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Static packings of frictional rigid particles are investigated by means of discrete element simulations. We explore the ensemble of allowed force realizations in the space of contact forces for a given packing structure. We estimate the…

Soft Condensed Matter · Physics 2011-04-19 M. Reza Shaebani , Tamas Unger , Janos Kertesz

Collisions are an innate part of the function of many musical instruments. Due to the nonlinear nature of contact forces, special care has to be taken in the construction of numerical schemes for simulation and sound synthesis. Finite…

Numerical Analysis · Mathematics 2015-01-08 Vasileios Chatziioannou , Maarten van Walstijn

Seismogenic plate boundaries are presumed to behave in a similar manner to a densely packed granular medium, where fault and blocks systems rapidly rearrange the distribution of forces within themselves, as particles do in slowly sheared…

A crystal plasticity theory was developed for use in simulations of dynamic loading at high pressures and strain rates. At pressures of the order of the bulk modulus, compressions o(100%) may be induced. At strain rates o(10^9)/s or higher,…

Materials Science · Physics 2008-04-10 Damian C. Swift , Eric N. Loomis , Pedro Peralta , Bassem El-Dasher

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string…

Statistical Mechanics · Physics 2016-08-31 D. Sornette

We examine a simple mechanism for the spatio-temporal evolution of transient, slow slip. We consider the problem of slip on a fault that lies within an elastic continuum and whose strength is proportional to sliding rate. This rate…

Geophysics · Physics 2024-09-06 Robert C. Viesca , Pierre Dublanchet

We review the present state of understanding of solid friction at low velocities and for systems with negligibly small wear effects. We first analyze in detail the behavior of friction at interfaces between wacroscopic hard rough solids,…

Soft Condensed Matter · Physics 2015-06-25 Tristan Baumberger , Christiane Caroli

Equilibrium states of large layered neural networks with differentiable activation function and a single, linear output unit are investigated using the replica formalism. The quenched free energy of a student network with a very large…

Disordered Systems and Neural Networks · Physics 2009-10-31 Martin Ahr , Michael Biehl , Robert Urbanczik

We present a barrier method for treating frictional contact on interfaces embedded in finite elements. The barrier treatment has several attractive features, including: (i) it does not introduce any additional degrees of freedom or…

Numerical Analysis · Mathematics 2022-06-17 Yidong Zhao , Jinhyun Choo , Yupeng Jiang , Minchen Li , Chenfanfu Jiang , Kenichi Soga

This paper presents the stability analysis of a system sliding at low velocities ($< 100 \mu$m.s$^{-1}$) under a periodically modulated normal load, preserving interfacial contact. Experiments clearly evidence that normal vibrations…

Soft Condensed Matter · Physics 2007-05-23 A. Cochard , L. Bureau , T. Baumberger

Simulations of fluid flow in naturally fractured rocks have implications for several subsurface applications, including energy storage and extraction, and waste storage. We are interested in flow in discrete fracture networks, which…

Numerical Analysis · Mathematics 2018-11-14 Alessio Fumagalli , Eirik Keilegavlen , Stefano Scialò

A microscopic theory for the ubiquitous phenomenon of static friction is presented. Interactions between two surfaces are modeled by an energy penalty that increases exponentially with the degree of surface overlap. The resulting static…

Materials Science · Physics 2009-10-31 M. H. Müser , L. Wenning , M. O. Robbins

Nonlinear dynamical systems exposed to changing forcing can exhibit catastrophic transitions between alternative and often markedly different states. The phenomenon of critical slowing down (CSD) can be used to anticipate such transitions…

Machine Learning · Computer Science 2024-09-13 Yu Huang , Sebastian Bathiany , Peter Ashwin , Niklas Boers

We study hedging and pricing of unattainable contingent claims in a non-Markovian regime-switching financial model. Our financial market consists of a bank account and a risky asset whose dynamics are driven by a Brownian motion and a…

Pricing of Securities · Quantitative Finance 2013-03-19 Łukasz Delong , Antoon Pelsser

Constrained Reinforcement Learning has been employed to enforce safety constraints on policy through the use of expected cost constraints. The key challenge is in handling expected cost accumulated using the policy and not just in a single…

Machine Learning · Computer Science 2024-01-17 Hao Jiang , Tien Mai , Pradeep Varakantham , Minh Huy Hoang

Numerically robust algorithmic formulations suitable for rate-independent crystal plasticity are presented. They cover classic local models as well as gradient-enhanced theories in which the gradients of the plastic slips are incorporated…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Volker Fohrmeister , Jörn Mosler

Delays are ubiquitous in applied problems, but often do not arise as the simple constant discrete delays that analysts and numerical analysts like to treat. In this chapter we show how state-dependent delays arise naturally when modeling…

Dynamical Systems · Mathematics 2025-11-11 A. R. Humphries , A. S. Eremin , Z. Wang

The performance of vehicle active safety systems is dependent on the friction force arising from the contact of tires and the road surface. Therefore, an adequate knowledge of the tire-road friction coefficient is of great importance to…

Neural and Evolutionary Computing · Computer Science 2019-11-18 Alexandre M. Ribeiro , Alexandra Moutinho , André R. Fioravanti , Ely C. de Paiva

Rubber friction is of major practical importance in applications such as tires, rubber seals, and footwear. This review article focuses on the theory and experimental studies of rubber friction on substrates with random roughness. We…

Soft Condensed Matter · Physics 2025-09-12 B. N. J. Persson , R. Xu

In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data. By drawing parallels between orders in the limit order book and…

Trading and Market Microstructure · Quantitative Finance 2024-06-26 Haochen Li , Yi Cao , Maria Polukarov , Carmine Ventre