Related papers: High-frequency dynamics of the implied volatility …
The mechanism that causes an interdecadal oscillation in a coarse resolution sector ocean model forced by mixed boundary conditions is studied. The oscillation is characterized by large fluctuations in convective activity and air/sea heat…
The morphogenesis of cells and tissues involves an interplay between chemical signals and active forces on their surrounding surface layers. The complex interaction of hydrodynamics and material flows on such active surfaces leads to…
Viscoelastic surface rheology plays an important role in multiphase systems. A typical example is the actin cortex which surrounds most animal cells. It shows elastic properties for short time scales and behaves viscous for longer time…
We investigate the interaction of waves with surface flows by considering the full set of conserved quantities, subtle but important surface elevation changes induced by wave packets and by directly considering the necessary forces to…
We consider the problem of high-dimensional non-linear variable selection for supervised learning. Our approach is based on performing linear selection among exponentially many appropriately defined positive definite kernels that…
High-resolution numerical simulations are utilized to examine isotropic turbulence in a compressible fluid when long wavelength velocity fluctuations approach light speed. Spectral analysis reveals an inertial sub-range of relativistic…
The dynamics of a single crack moving through a heterogeneous medium is studied in the quasi-static approximation. Equations of motion for the crack front are formulated and the resulting scaling behaviour analyzed. In a model scalar system…
This study proposes a versatile model for the dynamics of the best bid and ask prices using an extended Hawkes process. The model incorporates the zero intensities of the spread-narrowing processes at the minimum bid-ask spread,…
This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…
When a turbulent vortex impinges on a porous layer, it creates a complex multiscale interaction: the wake structures that form in the free fluid engage with the intricate geometry of the pores, and this interplay governs both the turbulent…
This study delves into the intricate realm of risk evaluation within the domain of specific financial derivatives, notably options. Unlike other financial instruments, like bonds, options are susceptible to broader risks. A distinctive…
A thread of viscous fluid falling onto a moving surface exhibits a spectacular variety of types of motion as the surface speed and nozzle height are varied. For modest nozzle heights, four clear regimes are observed. For large surface…
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…
We study the static and dynamic structure of thermally fluctuating elastic thin sheets by investigating the overdamped dynamic F\"oppl-von K\'arm\'an equation, in which the F\"oppl-von K\'arm\'an equation from elasticity theory is driven by…
Despite their significance in biology and materials science, the dynamics of multicomponent vesicles under shear flow remain poorly understood because of their nonlinear and strongly coupled nature, especially regarding the role of membrane…
Numerically computed with high accuracy are periodic traveling waves at the free surface of a two dimensional, infinitely deep, and constant vorticity flow of an incompressible inviscid fluid, under gravity, without the effects of surface…
Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…
We consider a multivariate non-linear Hawkes process in a multi-class setup where particles are organised within two populations of possibly different sizes, such that one of the populations acts excitatory on the system while the other…
Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters like the spectral density matrix and its inverse, the coherence…
In this paper, we describe the vortex dynamics under high-amplitude microwave drive and its effect on the surface resistance of superconductors. The vortex surface resistance is calculated with a Montecarlo approach, where the vortex motion…