9 citations · 25 across the 10 of their papers we have counts for
10 papers
High-Order Discretization of Backward Anisotropic Diffusion and Application to Image Processing
Lorella Fatone, Daniele Funaro
Anisotropic diffusion is a well recognized tool in digital image processing, including edge detection and denoising. We present here a particular nonlinear time-dependent operator…
Electromagnetic Fields Simulating a Rotating Sphere and its Exterior
Daniele Funaro
Vector displacements expressed in spherical coordinates are proposed. They correspond to electromagnetic fields in vacuum that globally rotate about an axis and display many circul…
A decision-making machine learning approach in Hermite spectral approximations of partial differential equations
Lorella Fatone, Daniele Funaro, Gianmarco Manzini
The accuracy and effectiveness of Hermite spectral methods for the numerical discretization of partial differential equations on unbounded domains, are strongly affected by the amp…
Optimal solution of the liquidation problem under execution risk
Lorella Fatone, Francesca Mariani
We consider an investor that trades continuously and wants to liquidate an initial asset position within a prescribed time interval. During the execution of the liquidation order t…
An assets-liabilities dynamical model of banking system and systemic risk governance
Lorella Fatone, Francesca Mariani
We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and it…
Systemic risk governance in a dynamical model of a banking system
Lorella Fatone, Francesca Mariani
We consider the problem of governing systemic risk in a banking system model. The banking system model consists in an initial value problem for a system of stochastic differential…