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We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and use their proprietary collateral or re-use the collateral…

Risk Management · Quantitative Finance 2018-02-07 Duc Thi Luu , Mauro Napoletano , Paolo Barucca , Stefano Battiston

Many emerging Web services, such as email, photo sharing, and web site archives, need to preserve large amounts of quickly-accessible data indefinitely into the future. In this paper, we make the case that these applications' demands on…

Digital Libraries · Computer Science 2007-05-23 Mary Baker , Mehul Shah , David S. H. Rosenthal , Mema Roussopoulos , Petros Maniatis , TJ Giuli , Prashanth Bungale

Given two independent point processes and a certain rule for matching points between them, what is the fraction of matched points over infinitely long streams? In many application contexts, e.g., secure networking, a meaningful matching…

Information Theory · Computer Science 2016-11-17 Stefano Marano , Vincenzo Matta , Ting He , Lang Tong

We study a fading linear finite-field relay network having multiple source-destination pairs. Because of the interference created by different unicast sessions, the problem of finding its capacity region is in general difficult. We observe…

Information Theory · Computer Science 2009-05-12 Sang-Woon Jeon , Sae-Young Chung

The problem of high-dimensional and large-scale representation of visual data is addressed from an unsupervised learning perspective. The emphasis is put on discrete representations, where the description length can be measured in bits and…

Machine Learning · Computer Science 2019-01-25 Sohrab Ferdowsi

A potential framework to estimate the volume of water stored in a porous storage reservoir from seismic data is neural networks. In this study, the man-made groundwater reservoir is modeled as a coupled poroviscoelastic-viscoelastic medium,…

Computational Physics · Physics 2024-08-13 Mahnaz Khalili , Peter Göransson , Jan S. Hesthaven , Antti Pasanen , Marko Vauhkonen , Timo Lähivaara

In this work, we provide two novel approaches to show that incompressible fluid flow in a finite domain contains at most a finite number vortices. We use a recently developed geometric theory of incompressible viscous flows along with an…

Fluid Dynamics · Physics 2016-04-14 Jiten C. Kalita , Sougata Biswas , Swapnendu Panda

We use a theoretical model to explore how fluid dynamics, in particular, the pressure gradient and wall shear stress in a channel, affect the deposition of particles flowing in a microfluidic network. Experiments on transport of colloidal…

Soft Condensed Matter · Physics 2023-03-28 Gess Kelly , Navid Bizmark , Bulbul Chakraborty , Sujit S. Datta , Thomas G. Fai

We investigate fluid scaling of single server queueing systems under the shortest job first with aging (SJFA) scheduling policy. We use the measure-valued Skorokhod map to characterize the fluid limit for SJFA queues with a general aging…

Probability · Mathematics 2023-10-05 Yonatan Shadmi

We consider an automatic overload control for two large service systems modeled as multi-server queues, such as call centers. We assume that the two systems are designed to operate independently, but want to help each other respond to…

Probability · Mathematics 2014-07-30 Ohad Perry , Ward Whitt

In future content-centric networks, content is identified independently of its location. From an end-user's perspective, individual storage systems dissolve into a seemingly omnipresent structureless `storage fog'. Content should be…

Information Theory · Computer Science 2020-09-14 Joachim Neu , Muriel Médard

Although density functional theory provides reliable predictions for the static properties of simple fluids under confinement, a theory of comparative accuracy for the transport coefficients has yet to emerge. Nonetheless, there is evidence…

Many networked systems such as electric networks, the brain, and social networks of opinion dynamics are known to obey conservation laws. Examples of this phenomenon include the Kirchoff laws in electric networks and opinion consensus in…

Machine Learning · Statistics 2022-06-16 Anirudh Rayas , Rajasekhar Anguluri , Gautam Dasarathy

It has been shown that it is impossible to achieve both stringent end-to-end deadline and reliability guarantees in a large network without having complete information of all future packet arrivals. In order to maintain desirable…

Performance · Computer Science 2017-04-18 Han Deng , I-Hong Hou

The terminal backup problems (Anshelevich and Karagiozova (2011)) form a class of network design problems: Given an undirected graph with a requirement on terminals, the goal is to find a minimum cost subgraph satisfying the connectivity…

Data Structures and Algorithms · Computer Science 2020-08-25 Hiroshi Hirai , Motoki Ikeda

In this paper, we present a new technique to obtain upper bounds on undirected unicast network information capacity. Using this technique, we characterize an upper bound, called partition bound, on the symmetric rate of information flow in…

Information Theory · Computer Science 2020-10-27 Satyajit Thakor , Mohammad Ishtiyaq Qureshi

We consider singularly perturbed convection-diffusion equations on one-dimensional networks (metric graphs) as well as the transport problems arising in the vanishing diffusion limit. Suitable coupling condition at inner vertices are…

Analysis of PDEs · Mathematics 2020-04-22 Herbert Egger , Nora Philippi

Nowadays, data caching is being used as a high-speed data storage layer in mobile edge computing networks employing flow control methodologies at an exponential rate. This study shows how to discover the best architecture for backhaul…

Networking and Internet Architecture · Computer Science 2022-11-29 Amir Ziaeddini , Amin Mohajer , Davoud Yousefi , A. Mirzaei , Shu Gonglee

The system reconfiguration task is considered for existing power distribution systems and microgrids, in the presence of renewable-based generation and load foresting errors. The system topology is obtained by solving a chance-constrained…

Optimization and Control · Mathematics 2014-05-19 Emiliano Dall'Anese , Georgios B. Giannakis

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

Probability · Mathematics 2012-05-07 Amarjit Budhiraja , Arka P. Ghosh
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