Displaying similar documents to “Dependence of Stock Returns in Bull and Bear Markets”

An inverse problem for adhesive contact and non-direct evaluation of material properties for nanomechanics applications

F.M. Borodich, B.A. Galanov, S.N. Gorb, M.Y. Prostov, Y.I. Prostov, M.M. Suarez-Alvarez (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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We show how the values of the effective elastic modulus of contacting solids and the work of adhesion, that are the crucial material parameters for application of theories of adhesive contact to nanomechanics, may be quantified from a single test using a non-direct approach (the Borodich-Galanov (BG) method). Usually these characteristics are not determined from the same test, e.g. often sharp pyramidal indenters are used to determine the elastic modulus from a nanoindentation test,...

Quantum optimal control using the adjoint method

Alfio Borzì (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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Control of quantum systems is central in a variety of present and perspective applications ranging from quantum optics and quantum chemistry to semiconductor nanostructures, including the emerging fields of quantum computation and quantum communication. In this paper, a review of recent developments in the field of optimal control of quantum systems is given with a focus on adjoint methods and their numerical implementation. In addition, the issues of exact controllability and optimal...

Genetic Exponentially Fitted Method for Solving Multi-dimensional Drift-diffusion Equations

M. R. Swager, Y. C. Zhou (2013)

Molecular Based Mathematical Biology

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A general approach was proposed in this article to develop high-order exponentially fitted basis functions for finite element approximations of multi-dimensional drift-diffusion equations for modeling biomolecular electrodiffusion processes. Such methods are highly desirable for achieving numerical stability and efficiency. We found that by utilizing the one-to-one correspondence between the continuous piecewise polynomial space of degree k + 1 and the divergencefree vector space of...

On the derivation and mathematical analysis of some quantum–mechanical models accounting for Fokker–Planck type dissipation: Phase space, Schrödinger and hydrodynamic descriptions

José Luis López, Jesús Montejo–Gámez (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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This paper is intended to provide the reader with a review of the authors’ latest results dealing with the modeling of quantum dissipation/diffusion effects at the level of Schrödinger systems, in connection with the corresponding phase space and fluid formulations of such kind of phenomena, especially in what concerns the role of the Fokker–Planck mechanism in the description of open quantum systems and the macroscopic dynamics associated with some viscous hydrodynamic models of Euler...

A numerically efficient approach to the modelling of double-Qdot channels

A. Shamloo, A.P. Sowa (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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We consider the electronic properties of a system consisting of two quantum dots in physical proximity, which we will refer to as the double-Qdot. Double-Qdots are attractive in light of their potential application to spin-based quantum computing and other electronic applications, e.g. as specialized sensors. Our main goal is to derive the essential properties of the double-Qdot from a model that is rigorous yet numerically tractable, and largely circumvents the complexities of an ab...

Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

Carole Bernard, Yuntao Liu, Niall MacGillivray, Jinyuan Zhang (2013)

Dependence Modeling

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Nelsen et al. [20] find bounds for bivariate distribution functions when there are constraints on the values of its quartiles. Tankov [25] generalizes this work by giving explicit expressions for the best upper and lower bounds for a bivariate copula when its values on a compact subset of [0; 1]2 are known. He shows that they are quasi-copulas and not necessarily copulas. Tankov [25] and Bernard et al. [3] both give sufficient conditions for these bounds to be copulas. In this note we...

Vibrational properties of nanographene

Sandeep Kumar Singh, F.M. Peeters (2013)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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The eigenmodes and the vibrational density of states of the ground state configuration of graphene clusters are calculated using atomistic simulations. The modified Brenner potential is used to describe the carbon-carbon interaction and carbon-hydrogen interaction in case of H-passivated edges. For a given configuration of the C-atoms the eigenvectors and eigenfrequencies of the normal modes are obtained after diagonalisation of the dynamical matrix whose elements are the second derivative...

Prediction of time series by statistical learning: general losses and fast rates

Pierre Alquier, Xiaoyin Li, Olivier Wintenberger (2013)

Dependence Modeling

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We establish rates of convergences in statistical learning for time series forecasting. Using the PAC-Bayesian approach, slow rates of convergence √ d/n for the Gibbs estimator under the absolute loss were given in a previous work [7], where n is the sample size and d the dimension of the set of predictors. Under the same weak dependence conditions, we extend this result to any convex Lipschitz loss function. We also identify a condition on the parameter space that ensures similar rates...

Mesoscopic description of boundary effects in nanoscale heat transport

F.X. Àlvarez, V.A. Cimmelli, D. Jou, A. Sellitto (2012)

Nanoscale Systems: Mathematical Modeling, Theory and Applications

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We review some of the most important phenomena due to the phonon-wall collisions in nonlocal heat transport in nanosystems, and show how they may be described through certain slip boundary conditions in phonon hydrodynamics. Heat conduction in nanowires of different cross sections and in thin layers is analyzed, and the dependence of the thermal conductivity on the geometry, as well as on the roughness is pointed out. We also analyze the effects of the roughness of the surface of the...

Uniform Gaussian Bounds for Subelliptic Heat Kernels and an Application to the Total Variation Flow of Graphs over Carnot Groups

Luca Capogna, Giovanna Citti, Maria Manfredini (2013)

Analysis and Geometry in Metric Spaces

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In this paper we study heat kernels associated with a Carnot group G, endowed with a family of collapsing left-invariant Riemannian metrics σε which converge in the Gromov- Hausdorff sense to a sub-Riemannian structure on G as ε→ 0. The main new contribution are Gaussian-type bounds on the heat kernel for the σε metrics which are stable as ε→0 and extend the previous time-independent estimates in [16]. As an application we study well posedness of the total variation flow of graph surfaces...

A Stochastic Solver of the Generalized Born Model

Robert C. Harris, Travis Mackoy, Marcia O. Fenley (2013)

Molecular Based Mathematical Biology

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A stochastic generalized Born (GB) solver is presented which can give predictions of energies arbitrarily close to those that would be given by exact effective GB radii, and, unlike analytical GB solvers, these errors are Gaussian with estimates that can be easily obtained from the algorithm. This method was tested by computing the electrostatic solvation energies (ΔGsolv) and the electrostatic binding energies (ΔGbind) of a set of DNA-drug complexes, a set of protein-drug complexes,...