Related papers: Optimality Regions and Fluctuations for Bernoulli …
We study the edge behavior of inhomogeneous one-dimensional quantum systems, such as Lieb-Liniger models in traps or spin chains in spatially varying magnetic fields. For free systems these fall into several universality classes, the most…
The flow of incompressible fluid in highly permeable porous media in vorticity - velocity - Bernoulli pressure form leads to a double saddle-point problem in the Navier--Stokes--Brinkman--Forchheimer equations. The paper establishes, for…
We prove that a directed last passage percolation model with discontinuous macroscopic (non-random) inhomogeneities has a continuum limit that corresponds to solving a Hamilton-Jacobi equation in the viscosity sense. This Hamilton-Jacobi…
We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…
We study probabilistic and combinatorial aspects of natural volume-and-trace weighted plane partitions and their continuous analogues. We prove asymptotic limit laws for the largest parts of these ensembles in terms of new and known hard-…
Maximum subarray is a classical problem in computer science that given an array of numbers aims to find a contiguous subarray with the largest sum. We focus on its use for a noisy statistical problem of localizing an interval with a mean…
We study the Cauchy problem of the compressible Euler system with strongly singular velocity alignment. We establish a global well-posedness theory for the system with small smooth initial data. Additionally, we derive asymptotic emergent…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…
The boundary problem is considered for inhomogeneous increasing random walks on the square lattice ${\mathbb Z}_+^2$ with weighted edges. Explicit solutions are given for some instances related to the classical and generalized number…
We consider a shape optimization problem for the persistence threshold of a biological species dispersing in a periodically fragmented environment, the unknown shape corresponding to the portion of the habitat which is favorable to the…
We analyze an optimal trade execution problem in a financial market with stochastic liquidity. To this end we set up a limit order book model in which both order book depth and resilience evolve randomly in time. Trading is allowed in both…
We investigate a fixed domain approach in shape optimization, using a regularization of the Heaviside function both in the cost functional and in the state system. We consider the compliance minimization problem in linear elasticity, a well…
The regression function is one of the key objects of binary classification, since it not only determines a Bayes optimal classifier, hence, defines an optimal decision boundary, but also encodes the conditional distribution of the output…
In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…
This paper examines the $\mathcal{H}_\infty$ performance problem of the edge agreement protocol for networks of agents operating on independent time scales, connected by weighted edges, and corrupted by exogenous disturbances.…
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…
We consider the problem of finding consistent upper price bounds and super replication strategies for exotic options, given the observation of call prices in the market. This field of research is called model-independent finance and has…
This paper characterizes differentiable subgame perfect equilibria in a continuous time intertemporal decision optimization problem with non-constant discounting. The equilibrium equation takes two different forms, one of which is…