Publications related to A Note On The Dai-Singleton Canonical Representation Of Affine Term Structure Models

Related publications (31)

A cut-cell method for the numerical simulation of 3D multiphase flows with strong interfacial effects

Marco Picasso, Alexandre Caboussat, Alexandre Masserey, Julien Hess

We present a numerical model for the approximation of multiphase flows with free surfaces and strong interfacial effects. The model relies on the multiphase incompressible Navier-Stokes equations, and includes surface tension effects on the interfaces betw ...

Academic Press Inc Elsevier Science2024

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Leonardo Vincenzo Santoro, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Elsevier2024

Atomic scale volume and grain boundary diffusion elucidated by in situ STEM

Johann Michler, Xavier Maeder, Laszlo Pethö

Diffusion is one of the most important phenomena studied in science ranging from physics to biology and, in abstract form, even in social sciences. In the field of materials science, diffusion in crystalline solids is of particular interest as it plays a p ...

Nature Portfolio2023

Diffusion timescale conundrum in contact metamorphism: Oxygen isotope and trace element profiles in dolomite

Anders Meibom, Stéphane Laurent Escrig, Lukas Baumgartner

Successful application of diffusion chronometry is based on detailed knowledge of diffusion parameters obtained from laboratory experiments, which also need to be upscaled to be applied to natural samples. While generally applicable, several examples of di ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Low-Temperature Dynamics of Water Confined in Unidirectional Hydrophilic Zeolite Nanopores

Livia Eleonora Bove Kado, Umbertoluca Ranieri, Maria Rescigno

The dynamical properties of water molecules confinedin the unidirectionalhydrophilic nanopores of AlPO4-54 are investigated withquasi-elastic neutron scattering as a function of temperature downto 118 K. AlPO4-54 has among the largest pores known foralumin ...

AMER CHEMICAL SOC2023

A generic diffusion-based approach for 3D human pose prediction in the wild

Alexandre Massoud Alahi, Saeed Saadatnejad, Taylor Ferdinand Mordan

Predicting 3D human poses in real-world scenarios, also known as human pose forecasting, is inevitably subject to noisy inputs arising from inaccurate 3D pose estimations and occlusions. To address these challenges, we propose a diffusion-based approach th ...

IEEE2023

Dynamical Low-Rank Approximation for Stochastic Differential Equations

Fabio Nobile, Yoshihito Kazashi, Fabio Zoccolan

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of basis vectors with r ...

American Mathematical Society (AMS)2025

Anomalous Dissipation and Lack of Selection in the Obukhov-Corrsin Theory of Scalar Turbulence

Maria Colombo, Massimo Sorella

The Obukhov-Corrsin theory of scalar turbulence [21, 54] advances quantitative predictions on passive-scalar advection in a turbulent regime and can be regarded as the analogue for passive scalars of Kolmogorov's K41 theory of fully developed turbulence [4 ...

Springernature2023

Morphology and Transport Characterization of Catalyst Layers for CO2 Reduction

Sophia Haussener, Francesca Lorenzutti

Gas diffusion electrodes (GDEs) help to reduce transport limitations in devices for electrochemical CO2 reduction. Homogenized modeling of such devices requires input of morphological characteristics and effective transport properties of the porous structu ...

2023

Diffusion of connected and autonomous vehicles concerning mode choice, policy interventions and sustainability impacts: A system dynamics modelling study

Evangelos Paschalidis

Connected and autonomous vehicles (CAV) have seen a rapid development over the past decade. However, wide diffusion of high level CAVs is still decades to come, and will depend on many technological, policy and public acceptance factors. Merging a traditio ...

ELSEVIER SCI LTD2023

Development of next-generation microfluidic systems for enhanced, faster, and cost-effective immunoassays for tissue diagnostics - Ac electrothermal flow & Acoustofluidics

Muaz Salama Abdelmonem Draz

The application of microfluidics in the field of surface-based assays and more specifically, the spatial molecular profiling of tumor tissues has gained a lot of interest, especially with the increased interest in personalized medicine and targeted therapy ...

EPFL2023

Scaling Description of Dynamical Heterogeneity and Avalanches of Relaxation in Glass-Forming Liquids

Matthieu Wyart

We provide a theoretical description of dynamical heterogeneities in glass-forming liquids, based on the premise that relaxation occurs via local rearrangements coupled by elasticity. In our framework, the growth of the dynamical correlation length e and o ...

American Physical Society2023

Brokering between tenants for an international materials acceleration platform

Giovanni Pizzi, Francisco Fernando Ramirez

The efficient utilization of resources in accelerated materials science necessitates flexible, reconfigurable software-defined research workflows. We demonstrate a brokering approach to modular and asynchronous research orchestration to integrate multiple ...

CELL PRESS2023

Dynamical low rank approximation for uncertainty quantification of time-dependent problems

Eva Vidlicková

The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...

EPFL2022

Simulating Microswimmers Under Confinement With Dissipative Particle (Hydro) Dynamics

Ignacio Pagonabarraga Mora

In this work we study microwimmers, whether colloids or polymers, embedded in bulk or in confinement. We explicitly consider hydrodynamic interactions and simulate the swimmers via an implementation inspired by the squirmer model. Concerning the surroundin ...

FRONTIERS MEDIA SA2022

Finite Littlestone Dimension Implies Finite Information Complexity

Michael Christoph Gastpar, Ido Nachum, Aditya Pradeep

We prove that every online learnable class of functions of Littlestone dimension d admits a learning algorithm with finite information complexity. Towards this end, we use the notion of a globally stable algorithm. Generally, the information complexity of ...

2022

Neurite Exchange Imaging ((NEXI): A minimal model of diffusion in gray matter with inter-compartment water exchange

Alexandre Jean François Marie De Skowronski, Ileana Ozana Jelescu

Biophysical models of diffusion in white matter have been center-stage over the past two decades and are essentially based on what is now commonly referred to as the "Standard Model" (SM) of non-exchanging anisotropic compartments with Gaussian diffusion. ...

ACADEMIC PRESS INC ELSEVIER SCIENCE2022

Targeted search for scaling genes reveals matrix metalloproteinase 3 as a scaler of the dorsal-ventral pattern in Xenopus laevis embryos

Daria Korotkova

How embryos scale patterning according to size is still not fully understood. Through in silico screening and analysis of reaction-diffusion systems that could be responsible for scaling, we predicted the existence of genes whose expression is sensitive to ...

Cell Press - Elsevier2022

Oxygen diffusion in garnet: Experimental calibration and implications for timescales of metamorphic processes and retention of primary O isotopic signatures

Anders Meibom, Stéphane Laurent Escrig

Knowledge of oxygen diffusion in garnet is crucial for a correct interpretation of oxygen isotope signatures in natural samples. A series of experiments was undertaken to determine the diffusivity of oxygen in garnet, which remains poorly constrained. The ...

MINERALOGICAL SOC AMER2022

Connecting Hodge and Sakaguchi-Kuramoto through a mathematical framework for coupled oscillators on simplicial complexes

Alexis Arnaudon

Phase synchronizations in models of coupled oscillators such as the Kuramoto model have been widely studied with pairwise couplings on arbitrary topologies, showing many unexpected dynamical behaviors. Here, based on a recent formulation the Kuramoto model ...

NATURE PORTFOLIO2022