activity
20242026
most citedCalibrating the Heston model with deep differential networks

1 citations · 1 across the 9 of their papers we have counts for

collaborators

10 papers

math.NA2026

Semidiscrete Modeling of Dislocation-Disclination Systems: Finite Element Formulation

Pierluigi Cesana, Edoardo Fabbrini, Andrés A. León Baldelli +1

We present a numerical formulation for the resolution of finite systems of interacting edge dislocations and wedge disclinations. The approach is based on a finite element discreti…

math.DS2026

Equilibrium and Interaction Regimes in Mixed Disclination-Dislocation Systems

Pierluigi Cesana, Marco Morandotti, Aldo Sambo

We investigate equilibrium configurations and dissipative dynamics of simplified disclination--dislocation systems in planar elasticity. We consider an edge dislocation interacting…

math.DS2026

Effective Dynamics of Disclination Pairs

Nicolò Briatico, Pierluigi Cesana, Marco Morandotti

The dissipative dynamics of a pair of wedge disclinations with opposite Frank angles confined to a circular domain is investigated under the assumption of radially symmetric motion…

math.CA2026

Minimizers of one-dimensional regularization problems with linear and nonlinear total variation

Luca Lussardi, Marco Morandotti, Federico Stra

A study of the minimizers of one-dimensional Rudin-Osher-Fatemi-type functionals with linear or nonlinear total variation and fidelity term is undertaken. Conditions on the input d…

math.AP2026

Stabilization of solutions to a model of Langmuir-Blodgett films

Marco Morandotti, Piotr Rybka, Glen Wheeler

We show stabilisation of solutions to one-dimensional advective Cahn-Hilliard equation modeling the Langmuir-Blodgett thin films. This problem has the structure of a gradient flow…

math.OC2025

Variational formulation of planar linearized elasticity with incompatible kinematics

Pierluigi Cesana, Edoardo Fabbrini, Marco Morandotti

We present a variational characterization of mechanical equilibrium in the planar strain regime for systems with incompatible kinematics. For non-simply connected domains, we show…

math.AP2024

Geometrically constrained walls in three dimensions

Riccardo Cristoferi, Gabriele Fissore, Marco Morandotti

We study geometrically constrained magnetic walls in a three dimensional geometry where two bulks are connected by a thin neck. Without imposing any symmetry assumption on the doma…

math.DS2024

Space-time evolution of Volterra disclinations

Pierluigi Cesana, Alfio Grillo, Marco Morandotti +1

The dynamics of a system of particles subject to a 4th order potential field modeling the space-time evolution of wedge disclinations is studied, focusing on finite systems of disc…

q-fin.CP2024★ 1 cited

Calibrating the Heston model with deep differential networks

Giovanni Amici, Marco Morandotti, Chen Zhang

We propose a gradient-based deep learning framework to calibrate the Heston option pricing model (Heston, 1993). Our neural network, henceforth deep differential network (DDN), lea…

math.AP2024

Characterizing BV- and BD-ellipticity for a class of positively 1-homogeneous surface energy densities

Dominik Engl, Carolin Kreisbeck, Marco Morandotti

Lower semicontinuity of surface energies in integral form is known to be equivalent to BV-ellipticity of the surface density. In this paper, we prove that BV-ellipticity coincides…