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Rough paths and SPDE* [PDF]

open access: yesESAIM: Proceedings and Surveys, 2023
After a brief survey on rough paths theory, from the seminal paper of T. Lyons to its recent developments, this proceeding provides details on C. Bellingeri, Y. Bruned and A.
Bailleul Ismael   +4 more
doaj   +2 more sources

Visual control of walking using terrain reconstructions [PDF]

open access: yesScientific Reports
In rough terrain, walkers must use vision to select viable paths and to find suitable footholds within the time frame allowed by the gait cycle. How is this visuo-motor loop controlled?
Daniel P. Panfili   +3 more
doaj   +2 more sources

Improved A* Algorithm for Mobile Robots under Rough Terrain Based on Ground Trafficability Model and Ground Ruggedness Model [PDF]

open access: yesSensors
Considering that the existing path planning algorithms for mobile robots under rugged terrain do not consider the ground flatness and the lack of optimality, which leads to the instability of the center of mass of the mobile robot, this paper proposes an
Zhiguang Liu   +4 more
doaj   +2 more sources

Effect of stress path on shearing resistance of sandstone fractures [PDF]

open access: yesSongklanakarin Journal of Science and Technology (SJST), 2020
Triaxial and direct shear tests have been performed on rough (tension-induced) and smooth (saw-cut) fractures in Phra Wihan sandstone specimens. Two stress paths are used for the triaxial shear testing: constant confining stress and constant mean ...
Pakpoom Naphudsa   +2 more
doaj   +1 more source

On the uniqueness of higher order Gubinelli derivatives and an analogue of the Doob – Meyer theorem for rough paths of the arbitrary positive Holder index

open access: yesЖурнал Белорусского государственного университета: Математика, информатика, 2022
In this paper, we investigate the features of higher order Gubinelli derivatives of controlled rough paths having an arbitrary positive Holder index. There is used a notion of the (α, β)-rough map on the basis of which the sufficient conditions are given
Maksim M. Vaskovskii
doaj   +1 more source

Rough Paths and Regularization

open access: yesJournal of Stochastic Analysis, 2021
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely deterministic, calculus via regularization is based on deterministic techniques but there is still a probability in the background.
Gomes, André   +3 more
openaire   +3 more sources

Proposal of a tool path generation method for rough machining of complex shapes based on topology optimization

open access: yesJournal of Advanced Mechanical Design, Systems, and Manufacturing, 2021
Recently, the demand of complex shape parts has increased mainly in the aircraft and medical industries. In these parts machining, the displacement and vibration of workpiece that strongly affect the machining efficiency are induced as a result of the ...
Maho KUMANOTANI   +2 more
doaj   +1 more source

Constrained rough paths [PDF]

open access: yesProceedings of the London Mathematical Society, 2015
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential equations (RDEs) on manifolds.
Cass, T, Driver, BK, Litterer, C
openaire   +3 more sources

A Fractal Model for Predicting the Relative Permeability of Rough-Walled Fractures

open access: yesAdvances in Civil Engineering, 2021
The relative permeability and saturation relationships through fractures are fundamental for modeling multiphase flow in underground geological fractured formations. In contrast to the traditional straight capillary model from porous media, the realistic
Zuyang Ye   +4 more
doaj   +1 more source

The valuation of barrier options under a threshold rough Heston model

open access: yesJournal of Management Science and Engineering, 2023
In this paper, we propose a novel model for pricing double barrier options, where the asset price is modeled as a threshold geometric Brownian motion time changed by an integrated activity rate process, which is driven by the convolution of a fractional ...
Kevin Z. Tong, Allen Liu
doaj   +1 more source

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