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We propose an alternative approach towards cost mitigation in volatility-managed portfolios based on smoothing the predictive density of an otherwise standard stochastic volatility model. Specifically, we develop a novel variational Bayes…
We present a method for constructing classically perfect anisotropic actions for SU(3) gauge theory based on a present isotropic Fixed Point Action. The action is parametrised using smeared (``fat'') links. The construction is done…
We introduce a family of bi-grid schemes in finite elements for solving 2D incompressible Navier-Stokes equations in velocity and pressure $(u,p)$. The new schemes are based on projection methods and use two pairs of FEM spaces, a sparse…
Incompressible fluids on curved surfaces are considered with respect to the interplay between topology, geometry and fluid properties using a surface vorticity-stream function formulation, which is solved using parametric finite elements.…
We study monopoles and vortices in SU(2) lattice gauge theory on a 24**4 lattice at beta=2.50. We find a value of fundamental string tension from monopoles in the maximum Abelian gauge consistent with the full SU(2) value. Using direct and…
In this work, a novel artificial viscosity method is proposed using smooth and compactly supported viscosities. These are derived by revisiting the widely used piecewise constant artificial viscosity method of Persson and Peraire as well as…
A micromagnetic numerical study of the precessional motion of the vortex and antivortex states in soft ferromagnetic circular nanodots is presented using Landau-Lifshitz-Gilbert dynamics. For sufficiently small dot thickness and diameter,…
The high-temperature phase of SU(2) Yang-Mills theory is addressed by means of dimensional reduction with a special emphasis on the properties of center vortices. For this purpose, the vortex vacuum which arises from center projection is…
This paper proposes a method for computing the visible occluding contours of subdivision surfaces. The paper first introduces new theory for contour visibility of smooth surfaces. Necessary and sufficient conditions are introduced for when…
The convergence characteristics of two viscous core corrections as used in straight-line segmentation methods are rigorously analysed. These are \emph{curvature corrections} that account for the induced velocity contribution at a point on a…
The complex matter-field lattice model is a ubiquitous and universal physics model that directly links to many universal spin models. However, finding the ground state of such a model for the most general interactions between the lattice…
An analysis of the geometry and structure of centre vortices in the presence of dynamical fermions is performed. A variety of metrics are used to measure the matrix structure of the vortex-modified gauge fields. Visualisations of centre…
The nonconforming Morley-type virtual element method for the incompressible Navier-Stokes equations formulated in terms of the stream-function on simply connected polygonal domains (not necessarily convex) is designed. A rigorous analysis…
The vortex picture of confinement is studied. The deconfinement phase transition is explained as a transition from a phase in which vortices percolate to a phase of small vortices. Lattice results are presented in support of this scenario.…
We report measurements of the action associated with center vortices in SU(2) pure lattice gauge theory. In the lattice units the excess of the action on the plaquettes belonging to the vortex is approximately a constant, independent on the…
Topological defects such as monopoles, vortices and "chains"of the SU(3) gauge group are studied using its SU(2) subgroups. Two appropriate successive gauge transformations are applied to the subgroups to identify the chains of monopoles…
Scattering methods make it possible to compute the effects of renormalized quantum fluctuations on classical field configurations. As a classic example of a topologically nontrivial classical solution, the Abrikosov-Nielsen-Olesen vortex in…
We study the relation between center vortex fluxes and monopole fluxes for $SU(2)$ gauge group in a model. This model is the same as thick center vortex model but we use monopole-antimonopole configurations instead of center vortices in the…
Despite the numerous successful applications of lattice QCD in nuclear and particle theory, fundamental algorithmic challenges remain. Among those, relevant for numerical studies of QCD on a space-time torus, is topological freezing--a form…
A relative Liutex vortex identification method is proposed in this study, together with its explicit mathematical formulation. The method is designed to identify vortical structures based solely on local flow-field information and is…