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Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

The key feature of a memristor is that the resistance is a function of its previous resistance, thereby the behaviour of the device is influenced by changing the way in which potential is applied across it. Ultimately, information can be…

Emerging Technologies · Computer Science 2020-05-22 Alexander E. Beasley , Mohammed-Salah Abdelouahab , René Lozi , Anna L. Powell , Andrew Adamatzky

Different real-world cognitive tasks evolve on different relevant timescales. Processing these tasks requires memory mechanisms able to match their specific time constants. In particular, the working memory utilizes mechanisms that span…

Emerging Technologies · Computer Science 2024-02-08 Saverio Ricci , David Kappel , Christian Tetzlaff , Daniele Ielmini , Erika Covi

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo

The simulation of systems that act on multiple time scales is challenging. A stable integration of the fast dynamics requires a highly accurate approximation whereas for the simulation of the slow part, a coarser approximation is accurate…

Numerical Analysis · Mathematics 2024-06-21 Sina Ober-Blöbaum , Theresa Wenger , Tobias Gail , Sigrid Leyendecker

We study a switching synchronization phenomenon taking place in one-dimensional memristive networks when the memristors switch from the high to low resistance state. It is assumed that the distributions of threshold voltages and switching…

Adaptation and Self-Organizing Systems · Physics 2017-12-27 V. A. Slipko , Y. V. Pershin

We extend the notion of memristive systems to capacitive and inductive elements, namely capacitors and inductors whose properties depend on the state and history of the system. All these elements show pinched hysteretic loops in the two…

Mesoscale and Nanoscale Physics · Physics 2009-11-21 Massimiliano Di Ventra , Yuriy V. Pershin , Leon O. Chua

Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…

Methodology · Statistics 2026-01-21 Taehee Lee , Jun S. Liu

An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…

Chemical Physics · Physics 2012-08-07 V. I. Yukalov , E. P. Yukalova

Memristive devices have been considered promising candidates for nature-inspired computing and in-memory information processing. However, experimental devices developed to date typically show significant variability and function at…

Applied Physics · Physics 2025-08-25 Yuriy V. Pershin , Liya Patel , Bapi Berra , Doug Aaron , Stephen A. Sarles

This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

This work presents a comprehensive analysis of the variability and reliability of the resistive switching (RS) behavior in Prussian Blue (a mixed-valence iron(III/II) hexacyanoferrate compound) thin films, used as the active layer. These…

Materials Science · Physics 2025-05-20 L. B. Avila , A. Cantudo , M. A. Villena , D. Maldonado , F. Abreu Araujo , C. K. Müller , J. B. Roldán

Emerging memristor-based array architectures have been effectively employed in non-volatile memories and neuromorphic computing systems due to their density, scalability and capability of storing information. Nonetheless, to demonstrate a…

Emerging Technologies · Computer Science 2022-05-18 Jiawei Shen , Andrea Mifsud , Lijie Xie , Abdulaziz Alshaya , Christos Papavassiliou

Memristor is the fourth fundamental passive circuit element with potential applications in development of analog memories, artificial brains (with the capacity of hardware training) and neuro-science. In most of these applications the…

Other Computer Science · Computer Science 2013-02-06 Farshad Merrikh-Bayat , Nafiseh Mirebrahimi , Farhad Bayat

Memristor crossbar architecture is one of the most popular circuit configurations due to its wide range of practical applications. The crossbar architecture can emulate the weighted summation operation, called multiply and accumulate…

Emerging Technologies · Computer Science 2022-04-21 Alex James , Leon Chua

The memristor, the recently discovered fundamental circuit element, is of great interest for neuromorphic computing, nonlinear electronics and computer memory. It is usually modelled either using Chua's equations, which lack material device…

Materials Science · Physics 2014-04-23 Ella Gale

Multivariate time series are ubiquitous objects in signal processing. Measuring a distance or similarity between two such objects is of prime interest in a variety of applications, including machine learning, but can be very difficult as…

Machine Learning · Statistics 2022-11-02 Titouan Vayer , Romain Tavenard , Laetitia Chapel , Nicolas Courty , Rémi Flamary , Yann Soullard

Adaptive response to a varying environment is a common feature of biological organisms. Reproducing such features in electronic systems and circuits is of great importance for a variety of applications. Here, we consider memory models…

Cell Behavior · Quantitative Biology 2013-10-29 Fabio Lorenzo Traversa , Yuriy V. Pershin , Massimiliano Di Ventra

In this paper the problems of the retrospective analysis of models with time-varying structure are considered. These models include contamination models with randomly switching parameters and multivariate classification models with an…

Statistics Theory · Mathematics 2017-10-31 Boris Brodsky , Boris Darkhovsky