Related papers: A class of locally state-dependent models for forw…
This article presents a systematic methodology for modeling a class of flexible multidimensional mechanical structures defined by linear elastic relations that directly allows to obtain their infinite-dimensional port-Hamiltonian…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
This article is devoted to the existence and uniqueness of pathwise solutions to stochastic evolution equations, driven by a H\"older continuous function with H\"older exponent in $(1/2,1)$, and with nontrivial multiplicative noise. As a…
We examine the effect of a slowly-varying time-dependent parameter on invasion fronts for which an unstable homogeneous equilibrium is invaded by either another homogeneous state or a spatially periodic state. We first explain and motivate…
We study in this paper a forward-backward-forward dynamical system for solving a mixed variational inequality problem in a real Hilbert space. For the convergence analysis of our proposed system, we apply the Lyapunov analysis to obtain the…
Functional Analysis of Variance (FANOVA) from Hilbert-valued correlated data with spatial rectangular or circular supports is analyzed, when Dirichlet conditions are assumed on the boundary. Specifically, a Hilbert-valued fixed effect model…
A matrix product state formulation of the multiconfiguration time-dependent Hartree (MPS-MCTDH) theory is presented. The Hilbert space that is spanned by the direct products of the phonon degree of freedoms, which is linearly parameterized…
We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…
In some pattern-forming systems, for some parameter values, patterns form with two wavelengths, while for other parameter values, there is only one wavelength. The transition between these can be organised by a codimension-three point at…
In this paper, we introduce an efficient method for computing curves minimizing a variant of the Euler-Mumford elastica energy, with fixed endpoints and tangents at these endpoints, where the bending energy is enhanced with a user defined…
In this paper, we analyze the discrete inf-sup condition and related error estimates for a modified Hilbert transformation as used in the space-time discretization of time-dependent partial differential equations. It turns out that the…
In this paper we study the stochastic evolution equation (1.1) in martingale-type 2 Banach spaces (with the linear part of the drift being only a generator of a C0-semigroup). We prove the existence and the uniqueness of solutions to this…
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its numerical approximation are introduced and analyzed. This model falls into the general framework of infinite dimensional Heston stochastic volatility models of (F.E.…
In this work, we study the dynamics of a spatially heterogeneous single population model with the memory effect and nonlinear boundary condition. By virtue of the implicit function theorem and Lyapunov-Schmidt reduction, spatially…
We extend Howland time-independent formalism to the case of completely positive and trace preserving dynamics of finite dimensional open quantum systems governed by periodic, time dependent Lindbladian in Weak Coupling Limit, expanding our…
We extend the time-dependent variational principle to the setting of dissipative dynamics. This provides a locally optimal (in time) approximation to the dynamics of any Lindblad equation within a given variational manifold of mixed states.…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of functionals of solutions to stochastic differential equations is an important stochastic modeling issue in many applications. In this paper…
Based on forward curves modelled as Hilbert-space valued processes, we analyse the pricing of various options relevant in energy markets. In particular, we connect empirical evidence about energy forward prices known from the literature to…
For a stochastic system, its evolution from one state to another can have a large number of possible paths. Non-uniformity in the field of system variables leads the local dynamics in state transition varies considerably from path to path…