3 resultados para stochastic local volatility model leverage surface Dupire formula for local volatility Gyöngy theorem nonlinear partial integro-differential Kolmogorov equation finite difference method

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This article develops a neural model of how the visual system processes natural images under variable illumination conditions to generate surface lightness percepts. Previous models have clarified how the brain can compute the relative contrast of images from variably illuminate scenes. How the brain determines an absolute lightness scale that "anchors" percepts of surface lightness to us the full dynamic range of neurons remains an unsolved problem. Lightness anchoring properties include articulation, insulation, configuration, and are effects. The model quantatively simulates these and other lightness data such as discounting the illuminant, the double brilliant illusion, lightness constancy and contrast, Mondrian contrast constancy, and the Craik-O'Brien-Cornsweet illusion. The model also clarifies the functional significance for lightness perception of anatomical and neurophysiological data, including gain control at retinal photoreceptors, and spatioal contrast adaptation at the negative feedback circuit between the inner segment of photoreceptors and interacting horizontal cells. The model retina can hereby adjust its sensitivity to input intensities ranging from dim moonlight to dazzling sunlight. A later model cortical processing stages, boundary representations gate the filling-in of surface lightness via long-range horizontal connections. Variants of this filling-in mechanism run 100-1000 times faster than diffusion mechanisms of previous biological filling-in models, and shows how filling-in can occur at realistic speeds. A new anchoring mechanism called the Blurred-Highest-Luminance-As-White (BHLAW) rule helps simulate how surface lightness becomes sensitive to the spatial scale of objects in a scene. The model is also able to process natural images under variable lighting conditions.

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This dissertation describes a model for acoustic propagation in inhomogeneous flu- ids, and explores the focusing by arrays onto targets under various conditions. The work explores the use of arrays, in particular the time reversal array, for underwater and biomedical applications. Aspects of propagation and phasing which can lead to reduced focusing effectiveness are described. An acoustic wave equation was derived for the propagation of finite-amplitude waves in lossy time-varying inhomogeneous fluid media. The equation was solved numerically in both Cartesian and cylindrical geometries using the finite-difference time-domain (FDTD) method. It was found that time reversal arrays are sensitive to several debilitating factors. Focusing ability was determined to be adequate in the presence of temporal jitter in the time reversed signal only up to about one-sixth of a period. Thermoviscous absorption also had a debilitating effect on focal pressure for both linear and nonlinear propagation. It was also found that nonlinearity leads to degradation of focal pressure through amplification of the received signal at the array, and enhanced absorption in the shocked waveforms. This dissertation also examined the heating effects of focused ultrasound in a tissue-like medium. The application considered is therapeutic heating for hyperther- mia. The acoustic model and a thermal model for tissue were coupled to solve for transient and steady temperature profiles in tissue-like media. The Pennes bioheat equation was solved using the FDTD method to calculate the temperature fields in tissue-like media from focused acoustic sources. It was found that the temperature-dependence of the medium's background prop- erties can play an important role in the temperature predictions. Finite-amplitude effects contributed excess heat when source conditions were provided for nonlinear ef- fects to manifest themselves. The effect of medium heterogeneity was also found to be important in redistributing the acoustic and temperature fields, creating regions with hotter and colder temperatures than the mean by local scattering and lensing action. These temperature excursions from the mean were found to increase monotonically with increasing contrast in the medium's properties.

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One-and two-dimensional cellular automata which are known to be fault-tolerant are very complex. On the other hand, only very simple cellular automata have actually been proven to lack fault-tolerance, i.e., to be mixing. The latter either have large noise probability ε or belong to the small family of two-state nearest-neighbor monotonic rules which includes local majority voting. For a certain simple automaton L called the soldiers rule, this problem has intrigued researchers for the last two decades since L is clearly more robust than local voting: in the absence of noise, L eliminates any finite island of perturbation from an initial configuration of all 0's or all 1's. The same holds for a 4-state monotonic variant of L, K, called two-line voting. We will prove that the probabilistic cellular automata Kε and Lε asymptotically lose all information about their initial state when subject to small, strongly biased noise. The mixing property trivially implies that the systems are ergodic. The finite-time information-retaining quality of a mixing system can be represented by its relaxation time Relax(⋅), which measures the time before the onset of significant information loss. This is known to grow as (1/ε)^c for noisy local voting. The impressive error-correction ability of L has prompted some researchers to conjecture that Relax(Lε) = 2^(c/ε). We prove the tight bound 2^(c1log^21/ε) < Relax(Lε) < 2^(c2log^21/ε) for a biased error model. The same holds for Kε. Moreover, the lower bound is independent of the bias assumption. The strong bias assumption makes it possible to apply sparsity/renormalization techniques, the main tools of our investigation, used earlier in the opposite context of proving fault-tolerance.