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A Model of Parametric Dependent Type Theory in Bridge/Path Cubical Sets
[article]
2017
arXiv
pre-print
In chapter 3, we introduce the category BPCube of bridge/path cubes, and its presheaf category Psh(BPCube) of bridge/path cubical sets. ...
In chapter 4, we define discrete types and show that they form a model of dependent type theory. We prove some infrastructural results. ...
CHAPTER 3
Bridge/path cubical sets In this chapter, we move from the general presheaf model to the category Cube of cubical sets and the category BPCube of bridge/path cubical sets. roughout, we assume ...
arXiv:1706.04383v2
fatcat:o4a6p44ajzhjpgbnde3rwmlyt4
Parametric quantifiers for dependent type theory
2017
Proceedings of the ACM on Programming Languages
We prove soundness of our type system by enhancing existing iterated reflexive graph (cubical set) models of dependently typed parametricity by distinguishing between edges that express relatedness of ...
In order to expose the problem that occurs in dependent type theory, we will elaborate an example that shows the power of parametricity in System F, but which breaks down in dependent type theory. ...
Andreas Nuyts and Dominique Devriese hold a Ph.D. Fellowship and a Postdoctoral Mandate (resp.) from the Research Foundation -Flanders (FWO). ...
doi:10.1145/3110276
dblp:journals/pacmpl/NuytsVD17
fatcat:tmebic2krvc4jg5qc4nwhh2qfy
Parametric Cubical Type Theory
[article]
2019
arXiv
pre-print
We exhibit a computational type theory which combines the higher-dimensional structure of cartesian cubical type theory with the internal parametricity primitives of parametric type theory, drawing out ...
interpretation of inductive types. ...
Conversations with the directed type theory group at the 2017 Mathematics Research Communities workshop and with Emily Riehl and Christian Sattler afterwards were also instrumental to the first author's ...
arXiv:1901.00489v2
fatcat:rqbzj52wu5dujp4mchcxdxmm7y
Internal Parametricity for Cubical Type Theory
[article]
2021
arXiv
pre-print
We define a computational type theory combining the contentful equality structure of cartesian cubical type theory with internal parametricity primitives. ...
We demonstrate the use of the theory by analyzing polymorphic functions between higher inductive types, observe how cubical equality regularizes parametric type theory, and examine the similarities and ...
This puts parametric type theory in especially close correspondence with the Bezem-Coquand-Huber (BCH) cubical set model [BCH13] , the first constructive model of univalent type theory. ...
arXiv:2005.11290v5
fatcat:rnbnor535jcbbeb74726r7mltm
Presheaf Models of Relational Modalities in Dependent Type Theory
[article]
2018
arXiv
pre-print
This report is an extension of 'A Model of Parametric Dependent Type Theory in Bridge/Path Cubical Sets' (Nuyts, arXiv:1706.04383). ...
The purpose of this text is to prove all technical aspects of our model for dependent type theory with parametric quantifiers (Nuyts, Vezzosi and Devriese, 2017) and with degrees of relatedness (Nuyts ...
Bridge/path cubical sets In this chapter, we move from the general presheaf model to the category Cube of cubical sets and the category BPCube of bridge/path cubical sets. roughout, we assume the existence ...
arXiv:1805.08684v1
fatcat:weesuc7g5ffo5clxx3yf43s76u
Boundary control and shape optimization for the robust design of bypass anastomoses under uncertainty
2013
Mathematical Modelling and Numerical Analysis
The results obtained in 2D are compared with simulations in a 3D geometry but without model reduction or the robust framework. Mathematics Subject Classification. 35Q93, 49Q10, 76D05. ...
We also consider a reduced order modelling framework based on reduced basis methods in order to make the robust design problem computationally feasible. ...
Bypass grafts can provide blood flow through an alternative bridging path in order to overcome critically occluded arteries. ...
doi:10.1051/m2an/2012059
fatcat:y7esmp2ixzbitnoczccxjua6si
A three-dimensional dynamic analysis scheme for the interaction between trains and curved railway bridges
2015
Computers & structures
Proposed approach With the aim to avoid an ad hoc treatment of the VBI problem, the proposed approach deploys a matrix formulation, and results in a set of equations of motion (Eq. (23)) which are condensed ...
For a different bridge and/or different vehicle-models or numbers of vehicles, one has only to implement the same matrix equations, presented later in Eq. (23), for the pertinent matrices. ...
