Related papers: Branched harmonic majorants: representations for m…
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…
We give an explicit construction of the scaling limit of the minimum spanning tree of the complete graph. The limit object is described using a recursive construction involving the convex minorants of a Brownian motion with parabolic drift…
Dimensional regularization of Euclidean momentum space integrals is a highly successful technique in renormalization of quantum field theories. While it yields a straightforward algorithmic method, with which to evaluate diagrams beyond…
We study the propagation, observation and control properties of the 1-d wave equation on a bounded interval discretized in space using the quadratic classical finite element approximation. A careful Fourier analysis of the discrete wave…
We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…
The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…
We prove new monogamy of entanglement bounds for two-local qudit Hamiltonians of rank-one projectors without one-local terms. In particular, we certify the maximum energy in terms of the maximum matching of the underlying interaction graph…
A new family of maximal supergravities in four dimensions, involving gaugings of the trombone scaling symmetry, has been recently introduced. Using exceptional generalised geometry, we show some supergravities in this class to arise by…
We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
In the paper we investigate statistical and topological properties of fractional Brownian polymer chains, equipped with the short-range volume interactions. The attention is paid to statistical properties of collapsed conformations with the…
In two phase materials, each phase having a non-local response in time, it has been found that for some driving fields the response somehow untangles at specific times, and allows one to directly infer useful information about the geometry…
In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…
The N = 2, 4 superconformal symmetry constraints in d = 4 for four point functions of chiral primary 1/2-BPS operators are derived. The operators are described by symmetric traceless tensors of the internal R-symmetry group. A substantial…
We adapt ideas and concepts developed in optimal transport (and its martingale variant) to give a geometric description of optimal stopping times of Brownian motion subject to the constraint that the distribution of the stopping time is a…
An important aspect of the recently introduced transient uncoupling scheme is that it induces synchronization for large values of coupling strength at which the coupled chaotic systems resist synchronization when continu- ously coupled.…
We study the maximally supersymmetric Yang-Mills theory on $S^d$ using supersymmetric localisation and holography. We argue that the analytic continuation in dimension to $d=1$ yields a Euclidean version of the BMN matrix quantum mechanics.…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
A new family of $D=4$ $\mathcal{N}=8$ gauged supergravities is introduced, consisting in a mixture of Scherk-Schwarz and dyonic CSO gaugings that involves the trombone scaling symmetry. A specific theory in this class is shown to admit…
We present a computational framework for solving the equations of inviscid gas dynamics using structured grids with embedded geometries. The novelty of the proposed approach is the use of high-order discontinuous Galerkin (dG) schemes and a…