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See searches and references containing JUMP DIFFUSION!JUMP DIFFUSION
Type of stochastic process
Jump diffusion is a stochastic process that involves jumps and diffusion. It is a type of Lévy process. It has important applications in magnetic reconnection
Jump_diffusion
Solution to a stochastic differential equation
Fokker–Planck equation Markov process Diffusion Itô diffusion Jump diffusion Sample-continuous process "9. Diffusion processes" (PDF). Retrieved October
Diffusion_process
Class of mathematical problems
ISBN 978-3-7643-2419-3. Øksendal, B.; Sulem, A. (2007). Applied Stochastic Control of Jump Diffusions. doi:10.1007/978-3-540-69826-5. ISBN 978-3-540-69825-8. S2CID 123531718
Optimal_stopping
Stochastic process
In mathematics probability theory, a basic affine jump diffusion (basic AJD) is a stochastic process Z of the form d Z t = κ ( θ − Z t ) d t + σ Z t d
Basic_affine_jump_diffusion
Net transport of atoms through a solid
point vacancy to point vacancy by the rapid, essentially random jumping about (jump diffusion). Since the prevalence of point vacancies increases in accordance
Atomic_diffusion
Atomic diffusion within a crystalline lattice
be described as jumps, and the interstitial diffusion coefficient depends on the jump frequency. The jump frequency, Γ {\displaystyle \Gamma } , is given
Lattice_diffusion_coefficient
Technique for the generative modeling of a discrete probability distribution
two major components: the forward jump diffusion process, and the reverse jump diffusion process. The goal of diffusion modeling is, given a given dataset
Discrete_diffusion_model
Class of financial models with stochastic volatility and jumps
Stochastic volatility jump models extend both pure stochastic volatility models, such as the Heston model, and jump diffusion models, such as the Merton
Stochastic volatility jump models
Stochastic_volatility_jump_models
Physical Process
of in terms of particles jumping between adjacent adsorption sites on a surface, as in figure 1. Just as in bulk diffusion, this motion is typically
Surface_diffusion
Option pricing model
volatility" is thus a term used in quantitative finance to denote the set of diffusion coefficients, σ t = σ ( S t , t ) {\displaystyle \sigma _{t}=\sigma (S_{t}
Local_volatility
Technique for the generative modeling of a continuous probability distribution
In machine learning, diffusion models, also known as diffusion-based generative models or score-based generative models, are a class of latent variable
Diffusion_model
Stochastic volatility model used in derivatives markets
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
SABR_volatility_model
Difference between estimated transaction costs and the amount actually paid
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Slippage_(finance)
Total amount of debt owed to lenders by a government/state
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Government_debt
Arbitrage strategy
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Basis_trading
Transport of dissolved species from the highest to the lowest concentration region
Diffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of
Diffusion
Bond issued by a corporation
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Corporate_bond
Easily deformed crystal
orientational degree of freedom may be an almost free rotation, or it may be a jump diffusion between a restricted number of possible orientations, as was shown for
Plastic_crystal
Partial differential equation describing the evolution of temperature in a region
^{2}u} In physics and engineering contexts, especially in the context of diffusion through a medium, it is more common to fix a Cartesian coordinate system
Heat_equation
Hypothetical interest rate on a risk-free investment
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Risk-free_rate
French applied mathematician
applied mathematician whose research topics include stochastic control, jump diffusion, and mathematical finance. Sulem earned a Ph.D. in 1983 at Paris Dauphine
Agnès_Sulem
Fungible item produced to satisfy wants or needs
related to Commodities. Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality Collection of current and historical commodities
Commodity
Stochastic process in probability theory
Wiener process Poisson process Gamma process Markov process Lévy flight Jump diffusion Sato, Ken-Iti (1999). Lévy processes and infinitely divisible distributions
Lévy_process
Topics referred to by the same term
