2025-11-18 Elliott Sutton , Waldo Rosales Trujillo , Adam Kowalski , Cláudio P. Fonte , Anne Juel

Explicit expressions for associated spherical functions of $SO(p,q)$ matrix groups are obtained using a generalized hypergeometric series of two variables. In this paper, we present explicit expressions for zonal functions of de Sitter…

Classical Analysis and ODEs · Mathematics 2018-06-05 B. A. Rajabov

The purpose of this paper is to present a shallow-water-type model with multiple inhomogeneous layers featuring variable linear velocity vertical shear and startificaion in horizontal space and time. This is achieved by writing the layer…

Atmospheric and Oceanic Physics · Physics 2020-12-07 F. J. Beron-Vera

The first improvements concern the complex non-linear dependence of entropy on pressure, temperature and salinity, with the use of the standard TEOS10 formulation based on a fit of the oceanic Gibbs function to more recent observations. On…

Atmospheric and Oceanic Physics · Physics 2026-03-27 Pascal Marquet

Accurate remote sensing-based crop yield prediction remains a fundamental challenging task due to complex spatial patterns, heterogeneous spectral characteristics, and dynamic agricultural conditions. Existing methods often suffer from…

Computer Vision and Pattern Recognition · Computer Science 2025-07-09 Juli Zhang , Zeyu Yan , Jing Zhang , Qiguang Miao , Quan Wang

We propose a sharp interface model for simulating solid-state dewetting where the surface energy is (weakly) anisotropic. The morphology evolution of thin films is governed by surface diffusion and contact line migration. The mathematical…

Materials Science · Physics 2015-06-22 Yan Wang , Wei Jiang , Weizhu Bao , Dave J. Srolovitz

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial…

Numerical Analysis · Mathematics 2023-09-29 Rudi Prihandoko , Kenneth Duru , Stephen Roberts , Christopher Zoppou

We present an application of SPH to saturated soilproblems. Herein, the standard SPH formulation was improved to model saturated soil. It is shown that the proposed formulation could yield several advantages such as: it takes into account…

Computational Engineering, Finance, and Science · Computer Science 2015-02-03 H. Bui , R. Fukagawa , K. Sako