Related papers: On the one dimensional Euclidean matching problem:…
A new method of extracting the low-lying energy spectrum from Monte Carlo estimates of Euclidean-space correlation functions which incorporates Bayesian inference is described and tested. The procedure fully exploits the information present…
We introduce and study the combinatorial optimization problem with interaction costs (COPIC). COPIC is the problem of finding two combinatorial structures, one from each of two given families, such that the sum of their independent linear…
An exact expression of the bridge-mediated donor-acceptor effective coupling, is derived. For systems represented by a tight-binding Hamiltonian with nearest-neighbor interactions, we show that the effective coupling, is equal to the…
The paper introduces a special case of the Euclidean distance matrix completion problem (edmcp) of interest in statistical data analysis where only the minimal spanning tree distances are given and the matrix completion must preserve the…
We investigate the fundamental limitations imposed by thermodynamics for creating correlations. Considering a collection of initially uncorrelated thermal quantum systems, we ask how much classical and quantum correlations can be obtained…
This paper is devoted to the pricing of Barrier options by optimal quadratic quantization method. From a known useful representation of the premium of barrier options one deduces an algorithm similar to one used to estimate nonlinear filter…
We prove a property of Brownian bridges whose certain time-equidistant sequences of points are pairwise coupled by an interaction. Roughly saying, if the total time span $t$ of the bridge tends to infinity while the distance of its end…
The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…
A thermal analogue of the classical brachistochrone problem, which minimizes the connection time between two equilibrium states of harmonically confined Brownian particles, has recently been solved theoretically. Here we report its…
We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…
The matching problem for a given Jordan curve in the complex plane asks to find two nonconstant functions, one analytic in the bounded complementary component of the curve and the other analytic in the unbounded complementary component of…
We construct families of blowing-up solutions to elliptic systems on smooth bounded domains in the Euclidean space, which are variants of the critical Lane-Emden system and analogous to the Brezis-Nirenberg problem. We find a function which…
We derive bridges from general multidimensional linear non time-homogeneous processes using only the transition densities of the original process giving their integral representations (in terms of a standard Wiener process) and so-called…
We give in this paper a convergence result concerning parallel synchronous algorithm for nonlinear fixed point problems with respect to the euclidian norm in $\Rn$. We then apply this result to some problems related to convex analysis like…
It is shown that the recently proposed quantum analogue of classical energy equipartition theorem for two paradigmatic, exactly solved models (i.e., a free Brownian particle and a dissipative harmonic oscillator) also holds true for all…
We study a free boundary problem for a parabolic partial differential equation in which the solution is coupled to the moving boundary through an integral constraint. The problem arises as the hydrodynamic limit of an interacting particle…
We study variational problems for curves approximated by B-spline curves. We show that, one can obtain discrete Euler-Lagrange equations, for the data describing the approximated curves. Our main application is to the curve completion…
The unitary correlation sets defined by the first author in conjunction with tensor products of $\mathcal{U}_{nc}(n)$ are further studied. We show that Connes' embedding problem is equivalent to deciding whether or not two smaller versions…
We investigate the random bipartite optimal matching problem on a flat torus in two-dimensions, considering general strictly convex power costs of the distance. We extend the successful ansatz first introduced by Caracciolo et al. for the…
We consider the six-vertex model on an $N \times N$ square lattice with the domain wall boundary conditions. Boundary one-point correlation functions of the model are expressed as determinants of $N\times N$ matrices, generalizing the known…