In particular, the paper shows that the centrifugal and Coriolis forces, arising due to the curvature of the bridge/path, govern the dynamics (e.g. the dynamic amplification factor), along the radial direction ...
doi:10.1016/j.compstruc.2014.12.002
fatcat:t2dwpqdf2nanrdl6hjgwzoxj34
Integrated material practice in free-form timber structures
2021
Zenodo
The simulation of material performance and the shift from models as representational tools to functional ones has opened up new methods of working between digital model and physical material. ...
The ability to process large amounts of data quickly has made computation commonplace in the design and manufacture of buildings, especially in iterative digital design workflows. ...
While these are indicative of the state-of-the-art in both architectural practice and industrial timber production, the knowledge gathered from secondments and collaboration with these partners is limited ...
doi:10.5281/zenodo.4545123
fatcat:z4u5ikmtmnbdnj4zl4c4exteyu
Higher Inductive Types and Internal Parametricity for Cubical Type Theory
2021
thebehavior of internal parametricity, and applying internal parametricity as a tool to solve difficult problems in cubical type theory. ...
We realize a system of generalized quotients for cubical type theory originally conceived in homotopy type theory, called higher inductive types, that merges the concepts of inductive type and quotient ...
Their system is interpreted in a presheaf category PSh(BPCube) (bridge-path cubical sets), which is cohesive over the category PSh( c ) of cartesian cubical sets. ...
doi:10.1184/r1/14555691.v1
fatcat:couyfgkz7za6xl4zhsvlo4t7eu
Efficient Pricing of CPPI using Markov Operators
[article]
2009
arXiv
pre-print
Provided the underlying follows a homogeneous process, the path-dependent CPPI strategy is reformulated into a Markov process in one variable, which allows to use efficient linear algebra techniques. ...
Some gap risk due to extreme events is often kept by the issuer of the product: a put option on the CPPI strategy is included in the product. ...
Both of them are also acknowledged for a careful reading of this paper and useful comments. This work was supported by Sophis Technology. ...
arXiv:0901.1218v1
fatcat:f5oeww3nlvbmjgwjutgeygk6lq
Optimal exercise of American options under stock pinning
[article]
2020
arXiv
pre-print
These settings came up as a first approach of optimally exercising an option within the so-called "stock pinning" scenario. ...
In order to do so, we solve the discounted optimal stopping problem endowed with the gain function G(x) = (S - x)^+ and a Brownian bridge whose final value equals S. ...
Inferring the boundary using one third (n = 66, N = 200) of the Brownian bridge path, for T = 1, S = 10, X 0 = 10, λ = 0, and σ = 1. ...
arXiv:1903.11686v3
fatcat:e4n5c46ihzahdoqarvo2qrtany
Multidimensional Markov-Functional and Stochastic Volatility Interest Rate Modelling Multidimensional Markov-Functional and Stochastic Volatility Interest Rate Modelling
unpublished
and that a careful implementation using Sobol sequences and Brownian bridge path construction methods could achieve far faster convergence, with a lot weaker dependence on dimension. ...
Extending the model with a CEV type local volatility function is of course in theory an easy task however this implies that the Fourier transform technique can no longer be used and hence efficient pricing ...
To sum up; if the SABR model is a good representation of the market, then the parameters of the quadratic polynomial in Σ(f, f ) in the r.h.s. of (21) may be estimated using a set of market snapshots. ...
fatcat:4ldp2k4b5bcljc2wsgnxcohk6m
Computational Optimal Transport
[article]
2020
arXiv
pre-print
Optimal transport (OT) theory can be informally described using the words of the French mathematician Gaspard Monge (1746-1818): A worker with a shovel in hand has to move a large pile of sand lying on ...
The goal of the worker is to erect with all that sand a target pile with a prescribed shape (for example, that of a giant sand castle). ...
Let P be an extremal point of the polytope U(a, b). ...
arXiv:1803.00567v4
fatcat:zgannw6i6beqde5bx7pj62uyry
Theoretical Study of Electron Transport and Trapping in Solvated Titanium Dioxide Nanoparticles
2017
Those advances enable Jaguar to be used in a wide range of materials science problems that previously were not accessible to our approach.In second half, by employing a large cluster, a hybrid DFT model ...
Those results advance our understanding of the effect of the cation and solvent on the density of states (DOS) of electron traps, and establish the plausibility that ambipolar model plays a role in electron ...
The complexity of the experimental systems, and uncertainties in the calculations of various types, make direct comparison of theory and experiment difficult to achieve in an unambiguous fashion. ...
doi:10.7916/d89p37z9
fatcat:r3au7veukvffbhax2bsoujf23y