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This paper develops an algorithmic framework for tracking fixed points of time-varying contraction mappings. Analytical results for the tracking error are established for the cases where: (i) the underlying contraction self-map changes at…

Optimization and Control · Mathematics 2018-09-14 Andrey Bernstein , Emiliano Dall'Anese

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

We address classification of distributional data, where units are described by histogram or interval-valued variables. The proposed approach uses a linear discriminant function where distributions or intervals are represented by quantile…

Methodology · Statistics 2020-10-15 S. Dias , P. Brito , P. Amaral

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Algebraic Topology · Mathematics 2023-02-10 Aina Ferrà , Carles Casacuberta , Oriol Pujol

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Probability · Mathematics 2010-05-20 Marta Tyran-Kaminska

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

In this paper, we introduce a new variant of the $p$-median facility location problem in which it is assumed that the exact location of the potential facilities is unknown. Instead, each of the facilities must be located in a region around…

Optimization and Control · Mathematics 2017-10-24 Víctor Blanco

We study distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates of estimators of spectral density operators and prove joint…

Statistics Theory · Mathematics 2022-12-12 Anne van Delft

The energy-efficient trip allocation of mobile robots employing differential drives for data retrieval from stationary sensor locations is the scope of this article. Given a team of robots and a set of targets (wireless sensor nodes), the…

Systems and Control · Electrical Eng. & Systems 2024-11-25 Sotiris Papatheodorou , Michalis Smyrnakis , Tembine Hamidou , Anthony Tzes

Critical incident stages identification and reasonable prediction of traffic incident duration are essential in traffic incident management. In this paper, we propose a traffic incident duration prediction model that simultaneously predicts…

Machine Learning · Computer Science 2019-11-21 Kaiqun Fu , Taoran Ji , Liang Zhao , Chang-Tien Lu

Two multivehicle routing problems are considered in the framework that a visit to a location must take place during a specific time window in order to be counted and all time windows are the same length. In the first problem, the goal is to…

Data Structures and Algorithms · Computer Science 2011-01-21 Greg N. Frederickson , Barry Wittman

Fractional order differential and difference equations are used to model systems with memory. Variable order fractional equations are proposed to model systems where the memory changes in time. We investigate stability conditions for linear…

Dynamical Systems · Mathematics 2025-02-12 Prashant M. Gade , Sachin Bhalekar , Janardhan Chevala

In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…

Databases · Computer Science 2014-02-19 P. Chaudhari , D. P. Rana , R. G. Mehta , N. J. Mistry , M. M. Raghuwanshi

We apply the time-dependent variational principle of Balian and V\'en\'eroni to the $ \Phi^4$ theory. An appropriate parametrization for the variational objects allows us to write coupled dynamical equations from which we derive…

High Energy Physics - Theory · Physics 2009-10-28 Cécile Martin

The determination of time-dependent collision-free shortest paths has received a fair amount of attention. Here, we study the problem of computing a time-dependent shortest path among growing discs which has been previously studied for the…

Data Structures and Algorithms · Computer Science 2018-08-07 Anil Maheshwari , Arash Nouri , Jörg-Rüdiger Sack

The fractional moment method, which was initially developed in the discrete context for the analysis of the localization properties of lattice random operators, is extended to apply to random Schr\"odinger operators in the continuum. One of…

Mathematical Physics · Physics 2007-05-23 Michael Aizenman , Alexander Elgart , Sergey Naboko , Jeffrey H. Schenker , Günter Stolz

We give necessary and sufficient conditions for the existence of a phantom distribution function for a stationary random field on a regular lattice. We also introduce a less demanding notion of a directional phantom distribution, with…

Probability · Mathematics 2020-04-16 Adam Jakubowski , Igor Rodionov , Natalia Soja-Kukieła

We consider the problem of a particle traveling from an initial configuration to a final configuration (given by a point in the plane along with a prescribed velocity vector) in minimum time with non-homogeneous velocity and with…

Optimization and Control · Mathematics 2014-01-13 Ricardo G. Sanfelice , Sze Zheng Yong , Emilio Frazzoli

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…

Mathematical Physics · Physics 2025-06-18 Nathaniel G. Hermann , M. Shane Hutson
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