4 papers
Discrete Processes and their Continuous Limits
Uri M. Ascher
The possibility that a discrete process can be fruitfully approximated by a continuous one, with the latter involving a differential system, is fascinating. Important theoretical i…
Learning Elastic Constitutive Material and Damping Models
Bin Wang, Yuanmin Deng, Paul Kry +3
Commonly used linear and nonlinear constitutive material models in deformation simulation contain many simplifications and only cover a tiny part of possible material behavior. In…
Neural Material: Learning Elastic Constitutive Material and Damping Models from Sparse Data
Bin Wang, Paul Kry, Yuanmin Deng +3
The accuracy and fidelity of deformation simulations are highly dependent upon the underlying constitutive material model. Commonly used linear or nonlinear constitutive material m…
Local Volatility Models in Commodity Markets and Online Calibration
Vinicius Albani, Uri M. Ascher, Jorge P. Zubelli
We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed…