Related papers: Lagrange regularisation approach to compare nested…
The problem of estimating the initial state of 1-D wave equations with globally Lipschitz nonlinearities from boundary measurements on a finite interval was solved recently by using the sequence of forward and backward observers, and…
We consider an overdetermined problem for Laplace equation on a disk with partial boundary data where additional pointwise data inside the disk have to be taken into account. After reformulation, this ill-posed problem reduces to a bounded…
Recurrence Plot (RP) and Recurrence Quantification Analysis (RQA) are signal numerical analysis methodologies able to work with non linear dynamical systems and non stationarity. Moreover they well evidence changes in the states of a…
We study the importance of lattice refinement in achieving a successful inflationary era. We solve, in the continuum limit, the second order difference equation governing the quantum evolution in loop quantun cosmology, assuming both a…
In the picture of eternal inflation, our observable universe resides inside a single bubble nucleated from an inflating false vacuum. Many of the theories giving rise to eternal inflation predict that we have causal access to collisions…
Financial markets are a source of non-stationary multidimensional time series which has been drawing attention for decades. Each financial instrument has its specific changing-over-time properties, making its analysis a complex task. Hence,…
We study canonical one-step neighboring shuffle experiments for finite-output epsilon_0-LDP d-ary channels along growing alphabets, with frequency estimation and mechanism design under a pairwise chi-squared budget. The pairwise…
In this paper, we formulate a general time-inconsistent stochastic linear--quadratic (LQ) control problem. The time-inconsistency arises from the presence of a quadratic term of the expected state as well as a state-dependent term in the…
Standard Markovian optimal stopping problems are consistent in the sense that the first entrance time into the stopping set is optimal for each initial state of the process. Clearly, the usual concept of optimality cannot in a…
This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performance of these methods when the necessary unit-length constraint is…
We investigate whether inflation requires finely tuned initial conditions in order to explain the degree of flatness and homogeneity observed in the Universe. We achieve this by using the Eisenhart lift, which can be used to write any…
$F(R)$ Palatini gravity provides a robust framework for constructing viable inflationary potentials. In this study, we examine natural inflation and show that its consistency with observational data can be restored when the model is…
We investigate the fixed-budget best-arm identification (BAI) problem for linear bandits in a potentially non-stationary environment. Given a finite arm set $\mathcal{X}\subset\mathbb{R}^d$, a fixed budget $T$, and an unpredictable sequence…
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariate time series pertaining to country inflation (CPI),…
We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…
The calibration of volatility models from observable option prices is a fundamental problem in quantitative finance. The most common approach among industry practitioners is based on the celebrated Dupire's formula [6], which requires the…
In this paper, we use the framework of mod-$\phi$ convergence to prove precise large or moderate deviations for quite general sequences of real valued random variables $(X_{n})_{n \in \mathbb{N}}$, which can be lattice or non-lattice…
Let ${X_1,...,X_n}$ be i.i.d. random observations. Let $\mathbb{S}=\mathbb{L}+\mathbb{T}$ be a $U$-statistic of order $k\ge2$ where $\mathbb{L}$ is a linear statistic having asymptotic normal distribution, and $\mathbb{T}$ is a…
The onset of turbulence in pipe flow has been a fundamental challenge in physics, applied mathematics, and engineering for over 140 years. To date, the precursor of this laminar-turbulent transition is recognized as transient turbulent…
In the conventional Takagi-Sugeno-Kang (TSK)-type fuzzy models, constant or linear functions are usually utilized as the consequent parts of the fuzzy rules, but they cannot effectively describe the behavior within local regions defined by…