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Recently, we have found an exact solution to the full set of Dyson-Schwinger equations of the non-interacting part of the Higgs sector of the Standard Model obtained by solving the 1-point correlation function equation. In this work we…
Solitons are ubiquitous in nature and play a pivotal role in the structure and dynamics of solutions of nonlinear propagation equations. In many instances where solitons exist, analytical expressions of these special objects are not…
Families of explicit solutions are found to a nonlinear Black-Scholes equation which incorporates the feedback-effect of a large trader in case of market illiquidity. The typical solution of these families will have a payoff which…
Several isotropic, homogeneous cosmological models containing a self-interacting minimally coupled scalar field, a perfect fluid source and cosmological constant are solved. New exact, asymptotically stable solutions with an inflationary…
We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…
We use the quantum separation of variable (SOV) method to construct the eigenstates of the open XXZ chain with the most general boundary terms. The eigenstates in the inhomogeneous case are constructed in terms of solutions of a system of…
A novel refinement of the conventional treatment of Kadanoff--Baym equations is suggested. Besides the Boltzmann equation another differential equation is used for calculating the evolution of the non-equilibrium two-point function.…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
Analytical solutions are constructed for an assembly of any finite number of bubbles in steady motion in a Hele-Shaw channel. The solutions are given in the form of a conformal mapping from a bounded multiply connected circular domain to…
We propose a method for nonstationary covariance function modeling, based on the spatial deformation method of Sampson and Guttorp [1992], but using a low-rank, scalable deformation function written as a linear combination of the tensor…
Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…
We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard…
We study the renormalization group flow of $\mathbb{Z}_2$-invariant supersymmetric and non-supersymmetric scalar models in the local potential approximation using functional renormalization group methods. We focus our attention to the fixed…
Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…
It is known that the construction of a completely stable solution in Horndeski theory is restricted very strongly by the so-called no-go theorem. Previously, various techniques have been used to avoid the conditions of the theorem. In this…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…
We study continuous, equality knapsack problems with uniform separable, non-convex objective functions that are continuous, antisymmetric about a point, and have concave and convex regions. For example, this model captures a simple…