in a statistical jump process Jump, a step in a jump diffusion process Hydraulic jump, a phenomenon in fluid dynamics Jump start (vehicle), using a temporary
Jump
Financial model
are no surprises in the market. This last assumption is removed in jump diffusion models. Consider a financial market consisting of N + 1 {\displaystyle
Brownian model of financial markets
Brownian_model_of_financial_markets
Probability distribution
Springer. p. 58. ISBN 978-3-030-43327-7. Kou, S.G. (August 8, 2002). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10
Laplace_distribution
Type of option contract
increase the computational performance of the Asian option pricer. Within jump diffusions and stochastic volatility models, the pricing problem for geometric
Asian_option
Representation of a type of random process
process Hunt process Interacting particle systems Itô diffusion Itô process Jump diffusion Jump process Lévy process Local time Markov additive process
Autoregressive_model
Stochastic model for the evolution of financial interest rates
{a^{2}+2\sigma ^{2}}}} The CIR model uses a special case of a basic affine jump diffusion, which still permits a closed-form expression for bond prices. Time
Cox–Ingersoll–Ross_model
Form of funded credit derivative
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Credit-linked_note
principle Zipf's law Boy or Girl paradox Adapted process Basic affine jump diffusion Bernoulli process Bernoulli scheme Branching process Point process Chapman–Kolmogorov
List_of_probability_topics
Chinese mathematician (born 1968)
(DDMCMC) paradigm to traverse the entire state-space by extending the jump-diffusion work of Grenander-Miller. With another Ph.D. student, Adrian Barbu,
Song-Chun_Zhu
virtually all the non-diffusion models of applied probability." The process is defined by three quantities: the flow, the jump rate, and the transition
Piecewise-deterministic Markov process
Piecewise-deterministic_Markov_process
Treasury basis trading: bond and futures arbitrage strategy
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Treasury_basis_trade
Concept in statistics
process Hunt process Interacting particle systems Itô diffusion Itô process Jump diffusion Jump process Lévy process Local time Markov additive process
Gaussian_random_field
Swiss mathematician
August 2005). "Equivalent and absolutely continuous measure changes for jump-diffusion processes". The Annals of Applied Probability. 15 (3). arXiv:math/0508450
Damir_Filipović
Mathematical model of financial markets
valuation Heat equation, to which the Black–Scholes PDE can be transformed Jump diffusion Monte Carlo option model, using simulation in the valuation of options
Black–Scholes_model
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Minibond
Model in mathematical finance
Clewlow, Chris Strickland and Vince Kaminski: Extending mean-reversion jump diffusion Carriere, Jacques (1996). "Valuation of the early-exercise price for
Monte Carlo methods for option pricing
Monte_Carlo_methods_for_option_pricing
Machine learning framework for portfolio construction
random correlation structure are applied to the data, consistent with jump-diffusion models such as Merton (1976). Using a rolling window of 260 observations
Hierarchical_Risk_Parity
currently incomplete. See also Category:Stochastic processes Basic affine jump diffusion Bernoulli process: discrete-time processes with two possible states
List of stochastic processes topics
List_of_stochastic_processes_topics
Branch of mathematical finance based on stochastic processes
Supérieure modelled price changes with Brownian motion and anticipated later diffusion-based approaches. A modern synthesis emerged with the Black–Scholes article
Stochastic_finance
Capital budgeting analysis term
diffusion: Bachelier • Geometric diffusion: Black, Black–Scholes, Garman–Kohlhagen, Margrabe • Stochastic volatility: Heston • Jump processes: Jump diffusion
Real_options_valuation
Statistical concept
model for return data seems reasonable. Sometimes the model used is a jump-diffusion model, or as a mixture of two normal distributions. See Financial economics
Mixture_model
Proportionality constant in some physical laws
diffusivity or diffusion coefficient is usually written as the proportionality constant between the molar flux due to molecular diffusion and the negative
Mass_diffusivity
Italian mathematician (born 1966)
135–158. F. Mercurio and W.J. Runggaldier (1993), "Option Pricing for Jump-Diffusion: Approximations and Their Interpretation", Mathematical Finance 3, 191–200
Fabio_Mercurio
Equations characterizing continuous-time Markov processes
