Related papers: Operator scaled Wiener bridges
This work examines the coalescence of two unequal-size spherical liquid droplets in the inviscid regime, with an emphasis on exploring the scaling of the liquid bridge evolution. Our experiment suggests that the classical 1/2 power-law…
We consider $N$ non-intersecting Brownian bridges conditioned to stay below a fixed threshold. We consider a scaling limit where the limit shape is tangential to the threshold. In the large $N$ limit, we determine the limiting distribution…
Certain linear matrix operators arise naturally in systems analysis and design problems involving cascade interconnections of linear time-invariant systems, including problems of stabilization, estimation, and model order reduction. We…
We characterize the avoided crossings in a two-parameter, time-periodic system which has been the basis for a wide variety of experiments. By studying these avoided crossings in the near-integrable regime, we are able to determine scaling…
A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable…
We consider a general class of preferential attachment schemes evolving by a reinforcement rule with respect to certain sublinear weights. In these schemes, which grow a random network, the sequence of degree distributions is an object of…
We show that pointwise limits of semistatic trading strategies in discrete time are again semistatic strategies. The analysis is carried out in full generality for a two-period model, and under a probabilistic condition for multi-period,…
In this article we obtain the asymptotic formulas for the eigenvalues and eigenfunctions of the self-adjoint operator generated by a system of Sturm-Liouville equations with summable coefficients and the quasiperiodic boundary conditions.…
We consider products of random matrices that are small, independent identically distributed perturbations of a fixed matrix $T_0$. Focusing on the eigenvalues of $T_0$ of a particular size we obtain a limit to a SDE in a critical scaling.…
We study eigenvalues of non-self-adjoint Schr\"odinger operators on non-trapping asymptotically conic manifolds of dimension $n\ge 3$. Specifically, we are concerned with the following two types of estimates. The first one deals with Keller…
In this report we present preliminary results about the tunneling problem for a magnetic Schr\"odinger operator. As a motivation we consider the 3-D time-dependent Schr\"odinger operator $H(t)=-h^2\Delta+V+E(t)\cdot x$ where $V$ is a radial…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
In the computation of some representation-theoretic numerical invariants of domestic string algebras, a finite combinatorial gadget introduced by Schr\"{o}er--the \emph{bridge quiver} whose vertices are (representatives of cyclic…
The complex behavior of drop deposition on a hydrophobic surface is considered by looking at a model problem in which the evolution of a constant-volume liquid bridge is studied as the bridge is stretched. The bridge is pinned with a fixed…
We consider the discrete one-dimensional Schr\"{o}dinger operator $H=H_0+V$, where $(H_0x)[n]=-(x[n+1]+x[n-1]-2x[n])$ and $V$ is a self-adjoint operator on $\ell^2(\mathbb{Z})$ with a decay property given by $V$ extending to a compact…
We study the spectral properties of Schr\"odinger operators on a compact connected Riemannian manifold $M$ without boundary in case that the underlying Hamiltonian system possesses certain symmetries. More precisely, if $M$ carries an…
We prove the Widom-Sobolev formula for the asymptotic behaviour of truncated Wiener-Hopf operators with discontinuous matrix-valued symbols for three different classes of test functions. The symbols may depend on both position and momentum…
We study transient behaviour in the dynamics of complex systems described by a set of non-linear ODE's. Destabilizing nature of transient trajectories is discussed and its connection with the eigenvalue-based linearization procedure. The…
The classical Squire transformation is extended to the entire eigenfunction structure of both Orr-Sommerfeld and Squire modes. For arbitrary Reynolds numbers Re, this transformation allows the solution of the initial-value problem for an…
The scaling properties of the inverse moments of Wigner delay times are investigated in finite one-dimensional (1D) random media with one channel attached to the boundary of the sample. We find that they follow a simple scaling law which is…