Výsledky vyhledávání - "Fernandez, J L"

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Static and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

Autor: Fernández, J. L., Ferreiro, A. M., García, J. A., Leitao, A., López-Salas, J. G., Vázquez, C.

Publikováno v: J.L. Fern\'andez, et.al. , Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs, Mathematics and Computers in Simulation, Volume 94, 2013, Pages 55-75

For the calibration of the parameters in static and dynamic SABR stochastic volatility models, we propose the application of the GPU technology to the Simulated Annealing global optimization algorithm and to the Monte Carlo simulation. This calibrati

Externí odkaz: http://arxiv.org/abs/2407.20713

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A Strategic Approach to Advance Magnet Technology for Next Generation Colliders

Autor: Ambrosio, G., Amm, K., Anerella, M., Apollinari, G., Arbelaez, D., Auchmann, B., Balachandran, S., Baldini, M., Ballarino, A., Barua, S., Barzi, E., Baskys, A., Bird, C., Boerme, J., Bosque, E., Brouwer, L., Caspi, S., Cheggour, N., Chlachidze, G., Cooley, L., Davis, D., Dietderich, D., DiMarco, J., English, L., Fajardo, L. Garcia, Fernandez, J. L. Rudeiros, Ferracin, P., Gourlay, S., Gupta, R., Hafalia, A., Hellstrom, E., Higley, H., Hossain, I., Jewell, M., Jiang, J., Juchno, GM., Kametani, F., Kashikhin, V., Krave, S., Kumar, M., Kurian, F., Lankford, A., Larbalestier, D., Lee, P., Lee, G. S., Lombardo, V., Marchevsky, M., Marinozzi, V., Messe, C., Minervini, J., Myers, C., Naus, M., Novitski, I., Ogitsu, T., Palmer, M., Pong, I., Prestemon, S., Runyan, C., Sabbi, G. L., Shen, T., Stoynev, S., Strauss, T., Tarantini, C., Teyber, R., Trociewitz, U., Turqueti, M., Turenne, M., Turrioni, D., Vallone, G., Velev, G., Viarengo, S., Wang, L., Wang, X., Xu, X., Yamamoto, A., Yin, S., Zlobin, A.

Colliders are built on a foundation of superconducting magnet technology that provides strong dipole magnets to maintain the beam orbit and strong focusing magnets to enable the extraordinary luminosity required to probe physics at the energy frontie

Externí odkaz: http://arxiv.org/abs/2203.13985

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On the Relation of the LHeC and the LHC

