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The transfer-matrix methodology is used to solve linear systems of differential equations, such as those that arise when solving Schr\"odinger's equation, in situations where the solutions of interest are in the continuous part of the…

Mesoscale and Nanoscale Physics · Physics 2019-07-17 Alexandre Mayer

Modern engineering systems include many components of different types and functions. Verifying that these systems satisfy given specifications can be an arduous task, as most formal verification methods are limited to systems of moderate…

Systems and Control · Electrical Eng. & Systems 2021-04-21 Miel Sharf , Bart Besselink , Adam Molin , Qiming Zhao , Karl Henrik Johansson

In this paper we propose a multi-state model for the evaluation of the conversion option contract. The multi-state model is based on age-indexed semi-Markov chains that are able to reproduce many important aspects that influence the…

Pricing of Securities · Quantitative Finance 2017-07-05 Guglielmo D'Amico , Montserrat Guillen , Raimondo Manca , Filippo Petroni

Network theory provides a rich toolbox consisting of methods, measures, and models for studying the structure and dynamics of complex systems found in nature, society, or technology. Recently, it has been pointed out that many real-world…

Physics and Society · Physics 2016-04-07 Marc Wiedermann , Jonathan F. Donges , Jobst Heitzig , Jürgen Kurths

We introduce the process calculus Multi-CCS, which extends conservatively CCS with an operator of strong prefixing able to model atomic sequences of actions as well as multiparty synchronization. Multi-CCS is equipped with a labeled…

Logic in Computer Science · Computer Science 2010-12-01 Roberto Gorrieri , Cristian Versari

The trade-off relation between the rate and the strong converse exponent for probabilistic asymptotic entanglement transformations between pure multipartite states can in principle be characterised in terms of a class of entanglement…

Quantum Physics · Physics 2023-09-21 Dávid Bugár , Péter Vrana

The paper presents realization theory of discrete-time linear switched systems. A discrete-time linear switched system is a hybrid system, such that the continuous sub-system associated with each discrete state is linear. In this paper we…

Optimization and Control · Mathematics 2012-02-24 Mihaly Petreczy , Laurent Bako , Jan H. van Schuppen

We propose a practical finite volume method on cut cells using state redistribution. Our algorithm is provably monotone, total variation diminishing, and GKS stable in many situations, and shuts off continuously as the cut cell size…

Numerical Analysis · Mathematics 2024-04-03 Marsha Berger , Andrew Giuliani

Some of the most significant high-level properties of currencies are the sums of certain account balances. Properties of such sums can ensure the integrity of currencies and transactions. For example, the sum of balances should not be…

Logic in Computer Science · Computer Science 2021-05-18 Neta Elad , Sophie Rain , Neil Immerman , Laura Kovács , Mooly Sagiv

In this paper, we present a probabilistic adaptation of an Assume/Guarantee contract formalism. For the sake of generality, we assume that the extended state machines used in the contracts and implementations define sets of runs on a given…

Performance · Computer Science 2009-04-20 Benoît Delahaye , Benoît Caillaud

Quantum transducers play a crucial role in hybrid quantum networks. A good quantum transducer can faithfully convert quantum signals from one mode to another with minimum decoherence. Most investigations of quantum transduction are based on…

Quantum Physics · Physics 2018-01-17 Mengzhen Zhang , Chang-Ling Zou , Liang Jiang

In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQuant Transformer model, leveraging attention mechanisms to…

Trading and Market Microstructure · Quantitative Finance 2025-05-12 Wenhao Guo , Yuda Wang , Zeqiao Huang , Changjiang Zhang , Shumin ma

We study the problem of the optimal execution of a large trade in the presence of nonlinear transient impact. We propose an approach based on homotopy analysis, whereby a well behaved initial strategy is continuously deformed to lower the…

Trading and Market Microstructure · Quantitative Finance 2014-12-17 Gianbiagio Curato , Jim Gatheral , Fabrizio Lillo

Blockchain systems and smart contracts provide ways to securely implement multi-party transactions without the use of trusted intermediaries, which currently underpin many commercial transactions. However, they do so by transferring trust…

Logic in Computer Science · Computer Science 2018-11-16 Ron van der Meyden

Many classic questions of structural theory concern discrete changes, such as the formation or dissolution of groups, role turnover, or faction realignment. Here, we consider a basic framework combining prior work on change paths and recent…

Social and Information Networks · Computer Science 2026-03-10 Carter T. Butts

This paper focuses on finite-time in-network computation of linear transforms of distributed graph data. Finite-time transform computation problems are of interest in graph-based computing and signal processing applications in which the…

Optimization and Control · Mathematics 2021-04-06 Soummya Kar , Markus Püschel , José M. F. Moura

We introduce a practical, interactive simulator of the limit order book for large-tick assets, designed to produce realistic execution, costs, and P&L. The book state is projected onto a tractable representation based on spread and volume…

Trading and Market Microstructure · Quantitative Finance 2026-03-26 Patrick Noble , Mathieu Rosenbaum , Saad Souilmi

Circuit representations are becoming the lingua franca to express and reason about tractable generative and discriminative models. In this paper, we show how complex inference scenarios for these models that commonly arise in machine…

Machine Learning · Statistics 2021-02-12 Antonio Vergari , YooJung Choi , Anji Liu , Stefano Teso , Guy Van den Broeck

We show that general string-net condensed states have a natural representation in terms of tensor product states (TPS) . These TPS's are built from local tensors. They can describe both states with short-range entanglement (such as the…

Strongly Correlated Electrons · Physics 2009-11-13 Zheng-Cheng Gu , Michael Levin , Brian Swingle , Xiao-Gang Wen

Finite-state abstractions (a.k.a. symbolic models) present a promising avenue for the formal verification and synthesis of controllers in continuous-space control systems. These abstractions provide simplified models that capture the…

Systems and Control · Electrical Eng. & Systems 2025-02-25 Daniel Ajeleye , Majid Zamani
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