相关论文: Ab initio yield curve dynamics

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…

In this paper we develop a general conceptual approach to the problem of existence of action-angle variables for dynamical systems, which establishes and uses the fundamental conservation property of associated torus actions: anything which…

This paper proposes and analyzes an iterative minimization formulation for search- ing index-1 saddle points of an energy function. This formulation differs from other eigenvector-following methods by constructing a new objective function…

In mean-field theory, the non-local state of fluid molecules can be taken into account using a statistical method. The molecular model combined with a density expansion in Taylor series of the fourth order yields an internal energy value…

The phenomenon of linear motion of conductor in a magnetic field is commonly found in electric machineries such as, electromagnetic brakes, linear induction motor, electromagnetic flowmeter etc. The design and analysis of the same requires…

In this paper we propose a Bayesian method as a numerical way to correct and stabilise projection-based reduced order models (ROM) in computational fluid dynamics problems. The approach is of hybrid type, and consists of the classical…

While the original Ait-Sahalia interest rate model has been found considerable use as a model for describing time series evolution of interest rates, it may not possess adequate specifications to explain responses of interest rates to…

In computational materials science, predicting the yield strain of crosslinked polymers remains a challenging task. A common approach is to identify yield as the first critical point of stress-strain curves simulated by molecular dynamics…

This work is concerned with an inverse elastic scattering problem of identifying the unknown rigid obstacle embedded in an open space filled with a homogeneous and isotropic elastic medium. A Newton-type iteration method relying on the…

We provide a general and flexible approach to LIBOR modeling based on the class of affine factor processes. Our approach respects the basic economic requirement that LIBOR rates are non-negative, and the basic requirement from mathematical…

The literature shows the possible existence of a problem called collinearity in both Nelson-Siegel and Nelson-Siegel-Svensson models due to the relationship between the slope and curvature components. The presence of this problem and the…

The continuum equations of fluid mechanics are rederived with the intention of keeping certain mechanical and thermodynamic concepts separate. A new "mechanical" mass density is created to be used in computing inertial quantities, whereas…

We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed…

We apply the method of invariant manifolds to derive equations of generalized hydrodynamics from the linearized Boltzmann equation and determine exact transport coefficients, obeying Green-Kubo formulas. Numerical calculations are performed…

This work uses the Bayesian inference technique to infer the Young modulus from the stochastic linear elasticity equation. The Young modulus is modeled by a finite Karhunen Lo\'{e}ve expansion, while the solution to the linear elasticity…

We formulate a solution to the Algebraic version of the Inverse Jacobi problem. Using this solution we produce explicit addition laws on any algebraic curve generalizing the law suggested by Leykin [2] in the case of (n, s) curves. This…

The generalized polynomial chaos method is applied to the Buckley-Leverett equation. We consider a spatially homogeneous domain modeled as a random field. The problem is projected onto stochastic basis functions which yields an extended…

A new model for the numerical simulation of a rigid body moving in a viscous fluid flow using FEM is presented. One of the most interesting features of this approach is the small computational effort required to solve the motion of the…

In spite of the large number of papers appeared in the past which are devoted to the lattice Boltzmann (LB) methods, basic aspects of the theory still remain unchallenged. An unsolved theoretical issue is related to the construction of a…