Autor: Fernandez, J. L. Abelleira, Adolphsen, C., Adzic, P., Akay, A. N., Aksakal, H., Albacete, J. L., Allanach, B., Alekhin, S., Allport, P., Andreev, V., Appleby, R. B., Arikan, E., Armesto, N., Azuelos, G., Bai, M., Barber, D., Bartels, J., Behnke, O., Behr, J., Belyaev, A. S., Ben-Zvi, I., Bernard, N., Bertolucci, S., Bettoni, S., Biswal, S., Blümlein, J., Böttcher, H., Bogacz, A., Bracco, C., Bracinik, J., Brandt, G., Braun, H., Brodsky, S., Brüning, O., Bulyak, E., Buniatyan, A., Burkhardt, H., Cakir, I. T., Cakir, O., Calaga, R., Caldwell, A., Cetinkaya, V., Chekelian, V., Ciapala, E., Ciftci, R., Ciftci, A. K., Cole, B. A., Collins, J. C., Dadoun, O., Dainton, J., Roeck, A. De., d'Enterria, D., DiNezza, P., D'Onofrio, M., Dudarev, A., Eide, A., Enberg, R., Eroglu, E., Eskola, K. J., Favart, L., Fitterer, M., Forte, S., Gaddi, A., Gambino, P., Morales, H. García, Gehrmann, T., Gladkikh, P., Glasman, C., Glazov, A., Godbole, R., Goddard, B., Greenshaw, T., Guffanti, A., Guzey, V., Gwenlan, C., Han, T., Hao, Y., Haug, F., Herr, W., Hervé, A., Holzer, B. J., Ishitsuka, M., Jacquet, M., Jeanneret, B., Jensen, E., Jimenez, J. M., Jowett, J. M., Jung, H., Karadeniz, H., Kayran, D., Kilic, A., Kimura, K., Klees, R., Klein, M., Klein, U., Kluge, T., Kocak, F., Korostelev, M., Kosmicki, A., Kostka, P., Kowalski, H., Kraemer, M., Kramer, G., Kuchler, D., Kuze, M., Lappi, T., Laycock, P., Levichev, E., Levonian, S., Litvinenko, V. N., Lombardi, A., Maeda, J., Marquet, C., Mellado, B., Mess, K. H., Milanese, A., Milhano, J. G., Moch, S., Morozov, I. I., Muttoni, Y., Myers, S., Nandi, S., Nergiz, Z., Newman, P. R., Omori, T., Osborne, J., Paoloni, E., Papaphilippou, Y., Pascaud, C., Paukkunen, H., Perez, E., Pieloni, T., Pilicer, E., Pire, B., Placakyte, R., Polini, A., Ptitsyn, V., Pupkov, Y., Radescu, V., Raychaudhuri, S., Rinolfi, L., Rizvi, E., Rohini, R., Rojo, J., Russenschuck, S., Sahin, M., Salgado, C. A., Sampei, K., Sassot, R., Sauvan, E., Schaefer, M., Schneekloth, U., Schörner-Sadenius, T., Schulte, D., Senol, A., Seryi, A., Sievers, P., Skrinsky, A. N., Smith, W., South, D., Spiesberger, H., Stasto, A. M., Strikman, M., Sullivan, M., Sultansoy, S., Sun, Y. P., Surrow, B., Szymanowski, L., Taels, P., Tapan, I., Tasci, T., Tassi, E., Kate, H. Ten., Terron, J., Thiesen, H., Thompson, L., Thompson, P., Tokushuku, K., García, R. Tomás, Tommasini, D., Trbojevic, D., Tsoupas, N., Tuckmantel, J., Turkoz, S., Trinh, T. N., Tywoniuk, K., Unel, G., Ullrich, T., Urakawa, J., VanMechelen, P., Variola, A., Veness, R., Vivoli, A., Vobly, P., Wagner, J., Wallny, R., Wallon, S., Watt, G., Weiss, C., Wiedemann, U. A., Wienands, U., Willeke, F., Xiao, B. -W., Yakimenko, V., Zarnecki, A. F., Zhang, Z., Zimmermann, F., Zlebcik, R., Zomer, F.

The present note relies on the recently published conceptual design report of the LHeC and extends the first contribution to the European strategy debate in emphasising the role of the LHeC to complement and complete the high luminosity LHC programme

Externí odkaz: http://arxiv.org/abs/1211.5102

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A Large Hadron Electron Collider at CERN

This document provides a brief overview of the recently published report on the design of the Large Hadron Electron Collider (LHeC), which comprises its physics programme, accelerator physics, technology and main detector concepts. The LHeC exploits

Externí odkaz: http://arxiv.org/abs/1211.4831

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A Large Hadron Electron Collider at CERN: Report on the Physics and Design Concepts for Machine and Detector

