Related papers: Differentiability of the arrival time
The current paper is devoted to the investigation of wave propagation phenomenon in reaction-diffusion equations with ignition type nonlinearity in time heterogeneous and random media. It is proven that such equations in time heterogeneous…
An application of variational principle to bifurcation of periodic solution in Lagrangian mechanics is shown. A few higher derivatives of the action integral at a periodic solution reveals the behaviour of the action in function space near…
We consider the free boundary problems of degenerate elliptic equations that describe the level set formulation of the interface motion evolved by anisotropic forced mean curvature flows. The type of free boundary problems in this paper was…
Distinguishability plays a major role in quantum and statistical physics. When particles are identical their wave function must be either symmetric or antisymmetric under permutations and the number of microscopic states, which determines…
The first arrivals among $N$ Brownian particles is ubiquitous in the life sciences, as it often trigger cellular processes from the molecular level. We study here the case where stochastic particles, which represent molecules, proteins or…
Expanding the ideas of the author's paper 'Nonexpansive maps and option pricing theory' (Kibernetica 34:6 (1998), 713-724) we develop a pure game-theoretic approach to option pricing, by-passing stochastic modeling. Risk neutral…
The paper considers a forward-backward system of parabolic PDEs arising in a Mean Field Game (MFG) model where every agent controls the drift of a trajectory subject to Brownian diffusion, trying to escape a given bounded domain $\Omega$ in…
In mean-field theory, the non-local state of fluid molecules can be taken into account using a statistical method. The molecular model combined with a density expansion in Taylor series of the fourth order yields an internal energy value…
This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by Arcidiacono, Bayer, Blevins, and Ellickson (2016). We…
We develop a general framework for the construction of probabilities for the time of arrival in quantum systems. The time of arrival is identified with the time instant when a transition in the detector's degrees of freedom takes place.…
We present a new connection between the classical theory of full and truncated moment problems and the theory of partial differential equations, as follows. For the classical heat equation $\partial_t u = \nu \Delta u$, with initial data…
We statistically analyse a multivariate HJM diffusion model with stochastic volatility. The volatility process of the first factor is left totally unspecified while the volatility of the second factor is the product of an unknown process…
We have numerically determined the behavior of the magnetic susceptibility upon approach of the critical point in two-dimensional spin systems with an interaction range that was varied over nearly two orders of magnitude. The full crossover…
Analytic solutions to the time-dependent Schr\"odinger equation for cutoff wave initial conditions are used to investigate the time evolution of the transmitted probability density for tunneling. For a broad range of values of the potential…
Penney's Ante exhibits non-transitivity when two target strings race to appear in a shared stream of coin tosses. We study instead independent string races, where each player observes their own independent and identically distributed…
Representing time is crucial for cyber-physical systems and has been studied extensively in the Situation Calculus. The most commonly used approach represents time by adding a real-valued fluent $\mathit{time}(a)$ that attaches a time point…
It is known that Lorentz covariance fixes uniquely the current and the associated guidance law in the trajectory interpretation of quantum mechanics for spin-1/2 particles. In the nonrelativistic domain this implies a guidance law for…
Mirror play (MP) is a well-accepted primal-dual multi-agent learning algorithm where all agents simultaneously implement mirror descent in a distributed fashion. The advantage of MP over vanilla gradient play lies in its usage of mirror…
This paper is concerned with the critical sharp traveling wave for doubly nonlinear diffusion equation with time delay, where the doubly nonlinear degenerate diffusion is defined by $\Big(\big|(u^m)_x\big|^{p-2}(u^m)_x\Big)_x$ with $m>0$…
A wave equation, that governs finite amplitude acoustic disturbances in a thermoviscous Newtonian fluid, and includes nonlinear terms up to second order, is proposed. In contrast to the model known as the Kuznetsov equation, the proposed…