The most common stochastic volatility models such as the Ornstein–Uhlenbeck (OU), the Heston, the exponential OU (ExpOU) and Hull–White models define volatility as a Markovian process. In this work we check the applicability of the Markovian approximation at separate times scales and will try to answer the question which of the stochastic volatility models indicated above is the most realistic....

We present a geometric singular perturbation analysis of a chemical oscillator. Although the studied three-dimensional model is rather simple its dynamics are quite complex. In the original scaling the problem has a folded critical manifold which additionally becomes tangent to the fast bers in a region relevant to the dynamics. Thus normal hyperbolicity of the critical manifold is lost in two ...

To study the acquisition of perceptual-motor skills as an instance of dynamic pattern formation, we examined the evolution of postural sway and eye and head movements in relation to changes in performance, while 13 novices practiced 3-ball cascade juggling for 9 weeks. Ball trajectories, postural sway, and eye and head movements were recorded repeatedly. Performance improved exponentially, both...

Hebb's idea of a cell assembly as the fundamental unit of neural information processing has dominated neuroscience like no other theoretical concept within the past 60 years. A range of different physiological phenomena, from precisely synchronized spiking to broadly simultaneous rate increases, has been subsumed under this term. Yet progress in this area is hampered by the lack of statistical ...

Multiple time scale methodologies have gained widespread use in molecular dynamics simulations and are implemented in a variety of ways across numerous packages. However, performance of the algorithms depends upon the details of the implementation. This is particularly important in the way in which the nonbonded interactions are partitioned. In this work, we show why some previous implementatio...

in this paper, the nonlinear free vibrations of thin symmetric and non-symmetric cross-ply composite plates subjected to biaxial initial stresses are investigated. because of their excellent properties such as specific strength and specific stiffness, composite plates have wide applications in aerospace and mechanical structures. based on von-karman's strain-displacement relations and using gal...

n this paper, at first the  concept of caputo fractionalderivative is generalized on time scales. then the fractional orderdifferential equations are introduced on time scales. finally,sufficient and necessary conditions are presented for the existenceand uniqueness of solution of initial valueproblem including fractional order differential equations.