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The order flow in high-frequency financial markets has been of particular research interest in recent years, as it provides insights into trading and order execution strategies and leads to better understanding of the supply-demand…

Methodology · Statistics 2025-02-26 Alex Ziyu Jiang , Abel Rodriguez

In this paper we derive, starting from the basic principles of Thermodynamics, an extended version of the nonconserved Penrose-Fife phase transition model, in which dynamic boundary conditions are considered in order to take into account…

Analysis of PDEs · Mathematics 2013-01-24 Alain Miranville , Elisabetta Rocca , Giulio Schimperna , Antonio Segatti

The existence of non-continuous invariant graphs (or strange non-chaotic attractors) in quasiperiodically forced systems has generated great interest, but there are still very few rigorous results about the properties of these objects. In…

Dynamical Systems · Mathematics 2007-05-23 Tobias H. Jaeger

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

Econometrics · Economics 2026-01-27 Xuan Leng , Jiaming Mao , Yutao Sun

In recent years, nonreciprocally coupled systems have received growing attention. Previous work has shown that the interplay of nonreciprocal coupling and Goldstone modes can drive the emergence of temporal order such as traveling waves. We…

Pattern Formation and Solitons · Physics 2024-04-23 Fridtjof Brauns , M. Cristina Marchetti

We provide a general framework to construct fractal interpolation surfaces (FISs) for a prescribed countably infinite data set on a rectangular grid. Using this as a crucial tool, we obtain a parameterized family of bivariate fractal…

Dynamical Systems · Mathematics 2020-10-13 K. K. Pandey , P. Viswanathan

We show that functions of type $X_n = P[Z^n]$, where $P[t]$ is a periodic function and $Z$ is a generic real number, can produce sequences such that any string of values $X_{s}, X_{s+1}, ...,X_{s+m}$ is deterministically independent of past…

Chaotic Dynamics · Physics 2009-11-10 L. Trujillo , J. J. Suarez , J. A. Gonzalez

We present a class of models that, via a simple construction, enables exact, incremental, non-parametric, polynomial-time, Bayesian inference of conditional measures. The approach relies upon creating a sequence of covers on the…

Machine Learning · Statistics 2011-05-31 Christos Dimitrakakis

Distributed Port-Hamiltonian (dPHS) theory provides a powerful framework for modeling physical systems governed by partial differential equations and has enabled a broad class of boundary control methodologies. Their effectiveness, however,…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Thomas Beckers , Leonardo Colombo

Many physical systems are described by partial differential equations (PDEs). Determinism then requires the Cauchy problem to be well-posed. Even when the Cauchy problem is well-posed for generic Cauchy data, there may exist characteristic…

Differential Geometry · Mathematics 2014-11-04 Luca Vitagliano

The formulation of a model for the evolution of the flow of a solid-liquid mixture (coal-water) in a horizontal pipeline with partial phase separation is the aim of this work. Problems of instabilities due to complex eigenvalues, observed…

Fluid Dynamics · Physics 2010-12-14 Alessandro Speranza

Study of recurrences in earthquakes, climate, financial time-series, etc. is crucial to better forecast disasters and limit their consequences. However, almost all the previous phenomenological studies involved only a long-ranged…

Data Analysis, Statistics and Probability · Physics 2013-09-11 Rémy Chicheportiche , Anirban Chakraborti

The analysis of a timeseries can provide many new perspectives if it is accompanied by the assumption that the timeseries is generated from an underlying dynamical system. For example, statistical properties of the data can be related to…

Dynamical Systems · Mathematics 2024-07-30 Suddhasattwa Das , Shakib Mustavee , Shaurya Agarwal

Decomposition is a common tool for synthesis of many physical systems. It is also used for analyzing large scale systems which then known as tearing and reconstruction. On the other hand, commutativity of cascade connected systems have…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal , Ali Yakar

In [1] (hep-th/0211069), the author has discussed the quantum parameter space of the N=1 super Yang-Mills theory with one adjoint Higgs field Phi, tree-level superpotential W_tree = m (Phi^2)/2 + g (Phi^3)/3$, and gauge group U(Nc). In…

High Energy Physics - Theory · Physics 2010-04-05 Frank Ferrari

In this paper we consider an abstract Cauchy problem for a Maxwell system modelling electromagnetic fields in the presence of an interface between optical media. The electric polarization is in general time-delayed and nonlinear, turning…

Analysis of PDEs · Mathematics 2023-11-21 Tomáš Dohnal , Mathias Ionescu-Tira , Marcus Waurick

The exact expression for the phase-dependent linear conductance of a weakly damped superconducting quantum point contact is obtained. The calculation is performed by summing up the complete perturbative series in the coupling between the…

Condensed Matter · Physics 2016-08-15 A. Levy Yeyati , A. Martín-Rodero , J. C. Cuevas

Data on count processes arise in a variety of applications, including longitudinal, spatial and imaging studies measuring count responses. The literature on statistical models for dependent count data is dominated by models built from…

Methodology · Statistics 2013-10-08 Antonio Canale , David B. Dunson

Despite the large research effort devoted to learning dependencies between time series, the state of the art still faces a major limitation: existing methods learn partial correlations but fail to discriminate across distinct frequency…

Machine Learning · Computer Science 2024-07-08 Gabriele D'Acunto , Paolo Di Lorenzo , Francesco Bonchi , Stefania Sardellitti , Sergio Barbarossa

The method of separation of variables can be used to solve many separable linear partial differential equations (LPDEs). Moreover, variable separation solutions usually are some trigonometric series. In the paper, base on some ideas of this…

Analysis of PDEs · Mathematics 2016-02-02 Tao Zhang , Alatancang Chen