you are led to what are called jump processes. The other case leads to processes such as those "represented by diffusion and by Brownian motion; there
Kolmogorov_equations
Dynamical system that exhibits continuous and discrete dynamic behavior
of a (stochastic) hybrid system and a generalization of the jump process Jump diffusion, an example of a (stochastic) hybrid system and a generalization
Hybrid_system
Sinquefield model Morgan Stanley model Russel–Yasuda Kasai model Smith's jump diffusion model TSM (B & W Deloitte) model Watson Wyatt model Whitten & Thomas
Stochastic_investment_model
process Hunt process Interacting particle systems Itô diffusion Itô process Jump diffusion Jump process Lévy process Local time Markov additive process
Continuous-time stochastic process
Continuous-time_stochastic_process
Equations with an unknown function under an integral sign
Marchenko equation (inverse scattering transform) Options pricing under jump-diffusion Radiative transfer Renewal theory Viscoelasticity Fluid mechanics Differential
Integral_equation
Continuous probability distribution
S2CID 120827101. Retrieved 2022-01-30. Kou, S.G. (August 8, 2002). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10
Asymmetric Laplace distribution
Asymmetric_Laplace_distribution
Cox–Ingersoll–Ross model Forward measure Heston model / scl Jump process Jump-diffusion model Kelly criterion Market risk Mathematics of bookmaking Risk
Catalog of articles in probability theory
Catalog_of_articles_in_probability_theory
Probability distribution
1016/j.physa.2010.08.037. S2CID 100313689. Kou, S.G. (August 2022). "A Jump-Diffusion Model for Option Pricing". Management Science. 48 (8): 1086–1101. doi:10
Log-t_distribution
Branch of energy forecasting
linking spot and forward prices. The two most popular subclasses include jump-diffusion and Markov regime-switching models. Forward price models allow for the
Electricity_price_forecasting
Probabilistic problem-solving algorithms
for diffusion type models; F. Alberto Grünbaum, Tokuzo Shiga, Hiroshi Tanaka, Sylvie Méléard and Carl Graham for general classes of interacting jump-diffusion
Mean-field_particle_methods
distribution Jonckheere's trend test JMP (statistical software) Jump process Jump-diffusion model Junction tree algorithm K-distribution K-means algorithm –
List_of_statistics_articles
Academic discipline concerned with the exchange of money
problems with the realism of the above "classical" financial models; while jump diffusion models allow for (option) pricing incorporating "jumps" in the spot
Financial_economics
Econometrica and is titled "Transform Analysis and Asset Pricing for Affine Jump-Diffusions". The paper is econometric in nature and offers practical applications
Jun_Pan
Chemical compounds containing H+ and N– ions in a single phase
Buhrer, W; Winkler, B; Coddens, G; Essmann, R; Jacobs, H (May 1994). "H−-jump diffusion in barium-nitride-hydride Ba2NH". Solid State Ionics. 70–71: 272–277
Hydridonitride
American biomedical engineer and neuroscientist
of Markov random fields. They established the ergodic properties of jump-diffusion processes for inference in hybrid parameter spaces, which was presented
Michael_I._Miller
equity returns. They have also been used to generate multifractal jump-diffusions. MSM is a stochastic volatility model with arbitrarily many frequencies
Markov_switching_multifractal
Type of kick
A jump kick is a type of kick in certain martial arts and in martial-arts based gymnastics, with the particularity that the kick is delivered mid-air,
Flying_kick
Equation from probability theory
) ] ⏟ Diffusion term (continuous) + ∫ d x ′ [ W ( x | x ′ , t ) P ( x ′ , t | x 0 , t 0 ) − W ( x ′ | x , t ) P ( x , t | x 0 , t 0 ) ] ⏟ Jump term (disontinuous)
Chapman–Kolmogorov_equation
Mathematician
Onsager-Machlup function as Lagrangian for the most probable path of a jump-diffusion process. Nonlinearity, 32 (2019) 3715 - 3741. S. Yuan and J. Duan, Action
Jinqiao_Duan
Mathematical model for neuron networks
process Hunt process Interacting particle systems Itô diffusion Itô process Jump diffusion Jump process Lévy process Local time Markov additive process
Galves–Löcherbach_model
Random motion of particles suspended in a fluid
the probability distribution of a Brownian particle and the macroscopic diffusion equation. These predictive equations describing Brownian motion were subsequently
Brownian_motion
Random walk with random time between jumps
and Weiss as a generalization of physical diffusion processes to effectively describe anomalous diffusion, i.e., the super- and sub-diffusive cases.
