Related papers: Asymptotic predictions using short-time data in os…
In this paper, by using asymptotic expansions of oscillatory integrals with positive real power phase functions in one variable, we obtain asymptotic expansions of oscillatory integrals with phase functions expressed by a product of…
In an incomplete model, where under an appropriate num\'eraire, the stock price process is driven by a sigma-bounded semimartingale, we investigate the behavior of the expected utility maximization problem under small perturbations of the…
We examine the density of states of an Andreev billiard and show that any billiard with a finite upper cut-off in the path length distribution $P(s)$ will possess an energy gap on the scale of the Thouless energy. An exact quantum…
A class of non-compact billiards is introduced, namely the infinite step billiards, i.e., systems of a point particle moving freely in the domain $\Omega = \bigcup_{n\in\N} [n,n+1] \times [0,p_n]$, with elastic reflections on the boundary;…
This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…
Energy spectra of a particle with mass $m$ and charge $e$ in the cubic Aharonov-Bohm billiard containing around $10^4$ consecutive levels starting from the ground state have been analysed. The cubic Aharonov-Bohm billiard is a plane…
A widely used mathematical model for the bouncing motion of an ideally elastic ball -- referred to in previous work by the first two authors and collaborators as a {\em no-slip billiard} system -- exhibits some notable dynamical behavior…
A finite-horizon zero-sum linear-quadratic differential game is considered. Its features are: (i) the control cost of the minimizing player in the game's cost functional is much smaller than the control cost of the maximizing player and the…
The properties of energy levels in a family of classically pseudointegrable systems, the barrier billiards, are investigated. An extensive numerical study of nearest-neighbor spacing distributions, next-to-nearest spacing distributions,…
The structure of the semiclassical trace formula can be used to construct a quasi-classical evolution operator whose spectrum has a one-to-one correspondence with the semiclassical quantum spectrum. We illustrate this for marginally…
Billiard systems, broadly speaking, may be regarded as models of mechanical systems in which rigid parts interact through elastic impulsive (collision) forces. When it is desired or necessary to account for linear/angular momentum exchange…
We study dissipative polygonal outer billiards, i.e. outer billiards about convex polygons with a contractive reflection law. We prove that dissipative outer billiards about any triangle and the square are asymptotically periodic, i.e. they…
The aim of the paper is to unify the efforts in the study of integrable billiards within quadrics in flat and curved spaces and to explore further the interplay of symplectic and contact integrability. As a starting point in this direction,…
We demonstrate for a generic pseudointegrable billiard that the number of periodic orbit families with length less than $l$ increases as $\pi b_0l^2/\langle a(l) \rangle$, where $b_0$ is a constant and $\langle a(l) \rangle$ is the average…
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…
We study nonlinear dynamics of the kicked particle whose motion is confined by square billiard. The kick source is considered as localized at the center of square with central symmetric spatial distribution. It is found that ensemble…
We derive a semiclassical expression for an energy smoothed autocorrelation function defined on a group of eigenstates of the Schr\"odinger equation. The system we considered is an energy-conserved Hamiltonian system possessing…
Time-decaying harmonic oscillators yield dispersive estimates with weak decay, and change the threshold power of the nonlinearity between the short and the long range. In the non-critical case for the time-decaying harmonic oscillator, this…
The paper establishes the property of splittability of billiard boundary sequences in n dimensional cube into subsequences of fractional parts. This reveals a new property of integrable and weak perturbated Hamilton systems: under a simple…
In this letter we obtain sharp estimates on the growth rate of solutions to a nonlinear ODE with a nonautonomous forcing term. The equation is superlinear in the state variable and hence solutions exhibit rapid growth and finite-time…