Human figures have been animated using a wide variety of geometric models including stick figures, polygonal models, and NURBS-based models with muscles, flexible skin, or clothing. This paper reports on experiments designed to ascertain whether a viewer’s perception of motion characteristics is affected by the geometric model used for rendering. Subjects were shown a series of paired motion se...

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general β siblings converge to Sineβ , a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limi...

On Monday, 21 April 2020, for the first time ever in its existence, price of US crude oil declined. This study constructs a spread option using geometric Brownian motion and simulates prices WTI heating oil, both from Chicago Mercantile Exchange (CME) Group, processes them on Microsoft Excel basis. paper predicts pricing by compared to Asian European options. The results obtained showed that vo...

This paper deals with optimal prediction in a regime-switching model driven by a continuous-time Markov chain. We extend existing results for geometric Brownian motion by deriving optimal stopping strategies that depend on the current regime state, and prove a number of continuity properties relating to optimal value and boundary functions. Our approach replaces the use of closed form expressio...

This paper presents a simple model of the long-term interest rate. The represents Keynes’s conjecture that central bank’s actions influence rate primarily through short-term rate, while allowing for other important factors. It relies on geometric Brownian motion to formally conjecture. Geometric has been widely used in modeling dynamics quantitative finance. However, it not represent Empirical ...

Several impatient investors with private costs Ci face an indivisible irreversible investment opportunity whose value V is governed by geometric Brownian motion. The first investor i to seize the opportunity receives the entire payoff, V −Ci. We characterize the symmetric Bayesian Nash equilibrium for this game. A laboratory experiment confirms the model’s main qualitative predictions: competit...

langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. the brownian motion generated from molecular bombardment was taken as a wiener stochastic process and approximated by a gaussian white noise. euler-maruyama method was used to solve the langevin equation numerically. the accuracy of brownian simulation was checked by performing a series of simulati...

In this paper, natural convection heat transfer over a vertical plate in a Darcy porous medium saturated with a nanofluid subject to heat generation/absorption was theoretically studied. The governing partial differential equations were transformed to a set of ordinary differential equations using similarity transformations and solved using finite difference method. The influence of parametric ...

In this study, the Brownian motion and thermophoresis effects on the MHD ferrofluid flow over a cone with thermal radiation were discussed. Kerosene with the magnetic nanoparticles (Fe3O4) was considered. A set of transformed governing nonlinear coupled ordinary differential equations were solved numerically using Runge-Kutta based shooting technique. A simulation was performed by mixing ferrou...

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M ≫ 1 and the gas is represented by just one point particle of mass m = 1, which interacts with the disk and the walls of the container via elastic collisions. Chaotic behavior of...