Continuous-time_random_walk
Identity in Itô calculus analogous to the chain rule
_{g}(\cdot )\,d\Delta g+dJ_{g}(t).} If S {\displaystyle S} contains drift, diffusion and jump parts, then Itô's Lemma for g ( S ( t ) , t ) {\displaystyle g(S(t)
Itô's_lemma
Motion of many particles in a narrow channel
the diffusion of N (N → ∞) identical Brownian hard spheres in a quasi-one-dimensional channel of length L (L → ∞), such that the spheres do not jump one
File_dynamics
Topics referred to by the same term
Kolmogorov equations (Markov jump process), relating to discrete processes Fokker–Planck equation, relating to diffusion processes This disambiguation
Kolmogorov_forward_equations
Norwegian mathematician (born 1945)
Øksendal, Bernt K. and Sulem, Agnès (2005). Stochastic control of jump diffusions, Springer Verlag. Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang
Bernt_Øksendal
Scenario of giant planet migration
The jumping-Jupiter scenario specifies an evolution of giant-planet migration described by the Nice model, in which an ice giant (an additional Neptune-mass
Jumping-Jupiter_scenario
Protons hopping across hydrogen bonds between hydronium ions and water molecules
The Grotthuss mechanism (also known as proton jumping) is a model for the process by which an 'excess' proton diffuses through the hydrogen bond network
Grotthuss_mechanism
French mathematician
267-307 (1998). J. JACOD: Non-parametric kernel estimation of the diffusion for a diffusion process. Scand. J. Statist. 27, 83-96 (2000). E. EBERLEIN, J.
Jean_Jacod
Explanation for the rates of electron transfer reactions
electron transfer reactions – the rate at which an electron can move or jump from one chemical species (called the electron donor) to another (called
Marcus_theory
Process forming a path from many random steps
probability distribution. In a simple random walk, the location can only jump to neighboring sites of the lattice, forming a lattice path. In a simple
Random_walk
Japanese mathematician
the Wiener measure, extending previous work by Cameron and Martin to diffusion processes. H. Tanaka (1988). Probability Theory and Mathematical Statistics
Gisiro_Maruyama
Programmable machine that processes data
; Derick, L (1957). "Surface Protection and Selective Masking during Diffusion in Silicon". Journal of the Electrochemical Society. 104 (9): 547. doi:10
Computer
c-11m July 2, 1973 Dictionary for Beginners LeRoy Barney c-11m 1971 Video Diffusion and Osmosis Addison E. Lee c-11m June 1, 1964 Video Digestion and Absorption
List_of_Coronet_Films_films
Statistical simulation method
(AKMC). A typical example is simulation of vacancy diffusion in alloys, where a vacancy is allowed to jump around the lattice with rates that depend on the
Kinetic_Monte_Carlo
Transmission of a pathogen between different species
lifetime. Phylogenetic diffusion models are frequently used for phylogeographic analyses, with the inference of host jumping becoming of increasing interest
Cross-species_transmission
{\displaystyle \gamma (s,t)} denote the strength of the sheet, that is, the jump in the tangential discontinuity. Then the velocity field induced by the sheet
Vortex_sheet
little fruit, to a better part of the forest. To do this, the monkeys must jump distances; that is, redeploy (physical, human, and institutional) capital
The_Product_Space
Property of solid materials under mechanical stress
form of the diffusion equation is D = D 0 e E K T {\displaystyle D=D_{0}e^{\frac {E}{KT}}} where D0 has a dependence on both the attempted jump frequency
Creep_(deformation)
Electric current generation from light
charges by ballistic conduction and photovoltaic emission separates them by diffusion, but some "hot carrier" photovoltaic devices concepts blur this distinction
Photovoltaic_effect
1993 French psychological drama films
the film in the TV of people falling (doing either sky diving or bungee jumping); the director is careful to show falls with no cords at the beginning
