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We establish the weak convergence of the intensity of a nearly-unstable Hawkes process with heavy-tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according…

Mathematical Finance · Quantitative Finance 2026-03-26 Ulrich Horst , Wei Xu , Rouyi Zhang

We discuss the rigorous justification of the spatial discretization by means of Fourier spectral methods of quasilinear first-order hyperbolic systems. We provide uniform stability estimates that grant spectral convergence of the…

Numerical Analysis · Mathematics 2025-11-06 Vincent Duchêne , Johanna Ulvedal Marstrander

Hyperbolicity cones are convex algebraic cones arising from hyperbolic polynomials. A well-understood subclass of hyperbolicity cones is that of spectrahedral cones and it is conjectured that every hyperbolicity cone is spectrahedral. In…

Optimization and Control · Mathematics 2012-08-03 Tim Netzer , Raman Sanyal

The axisymmetric form of the hydrodynamic equations within the smoothed particle hydrodynamics (SPH) formalism is presented and checked using idealized scenarios taken from astrophysics (free fall collapse, implosion and further pulsation…

Astrophysics · Physics 2009-11-13 D. Garcia-Senz , A. Relano , R. M. Cabezon , E. Bravo

We introduce a new quantum embedding method to explore spin-phonon interactions in molecular magnets. This technique consolidates various spin/phonon couplings into a limited number of collective degrees of freedom, allowing for a fully…

Quantum Physics · Physics 2024-07-11 Nosheen Younas , Yu Zhang , Andrei Piryatinski , Eric R Bittner

We present the results from a two-day study in which we discussed various implementations of Smooth Particle Hydrodynamics (SPH), one of the leading methods used across a variety of areas of large-scale astrophysical simulations. In…

Astrophysics · Physics 2007-05-23 Piet Hut , Lars Hernquist , George Lake , Jun Makino , Steve McMillan , Thomas Sterling

We consider a fluid of hard spheres bearing one or two uniform circular adhesive patches, distributed so as not to overlap. Two spheres interact via a ``sticky'' Baxter potential if the line joining the centers of the two spheres intersects…

Statistical Mechanics · Physics 2009-11-13 Riccardo Fantoni , Domenico Gazzillo , Achille Giacometti , Mark A. Miller , Giorgio Pastore

We consider the motion of a two-layer thin film that consists of two immiscible viscous fluids and is endowed with an anti-surfactant solute. The presence of such solute particles induces variations of the surface tension and interfacial…

Analysis of PDEs · Mathematics 2026-05-21 Rahul Barthwal , Christian Rohde

Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…

Probability · Mathematics 2013-01-17 Dmytro Karabash

We present a quantum computing algorithm for the smoothed particle hydrodynamics (SPH) method. We use a normalization procedure to encode the SPH operators and domain discretization in a quantum register. We then perform the SPH summation…

Quantum Physics · Physics 2025-09-26 Rhonda Au-Yeung , Anthony J. Williams , Viv M. Kendon , Steven J. Lind

The integration of the Einstein equations split into the solution of constraints on an initial space like 3 - manifold, an essentially elliptic system, and a system which will describe the dynamical evolution, modulo a choice of gauge. We…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Yvonne Choquet-Bruhat

The operator level proof of factorization theorem exhibited in [1] is extended to the semi-inclusive deep inelastic scattering process(SIDIS). Factorization theorem can be proved at operator level if there are not detected soft hadrons.

High Energy Physics - Phenomenology · Physics 2013-11-25 Gao-Liang Zhou

In this paper we investigate the Cauchy problem for Schr\"odinger ultrahyperbolic equations with singular (less than continuous) coefficients. We prove $H^\infty$ well-posedness in the very weak sense under suitable assumptions of the…

Analysis of PDEs · Mathematics 2026-03-17 Claudia Garetto , Davide Tramontana

We present a theory that combines the framework of irreversible thermodynamics with modified integral theorems to model arbitrarily curved and deforming membranes immersed in bulk fluid solutions. We study the coupling between the mechanics…

Soft Condensed Matter · Physics 2025-09-29 Ahmad M. Alkadri , Kranthi K. Mandadapu

We present benchmark computations of dynamic poroelasticity modeling fluid flow in deformable porous media by a coupled hyperbolic-parabolic system of partial differential equations. A challenging benchmark setting and goal quantities of…

Numerical Analysis · Mathematics 2023-07-06 Mathias Anselmann , Markus Bause , Nils Margenberg , Pavel Shamko

We present and test a new, special-relativistic formulation of Smoothed Particle Hydrodynamics (SPH). Our approach benefits from several improvements with respect to earlier relativistic SPH formulations. It is self-consistently derived…

High Energy Astrophysical Phenomena · Physics 2015-05-13 S. Rosswog

Mini-review on strong coupling approaches in charged soft matter, with emphasis on Wigner technique.

Soft Condensed Matter · Physics 2012-10-16 L. Samaj , E. Trizac

We introduce a novel artificial compressibility technique to approximate the incompressible Navier-Stokes equations with variable fluid properties such as density and dynamical viscosity. The proposed scheme used the couple pressure and…

Numerical Analysis · Mathematics 2025-04-22 Cappanera Loic , Giordano Salvatore

We prove all the maximizers of the sharp Hardy-Littlewood-Sobolev inequality are smooth. More generally, we show all the nonnegative critical functions are smooth, radial with respect to some points and strictly decreasing in the radial…

Analysis of PDEs · Mathematics 2007-05-23 Fengbo Hang

A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…

Artificial Intelligence · Computer Science 2024-07-29 Yongchao Huang