Related papers: Dynamic Factor Models, Cointegration, and Error Co…
The dynamical properties of classical fluids at pico-liter scale attract experimentally and theoretically much attention in the soft-matter and biophysics communities, due to the appearance of the microfluidics, also called 'lab-on-a-chip',…
We derive the leading exponential finite volume corrections in two dimensional integrable models for non-diagonal form factors in diagonally scattering theories. These formulas are expressed in terms of the infinite volume form factors and…
The participation factor (PF), as an important modal property for small-signal stability, evaluates the linkage between a state variable and a mode. Applying the normal form theory, a nonlinear PF can be defined to evaluate the…
A cell dynamical system model for deterministic chaos enables precise quantification of the round-off error growth,i.e., deterministic chaos in digital computer realizations of mathematical models of continuum dynamical systems. The model…
We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…
The Causal Dynamical Triangulation model of quantum gravity (CDT) is a proposition to evaluate the path integral over space-time geometries using a lattice regularization with a discrete proper time and geometries realized as simplicial…
We investigate the dynamical motion of particles on a two-dimensional symmetric periodic substrate in the presence of both a dc drive along a symmetry direction of the periodic substrate and an additional circular ac drive. For large enough…
We extend Balser-Kostov method of studying summability properties of a singularly perturbed inhomogeneous linear system with regular singularity at origin to nonlinear systems of the form \varepsilon zf^{\prime} = F(\varepsilon,z,f) with F…
A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…
We derive a factorization theorem for the Higgs boson transverse momentum (p_T) and rapidity (Y) distributions at hadron colliders, using the Soft Collinear Effective Theory (SCET), for m_h>> p_T>> \Lambda_{QCD} where m_h denotes the Higgs…
We compute the normalization of the form factor entering the Bs --> Ds l nu decay amplitude by using numerical simulations of QCD on the lattice. From our study with Nf=2 dynamical light quarks, and by employing the maximally twisted Wilson…
We study inflationary dynamics within the framework of fractal cosmology, where space is characterized by an effective non-integer dimension $D$. In our work, fractal effects are sourced through thermodynamic modifications at the…
This article investigates $k$-regular factorizations of characteristic functions associated with completely non-coisometric row contractions. In this setting, a one-to-one correspondence is established between chains of joint invariant…
Dynamical systems at the edge of chaos, which have been considered as models of self-organization phenomena, are marked by their ability to perform nontrivial computations. To distinguish them from systems with limited computing power, we…
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…
We investigate when effective theories of a scalar field on (quasi-)de Sitter background break down through the stochastic formalism. We derive the Fokker-Planck equation leaving the second order time derivative of the scalar field.…
It has been known since Elliott (1998) that standard methods of inference on cointegrating relationships break down entirely when autoregressive roots are near but not exactly equal to unity. We consider this problem within the framework of…
We consider the three-dimensional randomly diluted Ising model and study the critical behavior of the static and dynamic spin-spin correlation functions (static and dynamic structure factors) at the paramagnetic-ferromagnetic transition in…
This paper studies hitting properties for the system of generalized fractional kinetic equations driven by Gaussian noise fractional in time and white or colored in space. We derive the mean square modulus of continuity and some second…
In this paper we extend the notion of ``filtration-consistent nonlinear expectation" (or "${\cal F}$-consistent nonlinear expectation") to the case when it is allowed to be dominated by a $g$-expectation that may have a quadratic growth. We…