Results 31 to 40 of about 193 (123)
Controllable Intrinsic Surface Pattern Generation Using Slime Mold Simulations
Computer Graphics Forum, EarlyView.Abstract Surface‐based pattern simulations have proven valuable for texture design and scientific visualization, but existing methods face several limitations. Most simulations either target a narrow range of pattern types (e.g. spots, branching) or support a broad range of patterns at the cost of time‐consuming parameter tuning.
Jeffrey Layton +2 more
wiley +1 more source
Regularity problem for quasilinear elliptic and parabolic systems
, 1995 The smoothness of solutions for quasilinear systems is one of the most important problems in modern mathematical physics. This book deals with regular or strong solutions for general quasilinear second-order elliptic and parabolic systems.
Koshelev, Alexander
core +1 more source
Mesh Processing Non‐Meshes via Neural Displacement Fields
Computer Graphics Forum, EarlyView.Abstract Mesh processing pipelines are mature, but adapting them to newer non‐mesh surface representations—which enable fast rendering with compact file size—requires costly meshing or transmitting bulky meshes, negating their core benefits for streaming applications.
Yuta Noma +4 more
wiley +1 more source
An analytical, phenomenological and numerical study of geophysical and magnetohydrodynamic turbulence in two dimensions [PDF]
, 2013 In this thesis I study a variety of two-dimensional turbulent systems using a mixed analytical, phenomenological and numerical approach. The systems under consideration are governed by the two-dimensional Navier-Stokes (2DNS), surface quasigeostrophic
Blackbourn, Luke A. K.
core +2 more sources
Circles of Confidence for Multi‐Label Geometry Completion
Computer Graphics Forum, EarlyView.Abstract Inside–outside classification is widely used for geometry processing tasks such as surface reconstruction, geometry completion, and calculating signed distance fields. We introduce a new integral formulation of this problem, which assigns confidence scores that points are inside or outside, given incomplete boundary geometry.
Z. Wei +4 more
wiley +1 more source
Medial Axis Aware Learning of Signed Distance Functions
Computer Graphics Forum, EarlyView.Abstract We propose a novel variational method to compute a highly accurate global signed distance function (SDF) to a given point cloud. To this end, the jump set of the gradient of the SDF, which coincides with the medial axis of the surface, is explicitly taken into account through a higher‐order variational formulation that enforces linear growth ...
Samuel Weidemaier +2 more
wiley +1 more source
The Error Estimation in Finite Element Methods for Elliptic Equations with Low Regularity
, 2020 This dissertation contains two parts: one part is about the error estimate for the finite element approximation to elliptic PDEs with discontinuous Dirichlet boundary data, the other is about the error estimate of the DG method for elliptic equations ...
Yang, Jing
core +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Relative Arbitrage Opportunities With Interactions Among N Investors
Mathematical Finance, EarlyView.ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley +1 more source
On Short‐Term Behavior of Implied Volatility for Index Options
Mathematical Finance, EarlyView.ABSTRACT This paper investigates short‐term behavior of implied volatility of derivatives written on a market index when the index is constructed using a ranking procedure. Even when stock prices follow geometric Brownian motion dynamics, the ranking mechanism can lead to the observed term structure of at‐the‐money (ATM) implied volatility skew for ...
Huy N. Chau, Duy Nguyen, Thai Nguyen
wiley +1 more source