Mach edges: a key role for 3rd derivative filters in spatial vision

Edges are key points of information in visual scenes. One important class of models supposes that edges correspond to the steepest parts of the luminance profile, implying that they can be found as peaks and troughs in the response of a gradient (first-derivative) filter, or as zero-crossings (ZCs) in the second-derivative. A variety of multi-scale models are based on this idea. We tested this approach by devising a stimulus that has no local peaks of gradient and no ZCs, at any scale. Our stimulus profile is analogous to the classic Mach-band stimulus, but it is the local luminance gradient (not the absolute luminance) that increases as a linear ramp between two plateaux. The luminance profile is a smoothed triangle wave and is obtained by integrating the gradient profile. Subjects used a cursor to mark the position and polarity of perceived edges. For all the ramp-widths tested, observers marked edges at or close to the corner points in the gradient profile, even though these were not gradient maxima. These new Mach edges correspond to peaks and troughs in the third-derivative. They are analogous to Mach bands - light and dark bars are seen where there are no luminance peaks but there are peaks in the second derivative. Here, peaks in the third derivative were seen as light-to-dark edges, troughs as dark-to-light edges. Thus Mach edges are inconsistent with many standard edge detectors, but are nicely predicted by a new model that uses a (nonlinear) third-derivative operator to find edge points.

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

Informação a priori na inversão de dados magnetotelúricos

Esta Tese apresenta dois estudos aplicados à inversão de dados magnetotelúricos. No primeiro deles, os parâmetros obtidos na inversão são as dimensões da malha de parametrização da subsuperfície, sendo conhecida, a priori, a resistividade de uma heterogeneidade e a do seu meio envolvente; no outro estudo, é abordado o uso de operadores de derivadas de ordem maior do que um com a finalidade de estabilizar o problema inverso. No primeiro estudo, os resultados podem ser considerados satisfatórios somente se a informação sobre as resistividades tem erro menor do que 20%. No segundo estudo, os resultados demonstram que o uso de operadores de ordem maior do que um podem ser mais eficazes do que o uso convencional do operador de primeira derivada, pois além de estabilizarem o problema inverso, esses operadores contribuem para melhorar a resolução das heterogeneidades de resistividade da subsuperfície. Ambos os estudos são inéditos, pois a prática de inversão de dados magnetotelúricos consiste de obter como resultado do problema inverso a resistividade dos prismas de uma malha de parametrização de dimensões fixas, usando como estabilizador o operador de primeira derivada. Os modelos usados nos estudos são bidimensionais e representam uma subsuperfície com uma e duas heterogeneidades de forma prismática envolvidas por ambiente homogêneo. O desempenho das técnicas foi testado com dados sintéticos com e sem ruído gaussiano, bem como dados reais do perfil COPROD2. Durante o trabalho, são, ainda, descritas as técnicas de inversão denominadas creeping e jumping e feita uma comparação e avaliação sobre elas. Mostra-se aqui que, ao contrário do que afirmam muitos pesquisadores, a inclusão de informação a priori sore os parâmetros pode ser feita na técnica do creeping com a mesma facilidade com que é feita na técnica do jumping.

Energy-entropy-momentum time integration methods for coupled smooth dissipative problems

