Related papers: Higher-order Airy scaling in deformed Dyck paths
A recently developed model of random walks on a $D$-dimensional hyperspherical lattice, where $D$ is {\sl not} restricted to integer values, is used to study polymer growth near a $D$-dimensional attractive hyperspherical boundary. The…
Given a weighted digraph D, finding the longest simple path is well known to be NP-hard. Furthermore, even giving an approximation algorithm is known to be NP-hard. In this paper we describe an efficient heuristic algorithm for finding long…
Recently, several authors have suggested the use of first order methods, such as fast dual ascent and the alternating direction method of multipliers, for embedded model predictive control. The main reason is that they can be implemented…
We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time…
We introduce weighted succession rules and parametric production matrices - simple extensions of the standard ECO method succession rules and production matrices. The purpose is to enumerate combinatorial objects with respect to several…
We propose and analyze a new hybridizable discontinuous Galerkin (HDG) method for second-order elliptic problems. Our method is obtained by inserting the $L^2$-orthogonal projection onto the approximate space for a numerical trace into all…
We introduce and study the new combinatorial class of Dyck paths with air pockets. We exhibit a bijection with the peakless Motzkin paths which transports several pattern statistics and give bivariate generating functions for the…
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of the problems solved in the forward and backward passes of the…
We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…
We study the finite element approximation of linear second-order elliptic partial differential equations in nondivergence form with highly heterogeneous diffusion and drift coefficients. A generalized Cordes condition is imposed to…
In this paper, we give a geometric interpretation of optimal functionals in the context of intersection of symmetry planes and cyclic polytopes. For 1D CFTs, we demonstrate that at given derivative order, the functional is given by a…
We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniqueness. The corresponding solutions are expected to be…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
In this paper, we prove the large deviation principle (LDP) for stochastic differential equations driven by stochastic integrals in one dimension. The result can be proved with a minimal use of rough path theory, and this implies the LDP…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
We investigate the dual of a Multistage Stochastic Linear Program (MSLP) to study two questions for this class of problems. The first of these questions is the study of the optimal value of the problem as a function of the involved…
The deformed energy method has shown to be a good option for dimensional synthesis of mechanisms. In this paper the introduction of some new features to such approach is proposed. First, constraints fixing dimensions of certain links are…
In this paper, we propose a novel numerical method for Path-Dependent Partial Differential Equations (PPDEs). These equations firstly appeared in the seminal work of Dupire [2009], where the functional It\^o calculus was developed to deal…
Inspired by a new mathematical model for bobbin lace, this paper considers finite lattice paths formed from the set of step vectors $\mathfrak{A}=$$\{\rightarrow,$ $\nearrow,$ $\searrow,$ $\uparrow,$ $\downarrow\}$ with the restriction that…
We aim to derive effective lower bounds for the Discrete Cost Multicommodity Network Design Problem (DCMNDP). Given an undirected graph, the problem requires installing at most one facility on each edge such that a set of point-to-point…