Related papers: Dynamic Factor Models, Cointegration, and Error Co…
High-resolution numerical experiments, described in this work, show that velocity fluctuations governed by the one-dimensional Burgers equation driven by a white-in-time random noise with the spectrum $\overline{|f(k)|^2}\propto k^{-1}$…
We develop a form factor approach to the study of dynamical correlation functions of quantum integrable models in the critical regime. As an example, we consider the quantum non-linear Schr\"odinger model. We derive long-distance/long-time…
It is well-known that for a one dimensional stochastic differential equation driven by Brownian noise, with coefficient functions satisfying the assumptions of the Yamada-Watanabe theorem \cite{yamada1,yamada2} and the Feller test for…
We investigate a driven, one-dimensional system of colloidal particles in a periodically currogated narrow channel subject to a time-delayed feedback control. Our goal is to identify conditions under which the control induces oscillatory,…
In financial trading, factor models are widely used to price assets and capture excess returns from mispricing. Recently, we have witnessed the rise of variational autoencoder-based latent factor models, which learn latent factors…
We study the role of multiplicative stochastic processes in the description of the dynamics of an order parameter near a critical point. We study equilibrium, as well as, out-of-equilibrium properties. By means of a functional formalism, we…
We develop a continuous-time model for the long-term dynamics of adaptive stochastic optimization, focusing on bias-corrected Adam-type methods. Starting from a finite-sum setting, we identify a canonical scaling of learning rates, decay…
We study the saturation of three-dimensional unstable perturbations on a fast rotating turbulent flow using direct numerical simulations (DNSs). Under the effect of Kolmogorov forcing, a transition between states dominated by coherent…
We introduce new sufficient conditions for verifying stability and recurrence properties in singularly perturbed stochastic hybrid dynamical systems. Specifically, we focus on hybrid systems with deterministic continuous-time dynamics that…
We study the factorization of soft and collinear singularities in dimensionally-regularized fixed-angle scattering amplitudes in massless gauge theories. Our factorization is based on replacing the hard massless partons by light-like Wilson…
Static and dynamical structure factors for shear and longitudinal modes of the velocity and density fields are computed for a granular system fluidized by a stochastic bath with friction. Analytical expressions are obtained through…
A high-dimensional $r$-factor model for an $n$-dimensional vector time series is characterised by the presence of a large eigengap (increasing with $n$) between the $r$-th and the $(r+1)$-th largest eigenvalues of the covariance matrix.…
This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider…
In this paper, we explore various ways in which a factor $\sigma$-algebra $\mathscr{B}$ can sit in a dynamical system $\mathbf{X} :=(X, \mathscr{A}, \mu, T)$, i.e. we study some possible structures of the extension $\mathscr{A} \rightarrow…
We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a random perturbation of such systems through a stochastic…
This study investigates a stochastic version of a class of non-Newtonian fluids governed by third-grade fluid equations, which exhibit complex and highly nonlinear dynamics. In particular, we address the random dynamics and asymptotic…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We consider the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $R^d$, where $\alpha \in (0,1)$ and $d \ge 2$. We assume that the determinant of $A(x) =…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
Using scalar-vector-tensor Brans Dicke (VBD) gravity [3] in presence of self interaction BD potential $V(\phi)$ and perfect fluid matter field action we solve corresponding field equations via dynamical system approach for flat Friedmann…