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This paper studies explicitly solvable multidimensional optimal stopping problems of sum- and product-type in discrete and continuous time using the monotone case approach. It gives a review on monotone case stopping using the Doob…

Probability · Mathematics 2019-06-04 Sören Christensen , Albrecht Irle

Amplitude analysis is a powerful technique to study hadron decays. A significant complication in these analyses is the treatment of instrumental effects, such as background and selection efficiency variations, in the multidimensional…

Data Analysis, Statistics and Probability · Physics 2021-06-18 Abhijit Mathad , Daniel O'Hanlon , Anton Poluektov , Raul Rabadan

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

In this paper, we develop a method of evaluating general exponential sums with rational amplitude functions for multiple variables which complements works by T. Cochrane and Z. Zheng on the single variable case. As an application, for…

Number Theory · Mathematics 2025-10-16 Nilanjan Bag , Stephan Baier , Anup Haldar

We analyze the collective dynamics of an ensemble of globally coupled, externally forced, identical mechanical oscillators with cubic nonlinearity. Focus is put on solutions where the ensemble splits into two internally synchronized…

Adaptation and Self-Organizing Systems · Physics 2021-12-06 Raúl I. Sosa , Damián H. Zanette

Determining the spin of any new particle and measuring its couplings to other particles and/or itself are crucial in reconstructing the structure of any quantum field theory containing the particle. A general helicity formalism is employed…

High Energy Physics - Phenomenology · Physics 2019-03-05 Seong Youl Choi , Jae Hoon Jeong , Ji Ho Song

Following the proposal of arXiv:1312.6673, multi-particle scattering amplitudes are represented as conserved higher-spin charges. The advantage of such reformulation is that multi-particle amplitudes acquire the form of an integral of a…

High Energy Physics - Theory · Physics 2020-01-08 Y. O. Goncharov , M. A. Vasiliev

Self-consistent multi-particle simulation plays an important role in studying beam-beam effects and space charge effects in high-intensity beams. The Poisson equation has to be solved at each time-step based on the particle density…

Accelerator Physics · Physics 2014-10-15 J. Qiang , S. Paret

An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…

Statistical Mechanics · Physics 2007-05-23 A. N. Vitrenko

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…

Numerical Analysis · Mathematics 2019-02-20 Guillaume Bal , Wenjia Jing

The amplitude equation for an unstable electrostatic wave is analyzed using an expansion in the mode amplitude $A(t)$. In the limit of weak instability, i.e. $\gamma\to 0^+$ where $\gamma$ is the linear growth rate, the nonlinear…

patt-sol · Physics 2009-10-30 John David Crawford , Anandhan Jayaraman

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Data Structures and Algorithms · Computer Science 2019-08-07 Prasad Raghavendra , Tselil Schramm , David Steurer

This article deals with the approximation of a stochastic partial differential equation (SPDE) via amplitude equations. We consider an SPDE with a cubic nonlinearity perturbed by a general multiplicative noise that preserves the constant…

Dynamical Systems · Mathematics 2019-10-08 Hongbo Fu , Dirk Blömker

We consider a global variable consensus ADMM algorithm for solving large-scale PDE parameter estimation problems asynchronously and in parallel. To this end, we partition the data and distribute the resulting subproblems among the available…

Numerical Analysis · Mathematics 2019-05-01 Samy Wu Fung , Lars Ruthotto

The measurements of kinematical endpoints, in cascade decays of supersymmetric particles, in principle allow for a determination of the masses of the unstable particles. However, in this procedure ambiguities often arise. We here illustrate…

High Energy Physics - Phenomenology · Physics 2009-04-13 B. K. Gjelsten , D. J. Miller , P. Osland

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich

The Sequential Multiple Knapsack Problem is a special case of Multiple knapsack problem in which the items sizes are divisible. A characterization of the optimal solutions of the problem and a description of the convex hull of all the…

Optimization and Control · Mathematics 2014-06-13 Paolo Detti

Decentralized optimization is widely used in different fields of study such as distributed learning, signal processing, and various distributed control problems. In these types of problems, nodes of the network are connected to each other…

Optimization and Control · Mathematics 2025-12-10 Alexander Rogozin , Nhat Trung Nguyen , Hamed Azami Zenuzagh , Alexander Gasnikov

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang
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