Related papers: Deterministic criteria for the absence of arbitrag…
A mesh condition is developed for linear finite element approximations of anisotropic diffusion-convection-reaction problems to satisfy a discrete maximum principle. Loosely speaking, the condition requires that the mesh be simplicial and…
This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…
The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…
We consider the totally asymmetric exclusion process on a ring in discrete time with the backward-ordered sequential update and particle-dependent hopping probabilities. Using a combinatorial treatment of the Bethe ansatz, we derive the…
We consider two-player random extensive form games where the payoffs at the leaves are independently drawn uniformly at random from a given feasible set C. We study the asymptotic distribution of the subgame perfect equilibrium outcome for…
We consider two independent identical diffusion processes that annihilate upon meeting in order to study their conditioning with respect to their first-encounter properties. For the case of finite horizon $T<+\infty$, the maximum…
It has been known through some examples that parameters of an electromagnetic medium can be so defined that there is no dispersion equation (Fresnel equation) to restrict the choice of the wave vector of a plane wave in such a medium, i.e.,…
We consider equations of the form $\Delta u +\lambda^2 V(x)e^{\,u}=\rho$ in various two dimensional settings. We assume that $V>0$ is a given function, $\lambda>0$ is a small parameter and $\rho=\mathcal O(1)$ or $\rho\to +\infty$ as…
The fast diffusion equation is analyzed on a bounded domain with Dirichlet boundary conditions, for which solutions are known to extinct in finite time. We construct invariant manifolds that provide a finite-dimensional approximation near…
We study high-dimensional distribution learning in an agnostic setting where an adversary is allowed to arbitrarily corrupt an $\varepsilon$-fraction of the samples. Such questions have a rich history spanning statistics, machine learning…
Scale-free surfaces, such as cones, remain unchanged under a simultaneous expansion of all coordinates by the same factor. Probability density of a particle diffusing near such absorbing surface at large time approaches a simple form that…
The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…
We investigate a growing network model that combines preferential and uniform attachment with two distinct mechanisms of edge deletion. In addition to the usual uniform probability edge deletion, we introduce a novel node-based rule in…
This paper is concerned with a Lotka-Volterra type competition model with free boundaries in time-periodic environment. One species is assumed to adopt nonlocal dispersal and the other one adopts mixed dispersal, which is a combination of…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage profits. By relying on the theory of progressive enlargement of filtrations,…
This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…
We show that the existence of an equivalent local martingale measure for asset prices does not prevent negative prices for European calls written on positive stock prices. In particular, we illustrate that many standard no-arbitrage…
We consider a prototypical nonlinear parabolic equation whose flux has three distinguished features: it is nonlinear with respect to both the unknown and its gradient, it is homogeneous, and it depends only on the direction of the gradient.…
In a recent article the most general non-uniform reaction-diffusion models on a one-dimensional lattice with boundaries were considered, for which the time evolution equations of correlation functions are closed and the stationary profile…