Research works

Numerical Valuation of European Options Under Two-Asset Infinite-Activity Exponential Lévy Models

We propose a numerical method for the valuation of European-style options under two-asset infinite-activity exponential Lévy models. Our method extends the effective approach developed by Wang et al. [Robust numerical valuation of European and American options under the CGMY proc...

The energy scaling behaviour of singular perturbation models of staircase type in linearized elasticity for higher order laminates

Abstract We investigate the scaling behaviour of a singular perturbation model within the geometrically linearized theory of elasticity involving data of higher lamination order. We study boundary data which are of staircase type and show rather general lower scaling bounds, both...

Normative Ranges for Auditory Brainstem Response Wave I Amplitude: A Potential Diagnostic Indicator of Cochlear Deafferentation

PURPOSE: While cochlear synaptopathy has limited impact on auditory thresholds, there is increasing evidence that cochlear deafferentation is associated with auditory perceptual deficits. However, there is currently no means for diagnosing synaptopathy or deafferentation in indiv...

Bayesian Neural Networks versus deep ensembles for uncertainty quantification in machine learning interatomic potentials

Abstract Neural-network-based machine learning interatomic potentials have emerged as powerful tools for predicting atomic energies and forces, enabling accurate and efficient simulations in atomistic modeling. A key limitation of traditional deep learning approaches, however, is...

Optically induced Faraday–Goldstone waves

Faraday waves, typically observed in driven fluids, result from the confluence of nonlinearity and parametric amplification. Here we show that optical pulses can generate analogous phenomena that persist much longer than the pump time-scales in ordered quantum solids. We present...

Wasserstein projection estimators for circular distributions

For statistical models on circles, we investigate performance of estimators defined as the projections of the empirical distribution with respect to the Wasserstein distance. We develop algorithms for computing the Wasserstein projection estimators based on a formula of the Wasse...

GNL3 SUMOylation is essential for DNA double-strand break repair by homologous recombination

DNA double-strand break (DSB) repair via homologous recombination (HR) is critical for maintaining genomic integrity and requires proper DNA end resection to generate single-stranded DNA (ssDNA) overhangs. However, the mechanisms governing this critical step in cells remains poor...

Modeling the Distribution of Mountain Permafrost in Chile

Abstract. Mountain permafrost affects slope stability and hydrological processes, yet its distribution remains poorly understood in many parts of the world, including Chile. This study develops the first empirically calibrated national-scale high-resolution (30 m × 30 m) model of...

Auditory–Somatosensory Influences on Vocal Motor Control in Primary Muscle Tension Dysphonia

PURPOSE: Auditory and somatosensory systems jointly support vocal motor control, yet their relative contributions in primary muscle tension dysphonia (pMTD) remain poorly understood. This study examined how auditory and somatosensory feedback influence vocal motor control and ada...

Forecasting COVID-19 cases in US states using reconstructed incidence data

Abstract Branching process models are commonly used in infectious disease forecasting and often rely on daily incidence data, but their utility can be restricted if incidence is not reported daily or if reporting becomes less frequent during prolonged outbreaks. In this study, an...

Pinwheels in symplectic rational and ruled surfaces and non‐squeezing of rational homology balls

Abstract We use almost toric fibrations and the symplectic rational blow‐up to determine when certain Lagrangian pinwheels, which we call liminal , embed in symplectic rational and ruled surfaces. The case of ‐pinwheels, namely Lagrangian , answers a question of Kronheimer in the...

Influence of thermomechanical postprocessing on creep behavior of Inconel 718 superalloy prepared by additive manufacturing

Abstract Additive manufacturing represents a promising alternative to the conventional technologies used for the production of metallic materials. However, in contrast to the conventional approaches, materials produced using additive manufacturing typically feature certain disadv...

Local variations of the magnetization effected by an external field in molecular rings

It is shown that an external magnetic field generates local variations of the classical ground-state magnetization in molecular rings of antiferromagnetic icosahedra with isotropic spin interactions. The magnetic response is characterized by a multitude of magnetization and susce...

A Hybrid High-Order Method for the Power-Law Brinkman Problem with Robust Error Estimates in all Regimes

Abstract. In this work, we propose and analyze a new hybrid high-order method for the Brinkman problem for fluids with power-law viscosity. The proposed method supports general meshes and arbitrary approximation orders and is robust in all regimes, from pure (power-law) Stokes to...

Merryfield's inequality for multiparameter martingales

Abstract We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the comparison of the maximal function with the square function: for regular multiparameter filtrations and . This estimate is new...

Asymptotics and scattering for critically weakly hyperbolic and singular systems

We study a very general class of first-order linear hyperbolic systems that both become weakly hyperbolic and contain lower-order coefficients that blow up at a single time $t = 0$. In "critical" weakly hyperbolic settings, it is well-known that solutions lose a finite amount of...

The Parameter Report: An Orientation Guide for Data-Driven Parameterization

A strength of parameterized algorithmics is that each problem can be parameterized by an essentially inexhaustible set of parameters. Usually, the choice of the considered parameter is informed by the theoretical relations between parameters with the general goal of achieving FPT...

On the possibility of recognising different phytoplankton functional groups and size classes in optically complex waters

Knowledge on the phytoplankton functional types (PFTs) and size classes (PSCs) is critical for many purposes from early warning of potentially harmful blooms to carbon cycle studies. Feasibility of retrieving this information has been demonstrated in clear natural waters where ph...

On tested Bousfield–Friedlander localizations

Abstract We show that a Bousfield–Friedlander localization of a model category of functors with respect to a set of test morphisms, as introduced by Bandklayder, Bergner, Griffiths, Johnson and Santhanam, can be characterized as a left Bousfield localization at a specific tensori...

The rod bipolar cell pathway contributes to surround responses in OFF retinal ganglion cells

Abstract Sensory neurons can be influenced by stimuli beyond their receptive field center, yet the mechanisms underlying this surround modulation remain poorly understood. In the retina, many OFF ganglion cells exhibit responses to ON stimulation outside their receptive field cen...