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A kinetic model with flexible velocities is presented for solving the multi-component Euler equations. The model employs a two-velocity formulation in 1D and a three-velocity formulation in 2D. In 2D, the velocities are aligned with the…
Empirical determination of the scaling properties and exponents of time series presents a formidable challenge in testing, and developing, a theoretical understanding of turbulence and other out-of-equilibrium phenomena. We discuss the…
We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…
Regression aims at estimating the conditional mean of output given input. However, regression is not informative enough if the conditional density is multimodal, heteroscedastic, and asymmetric. In such a case, estimating the conditional…
We consider the spin-1/2 isotropic $XY$ chain in an external magnetic field directed along $z$ axis with periodically varying $g$-factors. To reveal the effects of regularly alternating $g$-factors, we calculate various static and dynamic…
We consider the vector and scalar form factors of the charm-changing current responsible for the semileptonic decay D\rightarrow \pi l \nu. Using as input dispersion relations and unitarity for the moments of suitable heavy-light…
We consider discrete-time switching systems composed of a finite family of affine sub-dynamics. First, we recall existing results and present further analysis on the stability problem, the existence and characterization of compact…
In this paper, we determine deuteron's static properties, low energy scattering parameters, total cross-section and form factors from inverse S-wave potentials constructed using Morse function. The scattering phase shifts (SPS) at different…
We formulate the general construction for singular vectors in Verma modules of the affine sl(2|1) superalgebra. We then construct sl(2|1) representations out of the fields of the non-critical N=2 string. This allows us to extend naturally…
Volatilities, in high-dimensional panels of economic time series with a dynamic factor structure on the levels or returns, typically also admit a dynamic factor decomposition. We consider a two-stage dynamic factor model method recovering…
We derive the general formula, at a finite cutoff, for the change in the boundary condition of a scalar field in AdS under a Multiple-trace deformation of the dual CFT. Our analysis suggests that fluctuations around the classical solution…
This paper presents a simple, one-dimensional model of a randomly advected passive scalar. The model exhibits anomalous inertial range scaling for the structure functions constructed from scalar differences. The model provides a simple…
In this work we discuss in detail the non-perturbative determination of the momentum dependence of the form factors entering in semileptonic decays using unitarity and analyticity constraints. The method contains several new elements with…
We study the scalar perturbation sector of the general axisymmetric warped Salam-Sezgin model with codimension-2 branes. We focus on the perturbations which mix with the dilaton. We show that the scalar fluctuations analysis can be reduced…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
This paper explores the nonparametric estimation of the volatility component in a heteroscedastic scalar-on-function regression model, where the underlying discrete-time process is ergodic and subject to a missing-at-random mechanism. We…
In Part I of this paper we have seen that any singular compact area minimizer in a positive scalar curvature manifold admits a conformal deformation to some minimal factor geometry that shares many properties with the minimizer, like the…
In this manuscript we analyze the weak convergence rate of a discretization scheme for the Heston model. Under mild assumptions on the smoothness of the payoff and on the Feller index of the volatility process, respectively, we establish a…
A detailed study of complex-space singularities of the two-dimensional incompressible Euler equation is performed in the short-time asymptotic r\'egime when such singularities are very far from the real domain; this allows an exact…
Using the nonlinear $\delta N$ formalism, we consider a simple exactly soluble model of multi-component slow-roll inflation in which the nonlinear curvature perturbation can be evaluated analytically.