All Outputs (168)

Maxitive Integral of Real-Valued Functions (2014)
Journal Article
Cattaneo, M. E. G. V. (2014). Maxitive Integral of Real-Valued Functions. Communications in computer and information science, 442 CCIS(PART 1), 226-235. https://doi.org/10.1007/978-3-319-08795-5_24

The paper pursues the definition of a maxitive integral on all real-valued functions (i.e., the integral of the pointwise maximum of two functions must be the maximum of their integrals). This definition is not determined by maxitivity alone: additio... Read More about Maxitive Integral of Real-Valued Functions.

The effect of cosmic magnetic fields on the metagalactic ionization background inferred from the Lyman α forest (2013)
Journal Article
Chongchitnan, S., & Meiksin, A. (2014). The effect of cosmic magnetic fields on the metagalactic ionization background inferred from the Lyman α forest. Monthly notices of the Royal Astronomical Society, 437(4), 3639-3646. https://doi.org/10.1093/mnras/stt2169

The sources which reionized the intergalactic medium by redshift ̃6 are still unknown. A severe constraint on the ionization process is the low emissivity required to maintain the ionization in the Lya forest. Simulation-calibrated observations sugge... Read More about The effect of cosmic magnetic fields on the metagalactic ionization background inferred from the Lyman α forest.

Dualizability of automatic algebras (2013)
Journal Article
Bentz, W., Davey, B., Pitkethly, J., & Willard, R. (2014). Dualizability of automatic algebras. Journal of pure and applied algebra, 218(7), 1324-1345. https://doi.org/10.1016/j.jpaa.2013.11.020

We make a start on one of George McNulty's Dozen Easy Problems: “Which finite automatic algebras are dualizable?” We give some necessary and some sufficient conditions for dualizability. For example, we prove that a finite automatic algebra is dualiz... Read More about Dualizability of automatic algebras.

On the implementation of LIR: The case of simple linear regression with interval data (2013)
Journal Article
Cattaneo, M. E., & Wiencierz, A. (2014). On the implementation of LIR: The case of simple linear regression with interval data. Computational statistics, 29(3-4), 743-767. https://doi.org/10.1007/s00180-013-0459-9

This paper considers the problem of simple linear regression with interval-censored data. That is, n pairs of intervals are observed instead of the n pairs of precise values for the two variables (dependent and independent). Each of these inter... Read More about On the implementation of LIR: The case of simple linear regression with interval data.

Supernilpotence prevents dualizability (2013)
Journal Article
Bentz, W., & Mayr, P. (2014). Supernilpotence prevents dualizability. Journal of the Australian Mathematical Society, 96(01), 1-24. https://doi.org/10.1017/S1446788713000517

We address the question of the dualizability of nilpotent Mal’cev algebras, showing that nilpotent finite Mal’cev algebras with a nonabelian supernilpotent congruence are inherently nondualizable. In particular, finite nilpotent nonabelian Mal’cev al... Read More about Supernilpotence prevents dualizability.

Vibrations of a columnar vortex in a trapped Bose-Einstein condensate (2013)
Journal Article
Koens, L., Simula, T. P., & Martin, A. M. (2013). Vibrations of a columnar vortex in a trapped Bose-Einstein condensate. Physical review. A, 87(6), Article 063614. https://doi.org/10.1103/PhysRevA.87.063614

We derive a governing equation for a Kelvin wave supported on a vortex line in a Bose-Einstein condensate, in a rotating cylindrically symmetric parabolic trap, where it is assumed that the shape of the vortex line is dominated by the properties of t... Read More about Vibrations of a columnar vortex in a trapped Bose-Einstein condensate.

Air-cushioning in impact problems (2013)
Journal Article
Moore, M. R., Ockendon, J. R., & Oliver, J. M. (2013). Air-cushioning in impact problems. IMA Journal of Applied Mathematics, 78(4), 818-838. https://doi.org/10.1093/imamat/hxt026

This paper concerns the displacement potential formulation of the post-impact influence of an air-cushioning layer on the 2D impact of a liquid half-space by a rigid body. The liquid and air are both ideal and incompressible and attention is focussed... Read More about Air-cushioning in impact problems.

Conformal field theories in six-dimensional twistor space (2012)
Journal Article
Mason, L., Reid-Edwards, R., & Taghavi-Chabert, A. (2012). Conformal field theories in six-dimensional twistor space. Journal of Geometry and Physics, 62(12), 2353-2375. https://doi.org/10.1016/j.geomphys.2012.08.001

This article gives a study of the higher-dimensional Penrose transform between conformally invariant massless fields on space–time and cohomology classes on twistor space, where twistor space is defined to be the space of projective pure spinors of t... Read More about Conformal field theories in six-dimensional twistor space.

Exogenous and endogenous crashes as phase transitions in complex financial systems (2012)
Journal Article
Fry, J. (2012). Exogenous and endogenous crashes as phase transitions in complex financial systems. European Physical Journal B : Condensed Matter and Complex Systems, 85, Article 405. https://doi.org/10.1140/epjb/e2012-30234-8

In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the mi... Read More about Exogenous and endogenous crashes as phase transitions in complex financial systems.

