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In this paper, we consider a simple discrete-time optimal betting problem using the celebrated Kelly criterion, which calls for maximization of the expected logarithmic growth of wealth. While the classical Kelly betting problem can be…

Optimization and Control · Mathematics 2021-03-11 Chung-Han Hsieh

The present study describes, first, an efficient algorithm for computing capillary-gravity solitary waves solutions of the irrotational Euler equations with a free surface and, second, provides numerical evidences of the existence of an…

Fluid Dynamics · Physics 2020-02-20 Didier Clamond , Denys Dutykh , Angel Duran

In this paper, we explore the statistical subtleties of the nonideal Rayleigh gas, in a grand canonical mixture framework. This model allows to consider a large amount of tagged particles close to equilibrium, and their empirical measure,…

Analysis of PDEs · Mathematics 2026-05-20 Florent Fougères

An explicit Robinson--Trautman solution with minimally coupled free scalar field was derived and analyzed recently. It was shown that this solution possesses a curvature singularity which is initially naked but later enveloped by a horizon.…

General Relativity and Quantum Cosmology · Physics 2016-09-16 T. Tahamtan , O. Svitek

We study submodular maximization problems with matroid constraints, in particular, problems where the objective can be expressed via compositions of analytic and multilinear functions. We show that for functions of this form, the so-called…

Machine Learning · Computer Science 2024-12-17 Gözde Özcan , Armin Moharrer , Stratis Ioannidis

We give improved estimates for the size of the singular set of minimizing capillary hypersurfaces: the singular set is always of codimension at least $4$, and this estimate improves if the capillary angle is close to $0$, $\frac{\pi}{2}$,…

Differential Geometry · Mathematics 2025-04-08 Otis Chodosh , Nick Edelen , Chao Li

We obtain approximate analytical solutions of the Einstein equations close to the trapping horizon for a dynamical spherically symmetric black hole in the presence of a minimally coupled self-interacting scalar field. This is made possible…

General Relativity and Quantum Cosmology · Physics 2022-09-15 Marco de Cesare , Roberto Oliveri

We consider the problem of finding an incremental solution to a cardinality-constrained maximization problem that not only captures the solution for a fixed cardinality, but also describes how to gradually grow the solution as the…

Data Structures and Algorithms · Computer Science 2023-05-03 Yann Disser , Max Klimm , Kevin Schewior , David Weckbecker

This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…

Systems and Control · Computer Science 2018-09-24 Mohammad Deghat , Saeed Ahmadizadeh , Dragan Nesic , Chris Manzie

We consider the free boundary problem for the Euler--Fourier system that describes the motion of compressible, inviscid and heat-conducting fluids. The effect of surface tension is neglected and there is no heat flux across the free…

Analysis of PDEs · Mathematics 2023-08-30 Xumin Gu , Yanjin Wang

We use a recently developed method \cite{Costinetal}, \cite{Dubrovin} to find accurate analytic approximations with rigorous error bounds for the classic similarity solution of Blasius of the boundary layer equation in fluid mechanics, the…

Classical Analysis and ODEs · Mathematics 2013-03-07 O. Costin , S. Tanveer

It has recently been established [Naghshineh et al., IMA J. of Appl. Math., 88, 1 (2023)] that a convergent series solution may be obtained for the Sakiadis boundary layer problem once key parameters are determined iteratively using the…

Mathematical Physics · Physics 2024-01-23 Nathaniel S. Barlow , W. Cade Reinberger , Steven J. Weinstein

The Sakiadis boundary layer induced by a moving wall in a semi-infinite fluid domain is a fundamental laminar flow field relevant to high speed coating processes. This work provides an analytical solution to the boundary layer problem for…

We give a new criterion for a classical gas with a repulsive pair potential to exhibit uniqueness of the infinite volume Gibbs measure and analyticity of the pressure. Our improvement on the bound for analyticity is by a factor $e^2$ over…

Mathematical Physics · Physics 2022-11-01 Marcus Michelen , Will Perkins

We consider the free boundary problem for a two-dimensional, incompressible, perfect, irrotational liquid drop of nearly circular shape with capillarity: that is, we consider the 2D version of the 3D capillary drop problem treated in…

Analysis of PDEs · Mathematics 2025-05-20 Giuseppe La Scala

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

We study a class of nonlinear Volterra integral equations that generalize the classical capillary rise models, allowing for nonsmooth kernels and nonlinearities. To accommodate such generalities, we work in two families of function spaces:…

Numerical Analysis · Mathematics 2025-10-08 Josefa Caballero , Łukasz Płociniczak , Kishin Sadarangani

A simple trace-coupled Galileon model is shown to admit spherically symmetric static solutions with naked spacetime curvature singularities.

High Energy Physics - Theory · Physics 2015-06-11 Thomas L. Curtright

We establish generic existence of Universal Taylor Series on products $\Omega = \prod \Omega_i$ of planar simply connected domains $\Omega_i$ where the universal approximation holds on products $K$ of planar compact sets with connected…

Complex Variables · Mathematics 2020-08-18 Giorgos Gavrilopoulos , Konstantinos Maronikolakis , Vassili Nestoridis

We propose an arbitrarily high-order accurate, fully well-balanced numerical method for the one-dimensional blood flow model. The developed method employs a continuous solution representation, combining conservative and primitive…

Numerical Analysis · Mathematics 2025-02-07 Yongle Liu , Wasilij Barsukow