Related papers: Rapid paths in von Neumann-Gale dynamical systems
The commonly accepted definition of paths starts from a random field but ignores the problem of setting joint distributions of infinitely many random variables for defining paths properly afterwards. This paper provides a turnaround that…
A new kinetic model is proposed where the equilibrium distribution with bounded support has a range of velocities about two average velocities in 1D. In 2D, the equilibrium distribution function has a range of velocities about four average…
In the operatorial formulation of quantum statistics, the time evolution of density matrices is governed by von Neumann's equation. Within the phase space formulation of quantum mechanics it translates into Moyal's equation, and a formal…
The paper examines a class of first order linear hyperbolic systems, proposed as a generalization of the Goldstein-Kac model for velocity-jump processes and determined by a finite number of speeds and corresponding transition rates. It is…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We consider a simple variant of the von Neumann model of an expanding economy, in which multiple producers make goods according to their production function. The players trade their goods at the market and then use the bundles acquired for…
The quest for optimal/stable paths in graphs has gained attention in a few practical or theoretical areas. To take part in this quest this chapter adopts an equilibrium-oriented approach that is abstract and general: it works with…
Existence of random dynamical systems for a class of coalescing stochastic flows on $\mathbb{R}$ is proved. A new state space for coalescing flows is built. As particular cases coalescing flows of solutions to stochastic differential…
This paper is devoted to path-dependent kinetics equations arising, in particular, from the analysis of the coupled backward - forward systems of equations of mean field games. We present local well-posedness, global existence and some…
We study the dynamics of a non-minimally coupled scalar field cosmology with a potential function. We use the framework of dynamical systems theory to investigate all evolutional paths admissible for all initial conditions. Additionally, we…
The purpose of this paper is to study the properties of kinetic models for traffic flow described by a Boltzmann-type approach and based on a continuous space of microscopic velocities. In our models, the particular structure of the…
An existence result is proved for a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial conditions.…
By optimal fluctuation method, we study short-time distribution $P(\mathcal{A}=A)$ of the functionals, $\mathcal{A}=\int_{0}^{t_f} x^n(t) dt$, along constrained trajectories of random acceleration process for a given time duration $t_f$,…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
In this paper we consider the application of several gradient methods to the traffic assignment problem: we search equilibria in the stable dynamics model (Nesterov and De Palma, 2003) and the Beckmann model. Unlike the celebrated…
We introduce the liquid bin model as a continuous-time deterministic dynamics, arising as the hydrodynamic limit of a discrete-time stochastic interacting particle system called the infinite bin model. For the liquid bin model, we prove the…
We consider a class of stochastic growth models on the integer lattice which includes various interesting examples such as the number of open paths in oriented percolation and the binary contact path process. Under some mild assumptions, we…
The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…
The problem of ballistic annihilation for a spatially homogeneous system is revisited within Boltzmann's kinetic theory in two and three dimensions. Exact analytical results are derived for the time evolution of the particle density for…
A Euclidean path integral is used to find an optimal strategy for a firm under a Walrasian system, Pareto optimality and a non-cooperative feedback Nash Equilibrium. We define dynamic optimal strategies and develop a Feynman type path…