3 papers
q-fin.CP2019
A Quantum algorithm for linear PDEs arising in Finance
Filipe Fontanela, Antoine Jacquier, Mugad Oumgari
We propose a hybrid quantum-classical algorithm, originated from quantum chemistry, to price European and Asian options in the Black-Scholes model. Our approach is based on the equ…
nlin.PS2018
Multistability and localization in forced cyclic symmetric structures modelled by weakly-coupled Duffing oscillators
A. Papangelo, F. Fontanela, A. Grolet +2
Many engineering structures are composed of weakly coupled sectors assembled in a cyclic and ideally symmetric configuration, which can be simplified as forced Duffing oscillators.…
nlin.PS2018
Dissipative solitons in forced cyclic and symmetric structures
Filipe Fontanela, Aurelien Grolet, Loic Salles +4
The emergence of localised vibrations in cyclic and symmetric rotating structures, such as bladed disks of aircraft engines, has challenged engineers in the past few decades. In th…