Related papers: Two results from Mandelbaum's paper: "The dynamic …
Skorokhod problem arises in studying Reflected Brownian Motion (RBM) on an non-negative orthant, specifically in the context of queueing networks in the heavy traffic regime. One of the key problems is identifying conditions for stability…
The purpose of the current paper is twofold: to some extent it is intended as a review of the recent optimal result in [4] concerning the unique continuation property of solutions to the two-dimensional Zakharov-Kuznetsov equation. On the…
We suggest an approach to constructing physical systems with dynamical characteristics of the complex analytic iterative maps. The idea follows from a simple notion that the complex quadratic map by a variable change may be transformed into…
In this paper, we study the Skorokhod problem with two constraints, where the constraints are in a nonlinear fashion. We prove the existence and uniqueness of the solution and also provide the explicit construction for the solution. In…
Models postulating the existence of additional spacelike dimensions of macroscopic or even infinite size, while viewing our observable universe as merely a 3-brane living in a higher-dimensional bulk were a major breakthrough when proposed…
The paper deals with the mathematical - numerical analysis of the Mandelbrot equation extended by the dynamic continuous term. The possibilities of generation of fractal patterns with the mathematical form, defined in such a manner, were…
Paradoxes in the Boltzmann kinetic theory are presented. Firstly, it is pointed out that the usual notion concerning the perfect continuity of distribution function is not generally valid; in many important situations using certain types of…
The reversibility and recurrence paradoxes are key issues that have been left unsolved in researches on the foundation of thermodynamics since the 19th century. This article shows that (1) the reversibility paradox can be overcome if we pay…
Ninety years ago in 1927, at an international congress in Como, Italy, Niels Bohr gave an address which is recognized as the first instance in which the term "complementarity", as a physical concept, was spoken publicly [1], revealing…
A primitive type of two-dimensional dynamic system is introduced. It is shown that there is no decision procedure able to answer if such a dynamical system is ultimately zero.
The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod…
In this article, we present several apparent paradoxes of special relativity and their respective solutions. These paradoxes have appeared since the advent of relativity in 1905, and in fact they are never paradoxes. From a didactic point…
Analysis of collisions is standardly included in the introductory physics course. In one dimension (1D), there do not seem to be any unusual issues: Typically, the initial velocities of the two colliding objects are specified, and the…
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show that this problem has an explicit unique solution in a…
The theory of massive gravity possesses ambiguities when the spacetime metric evolves far from the non-dynamical fiducial metric used to define it. We explicitly construct a spherically symmetric example case where the metric evolves to a…
There is an error in the proof (but not the truth) of Theorem 3.2 in the author's 1985 paper "The Double-Wedge Algebra for Quantum Fields on Schwarzschild and Minkowski Spacetimes" in "Communications in Mathematical Physics". The author…
We consider a probabilistic formulation of a singular two-phase Stefan problem in one space dimension, which amounts to a coupled system of two McKean-Vlasov stochastic differential equations. In the financial context of systemic risk, this…
It is one of the main properties of uniformly hyperbolic dynamics that points of two distinct trajectories cannot be uniformly close one to another. This characteristics of hyperbolic dynamics is called expansivity. Hirsch, Pugh and Shub,…
This is a survey about the Skorokhod embedding problem. It presents all known solutions together with their properties and some applications. Some of the solutions are just described, while others are studied in detail and their proofs are…
Recent years have seen significant advances, both theoretical and experimental, in our understanding of quantum many-body dynamics. Given this problem's high complexity, it is surprising that a substantial amount of this progress can be…