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We consider multi-gradient fluids endowed with a volumetric internal energy which is a function of mass density, volumetric entropy and their successive gradients. We obtained the thermodynamic forms of equation of motions and equation of…

Classical Physics · Physics 2018-12-19 Henri Gouin

Hyperbolic flows, as formulated by Anosov, are the prototypes of chaotic evolutions in classical dynamical systems. Here we provide a concise updated account of their quantum counterparts originally formulated by Emch, Narnhofer, Thirring…

Mathematical Physics · Physics 2015-10-29 Geoffrey L. Sewell

We present a new algorithm for computing balanced flows in equality networks arising in market equilibrium computations. The current best time bound for computing balanced flows in such networks requires $O(n)$ maxflow computations, where…

Data Structures and Algorithms · Computer Science 2016-05-16 Omar Darwish , Kurt Mehlhorn

In this paper, we study the global existence and asymptotic behavior of classical solutions near vacuum for the initial-boundary value problem modeling isentropic supersonic flows through divergent ducts. The governing equations are the…

Analysis of PDEs · Mathematics 2022-05-26 Ying-Chieh Lin , Jay Chu , John M. Hong , Hsin-Yi Lee

We study the existence of the stochastic flow associated to a linear stochastic evolution equation $$d X= AX\,d t +\sum_{k} B_k X\,d W_k, $$ on a Hilbert space. Our first result covers the case where $A$ is the generator of a…

Probability · Mathematics 2021-05-11 Beniamin Goldys , Szymon Peszat

By solving a simple kinetic equation, in the relaxation time approximation, and for a particular set of moments of the distribution function, we establish a set of equations which, on the one hand, capture exactly the dynamics of the…

Nuclear Theory · Physics 2018-03-07 Jean-Paul Blaizot , Li Yan

We consider a general stable flow problem in a directed and capacitated network, where each vertex has a strict preference list over the incoming and outgoing edges. A flow is stable if no group of vertices forming a path can mutually…

Computer Science and Game Theory · Computer Science 2020-08-11 Young-San Lin , Thanh Nguyen

The goal of international trade theories is to explain the exchange of goods and services between different countries, aiming to benefit from it. Albeit the idea is very simple and known since ancient history, smart policy and business…

General Finance · Quantitative Finance 2017-07-31 Roberto De Luca , Marco Di Mauro , Angelo Falzarano , Adele Naddeo

This paper analytically investigates the Darcy-Poisson-Nernst-Planck system. This system is a mathematical model for electrolyte solutions. In this paper, we consider electrolyte solutions, which consist of a neutral fluid and two suspended…

Analysis of PDEs · Mathematics 2016-05-25 Matthias Herz , Peter Knabner

In this paper, a mathematically rigorous solution overturns existing wisdom regarding New Keynesian Dynamic Stochastic General Equilibrium. I develop a formal concept of stochastic equilibrium. I prove uniqueness and necessity, when agents…

Theoretical Economics · Economics 2024-06-04 David Staines

A general framework is presented for the renormalization of Hamiltonians via a similarity transformation. Divergences in the similarity flow equations may be handled with dimensional regularization in this approach, and the resulting…

High Energy Physics - Theory · Physics 2011-07-19 T. S. Walhout

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

I present an overview of some recent advancements on the empirical analysis and theoretical modeling of the process of price formation in financial markets as the result of the arrival of orders in a limit order book exchange. After…

Trading and Market Microstructure · Quantitative Finance 2021-05-04 Fabrizio Lillo

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

Optimization and Control · Mathematics 2023-09-06 Onur Tanil Doganay , Kathrin Klamroth , Bruno Lang , Michael Stiglmayr , Claudia Totzeck

The price-bubble and crash process formation is theoretically investigated in a two-asset equilibrium model. Sufficient and necessary conditions are derived for the existence of average equilibrium price dynamics of different agent-based…

Trading and Market Microstructure · Quantitative Finance 2024-09-06 Francesco Cordoni

I explore properties of the inflationary flow equations. I show that the flow equations do not correspond directly to inflationary dynamics. Nevertheless, they can be used as a rather complicated algorithm for generating inflationary…

Astrophysics · Physics 2009-11-10 Andrew R Liddle

The paper provides consistent mathematical framework for seminal Tiebout free-mobility model (1956). Our setting supports continuum of consumers with multidimensional preferences and finite number of strategic public good providers. We…

Optimization and Control · Mathematics 2018-05-31 Alexey Savvateev , Constantine Sorokin , Shlomo Weber

In this article we consider a certain sub class of Integer Equal Flow problem, which are known NP hard [8]. Currently there exist no direct solutions for the same. It is a common problem in various inventory management systems. Here we…

Artificial Intelligence · Computer Science 2019-12-11 Sasikanth Goteti , Swapnil Kumar

When a thermodynamic system is released from any constraint, after some time its evolution will render it into an equilibrium state. Although the description of this relaxation to thermodynamic equilibrium has been attempted through both…

Statistical Mechanics · Physics 2026-05-19 Silvina Limandri , Silvina Segui , Bruno Castellano , Ignacio Belitzky , Gustavo Castellano

Cavity flow problems in two dimensions, as well as in the axially symmetric three-dimensional case, have been extensively studied in the literature from a qualitative perspective. While numerous results exist concerning minimizers or stable…

Analysis of PDEs · Mathematics 2025-09-03 Masoud Bayrami , Morteza Fotouhi , Parisa Vosooqnejad