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Real quantum amplitude estimation
(Springer, 2023)
[Abstract]: We introduce the Real Quantum Amplitude Estimation (RQAE) algorithm, an extension of Quantum Amplitude Estimation (QAE) which is sensitive to the sign of the amplitude. RQAE is an iterative algorithm which ...
Deep Learning-Based Method for Computing Initial Margin †
(MDPI, 2021)
[Abstract] Following the guidelines of the Basel III agreement (2013), large financial institutions are forced to incorporate additional collateral, known as Initial Margin, in their transactions in OTC markets. Currently, ...
On the Adaptive Numerical Solution to the Darcy–Forchheimer Model †
(MDPI, 2021)
[Abstract] We considered a primal-mixed method for the Darcy–Forchheimer boundary value problem. This model arises in fluid mechanics through porous media at high velocities. We developed an a posteriori error analysis of ...
Quantum Arithmetic for Directly Embedded Arrays
(MDPI, 2021)
[Abstract] We describe a general-purpose framework to implement quantum algorithms relying upon an efficient handling of arrays. The cornerstone of the framework is the direct embedding of information into quantum amplitudes, ...
Automated design of synthetic biocircuits in the stochastic regime
(IFAC Secretariat / Elsevier, 2022)
[Abstract]: In this work, we present an optimization-based design strategy for gene regulatory networks (GRNs) in the stochastic regime (i.e., in the presence of molecular noise). The approach exploits a recently developed ...
A Lagrangian approach for solving an axisymmetric thermo-electromagnetic problem. Application to time-varying geometry processes
(Springer, 2024-05)
[Abstract]: The aim of this work is to introduce a thermo-electromagnetic model for calculating the temperature and the power dissipated in cylindrical pieces whose geometry varies with time and undergoes large deformations; ...
IDESS: a toolbox for identification and automated design of stochastic gene circuits
(Oxford University Press, 2023-11)
[Abstract]: Motivation
One of the main causes hampering predictability during the model identification and automated design of gene circuits in synthetic biology is the effect of molecular noise. Stochasticity may ...
A hybrid numerical approach to quantify directivity patterns using phaseless hydroacoustic data
(European Acoustics Association, 2023)
[Abstract]: Hydroacoustic transducers have been used profusely in monitoring activities in coastal and oceanic marine environments for fishery purposes and the health evaluation of the seabed and its related biological ...
Total Value Adjustment for European Options in a Multi‐Currency Setting
(Elsevier, 2022)
[Abstract] In this article we mainly extend to a multi-currency setting some previous works in the literature concerning total value adjustments in a single currency framework. The motivation comes from the fact that ...
Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework
(Elsevier B.V., 2024-03)
[Abstract]: In this article we make some new relevant contributions to the computation of total valuation adjustments (XVA) for financial derivatives involving several currencies. From the modelling point of view, for the ...