Ilya Timofeyev
- Realized volatility and parametric estimation of Heston SDEs
2017/06/14 by Robert Azencott, Peng Ren, Azencott, Robert +3 · 1 citation
Economics, Econometrics and Finance · #60F99 #62M05 #91G80 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Breakdown of Boltzmann-type Models for the Alignment of Self-propelled Rods
2023/03/22 by P. J. Murphy, Misha Perepelitsa, Murphy, Patrick +9 · 1 citation
Engineering · Physics and Astronomy · #Biological Physics (physics.bio-ph) #FOS: Physical sciences #Micro and Nano Robotics #Modular Robots and Swarm Intelligence
- Breakdown of Boltzmann-type models for the alignment of self-propelled rods
2024/08/08 by Patrick Murphy, Misha Perepelitsa, Ilya Timofeyev +3 · 1 citation
Physics and Astronomy · Engineering · #Micro and Nano Robotics #Advanced Thermodynamics and Statistical Mechanics #Molecular Communication and Nanonetworks
- Subgrid-Scale Parameterization in Burgers' Equation Using Structure-Preserving Neural Networks and Entropy Variables
2026/07/16 by Aijaz Nazir, Ilya Timofeyev
#math.NA #cs.LG #cs.NA
- Comparison of a Parametric Physics-Informed Neural Network and a Tensorial Reduced-Order Model for the Shallow-Water Dam-Break Problem
2026/07/29 by Anton Myshak, Md Rezwan Bin Mizan, Ilya Timofeyev
Mathematics · Computer Science · Physics and Astronomy · #math.NA #cs.LG #cs.NA #physics.flu-dyn #msc:65M22 #msc:65M60 #msc:68T07 #msc:35L65