Spatial pattern formation in reaction–diffusion models: a computational approach
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Mathematical Biology"
DOI: 10.1007/s00285-019-01462-0
Abstract: Reaction–diffusion equations have been widely used to describe biological pattern formation. Nonuniform steady states of reaction–diffusion models correspond to stationary spatial patterns supported by these models. Frequently these steady states are not unique and correspond… read more here.
Keywords: pattern formation; diffusion; steady states; diffusion models ... See more keywords
Asian options pricing in Hawkes-type jump-diffusion models
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DOI: 10.1007/s10436-019-00352-1
Abstract: In this paper we propose a method for pricing Asian options in market models with the risky asset dynamics driven by a Hawkes process with exponential kernel. For these processes the couple $$ (\lambda (t),… read more here.
Keywords: diffusion models; jump diffusion; asian options; finance ... See more keywords
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations
Sign Up to like & getrecommendations! Published in 2019 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2019.01.001
Abstract: Abstract In this paper we consider the valuation of swing options with the possibility of incorporating spikes in the underlying electricity price. This kind of contracts are modelled as path dependent options with multiple exercise… read more here.
Keywords: integro differential; swing options; diffusion models; partial integro ... See more keywords
Comparative assessment and selection of electric vehicle diffusion models: A global outlook
Sign Up to like & getrecommendations! Published in 2022 at "Energy"
DOI: 10.1016/j.energy.2021.121932
Abstract: Abstract A significant increase in carbon footprint and energy requirements over the decades raised concerns among governments and policymakers. One of the primary contributors to this menace is the automotive sector, which heavily relied on… read more here.
Keywords: selection electric; diffusion; energy; diffusion models ... See more keywords
Reaction–Diffusion models: From particle systems to SDE’s
Sign Up to like & getrecommendations! Published in 2019 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2018.12.004
Abstract: In this article we present a construction of a family particle systems that converge after scaling to the solution a non-linear SDE of Reaction-Diffusion type. read more here.
Keywords: models particle; reaction diffusion; particle systems; diffusion models ... See more keywords
Accounting for Variability in ULF Wave Radial Diffusion Models
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Geophysical Research"
DOI: 10.1029/2019ja027254
Abstract: Many modern outer radiation belt models simulate the long‐time behavior of high‐energy electrons by solving a three‐dimensional Fokker‐Planck equation for the drift‐ and bounce‐averaged electron phase space density that includes radial, pitch‐angle, and energy diffusion.… read more here.
Keywords: ulf wave; diffusion; diffusion coefficient; diffusion models ... See more keywords
Online Kernel estimation of stationary stochastic diffusion models
Sign Up to like & getrecommendations! Published in 2017 at "Quantitative Finance"
DOI: 10.1080/14697688.2016.1262054
Abstract: Nonparametric regression has recently become important in quantitative finance due to its distribution-free property. However, this advantage does not come without any cost. As large sample sizes are always required to adequately estimate local structures,… read more here.
Keywords: diffusion models; nonparametric regression; finance; stationary stochastic ... See more keywords
Turbulent eddy diffusion models in exposure assessment - Determination of the eddy diffusion coefficient
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Occupational and Environmental Hygiene"
DOI: 10.1080/15459624.2016.1238476
Abstract: ABSTRACT The use of the turbulent eddy diffusion model and its variants in exposure assessment is limited due to the lack of knowledge regarding the isotropic eddy diffusion coefficient, DT. But some studies have suggested… read more here.
Keywords: exposure assessment; diffusion; turbulent eddy; diffusion coefficient ... See more keywords
Bayesian Inference of Species Trees using Diffusion Models.
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DOI: 10.1093/sysbio/syaa051
Abstract: We describe a new and computationally efficient Bayesian methodology for inferring species trees and demographics from unlinked binary markers. Likelihood calculations are carried out using diffusion models of allele frequency dynamics combined with novel numerical… read more here.
Keywords: bayesian inference; diffusion; diffusion models; species trees ... See more keywords
Diffusion Models in Vision: A Survey
Sign Up to like & getrecommendations! Published in 2022 at "IEEE transactions on pattern analysis and machine intelligence"
DOI: 10.1109/tpami.2023.3261988
Abstract: Denoising diffusion models represent a recent emerging topic in computer vision, demonstrating remarkable results in the area of generative modeling. A diffusion model is a deep generative model that is based on two stages, a… read more here.
Keywords: diffusion; survey; denoising diffusion; stage ... See more keywords
Cross-diffusion models: Analytic and multiscale problems
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DOI: 10.1142/s0218202518020025
Abstract: A presentation of a special issue on the derivation of cross-diffusion models and on the related analytical problems is proposed in this note. A brief introduction to motivations and recently publi... read more here.
Keywords: multiscale problems; diffusion models; models analytic; cross diffusion ... See more keywords