Related papers: A class of locally state-dependent models for forw…
This paper presents a methodology to introduce time-dependent parameters for a wide family of models preserving their analytic tractability. This family includes hybrid models with stochastic volatility, stochastic interest-rates, jumps and…
We present a rigorous framework for the local analysis of canards and slow passages through bifurcations in a wide class of infinite-dimensional dynamical systems with time-scale separation. The framework is applicable to models where an…
We consider a fractional plasticity model based on linear isotropic and kinematic hardening as well as a standard von-Mises yield function, where the flow rule is replaced by a Riesz--Caputo fractional derivative. The resulting mathematical…
Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…
Spatially localized states play an important role in transition to turbulence in shear flows (Kawahara, Uhlmann & van Veen, Annu. Rev. Fluid Mech. 44, 203 (2012)). Despite the fact that some of them are attractors on the separatrix between…
Schroedinger equation on a Hilbert space ${\cal H}$, represents a linear Hamiltonian dynamical system on the space of quantum pure states, the projective Hilbert space $P {\cal H}$. Separable states of a bipartite quantum system form a…
We develop a semi-parametric state-space model for time-series data with latent regime transitions. Classical Markov-switching models use fixed parametric transition functions, such as logistic or probit links, which restrict flexibility…
A recently proposed stochastic hidden variable model for quantum mechanics has been claimed to involve "retrocausality" due to the appearance of equations of motion with future-time boundary conditions. We formulate an equivalent system of…
Spectral properties of the Hamiltonian function which characterizes a trapped ion are investigated. In order to study semiclassical dynamics of trapped ions, coherent state orbits are introduced as sub-manifolds of the quantum state space,…
We study the forward price dynamics in commodity markets realized as a process with values in a Hilbert space of absolutely continuous functions defined by Filipovi\'c. The forward dynamics are defined as the mild solution of a certain…
Many results in stochastic analysis and mathematical finance involve local martingales. However, specific examples of strict local martingales are rare and analytically often rather unhandy. We study local martingales that follow a given…
Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…
We consider a diffusive Coupled Map Lattice (CML) for which the local map is piece-wise affine and has two stable fixed points. By introducing a spatio-temporal coding, we prove the one-to-one correspondence between the set of global orbits…
We derive stability criteria for saddle points of a class of nonsmooth optimization problems in Hilbert spaces arising in PDE-constrained optimization, using metric regularity of infinite-dimensional set-valued mappings. A main ingredient…
Model-free data-driven computational mechanics, first proposed by Kirchdoerfer and Ortiz, replaces phenomenological models with numerical simulations based on sample data sets in strain-stress space. Recent literature extended the approach…
We reformulate Holographic Space-time (HST) Models as Hilbert bundles over the space of time-like geodesics on a background manifold. The background, following Jacobson, is viewed as a hydrodynamic flow, which the quantum model must…
In this paper we propose the time-dependent Hamiltonian form of human biomechanics, as a sequel to our previous work in time-dependent Lagrangian biomechanics [1]. Starting with the Covariant Force Law, we first develop autonomous…
A system of partial differential equations representing stochastic neural fields was recently proposed with the aim of modelling the activity of noisy grid cells when a mammal travels through physical space. The system was rigorously…
In this article we are concerned with the study of the existence and uniqueness of pathwise mild solutions to evolutions equations driven by a H\"older continuous function with H\"older exponent in $(1/3,1/2)$. Our stochastic integral is a…
Regularity properties of solutions for a class of quasi-stationary models in one spatial dimension for stress-modulated growth in the presence of a nutrient field are proven. At a given point in time the configuration of a body after pure…