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The intermarket analysis, in particular the lead-lag relationship, plays an important role within financial markets. Therefore a mathematical approach to be able to find interrelations between the price development of two different…

Statistical Finance · Quantitative Finance 2015-04-24 Stanislaus Maier-Paape , Andreas Platen

In this paper, we are concerned with the global pressure formulation of immiscible incompressible two-phase flow between different rock types. We develop for this problem two robust schemes based on domain decomposition (DD) methods and…

Analysis of PDEs · Mathematics 2020-01-08 Elyes Ahmed

Two dimensional modeling of collisionless shocks has been of tremendous importance in understanding the physics of the non-linear evolution, momentum transfer and particle acceleration, but current computer capacities have now reached a…

High Energy Astrophysical Phenomena · Physics 2015-05-19 Troels Haugboelle

A canonical wavy surface exposed to a Mach 2 flow is investigated through high-frequency Pressure Sensitive Paint (PSP), Kulite measurements, and shadowgraph imaging. The wavy surface features a compression and expansion region, two…

Fluid Dynamics · Physics 2024-09-25 J. Braun , I. Rahbari , G. Paniagua , P. Aye Addo , J. Garicano-Mena , E Valero , S. Le Clainche

The Gravity Model is the workhorse for empirical studies in International Economies for its empirical power and it is commonly used in explaining the trade flow between countries; it relies on a function that relates the trade with the…

Applications · Statistics 2013-10-17 Rodolfo Metulini

In many scientific applications, the target probability distribution cannot be evaluated in closed form or sampled from directly. Instead, it can often be decomposed into multiple components, some of which are accessible only through…

Methodology · Statistics 2026-03-10 Roxana Darvishi , David C. Stenning , Ted von Hippel , Owen G. Ward

Many multiphase fluid systems, such as those involving immiscible polymers or liquid-liquid systems with surfactants, have shown a breakdown of the no-slip condition at the material interface. This results in systems where the tangential…

Fluid Dynamics · Physics 2023-04-05 Afsoun Rahnama Falavarjani , David Salac

As a vital strategic resource, oil has an essential influence on the world economy, diplomacy and military development. Using oil trade data to dynamically monitor and warn about international trade risks is an urgent need. Based on the UN…

Statistical Finance · Quantitative Finance 2022-08-23 Wen-Jie Xie , Na Wei , Wei-Xing Zhou

Behavioural finance offers a valuable framework for examining foreign exchange (FX) market dynamics, including puzzles such as excess volatility and fat-tailed distributions. Yet, when it comes to their interaction with the `real' side of…

General Economics · Economics 2025-08-05 Marwil J. Davila-Fernandez , Serena Sordi

This contribution deals with the modeling of collisional multicomponent magnetized plasmas in thermal and chemical nonequilibrium aiming at simulating and predicting magnetic reconnections in the chromosphere of the sun. We focus on the…

Numerical Analysis · Mathematics 2021-06-01 Quentin Wargnier , Sylvain Faure , Benjamin Graille , Thierry Magin , Marc Massot

Universal phenomena far from equilibrium exhibit additional independent scaling exponents and functions as compared to thermal universal behavior. For the example of an ultracold Bose gas we simulate nonequilibrium transport processes in a…

Quantum Gases · Physics 2019-05-07 A. Piñeiro Orioli , J. Berges

Phase separation can drive spatial organization of multicomponent mixtures. For instance in developing animal embryos, effective phase separation descriptions have been used to account for the spatial organization of different tissue types.…

Soft Condensed Matter · Physics 2023-01-18 Simon Gsell , Matthias Merkel

This paper reviews intermodal transportation systems and their role in decarbonizing freight networks from an operations research perspective, analyzing over a decade of studies (2010-2024). We present a chronological analysis of the…

Optimization and Control · Mathematics 2025-03-18 Madelaine Martinez Ferguson , Aliza Sharmin , Mustafa Can Camur , Xueping Li

Reconnection processes of twin-chains are systematically studied in the quadratic twist map. By using the reversibility and symmetry of the mapping, the location of the indicator points is theoretically determined in the phase space. The…

chao-dyn · Physics 2009-10-31 Susumu Shinohara , Yoji Aizawa

International food trade is a growing complement to gaps in domestic food supply and demand, but it is vulnerable to disruptions due to some unforeseen shocks. This paper assembles the international crop trade networks using maize, rice,…

Physics and Society · Physics 2023-06-21 Yin-Ting Zhang , Wei-Xing Zhou

There exists a large body of previous work using reduced two-dimensional models of the SOL, which model fluctuations in the drift-plane but approximate parallel transport with effective loss terms. Full size three-dimensional simulations of…

Plasma Physics · Physics 2022-07-27 T. E. G. Nicholas , J. Omotani , F. Riva , F. Militello , B. Dudson

We propose a series of simple models for the microstructure of a double auction market without intermediaries. We specialize to those markets, such interdealer broker markets, which are dominated by professional traders, who trade mainly…

Statistical Mechanics · Physics 2008-12-02 David Eliezer , Ian I. Kogan

Business cycles tend to comove across countries. However, standard models that attribute comovement to propagation of exogenous shocks struggle to generate a level of comovement that is as high as in the data. In this paper, we consider…

General Economics · Economics 2024-09-13 Marco Pangallo

I propose a new terminology, international trade strength, which is defined as the ratio of a country's total international trade to its GDP. This parameter represents a country's ability to generate international trade by utilizing its…

General Economics · Economics 2023-09-06 Mikrajuddin Abdullah

In this mini-review we summarize the progress of modeling, simulation and analysis of shock responses of heterogeneous materials in our group in recent years. The basic methodology is as below. We first decompose the problem into different…

Soft Condensed Matter · Physics 2016-03-24 Aiguo Xu , Guangcai Zhang , Yangjun Ying , Cheng Wang
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