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Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…

Computational Finance · Quantitative Finance 2021-07-02 Matteo Gambara , Josef Teichmann

This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…

Numerical Analysis · Mathematics 2023-12-12 Satoru Iwata , Taihei Oki , Shinsaku Sakaue

This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…

Signal Processing · Electrical Eng. & Systems 2022-04-06 Asaf Abas , Tamir Bendory , Nir Sharon

The reverse Monte Carlo (RMC) method is widely used in structural modelling and analysis of experimental data. More recently, RMC has been applied to the calculation of equilibrium thermodynamic properties and dynamic problems. These…

Other Condensed Matter · Physics 2022-12-02 Akash Kumar Ball , Suhail Haque , Abhijit Chatterjee

We present a numerical method for calculation of Ruelle-Pollicott resonances of dynamical systems. It constructs an effective coarse-grained propagator by considering the correlations of multiple observables over multiple timesteps. The…

Chaotic Dynamics · Physics 2015-05-13 Martin Horvat , Gregor Veble

We develop the Brans-Dicke theory of gravity in the context of varying constants of Nature. Using the unimodular formalism of General Relativity, we create a platform to provide physical relational times giving the evolution of physical…

General Relativity and Quantum Cosmology · Physics 2023-12-08 Paolo Massimo Bassani

The problem of robustly reconstructing a large number from its erroneous remainders with respect to several moduli, namely the robust remaindering problem, may occur in many applications including phase unwrapping, frequency detection from…

Information Theory · Computer Science 2017-04-05 Li Xiao , Xiang-Gen Xia , Haiye Huo

The breathing-mode giant monopole resonance (GMR) is studied within the framework of the relativistic mean-field theory using the Generator Coordinate Method (GCM). The constrained incompressibility and the excitation energy of isoscalar…

Nuclear Theory · Physics 2009-09-25 M. V. STOITSOV , P. RING , M. M. SHARMA

Generalized Chinese Remainder Theorem (CRT) is a well-known approach to solve ambiguity resolution related problems. In this paper, we study the robust CRT reconstruction for multiple numbers from a view of statistics. To the best of our…

Other Statistics · Statistics 2019-09-04 Hanshen Xiao , Nan Du , Zhikang T. Wang , Guoqiang Xiao

Recent works on three-planet mean motion resonances (MMRs) have highlighted their importance for understanding the details of the dynamics of planet formation and evolution. While the dynamics of two-planet MMRs are well understood and…

Earth and Planetary Astrophysics · Physics 2021-08-25 Antoine C. Petit

Time dependent signals in experimental techniques such as Nuclear Magnetic Resonance (NMR) and Muon Spin Relaxation (muSR) are often the result of an ensemble average over many microscopical dynamical processes. While there are a number of…

Quantum Physics · Physics 2021-05-07 Simone Sturniolo

In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

We revise general relativity (GR) from the perspective of calculus for moving surfaces (CMS). While GR is intrinsically constructed in pseudo-Riemannian geometry, a complete understanding of moving manifolds requires embedding in a higher…

General Relativity and Quantum Cosmology · Physics 2024-06-13 David V. Svintradze

SRB measures are limiting stationary distributions describing the statistical behavior of chaotic dynamical systems. Directional derivatives of SRB measure densities conditioned on unstable manifolds are critical in the sensitivity analysis…

Dynamical Systems · Mathematics 2022-02-11 Adam A. Sliwiak , Qiqi Wang

Explicit stabilized methods are highly efficient time integrators for large and stiff systems of ordinary differential equations especially when applied to semi-discrete parabolic problems. However, when local spatial mesh refinement is…

Numerical Analysis · Mathematics 2025-10-20 Mathieu Benninghoff , Gilles Vilmart

This paper begins with a dynamical model that was obtained by applying a machine learning technique (FJet) to time-series data; this dynamical model is then analyzed with Lie symmetry techniques to obtain constants of motion. This analysis…

Machine Learning · Computer Science 2025-02-04 Michael F. Zimmer

Coarse-grained (CG) models are simplified representations of soft matter systems that are commonly employed to overcome size and time limitations in computational studies. Many approaches have been developed to construct and parametrise…

Statistical Mechanics · Physics 2022-09-27 Piero Luchi , Roberto Menichetti , Gianluca Lattanzi , Raffaello Potestio

The traditional approach to analyzing mean motion resonances is through canonical perturbation theory. While this is a powerful method, its generality leads to complicated combinations of variables that are challenging to interpret and…

Earth and Planetary Astrophysics · Physics 2025-03-27 Daniel Tamayo , Samuel Hadden

The presence of mean motion resonances (MMRs) complicates analysis and fitting of planetary systems observed through the radial velocity (RV) technique. MMR can allow planets to remain stable in regions of phase space where strong…

Earth and Planetary Astrophysics · Physics 2019-09-25 M. M. Rosenthal , W. Jacobson-Galan , B. Nelson , R. A. Murray-Clay , J. A. Burt , B. Holden , E. Chang , N. Kaaz , J. Yant , R. P. Butler , S. S. Vogt

In this paper, the general procedure to solve the General Relativistic Hydrodynamical(GRH) equations with Adaptive-Mesh Refinement (AMR) is presented. In order to achieve, the GRH equations are written in the conservation form to exploit…

General Relativity and Quantum Cosmology · Physics 2009-11-10 Orhan Donmez
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