Related papers: Symmetry structure and solution of evolution-type …
Based upon the unique and simple starting point of the continuous flow of time a physical theory is derived through an analysis of the elementary arithmetic composition and symmetries of this one-dimensional progression. We describe how the…
We describe a time evolution algorithm for quantum spin chains whose Hamiltonians are composed of an infinite uniform left and right bulk part, and an arbitrary finite region in between. The left and right bulk parts are allowed to be…
In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable…
The generalized time-dependent harmonic oscillator is studied. Though several approaches to the solution of this model have been available, yet a new approach is presented here, which is very suitable for the study of cyclic solutions and…
We characterize various forms of positive dependence for a general class of time-inhomogeneous Markov processes called Feller evolution processes (FEPs) and for jump-FEPs. General FEPs can be studied through their time and state-space…
Evolutionary game theory is a successful mathematical framework geared towards understanding the selective pressures that affect the evolution of the strategies of agents engaged in interactions with potential conflicts. While a…
Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…
In this paper, we concentrate on the Lie symmetry structure of a system of multi-dimensional time-fractional partial differential equations (PDEs). Specifically, we first give an explicit prolongation formula of the Lie infinitesimal…
Systems evolving according to the standard concept of biological or technological evolution are often described by catalytic evolution equations. We study the structure of these equations and find a deep relationship to classical…
Dependence on the parameter is continuous when perturbations of the parameter preserves strict preference for one alternative over another. We characterise this property via a utility function over alternatives that depends continuously on…
In this paper we introduce a completely continuous and time-variate model of the evolution of market limit orders based on the existence, uniqueness, and regularity of the solutions to a type of stochastic partial differential equations…
Evolutionary algorithms have been frequently applied to constrained continuous optimisation problems. We carry out feature based comparisons of different types of evolutionary algorithms such as evolution strategies, differential evolution…
Considering the space-time adaptive method for parabolic evolution equations introduced in [arXiv:2101.03956 [math.NA]], this work discusses an implementation of the method in which every step is of linear complexity. Exploiting the product…
We derive an equation for the time evolution of the natural occupation numbers for fermionic systems with more than two electrons. The evolution of such numbers is connected with the symmetry-adapted generalized Pauli exclusion principle,…
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…
We study some dynamical properties of a classical time-dependent elliptical billiard. We consider periodically moving boundary and collisions between the particle and the boundary are assumed to be elastic. Our results confirm that although…
Many applied time-dependent problems are characterized by an additive representation of the problem operator. Additive schemes are constructed using such a splitting and associated with the transition to a new time level on the basis of the…
Evolutionary PDEs for geometric order parameters that admit propagating singular solutions are introduced and discussed. These singular solutions arise as a result of the competition between nonlinear and nonlocal processes in various…
We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After…
This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.