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In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…

Risk Management · Quantitative Finance 2015-10-07 Thomas Kruse , Judith C. Schneider , Nikolaus Schweizer

High-throughput computational materials searches generate large databases of locally-stable structures. Conventionally, the needle-in-a-haystack search for the few experimentally-synthesizable compounds is performed using a convex hull…

Materials Science · Physics 2018-10-24 Andrea Anelli , Edgar A. Engel , Chris J. Pickard , Michele Ceriotti

Understanding how systems respond to external perturbations is fundamental to statistical physics. For systems far from equilibrium, a general framework for response remains elusive. While progress has been made on the linear response of…

Statistical Mechanics · Physics 2026-03-04 Ruicheng Bao , Shiling Liang

A non-linear Black-Scholes-type equation is studied within counterparty risk models. The classical hypothesis on the uniform Lipschitz-continuity of the non-linear reaction function allows for an equivalent transformation of the semi-linear…

Analysis of PDEs · Mathematics 2022-03-08 Bénédicte Alziary , Peter Takáč

Inference about a scalar parameter of interest typically relies on the asymptotic normality of common likelihood pivots, such as the signed likelihood root, the score and Wald statistics. Nevertheless, the resulting inferential procedures…

Statistics Theory · Mathematics 2022-01-07 Ruggero Bellio , Ioannis Kosmidis , Alessandra Salvan , Nicola Sartori

We obtain a characterization of two classes of dynamics with nonuniformly hyperbolic behavior in terms of an admissibility property. Namely, we consider exponential dichotomies with respect to a sequence of norms and nonuniformly hyperbolic…

Dynamical Systems · Mathematics 2014-12-24 Luis Barreira , Davor Dragicevic , Claudia Valls

Interactions between an internal flow and wall deformation occur in many biological systems. Such interactions can involve a complex and rich dynamical behavior and a number of peculiarities which depend on the flow parameter range. The aim…

Fluid Dynamics · Physics 2019-03-11 Mustapha Amaouche , Giuseppe Di Labbio

We extend some of our earlier results on the interconnection between ultrafilter extensions, and ultrapowers. Throughout we restrict ourselves to relational structures with one binary relation. Recently it was shown that for bounded…

Logic · Mathematics 2025-02-25 Zalán Molnár

The aim of this paper is to highlight a hitherto unknown computational aspect of Nonstandard Analysis. Recently, a number of nonstandard versions of Goedel's system T have been introduced ([2,9,12]), and it was shown in [26] that the…

Logic · Mathematics 2015-09-11 Sam Sanders

This paper shows how the theory of nonlinear adaptive observers can be effectively used in the design of internal models for nonlinear output regulation. The theory substantially enhances the existing results in the context of {\em…

Optimization and Control · Mathematics 2007-05-23 Francesco Delli Priscoli , Lorenzo Marconi , Alberto Isidori

The goal of this present manuscript is to introduce the reader to the nonstandard method and to provide an overview of its most prominent applications in Ramsey theory and combinatorial number theory.

Combinatorics · Mathematics 2018-08-21 Mauro Di Nasso , Isaac Goldbring , Martino Lupini

We show that the discrete anomaly constraints governing popular non-Abelian symmetries of use in (e.g.) flavoured, supersymmetric, and dark matter model building typically subdivide into two classes differentiated by the simple restrictions…

High Energy Physics - Phenomenology · Physics 2018-11-15 Jim Talbert

We develop a theory of Lp spaces based on outer measures rather than measures. This theory includes the classical Lp theory on measure spaces as special case. It also covers parts of potential theory and Carleson embedding theorems. The…

Classical Analysis and ODEs · Mathematics 2014-08-25 Yen Do , Christoph Thiele

We define a family of intuitionistic non-normal modal logics; they can bee seen as intuitionistic counterparts of classical ones. We first consider monomodal logics, which contain only one between Necessity and Possibility. We then consider…

Logic in Computer Science · Computer Science 2019-01-30 Tiziano Dalmonte , Charles Grellois , Nicola Olivetti

A Hamiltonian reduction approach is defined, studied, and finally used to derive asymptotic models of internal wave propagation in density stratified fluids in two-dimensional domains. Beginning with the general Hamiltonian formalism of…

Fluid Dynamics · Physics 2023-07-26 R. Camassa , G. Falqui , G. Ortenzi , M. Pedroni , T. T. Vu Ho

In two previous papers the author described ``Islands of Instability" that may appear in wavefunction models with nonlinear evolution (of a type proposed originally in the context of the Measurement Problem). Such ``IsoI" represent a new…

Quantum Physics · Physics 2025-12-11 W. David Wick

In this paper, we focus on the control of the mean field equilibrium of non linear networks of the Langevin type in the limit of small noise. Using iterative linear approximations, we derive a formula that prescribes a control strategy in…

Statistical Mechanics · Physics 2017-07-06 Giuseppe Forte , Dervis C. Vural

Two general upper bounds on the topological entropy of nonlinear time-varying systems are established: one using the matrix measure of the system Jacobian, the other using the largest real part of the eigenvalues of the Jacobian matrix with…

Optimization and Control · Mathematics 2025-09-18 Guosong Yang , Daniel Liberzon

Nonlinear hopping absorption of ultrasound and electromagnetic waves in amorphous and doped semiconductors is considered. It is shown that even at low amplitudes of the electric (or acoustic) field the nonlinear corrections to the…

Condensed Matter · Physics 2009-10-31 M. Kirkengen , Y. M. Galperin

We propose a method to outer bound forward reachable sets on finite horizons for uncertain nonlinear systems with polynomial dynamics. This method makes use of time-dependent polynomial storage functions that satisfy appropriate dissipation…

Systems and Control · Electrical Eng. & Systems 2020-05-18 He Yin , Andrew Packard , Murat Arcak , Peter Seiler