Autor: Fernandez, J. L. Abelleira, Adolphsen, C., Akay, A. N., Aksakal, H., Albacete, J. L., Alekhin, S., Allport, P., Andreev, V., Appleby, R. B., Arikan, E., Armesto, N., Azuelos, G., Bai, M., Barber, D., Bartels, J., Behnke, O., Behr, J., Belyaev, A. S., Ben-Zvi, I., Bernard, N., Bertolucci, S., Bettoni, S., Biswal, S., Blümlein, J., Böttcher, H., Bogacz, A., Bracco, C., Brandt, G., Braun, H., Brodsky, S., Brüning, O., Bulyak, E., Buniatyan, A., Burkhardt, H., Cakir, I. T., Cakir, O., Calaga, R., Cetinkaya, V., Ciapala, E., Ciftci, R., Ciftci, A. K., Cole, B. A., Collins, J. C., Dadoun, O., Dainton, J., Roeck, A. De., d'Enterria, D., Dudarev, A., Eide, A., Enberg, R., Eroglu, E., Eskola, K. J., Favart, L., Fitterer, M., Forte, S., Gaddi, A., Gambino, P., Morales, H. García, Gehrmann, T., Gladkikh, P., Glasman, C., Godbole, R., Goddard, B., Greenshaw, T., Guffanti, A., Guzey, V., Gwenlan, C., Han, T., Hao, Y., Haug, F., Herr, W., Hervé, A., Holzer, B. J., Ishitsuka, M., Jacquet, M., Jeanneret, B., Jimenez, J. M., Jowett, J. M., Jung, H., Karadeniz, H., Kayran, D., Kilic, A., Kimura, K., Klein, M., Klein, U., Kluge, T., Kocak, F., Korostelev, M., Kosmicki, A., Kostka, P., Kowalski, H., Kramer, G., Kuchler, D., Kuze, M., Lappi, T., Laycock, P., Levichev, E., Levonian, S., Litvinenko, V. N., Lombardi, A., Maeda, J., Marquet, C., Maxfield, S. J., Mellado, B., Mess, K. H., Milanese, A., Moch, S., Morozov, I. I., Muttoni, Y., Myers, S., Nandi, S., Nergiz, Z., Newman, P. R., Omori, T., Osborne, J., Paoloni, E., Papaphilippou, Y., Pascaud, C., Paukkunen, H., Perez, E., Pieloni, T., Pilicer, E., Pire, B., Placakyte, R., Polini, A., Ptitsyn, V., Pupkov, Y., Radescu, V., Raychaudhuri, S., Rinolfi, L., Rohini, R., Rojo, J., Russenschuck, S., Sahin, M., Salgado, C. A., Sampei, K., Sassot, R., Sauvan, E., Schneekloth, U., Schörner-Sadenius, T., Schulte, D., Senol, A., Seryi, A., Sievers, P., Skrinsky, A. N., Smith, W., Spiesberger, H., Stasto, A. M., Strikman, M., Sullivan, M., Sultansoy, S., Sun, Y. P., Surrow, B., Szymanowski, L., Taels, P., Tapan, I., Tasci, A. T., Tassi, E., Kate, H. Ten., Terron, J., Thiesen, H., Thompson, L., Tokushuku, K., García, R. Tomás, Tommasini, D., Trbojevic, D., Tsoupas, N., Tuckmantel, J., Turkoz, S., Trinh, T. N., Tywoniuk, K., Unel, G., Urakawa, J., VanMechelen, P., Variola, A., Veness, R., Vivoli, A., Vobly, P., Wagner, J., Wallny, R., Wallon, S., Watt, G., Weiss, C., Wiedemann, U. A., Wienands, U., Willeke, F., Xiao, B. -W., Yakimenko, V., Zarnecki, A. F., Zhang, Z., Zimmermann, F., Zlebcik, R., Zomer, F.

The physics programme and the design are described of a new collider for particle and nuclear physics, the Large Hadron Electron Collider (LHeC), in which a newly built electron beam of 60 GeV, up to possibly 140 GeV, energy collides with the intense

Externí odkaz: http://arxiv.org/abs/1206.2913

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Quantitative recurrence properties of expanding maps

Autor: Fernandez, J. L., Melian, M. V., Pestana, D.

Under a map T, a point x recurs at rate given by a sequence {r_n} near a point x_0 if d(T^n(x),x_0)< r_n infinitely often. Let us fix x_0, and consider the set of those x's. In this paper, we study the size of this set for expanding maps and obtain i

Externí odkaz: http://arxiv.org/abs/math/0703222

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