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We propose a new method for finding statistical arbitrages that can contain more assets than just the traditional pair. We formulate the problem as seeking a portfolio with the highest volatility, subject to its price remaining in a band…

Econometrics · Economics 2024-02-14 Kasper Johansson , Thomas Schmelzer , Stephen Boyd

In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…

Mathematical Physics · Physics 2007-05-23 P. Contucci , C. Giardina' , C. Giberti , F. Unguendoli , C. Vernia

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

Numerical Analysis · Mathematics 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

We present analytical and numerical results on the joint dynamics of two coupled Duffing oscillators with nonlinearity of opposite signs (hardening and softening). In particular, we focus on the existence and stability of synchronized…

Adaptation and Self-Organizing Systems · Physics 2016-09-21 Damián H. Zanette

We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…

Numerical Analysis · Mathematics 2017-02-08 Siyang Wang , Kristoffer Virta , Gunilla Kreiss

The aim of this work is to investigate the qualitative behaviour of a financial dynamical system which contains a time delay. We investigate the dynamic response of this system of which variables are interest rate, investment demand, price…

Dynamical Systems · Mathematics 2021-02-23 Y. Çalış , A. Demirci , C. Özemir

Frequency dependent squeezing is the main upgrade for achieving broadband quantum noise reduction in upcoming observation runs of gravitational wave detectors. The proper frequency dependence of the squeezed quadrature is obtained by…

This paper develops a harmonic-domain framework for systems with variable fundamental frequency. A variable-frequency sliding Fourier decomposition is introduced in the phase domain, together with necessary and sufficient conditions for…

Systems and Control · Electrical Eng. & Systems 2026-03-05 Maxime Grosso , Pierre Riedinger , Jamal Daafouz , Serge Pierfederici , Hicham Janati Idrissi , Blaise Lapôtre

A degenerate wave equation with time-varying delay in the boundary control input is considered. The well-posedness of the system is established by applying the semigroup theory. The boundary stabilization of the degenerate wave equation is…

Analysis of PDEs · Mathematics 2024-10-22 Menglan Liao

A finite element method is introduced to track interface evolution governed by the level set equation. The method solves for the level set indicator function in a narrow band around the interface. An extension procedure, which is essential…

Numerical Analysis · Mathematics 2024-12-10 Maxim Olshanskii , Arnold Reusken , Paul Schwering

An exact and general expression for the analytic wavelet transform of a real-valued signal is constructed, resolving the time-dependent effects of non-negligible amplitude and frequency modulation. The analytic signal is first locally…

Statistics Theory · Mathematics 2011-10-18 Jonathan M. Lilly , Sofia C. Olhede

This paper aims to proactively diagnose and manage frequency instability risks from a steady-state perspective, without the need for derivative-dependent transient modeling. Specifically, we jointly address two questions (Q1) Survivability:…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Swadesh Vhakta , Denis Osipov , Reetam Sen Biswas , Amritanshu Pandey , Seyyedali Hosseinalipour , Shimiao Li

This paper examines the asymptotic convergence properties of Lipschitz interpolation methods within the context of bounded stochastic noise. In the first part of the paper, we establish probabilistic consistency guarantees of the classical…

Optimization and Control · Mathematics 2023-10-12 Julien Walden Huang , Stephen Roberts , Jan-Peter Calliess

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Numerical Analysis · Mathematics 2020-08-26 Santiago Badia , Jesús Bonilla , Sibusiso Mabuza , John N. Shadid

A systematic method for optimal design of layered periodic composites for mitigation of impact-induced shock waves is presented. Frequency spectrum of a pulse with a sharp rise-time is analyzed and the frequency range that carries most of…

Materials Science · Physics 2014-12-19 Hossein Sadeghi , Sia Nemat-Nasser

The paper discusses the relationships between electrical and affine differential geometry quantities, establishing a link between frequency and time derivatives of voltage, through the utilization of affine geometric invariants. Based on…

Differential Geometry · Mathematics 2024-09-26 Ali Alshawabkeh , Georgios Tzounas , Angel Molina-Garcia , Federico Milano

We investigate finite sections of Gabor frames and study the asymptotic behavior of their lower Riesz bound. From a numerical point of view, these sets of time-frequency shifts are linearly dependent, whereas from a rigorous analytic point…

Functional Analysis · Mathematics 2017-06-21 Karlheinz Gröchenig

This paper addresses the challenge of achieving stable adaptive teleoperation and improving the convergence rate in the presence of high communication time delays. We employ a passivity-based formalism to establish stability using wave…

Optimization and Control · Mathematics 2024-08-16 Naveen Kumar Rajarajan , Sridhar Babu Mudhangulla , Olugbenga Moses Anubi

This paper develops a robust fixed time optimization framework for constrained problems that guarantees exact constraint satisfaction and convergence to KKT points within fixed time , independent of initial conditions. The approach treats…

Optimization and Control · Mathematics 2026-05-27 Baby Diana , Priyanka Singh , Shyam Kamal , Sandip Ghosh , Bijnan Bandyopadhyay