Three_Colours_trilogy
Formulation of quantum mechanics
second-order phase transition. The Schrödinger equation is a diffusion equation with an imaginary diffusion constant, and the path integral is an analytic continuation
Path_integral_formulation
Sofidif (Société franco–iranienne pour l'enrichissement de l'uranium par diffusion gazeuse) enterprise with 60 and 40 percent shares, respectively. Sofidif
History of the nuclear program of Iran
History_of_the_nuclear_program_of_Iran
called heavy traffic limit theorem or diffusion approximation) involves the matching of a queueing model with a diffusion process under some limiting conditions
Heavy_traffic_approximation
Italian composer, singer, and stage actress (1936 – 1993)
brief period in the cabaret, she devoted herself to the research and the diffusion of Tuscan folk music, recording many albums with the popular repertoire
Daisy_Lumini
Intelligence of machines
Grok and Qwen; text-to-image models such as DALL-E, Firefly, Stable Diffusion, and Midjourney; and text-to-video models such as Veo, LTX and Sora. Companies
Artificial_intelligence
Process of forming and bonding material by heat or pressure
because the boundary diffusion distance is smallest. During the latter portions of the process, boundary and lattice diffusion from the boundary become
Sintering
Areas of myelinated axons in the brain
neurons. Myelin acts as an insulator, which allows electrical signals to jump, rather than coursing through the axon, increasing the speed of transmission
White_matter
2023 novel by Benjamín Labatut
novel is not quite what we end up with" and sees the problem in the "diffusion": "Labatut simply spreads himself too thin. Too many years in too few
The_MANIAC
Differential equations involving stochastic processes
semimartingale. However, other types of random behaviour are possible, such as jump processes like Lévy processes or semimartingales with jumps. Stochastic differential
Stochastic differential equation
Stochastic_differential_equation
all SNTI versions, the last version called "SGD" for "Système de Grande Diffusion" was designed in T.R.T. company by Bernard Pando's team early 1987 to
SNTI
Series of large language models developed by Google AI
encoded text vectors are used as conditioning on a diffusion model. As another example, the AuraFlow diffusion model uses Pile-T5-XL. Raffel, Colin; Shazeer
T5_(language_model)
Separation technique to characterize the size of colloidal particles
cross-flow FFF method, the property driving separation is the translational diffusion coefficient or the hydrodynamic size. For a thermal field (heating one
Field_flow_fractionation
Chinese-American physicist (1912–1997)
separating uranium into uranium-235 and uranium-238 isotopes by gaseous diffusion. She is best known for conducting the Wu experiment, which proved that
Chien-Shiung_Wu
JUMP DIFFUSION
JUMP DIFFUSION
Girl/Female
Hindu
Born on a friday
Boy/Male
Hindu, Indian
Jump
Surname or Lastname
English (Devon)
English (Devon) : possibly a nickname, as Reaney suggests, for someone having a prominent lump or swelling, from Middle English boni, buny ‘swelling’, ‘bunion’ (see Bunyan). It is also possibly a topographic name from the southwestern English dialect word bunny ‘ravine’.
Girl/Female
American, Australian, Jamaican
Productive; Quietness; Earth; Lump of Earth
Boy/Male
Indian
Lump of earth
Surname or Lastname
English (Lancashire)
English (Lancashire) : unexplained.
Boy/Male
Arabic, Hindu, Indian, Italian, Muslim
Moon; Lump of Earth
Boy/Male
Arabic, Australian, Hebrew, Jewish
Hump of a Camel; Name of Mountain; Endless Joy
Boy/Male
Muslim/Islamic
Friday
Surname or Lastname
English (Kent)
English (Kent) : apparently a nickname from Middle English sterten ‘to leap or jump’ + up. Reaney and Wilson note that startup was the original form of ‘upstart’ and also the name of a kind of rustic boot and believe these senses may have contributed to the surname, although neither is recorded beofe the 16th century.
