Related papers: A class of locally state-dependent models for forw…
The Heston stochastic volatility model is a standard model for valuing financial derivatives, since it can be calibrated using semi-analytical formulas and captures the most basic structure of the market for financial derivatives with…
A model for the prediction of functional time series is introduced, where observations are assumed to be continuous random functions. We model the dependence of the data with a nonstandard autoregressive structure, motivated in terms of the…
The models studied in the steady state involve two queues which are served either by a single server whose speed depends on the number of jobs present, or by several parallel servers whose number may be controlled dynamically. Job service…
Spatially extended patterns and multistability of possible different states is common in many ecosystems, and their combination has an important impact on their dynamical behaviours. One potential combination involves tristability between a…
We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight H\"older-behavior for this operation under minimal assumptions. Our…
In this paper we aim at presenting a concise but also comprehensive study of time-dependent (tdependent) Hamiltonian dynamics on a locally conformal symplectic (lcs) manifold. We present a generalized geometric theory of canonical…
A general method for deriving closed reduced models of Hamiltonian dynamical systems is developed using techniques from optimization and statistical estimation. As in standard projection operator methods, a set of resolved variables is…
We propose a variational approach to the dynamics of the Bose-Hubbard model beyond the mean field approximation. To develop a numerical scheme, we use a discrete overcomplete set of Glauber coherent states and its connection to the…
The passive conserved Swift-Hohenberg equation (or phase-field-crystal [PFC] model) corresponds to a gradient dynamics for a single order parameter field related to density. It provides a simple microscopic description of the thermodynamic…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
We introduce a geometrical framework to construct a large class of time-dependent quantum systems, in which the position of a classical particle moving autonomously on a smooth connected manifold is used to steer a quantum Hamiltonian over…
Many biological processes are supported by special molecules, called motor proteins or molecular motors, that transport cellular cargoes along linear protein filaments and can reversibly associate to their tracks. Stimulated by these…
We derive necessary conditions for locally optimal shapes of a design problem governed by a non-smooth PDE. The main particularity of the state system is the lack of differentiability of the nonlinearity. We work in the framework of the…
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…
This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…
Partial differential equations with discrete (concentrated) state-dependent delays are studied. The existence and uniqueness of solutions with initial data from a wider linear space is proven first and then a subset of the space of…
Front dynamics modeled by a reaction-diffusion equation are studied under the influence of spatio-temporal structured noises. An effective deterministic model is analytical derived where the noise parameters, intensity, correlation time and…
Here we develop some basic analytic tools to study compactness properties of $J$-curves (i.e. pseudo-holomorphic curves) when regarded as submanifolds. Incorporating techniques from the theory of minimal surfaces, we derive an inhomogeneous…
Hughston has recently proposed a stochastic extension of the Schr\"odinger equation, expressed as a stochastic differential equation on projective Hilbert space. We derive new projective Hilbert space identities, which we use to give a…
We have developed a formalism to get the time evolution of the eigen states of Rindler Hamiltonian in momentum space. We have shown the difficulties with characteristic curves, and re-cast the time evolution equations in the form of…