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Problems that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, where…

Numerical Analysis · Mathematics 2019-04-16 Leah Isherwood , Zachary J. Grant , Sigal Gottlieb

The Markowitz problem consists of finding in a financial market a self-financing trading strategy whose final wealth has maximal mean and minimal variance. We study this in continuous time in a general semimartingale model and under cone…

Portfolio Management · Quantitative Finance 2012-06-04 Christoph Czichowsky , Martin Schweizer

We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…

Optimization and Control · Mathematics 2024-12-03 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

We introduce a novel model-theoretic framework inspired from graph modification and based on the interplay between model theory and algorithmic graph minors. The core of our framework is a new compound logic operating with two types of…

Data Structures and Algorithms · Computer Science 2022-11-07 Fedor V. Fomin , Petr A. Golovach , Ignasi Sau , Giannos Stamoulis , Dimitrios M. Thilikos

The rotating saddle not only is an interesting system that is able to trap a ball near its saddle point, but can also intuitively illustrate the operating principles of quadrupole ion traps in modern physics. Unlike the conventional models…

Classical Physics · Physics 2017-11-22 Wenkai Fan , Li Du , Sihui Wang , Huijun Zhou

We have investigated the motion of a single optically trapped colloidal particle close to a limiting wall at time scales where the inertia of the surrounding fluid plays a significant role. The velocity autocorrelation function exhibits a…

Soft Condensed Matter · Physics 2010-04-22 Thomas Franosch , Sylvia Jeney

Dynamical stabilization of an inverted pendulum through vertical movement of the pivot is a well-known counterintuitive phenomenon in classical mechanics. This system is also known as Kapitza pendulum and the stability can be explained with…

Classical Physics · Physics 2018-03-06 Nivedita Bhadra

The structural flexibility of the exponential propagation iterative methods of Runge-Kutta type (EPIRK) enables construction of particularly efficient exponential time integrators. While the EPIRK methods have been shown to perform well on…

Numerical Analysis · Mathematics 2016-08-03 Greg Rainwater , Mayya Tokman

Exactly solvable multistate Landau-Zener (MLZ) models are associated with families of operators that commute with the MLZ Hamiltonians and depend on time linearly. There can also be operators that satisfy the integrability conditions with…

Quantum Physics · Physics 2021-01-22 V. Y. Chernyak , N. A. Sinitsyn

We investigate spin transport in 2-dimensional insulators, with the long-term goal of establishing whether any of the transport coefficients corresponds to the Fu-Kane-Mele index which characterizes 2d time-reversal-symmetric topological…

Mathematical Physics · Physics 2019-09-09 Giovanna Marcelli , Gianluca Panati , Clément Tauber

The paper proposes an alternative way to achieve the Internal Model Principle (IMP) in contrast to the standard way, where a model of the signal one wishes to track/reject is directly substituted into the closed-loop. The proposed…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Can Kutlu Yüksel , Tomáš Vyhlídal , Silviu-Iulian Niculescu

We consider the reflection-transmission problem in a waveguide with obstacle. At certain frequencies, for some incident waves, intensity is perfectly transmitted and the reflected field decays exponentially at infinity. In this work, we…

Numerical Analysis · Mathematics 2018-01-29 Anne-Sophie Bonnet-Ben Dhia , Lucas Chesnel , Vincent Pagneux

We examine the temporal evolution of the modular entropy and capacity (in particular, the fluctuation of the entanglement entropy) for systems of time-dependent oscillators coupled by a (time-dependent) parameter. Such models, through the…

High Energy Physics - Theory · Physics 2023-12-25 K. Andrzejewski

We consider the simplest gauge theories given by one- and two- matrix integrals and concentrate on their stringy and geometric properties. We remind general integrable structure behind the matrix integrals and turn to the geometric…

High Energy Physics - Theory · Physics 2009-11-11 A. Marshakov

On the basis of quantum Monte Carlo (QMC) simulations we study the formation of Mott domains in the one-dimensional Hubbard model with an additional confining potential. We find evidences of quantum critical behavior at the boundaries of…

Strongly Correlated Electrons · Physics 2007-05-23 Marcos Rigol , Alejandro Muramatsu

We study a one-parameter generalization of the symmetric simple exclusion process on a one dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion…

Statistical Mechanics · Physics 2016-09-07 N. Crampe , E. Ragoucy , V. Rittenberg , M. Vanicat

We introduce and study conformal field theories specified by $W-$algebras commuting with certain set of screening charges. These CFT's possess perturbations which define integrable QFT's. We establish that these QFT's have local and…

High Energy Physics - Theory · Physics 2018-12-26 V. A. Fateev , A. V. Litvinov

We study quantum effects on moduli dynamics arising from the production of particles which are light at special points in moduli space. The resulting forces trap the moduli at these points, which often exhibit enhanced symmetry. Moduli…

High Energy Physics - Theory · Physics 2009-11-10 Lev Kofman , Andrei Linde , Xiao Liu , Alexander Maloney , Liam McAllister , Eva Silverstein

The classical Lotka-Volterra predator-prey system is often used in species competition modeling. An exact, closed-form solution is derived when the natural growth rate of the prey species and decay rate of the predators are equal in…

Dynamical Systems · Mathematics 2023-03-17 Jean-Luc Boulnois

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel