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Improvements in data acquisition and processing techniques have lead to an almost continuous flow of information for financial data. High resolution tick data are available and can be quite conveniently described by a continuous time…

Statistics Theory · Mathematics 2011-05-03 Siegfried Hormann , Lajos Horvath , Ron Reeder

In this paper, we report a "new" continuity path which links the constant scalar curvature equation to a second order elliptic equation. This is largely an expository article where we describes various aspects of geometry and analysis…

Differential Geometry · Mathematics 2015-06-23 Xiuxiong Chen

It has been suggested that the modified Steiner action functional has desirable properties for a random surface action. In this paper we investigate the scaling of the string tension and massgap in a variant of this action on dynamically…

High Energy Physics - Lattice · Physics 2009-10-22 C. F. Baillie , A. Irback , W. Janke , D. A. Johnston

Many organisms have an elastic skeleton that consists of a closed shell of epithelial cells that is filled with fluid, and can actively regulate both elastic forces in the shell and hydrostatic pressure inside it. In this work we introduce…

Soft Condensed Matter · Physics 2023-10-13 Ajoy Maji , Yitzhak Rabin

Incremental stability properties are considered for certain systems of forced, nonlinear differential equations with a particular positivity structure. An incremental stability estimate is derived for pairs of input/state/output…

Systems and Control · Electrical Eng. & Systems 2024-02-07 Violaine Piengeon , Chris Guiver

Langmuir monolayers are advantageous systems used to investigate how lipid membranes get involved in the physiology of many living structures, such as collapse phenomena in alveolar structures. Much work focuses on characterizing the…

Soft Condensed Matter · Physics 2024-01-22 A. R. Carotenuto , A. Gaffney , K. Y. C. Lee , L. Pocivavsek , M. Fraldi , L. Deseri

In this paper, we investigate a financial market model consisting of a risky asset, modeled as a general diffusion parameterized by a scale function and a speed measure, and a bank account process with a constant interest rate. This…

Mathematical Finance · Quantitative Finance 2025-12-09 Alexis Anagnostakis , David Criens , Mikhail Urusov

We study the injection of air in a granular suspension. We use a linear Hele-Saw cell filled with a suspension which is displaced by air, leading to a Saffman-Taylor (fingering) instability. For the suspension, we use an iso-dense mixture…

Soft Condensed Matter · Physics 2007-05-23 C. Chevalier , A. Lindner , E. Clement

It is demonstrated, by numerical simulations of a 2D assembly of polydisperse disks, that there exists a range (plateau) of coarse graining scales for which the stress tensor field in a granular solid is nearly resolution independent,…

Statistical Mechanics · Physics 2007-05-23 C. Goldenberg , A. P. F. Atman , P. Claudin , G. Combe , I. Goldhirsch

Diverging correlation lengths on either side of the jamming transition are used to formulate a rheological model of granular shear flow, based on the propagation of stress through force chain networks. The model predicts three distinct flow…

Soft Condensed Matter · Physics 2009-11-11 Gregg Lois , Jean M. Carlson

The equilibrium and fluctuation methods for determining the surface tension, $\sigma$, and bending modulus, $\kappa$, of a bilayer membrane with a fixed projected area are discussed. In the fluctuation method the elastic coefficients…

Statistical Mechanics · Physics 2009-11-10 Oded Farago , Philip Pincus

We develop continuum field model for crack propagation in brittle amorphous solids. The model is represented by equations for elastic displacements combined with the order parameter equation which accounts for the dynamics of defects. This…

Materials Science · Physics 2016-08-31 I. S. Aranson , V. A. Kalatsky , V. M. Vinokur

We report an experimental study of the crack pattern formed during the drying of a colloidal suspension. A horizontal fiber, which provides a one dimensional, boundary-free substrate, is coated by a film of micronic thickness. The geometry…

Soft Condensed Matter · Physics 2014-09-30 François Boulogne , Ludovic Pauchard , Frédérique Giorgiutti-Dauphiné

Quasi-static strain-controlled measurements of stress vs strain curves in macroscopic amorphous solids result in a nonlinear looking curve that ends up either in mechanical collapse or in a steady-state with fluctuations around a mean…

Soft Condensed Matter · Physics 2016-03-02 Awadhesh K. Dubey , Itamar Procaccia , Carmel A. B. Z. Shor , Murari Singh

Fracture in quasi-statically driven systems is studied by means of a discrete spring-block model. Developed from close comparison with desiccation experiments, it describes crack formation induced by friction on a substrate. The model…

Statistical Mechanics · Physics 2009-10-31 Kwan-tai Leung , Zoltan Neda

A continuum description is built to characterize the stationary and transient deformations of confluent tissues subject to heterogeneous activities. By defining a coarse-grained texture matrix field to represent the shape and size of cells,…

Biological Physics · Physics 2023-08-10 Fernanda Pérez-Verdugo , Rodrigo Soto

Extensibility is beyond the paradigm of classical soft glassy materials, and more broadly, yield-stress fluids. Recently, model yield-stress fluids with significant extensibility have been designed by adding polymeric phases to classically…

Soft Condensed Matter · Physics 2023-11-29 Samya Sen , Rubens R. Fernandes , Randy H. Ewoldt

The present work deals with the problem of a semi-infinite crack steadily propagating in an elastic body subject to plane-strain shear loading. It is assumed that the mechanical response of the body is governed by the theory of…

Mathematical Physics · Physics 2014-05-14 P. A. Gourgiotis , A. Piccolroaz

We introduce a model for describing the defected growth of striped patterns. This model, while roughly related to the Swift-Hohenberg model, generates a quite different mixture of defects during phase ordering. We find two characteristic…

Soft Condensed Matter · Physics 2009-11-10 Hai Qian , Gene F. Mazenko

An attempt is made to quantitatively demonstrate the difference between a complex adaptive combat model and conventional combat models. The work shows that complex adaptive models may give rise to "turbulent" dynamics, which emerge once the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 M. K. Lauren