Esta tesis aborda la formulación, análisis e implementación de métodos numéricos de integración temporal para la solución de sistemas disipativos suaves de dimensión finita o infinita de manera que su estructura continua sea conservada. Se entiende por dichos sistemas aquellos que involucran acoplamiento termo-mecánico y/o efectos disipativos internos modelados por variables internas que siguen leyes continuas, de modo que su evolución es considerada suave. La dinámica de estos sistemas está gobernada por las leyes de la termodinámica y simetrías, las cuales constituyen la estructura que se pretende conservar de forma discreta. Para ello, los sistemas disipativos se describen geométricamente mediante estructuras metriplécticas que identifican claramente las partes reversible e irreversible de la evolución del sistema. Así, usando una de estas estructuras conocida por las siglas (en inglés) de GENERIC, la estructura disipativa de los sistemas es identificada del mismo modo que lo es la Hamiltoniana para sistemas conservativos. Con esto, métodos (EEM) con precisión de segundo orden que conservan la energía, producen entropía y conservan los impulsos lineal y angular son formulados mediante el uso del operador derivada discreta introducido para asegurar la conservación de la Hamiltoniana y las simetrías de sistemas conservativos. Siguiendo estas directrices, se formulan dos tipos de métodos EEM basados en el uso de la temperatura o de la entropía como variable de estado termodinámica, lo que presenta importantes implicaciones que se discuten a lo largo de esta tesis. Entre las cuales cabe destacar que las condiciones de contorno de Dirichlet son naturalmente impuestas con la formulación basada en la temperatura. Por último, se validan dichos métodos y se comprueban sus mejores prestaciones en términos de la estabilidad y robustez en comparación con métodos estándar. This dissertation is concerned with the formulation, analysis and implementation of structure-preserving time integration methods for the solution of the initial(-boundary) value problems describing the dynamics of smooth dissipative systems, either finite- or infinite-dimensional ones. Such systems are understood as those involving thermo-mechanical coupling and/or internal dissipative effects modeled by internal state variables considered to be smooth in the sense that their evolutions follow continuos laws. The dynamics of such systems are ruled by the laws of thermodynamics and symmetries which constitutes the structure meant to be preserved in the numerical setting. For that, dissipative systems are geometrically described by metriplectic structures which clearly identify the reversible and irreversible parts of their dynamical evolution. In particular, the framework known by the acronym GENERIC is used to reveal the systems' dissipative structure in the same way as the Hamiltonian is for conserving systems. Given that, energy-preserving, entropy-producing and momentum-preserving (EEM) second-order accurate methods are formulated using the discrete derivative operator that enabled the formulation of Energy-Momentum methods ensuring the preservation of the Hamiltonian and symmetries for conservative systems. Following these guidelines, two kind of EEM methods are formulated in terms of entropy and temperature as a thermodynamical state variable, involving important implications discussed throughout the dissertation. Remarkably, the formulation in temperature becomes central to accommodate Dirichlet boundary conditions. EEM methods are finally validated and proved to exhibit enhanced numerical stability and robustness properties compared to standard ones.

Inhomogeneous Fractional Diffusion Equations

2000 Mathematics Subject Classification: Primary 26A33; Secondary 35S10, 86A05

The norm of the K- Th derivative of the X-symmetric power of an operator

In this paper, the exact value for the norm of directional derivatives, of all orders, for symmetric tensor powers of operators on finite dimensional vector spaces is presented. Using this result, an upper bound for the norm of all directional derivatives of immanants is obtained.

The K-Th derivatives of the immanant and the X-symmetric power of an operator

In recent papers, formulas are obtained for directional derivatives, of all orders, of the determinant, the permanent, the m-th compound map and the m-th induced power map. This paper generalizes these results for immanants and for other symmetric powers of a matrix.

What is a fractional derivative?

This paper discusses the concepts underlying the formulation of operators capable of being interpreted as fractional derivatives or fractional integrals. Two criteria for required by a fractional operator are formulated. The Grünwald–Letnikov, Riemann–Liouville and Caputo fractional derivatives and the Riesz potential are accessed in the light of the proposed criteria. A Leibniz rule is also obtained for the Riesz potential.

HIGHER-DERIVATIVE SCHWINGER MODEL

Using the operator formalism, we obtain the bosonic representation for the free fermion field satisfying an equation of motion with higher-order derivatives. Then, we consider the operator solution of a generalized Schwinger model with higher-derivative coupling. Since the increasing of the derivative order implies the introduction of an equivalent number of extra fermionic degrees of freedom, the mass acquired by the gauge field is bigger than the one for the standard two-dimensional QED. An analysis of the problem from the functional integration point of view corroborates the findings of canonical quantization, and corrects certain results previously announced in the literature on the basis of Fujikawa's technique.

Operational Rules for a Mixed Operator of the Erdélyi-Kober Type

2000 Mathematics Subject Classification: 26A33 (main), 44A40, 44A35, 33E30, 45J05, 45D05

Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

Applications of the Owa-Srivastava Operator to the Class of K-Uniformly Convex Functions

2000 Mathematics Subject Classification: Primary 30C45, 26A33; Secondary 33C15

Nonexistence Results of Solutions of Semilinear Differential Inequalities with Temperal Fractional Derivative on the Heinsenberg Group

2000 Mathematics Subject Classification: 26A33, 33C60, 44A15, 35K55