Search results for " computational"
showing 10 items of 661 documents
Selecting the tuning parameter in penalized Gaussian graphical models
2019
Penalized inference of Gaussian graphical models is a way to assess the conditional independence structure in multivariate problems. In this setting, the conditional independence structure, corresponding to a graph, is related to the choice of the tuning parameter, which determines the model complexity or degrees of freedom. There has been little research on the degrees of freedom for penalized Gaussian graphical models. In this paper, we propose an estimator of the degrees of freedom in $$\ell _1$$ -penalized Gaussian graphical models. Specifically, we derive an estimator inspired by the generalized information criterion and propose to use this estimator as the bias term for two informatio…
The role of information in a two-traders market
2014
In a very simple stock market, made by only two \emph{initially equivalent} traders, we discuss how the information can affect the performance of the traders. More in detail, we first consider how the portfolios of the traders evolve in time when the market is \emph{closed}. After that, we discuss two models in which an interaction with the outer world is allowed. We show that, in this case, the two traders behave differently, depending on \textbf{i)} the amount of information which they receive from outside; and \textbf{ii)}the quality of this information.
WENO schemes applied to the quasi-relativistic Vlasov-Maxwell model for laser-plasma interaction
2014
Abstract In this paper we focus on WENO-based methods for the simulation of the 1D Quasi-Relativistic Vlasov–Maxwell (QRVM) model used to describe how a laser wave interacts with and heats a plasma by penetrating into it. We propose several non-oscillatory methods based on either Runge–Kutta (explicit) or Time-Splitting (implicit) time discretizations. We then show preliminary numerical experiments.
A computational model for motor learning in insects
2013
The aim of this paper is to propose a computational model, inspired by Drosophila melanogaster, able to handle problems related to motor learning. The role of the Mushroom Bodies and the Central Complex in solving this problem is analyzed and plausible biologically inspired models are proposed. The designed computational models have been evaluated in simulation using a dynamic structure inspired by the fruit fly. The obtained results open the way to new neurobiological experiments focused to better understand the underlined mechanisms involved, to verify the feasibility of the hypotheses formulated and the significance of the obtained results.
A Unified Approach to Portfolio Optimization with Linear Transaction Costs
2004
In this paper we study the continuous time optimal portfolio selection problem for an investor with a finite horizon who maximizes expected utility of terminal wealth and faces transaction costs in the capital market. It is well known that, depending on a particular structure of transaction costs, such a problem is formulated and solved within either stochastic singular control or stochastic impulse control framework. In this paper we propose a unified framework, which generalizes the contemporary approaches and is capable to deal with any problem where transaction costs are a linear/piecewise-linear function of the volume of trade. We also discuss some methods for solving numerically the p…
Anhamonic finite temperature effects on the Raman and Infrared spectra to determine the crystal structure phase III of solid molecular hydrogen
2013
We present theoretical calculations of the Raman and IR spectra, as well as electronic properties at zero and finite temperature to elucidate the crystal structure of phase III of solid molecular hydrogen. We find that anharmonic finite temperature are particularly important and qualitatively influences the main conclusions. While P6$_3$/m is the most likely candidate for phase III at the nuclear ground state, at finite temperature the C2/c structure appears to be more suitable.
Structure and Dynamics of the Instantaneous Water/Vapor Interface Revisited by Path-Integral and Ab Initio Molecular Dynamics Simulations
2015
The structure and dynamics of the water/vapor interface is revisited by means of path-integral and second-generation Car-Parrinello ab-initio molecular dynamics simulations in conjunction with an instantaneous surface definition [A. P. Willard and D. Chandler, J. Phys. Chem. B 114, 1954 (2010)]. In agreement with previous studies, we find that one of the OH bonds of the water molecules in the topmost layer is pointing out of the water into the vapor phase, while the orientation of the underlying layer is reversed. Therebetween, an additional water layer is detected, where the molecules are aligned parallel to the instantaneous water surface.
Does Young's equation hold on the nanoscale? A Monte Carlo test for the binary Lennard-Jones fluid
2010
When a phase-separated binary ($A+B$) mixture is exposed to a wall, that preferentially attracts one of the components, interfaces between A-rich and B-rich domains in general meet the wall making a contact angle $\theta$. Young's equation describes this angle in terms of a balance between the $A-B$ interfacial tension $\gamma_{AB}$ and the surface tensions $\gamma_{wA}$, $\gamma_{wB}$ between, respectively, the $A$- and $B$-rich phases and the wall, $\gamma _{AB} \cos \theta =\gamma_{wA}-\gamma_{wB}$. By Monte Carlo simulations of bridges, formed by one of the components in a binary Lennard-Jones liquid, connecting the two walls of a nanoscopic slit pore, $\theta$ is estimated from the inc…
Subdivisions of Ring Dupin Cyclides Using Bézier Curves with Mass Points
2021
Dupin cyclides are algebraic surfaces introduced for the first time in 1822 by the French mathematician Pierre-Charles Dupin. A Dupin cyclide can be defined as the envelope of a one-parameter family of oriented spheres, in two different ways. R. Martin is the first author who thought to use these surfaces in CAD/CAM and geometric modeling. The Minkowski-Lorentz space is a generalization of the space-time used in Einstein’s theory, equipped of the non-degenerate indefinite quadratic form $$Q_{M} ( \vec{u} ) = x^{2} + y^{2} + z^{2} - c^{2} t^{2}$$ where (x, y, z) are the spacial components of the vector $$ \vec{u}$$ and t is the time component of $$ \vec{u}$$ and c is the constant of the spee…
On the Neron-Severi group of surfaces with many lines
2008
For a binary quartic form $\phi$ without multiple factors, we classify the quartic K3 surfaces $\phi(x,y)=\phi(z,t)$ whose Neron-Severi group is (rationally) generated by lines. For generic binary forms $\phi$, $\psi$ of prime degree without multiple factors, we prove that the Neron-Severi group of the surface $\phi(x,y)=\psi(z,t)$ is rationally generated by lines.