Surname or Lastname
English (Bedfordshire)
English (Bedfordshire) : nickname for someone disfigured by a lump or hump, from a diminutive of Old French bugne ‘swelling’, ‘protuberance’. The term bugnon was also applied to a kind of puffed-up fruit tart, and so the surname may also have been a metonymic occupational name for a baker of these.
Boy/Male
Arabic, Christian
Hump of a Camel; Hard; Stony Region
Boy/Male
Muslim
Lump of earth
Boy/Male
African, Arabic, Muslim, Sindhi, Swahili
Friday
Surname or Lastname
English
English : nickname for a person with a large behind, from Old English rumpe ‘buttocks’.German : variant spelling of Rumpf.German : from a short form of Rumpel.
Male
Greek
(Αἴσωπος) Original Greek form of Latin Æsop, the name of the author of Æsop's Fables, said to be a hump-backed slave of African descent; therefore, the name has taken on the AISOPOS means "hump-backed," but in Greek it means "Ethiop."Â
Surname or Lastname
English (East Anglia)
English (East Anglia) : unexplained. Perhaps a variant of Rump.German : variant of Rump 3.
Male
Irish
Variant spelling of Irish Meallán, MELLAN means "little lump."
Girl/Female
African, Hindu, Indian
Friday; Holy Day
Girl/Female
Tamil
Born on a friday
JUMP DIFFUSION
JUMP DIFFUSION
Girl/Female
Indian
Light of contentment
Boy/Male
Tamil
Kreetanya | கà¯à®°à¯€à®¤à®¾à®¨à¯à®¯
Girl/Female
Hindu
Talent, Great conquer
Girl/Female
Armenian American Biblical Hebrew
Rebellious.
Girl/Female
Bengali, Celebrity, Gujarati, Hindu, Indian, Kannada, Malayalam, Marathi, Telugu, Traditional
Fortunate
Boy/Male
Hindu, Indian, Tamil
Joyful; Happy
Girl/Female
Tamil
Sathyapriya | ஸதà¯à®¯à®ªà¯à®°à®¿à®¯à®¾
Devoted to truth, Love to truth
Boy/Male
Australian, Irish, Latin
Patrician; Noble
Girl/Female
Australian, Polish
Lucky; Happy
Surname or Lastname
Portuguese
Portuguese : patronymic from the personal name Martim, vernacular form of Latin Martinus (see Martin).English and Dutch : patronymic from the personal name Martin.
JUMP DIFFUSION
JUMP DIFFUSION
JUMP DIFFUSION
JUMP DIFFUSION
JUMP DIFFUSION
v. t.
To draw water, or the like, from; to from water by means of a pump; as, they pumped the well dry; to pump a ship.
v. i.
To get along with as one can, although displeased; as, if he does n't like it, he can lump it.
v. i.
To work, or raise water, a pump.
n.
The for pump in the pit.
v. t.
To cause to jump; as, he jumped his horse across the ditch.
v. t.
To form a mass of earth or a hillock about; as, to tump teasel.
imp. & p. p.
of Jump
n.
A swelling or prominence, resulting from a bump or blow; a protuberance.
v. t.
To strike, as with or against anything large or solid; to thump; as, to bump the head against a wall.
v. t.
To raise with a pump, as water or other liquid.
n.
A small mass of matter of irregular shape; an irregular or shapeless mass; as, a lump of coal; a lump of iron ore.
p. pr. & vb. n.
of Jump
v. t.
To work over with the mouth; to mumble; as, to mump food.
v. i.
To spring or move suddenly, as by a jump or by jumps; to bound; to move swiftly. Also Fig.
v. t.
To put or throw down with more or less of violence; hence, to unload from a cart by tilting it; as, to dump sand, coal, etc.
n.
A protuberance; a hunch; a knob or lump; a hump.
n.
One of the protuberances on the cranium which are associated with distinct faculties or affections of the mind; as, the bump of "veneration;" the bump of "acquisitiveness."
v. t.
To pass by a spring or leap; to overleap; as, to jump a stream.