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A new class of projected dynamical systems of third order is investigated for quasi (parametric) variational inequalities in which the convex set in the classical variational inequality also depends upon the solution explicitly or…

Optimization and Control · Mathematics 2025-01-10 Oday Hazaimah

The pinch-off dynamics of a liquid thread has been studied through numerical simulations and theoretical analysis. Occurring at small length scales, the pinch-off dynamics admits similarity solutions that can be classified into the Stokes…

Fluid Dynamics · Physics 2022-08-31 Fukeng Huang , Weizhu Bao , Tiezheng Qian

We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…

Computational Finance · Quantitative Finance 2018-10-09 Andrei Cozma , Christoph Reisinger

We derive a simple sufficient condition for the local asymptotic stability of spatially discrete, continuous-time reaction-diffusion systems of networked dynamical systems at a homogeneous equilibrium point. The framework explicitly…

Dynamical Systems · Mathematics 2026-05-07 Dinesh Kumar

Turbulent suspensions of heavy particles in incompressible flows have gained much attention in recent years. A large amount of work focused on the impact that the inertia and the dissipative dynamics of the particles have on their dynamical…

Chaotic Dynamics · Physics 2009-11-13 Jeremie Bec , Massimo Cencini , Rafaela Hillerbrand , Konstantin Turitsyn

We introduce a set of generic conditions for the slow contracting Universe and for a narrowed-down category of models called fast-roll models. We present general conditions for super horizon freeze-out of scalar and tensor perturbations and…

General Relativity and Quantum Cosmology · Physics 2021-08-23 Michał Artymowski , Ido Ben-Dayan , Udaykrishna Thattarampilly

In this paper we establish a comparison theorem for stochastic differential delay equations with jumps. An example is constructed to demonstrate that the comparison theorem need not hold whenever the diffusion term contains a delay function…

Probability · Mathematics 2011-02-11 Jianhai Bao , Chenggui Yuan

We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…

Applications · Statistics 2016-05-19 Michelle Anzarut , Ramses H. Mena

In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…

Numerical Analysis · Mathematics 2025-12-22 Liangcai Huang , Shujuan Lü

We prove a general theorem to bound the total variation distance between the distribution of an integer valued random variable of interest and an appropriate discretized normal distribution. We apply the theorem to 2-runs in a sequence of…

Probability · Mathematics 2014-07-07 Xiao Fang

We study the limiting distribution of a volatility target index as the discretisation time step converges to zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the…

Probability · Mathematics 2025-03-24 Xuan Liu , Michel Gauthier

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

Optimization and Control · Mathematics 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic…

Pricing of Securities · Quantitative Finance 2008-12-02 Pavel Levin

In this paper consistency problems for multi-factor jump-diffusion models, where the jump parts follow multivariate point processes are examined. First the gap between jump-diffusion models and generalized Heath-Jarrow-Morton (HJM) models…

Information Theory · Computer Science 2007-07-13 Erhan Bayraktar , Li Chen , H. Vincent Poor

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Numerical Analysis · Mathematics 2021-06-30 Yukun Li , Shuonan Wu , Yulong Xing

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

This paper aims to develop and provide a rigorous treatment to the problem of entropy regularized fine-tuning in the context of continuous-time diffusion models, which was recently proposed by Uehara et al. (arXiv:2402.15194, 2024). The…

Optimization and Control · Mathematics 2025-09-25 Wenpin Tang , Fuzhong Zhou

The fluid-structure interaction between a thin circular disk and its turbulent wake is investigated experimentally and described with a low-order stochastic model. The disk faces a uniform flow at Reynolds number Re=133 000 and can rotate…

Fluid Dynamics · Physics 2019-02-20 E. Boujo , O. Cadot