Related papers: Differentiability of the arrival time
The 2-step staggered (also called leap-frog) time discretisation of linear 2nd-order Hamiltonian systems (typically linear elastodynamics in a stress-velocity form) is extended for a 3-step staggered discretisation applicable for systems…
The aim of this paper is to study and classify the multiplicity of distinguished limits and asymptotic solutions for the advection equation with a general oscillating velocity field with the systematic use of the two-timing method. Our…
We further develop the general theory of quantum time distributions introduced in arXiv:2010.07575 and apply it to find the distribution of arrival times at the detector. Even though the Hamiltonian in the absence of detector is hermitian,…
The properties of hydrogen at high pressure have wide implications in astrophysics and high-pressure physics. Its phase change in the liquid is variously described as a metallization, H2-dissociation, density discontinuity or plasma phase…
In one and two dimensions, the first-passage time for a diffusing particle in the presence of a radial potential flow to hit a sphere, conditioned on actually hitting the sphere, is independent of the sign of the drift. Moreover, the…
Exact solutions of time-dependent Schr\"odinger equation in presence of time-dependent potential is defined by point transformation and separation of variables. Energy and Heisenberg uncertainty relation are pursued for time-independent…
All differences between the role of space and time in nature are explained by proposing the principles in which none of the spacetime coordinates has an {\it a priori} special role. Spacetime is treated as a non-dynamical manifold, with a…
Metric Temporal Logic, $\mtlfull$ is amongst the most studied real-time logics. It exhibits considerable diversity in expressiveness and decidability properties based on the permitted set of modalities and the nature of time interval…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
Consider critical Bernoulli percolation in the plane. We give a new proof of the sharp noise sensitivity theorem shown by Garban, Pete and Schramm. Contrary to the previous approaches, we do not use any spectral tool. We rather study…
It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…
This study focuses on reachability problems in differential games. An improved level set method for computing reachable tubes is proposed in this paper. The reachable tube is described as a sublevel set of a value function, which is the…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
We consider an equation with drift and either critical or supercritical fractional diffusion. Under a regularity assumption for the vector field that is marginally stronger than what is required for Holder continuity of the solutions, we…
Hedonic diversity games are a variant of the classical Hedonic games designed to better model a variety of questions concerning diversity and fairness. Previous works mainly targeted the case with two diversity classes (represented as…