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10 papers · 1 filter
An infectious disease model on empirical networks of human contact: bridging the gap between dynamic network data and contact matrices
Anna Machens, Francesco Gesualdo, Caterina Rizzo +3
The integration of empirical data in computational frameworks to model the spread of infectious diseases poses challenges that are becoming pressing with the increasing availabilit…
Modeling temporal networks using random itineraries
Alain Barrat, Bastien Fernandez, Kevin K Lin +1
We propose a procedure to generate dynamical networks with bursty, possibly repetitive and correlated temporal behaviors. Regarding any weighted directed graph as being composed of…
Mott-Hubbard transition in V2O3 revisited
P. Hansmann, A. Toschi, G. Sangiovanni +4
The isostructural metal-insulator transition in Cr-doped V2O3 is the textbook example of a Mott-Hubbard transition between a paramagnetic metal and a paramagnetic insulator. We rev…
The Hamiltonian structure and Euler-Poincaré formulation of the Vlasov-Maxwell and gyrokinetic systems
J. Squire, H. Qin, W. M. Tang +1
We present a new variational principle for the gyrokinetic system, similar to the Maxwell-Vlasov action presented in Ref. 1. The variational principle is in the Eulerian frame and…
Determining the implied volatility in the Dupire equation for vanilla European call options
Mourad Bellassoued, Raymond Brummelhuis, Michel Cristofol +1
The Black-Scholes model gives vanilla Europen call option prices as a function of the volatility. We prove Lipschitz stability in the inverse problem of determining the implied vol…
On timelike and spacelike deeply virtual Compton scattering at next to leading order
H. Moutarde, B. Pire, F. Sabatie +2
We study timelike and spacelike virtual Compton scattering in the generalized Bjorken scaling regime at next to leading order in the strong coupling constant, in the medium energy…