79 citations · 106 across the 5 of their papers we have counts for
5 papers
A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage
Filippo Beretta, Florian Kogelbauer
We provide a complete Sturm--Liouville spectral analysis of the Constant Elasticity of Variance (CEV) operator. By transforming the corresponding Fokker--Planck operator into a gen…
Learning Global Linear Representations of Nonlinear Dynamics
Thomas Breunung, Florian Kogelbauer
While linear systems are well-understood, no explicit solution for general nonlinear systems exists. A classical approach to make the understanding of linear system available in th…
Approximate streamsurfaces for flow visualization
Stergios Katsanoulis, Florian Kogelbauer, Roshan Kaundinya +2
Instantaneous features of three-dimensional velocity fields are most directly visualized via streamsurfaces. It is generally unclear, however, which streamsurfaces one should pick…
Barriers to the Transport of Diffusive Scalars in Compressible Flows
George Haller, Daniel Karrasch, Florian Kogelbauer
Our recent work identifies material surfaces in incompressible flows that extremize the transport of an arbitrary, weakly diffusive scalar field relative to neighboring surfaces. S…
Material Barriers to Diffusive and Stochastic Transport
George Haller, Daniel Karrasch, Florian Kogelbauer
We seek transport barriers and transport enhancers as material surfaces across which the transport of diffusive tracers is minimal or maximal in a general, unsteady flow. We find t…