Search results for " difference"
showing 10 items of 1369 documents
On shape differentiation of discretized electric field integral equation
2013
Abstract This work presents shape derivatives of the system matrix representing electric field integral equation discretized with Raviart–Thomas basis functions. The arising integrals are easy to compute with similar methods as the entries of the original system matrix. The results are compared to derivatives computed with automatic differentiation technique and finite differences, and are found to be in an excellent agreement. Furthermore, the derived formulas are employed to analyze shape sensitivity of the input impedance of a planar inverted F-antenna, and the results are compared to those obtained using a finite difference approximation.
Reduced Order Models for Pricing European and American Options under Stochastic Volatility and Jump-Diffusion Models
2017
Abstract European options can be priced by solving parabolic partial(-integro) differential equations under stochastic volatility and jump-diffusion models like the Heston, Merton, and Bates models. American option prices can be obtained by solving linear complementary problems (LCPs) with the same operators. A finite difference discretization leads to a so-called full order model (FOM). Reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD). The early exercise constraint of American options is enforced by a penalty on subset of grid points. The presented numerical experiments demonstrate that pricing with ROMs can be orders of magnitude faster within a give…
Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models
2016
American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed
Iterative Methods for Pricing American Options under the Bates Model
2013
We consider the numerical pricing of American options under the Bates model which adds log-normally distributed jumps for the asset value to the Heston stochastic volatility model. A linear complementarity problem (LCP) is formulated where partial derivatives are discretized using finite differences and the integral resulting from the jumps is evaluated using simple quadrature. A rapidly converging fixed point iteration is described for the LCP, where each iterate requires the solution of an LCP. These are easily solved using a projected algebraic multigrid (PAMG) method. The numerical experiments demonstrate the efficiency of the proposed approach. Furthermore, they show that the PAMG meth…
Efficient Time Integration of Maxwell's Equations with Generalized Finite Differences
2015
We consider the computationally efficient time integration of Maxwell’s equations using discrete exterior calculus (DEC) as the computational framework. With the theory of DEC, we associate the degrees of freedom of the electric and magnetic fields with primal and dual mesh structures, respectively. We concentrate on mesh constructions that imitate the geometry of the close packing in crystal lattices that is typical of elemental metals and intermetallic compounds. This class of computational grids has not been used previously in electromagnetics. For the simulation of wave propagation driven by time-harmonic source terms, we provide an optimized Hodge operator and a novel time discretizati…
Exploring relations between Big Five personality traits and musical emotions embodied in spontaneous dance
2022
We explored the hypothesis that musical emotions are embodied differentially by people according to their personality. Nine hundred and fifty two individuals completed the Big Five personality inventory. A subset of 60 participants were asked to spontaneously move to 30 short musical stimuli while being recorded with a motion-capture system. The musical stimuli were separately rated for perceived emotions. Embodied musical emotions were evaluated as the correlation between features derived from the motion-capture data and the mean ratings of perceived emotions. Correlations between embodied musical emotions and personality traits provided tentative support for our hypothesis. A series of l…
Equality and Difference in Olympe de Gouges’ Les droits de la femme. A La Reine
2019
This article examines Olympe de Gouges’ demands for the rights of woman in her famous but still understudied work Les droits de la femme. A La Reine [1791]. Particular emphasis is put on analysing how she combines her demand for equality with her conception of sexual difference. The article consists of three parts. The first part gives a brief overview of the demands for the equality of the sexes as they were presented in seventeenth-century France and critically reacted upon in eighteenth-century France, not least by Jean-Jacques Rousseau in his defence of sexual difference. The second and third parts focus on Gouges’ argumentation. First, by analysing how she argues for women’s active cit…
Development of a Brief Multicultural Version of the Test of Mobile Phone Dependence (TMDbrief) Questionnaire
2016
The Test of Mobile Phone Dependence (TMD) questionnaire (Chóliz, 2012) evaluates the main features of mobile phone dependence: tolerance, abstinence syndrome, impaired impulse control, associated problems, excessive use, etc. Objective: The objective of this study was to develop a multicultural version of the TMD (TMDbrief) adapted to suit the novel communication tools of smartphones. Procedure: In this study, the TMD was completed by 2,028 young respondents in six distinct world regions: Southern Europe, Northwest Europe, South-America, Mesoamerica, Pakistan, and India. Results: Psychometric analysis of the reliability of the instrument and factor analysis were performed to adapt the TMDbr…
Predicting Individual Differences from Brain Responses to Music using Functional Network Centrality
2022
Individual differences are known to modulate brain responses to music. Recent neuroscience research suggests that each individual has unique and fundamentally stable functional brain connections irrespective of the task they perform. 77 participants’ functional Magnetic Resonance Imaging (fMRI) responses were measured while continuously listening to music. Using a graph-theory-based approach, we modeled whole-brain functional connectivity. We then calculate voxel-wise eigenvector centrality and subsequently use it to classify gender and musical expertise using binary Support Vector Machine (SVM). We achieved a cross-validated classification accuracy of 97% and 96% for gender and musical exp…