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We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…
We provide geometric quantization of a completely integrable Hamiltonian system in the action-angle variables around an invariant torus with respect to polarization spanned by almost-Hamiltonian vector fields of angle variables. The…
This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…
In this paper we develop a general conceptual approach to the problem of existence of action-angle variables for dynamical systems, which establishes and uses the fundamental conservation property of associated torus actions: anything which…
There are well-known examples of dynamical systems for which the Birkhoff averages with respect to a given observable along some or all of the orbits do not converge. It has been suggested that such orbits could be classified using higher…
In this paper we introduce the concept of standardized call function and we obtain a new approximating formula for the Black and Scholes call function through the hyperbolic tangent. This formula is useful for pricing and risk management as…
A variational and perturbative treatment is provided for a family of generalized spiked harmonic oscillator Hamiltonians H = -(d/dx)^2 + B x^2 + A/x^2 + lambda/x^alpha, where B > 0, A >= 0, and alpha and lambda denote two real positive…
We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear…
An important step in the proof of the Herman invariant tori conjecture was the introduction of a normal form with poles along the resonance loci, replacing the Birkhoff normal form, which we call the Hamiltonian normal form. This paper is…
The general method to obtain solutions of the Maxwellian equations from scalar representatives is developed and applied to the diffraction of electromagnetic waves. Kirchhoff's integral is modified to provide explicit expressions for these…
The transformation from angle-action variables to Cartesian coordinates is a crucial step of the (semi) classical description of bimolecular collisions and photo-fragmentations. The basic reason is that dynamical conditions corresponding to…
The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…
The quasinormal modes of black holes (BHs) in the large-angular-momentum limit can be computed within the eikonal approximation. This approximation is often extrapolated to low angular momentum to obtain a rough estimate of the dominant…
Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…
We consider the task of computing an approximate minimizer of the sum of a smooth and non-smooth convex functional, respectively, in Banach space. Motivated by the classical forward-backward splitting method for the subgradients in Hilbert…
In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type…
Found all equivalence classes for electromagnetic potentials and space-time metrics of Stackel spaces, provided that the equations of motion of the classical charged test particles are integrated by the method of complete separation of…
This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…