A note on oblique water entry (2012)
Journal Article
Moore, M., Howison, S., Ockendon, J., & Oliver, J. (2013). A note on oblique water entry. Journal of engineering mathematics, 81(1), 67-74. https://doi.org/10.1007/s10665-012-9570-0

A minor error in Howison et al. (J. Eng. Math. 48:321–337, 2004) obscured the fact that the points at which the free surface turns over in the solution of the Wagner model for the oblique impact of a two-dimensional body are directly related to the t... Read More about A note on oblique water entry.

Three-dimensional oblique water-entry problems at small deadrise angles (2012)
Journal Article
Moore, M., Howison, S., Ockendon, J., & Oliver, J. (2012). Three-dimensional oblique water-entry problems at small deadrise angles. Journal of Fluid Mechanics, 711, 259-280. https://doi.org/10.1017/jfm.2012.391

This paper extends Wagner theory for the ideal, incompressible normal impact of rigid bodies that are nearly parallel to the surface of a liquid half-space. The impactors considered are three-dimensional and have an oblique impact velocity. A formula... Read More about Three-dimensional oblique water-entry problems at small deadrise angles.

Risk management and Basel-Accord-implementation in Pakistan (2012)
Journal Article
Masood, O., & Fry, J. (2012). Risk management and Basel-Accord-implementation in Pakistan. Journal of financial regulation and compliance, 20(3), 293-306. https://doi.org/10.1108/13581981211237981

Purpose Recent events demonstrate that problems in the banking system pose a significant threat to the health of the global economy. Despite several shortcomings the Basel Accord thus emerges as an attempt to protect banking systems. The purpose of... Read More about Risk management and Basel-Accord-implementation in Pakistan.

Perturbative behavior of a vortex in a trapped Bose-Einstein condensate (2012)
Journal Article
Martin, A. M., Koens, L., & Martin, A. M. (2012). Perturbative behavior of a vortex in a trapped Bose-Einstein condensate. Physical review. A, 86(1), Article 013605. https://doi.org/10.1103/PhysRevA.86.013605

We derive a set of equations that describes the shape and behavior of a single perturbed vortex line in a Bose-Einstein condensate. Through the use of a matched asymptotic expansion and a unique coordinate transform, a relation for a vortex's velocit... Read More about Perturbative behavior of a vortex in a trapped Bose-Einstein condensate.

Gaussian and non-Gaussian models for financial bubbles via econophysics (2011)
Journal Article
Fry, J. (2011). Gaussian and non-Gaussian models for financial bubbles via econophysics. Hyperion International Journal of Econophysics and New Economy, 4(1), 7-22

We develop a rational expectations model of financial bubbles and study how the risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model: namely, that the price must raise prior to... Read More about Gaussian and non-Gaussian models for financial bubbles via econophysics.

Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)
Journal Article
Walid, C., Chaker, A., Masood, O., & Fry, J. (2011). Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. Emerging markets review, 12(3), 272-292. https://doi.org/10.1016/j.ememar.2011.04.003

In this paper we employ a Markov-Switching EGARCH model to investigate the dynamic linkage between stock price volatility and exchange rate changes for four emerging countries over the period 1994–2009. Results distinguish between two different regim... Read More about Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach.

Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices (2010)
Journal Article
Fry, J. (2010). Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. Journal of Applied Research in Finance, 2(4), 131-137

We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must... Read More about Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices.

Multivariate Elliptical Processes (2010)
Journal Article
Bingham, B., Fry, J., & Kiesel, R. (2010). Multivariate Elliptical Processes. Statistica Neerlandica, 64(3), 352-366. https://doi.org/10.1111/j.1467-9574.2010.00465.x

We introduce and study multivariate elliptic processes, thus providing a dynamic counterpart to the (static) multivariate elliptic distributions. We pay special attention to the dynamics for Lévy processes and diffusions. We also discuss discrete ver... Read More about Multivariate Elliptical Processes.

Non-geometric backgrounds, doubled geometry and generalised T-duality (2009)
Journal Article
Hull, C. M., & Reid-Edwards, R. A. (2009). Non-geometric backgrounds, doubled geometry and generalised T-duality. Journal of High Energy Physics, 2009(09), Article 014. https://doi.org/10.1088/1126-6708/2009/09/014

String backgrounds with a local torus fibration such as T-folds are naturally formulated in a doubled formalism in which the torus fibres are doubled to include dual coordinates conjugate to winding number. Here we formulate and explore a generalisat... Read More about Non-geometric backgrounds, doubled geometry and generalised T-duality.

Flux compactifications of string theory on twisted tori (2009)
Journal Article
Hull, C., & Reid-Edwards, R. (2009). Flux compactifications of string theory on twisted tori. Fortschritte der Physik / Progress of Physics, 57(9), 862-894. https://doi.org/10.1002/prop.200900076

Global aspects of Scherk‐Schwarz dimensional reduction are discussed and it is shown that it can usually be viewed as arising from a compactification on the compact space obtained by identifying a (possibly non‐compact) group manifold 𝒢 under a discr... Read More about Flux compactifications of string theory on twisted tori.

D-branes and doubled geometry (2009)
Journal Article
Albertsson, C., Kimura, T., & Reid-Edwards, R. A. (2009). D-branes and doubled geometry. Journal of High Energy Physics, 2009(04), Article 113. https://doi.org/10.1088/1126-6708/2009/04/113

We define the open string version of the nonlinear sigma model on doubled geometry introduced by Hull and Reid-Edwards, and derive its boundary conditions. These conditions include the restriction of D-branes to maximally isotropic submanifolds as we... Read More about D-branes and doubled geometry.