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We study financial distributions within the framework of the continuous time random walk (CTRW). We review earlier approaches and present new results related to overnight effects as well as the generalization of the formalism which embodies…

Statistical Mechanics · Physics 2008-12-02 Jaume Masoliver , Miquel Montero , Josep Perello , George H. Weiss

In this paper, we study the Cauchy problem for a generalized cross-coupled Camassa-Holm system with peakons and higher-order nonlinearities. By the transport equation theory and the classical Friedrichs regularization method, we obtain the…

Mathematical Physics · Physics 2016-01-21 Shouming Zhou , Zhijun Qiao , Chunlai Mu

Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in…

Statistical Mechanics · Physics 2015-12-03 Michael Manhart , Willow Kion-Crosby , Alexandre V. Morozov

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

Probability · Mathematics 2025-11-13 Sébastien Ott , Yvan Velenik

This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Examples include identification of the…

Statistics Theory · Mathematics 2010-10-14 Victoria Zinde-Walsh

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in natural world. In the CTRW framework, we take…

Statistical Mechanics · Physics 2018-09-13 Trifce Sandev , Weihua Deng , Pengbo Xu

A key problem in constrained random verification (CRV) concerns generation of input stimuli that result in good coverage of the system's runs in targeted corners of its behavior space. Existing CRV solutions however provide no formal…

Logic in Computer Science · Computer Science 2020-08-18 Supratik Chakraborty , Aditya A. Shrotri , Moshe Y. Vardi

We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…

Data Structures and Algorithms · Computer Science 2017-10-17 Tamal K. Dey , Alfred Rossi , Anastasios Sidiropoulos

This paper derives and analyzes continuous time random walk (CTRW) models in radial flow geometries for the quantification of non-local solute transport induced by heterogeneous flow distributions and by mobile-immobile mass transfer…

Fluid Dynamics · Physics 2016-11-28 Marco Dentz , Peter K. Kang , Tanguy le Borgne

Temporal hypergraphs provide a powerful paradigm for modeling time-dependent, higher-order interactions in complex systems. Representation learning for hypergraphs is essential for extracting patterns of the higher-order interactions that…

Machine Learning · Computer Science 2023-11-07 Ali Behrouz , Farnoosh Hashemi , Sadaf Sadeghian , Margo Seltzer

In this paper, we study the Cauchy problem of the compressible Euler system with strongly singular velocity alignment. We prove the existence and uniqueness of global solutions in critical Besov spaces to the considered system with small…

Analysis of PDEs · Mathematics 2022-07-07 Xiang Bai , Qianyun Miao , Changhui Tan , Liutang Xue

We study the so-called elephant random walk (ERW) which is a non-Markovian discrete-time random walk on $\mathbb{Z}$ with unbounded memory which exhibits a phase transition from diffusive to superdiffusive behaviour. We prove a law of large…

Statistical Mechanics · Physics 2017-06-07 Cristian F. Coletti , Renato Gava , Gunter M. Schütz

We study an evolutionary $p$-Laplace problem whose potential is subject to a translation in time. Provided the trajectory along which the potential is translated admits a sufficiently regular local time, we establish existence of solutions…

Analysis of PDEs · Mathematics 2023-07-24 Florian Bechtold , Jörn Wichmann

The reliable facility location problem (RFLP) is an important research topic of operational research and plays a vital role in the decision-making and management of modern supply chain and logistics. Through solving RFLP, the decision-maker…

Neural and Evolutionary Computing · Computer Science 2020-07-10 Han Zhang , Jialin Liu , Xin Yao

We consider a possible application of the Wa\.zewski topological method to feedback control systems and to more general dynamical systems. We show how this method can be used to prove the impossibility of global stabilization in such…

Optimization and Control · Mathematics 2021-05-03 Ivan Polekhin

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in $\mathbb Z^d$, $d\geq 1$. We show that under proper diffusive scaling the random walk exhibits a non-standard limit behaviour.…

Probability · Mathematics 2017-10-25 Andrey Piatnitski , Elena Zhizhina

We establish pointwise estimates expressed in terms of a nonlinear potential of a generalized Wolff type for $A$-superharmonic functions with nonlinear operator $A:\Omega\times\mathbb{R}^n\to\mathbb{R}^n$ having measurable dependence on the…

Analysis of PDEs · Mathematics 2020-06-26 Iwona Chlebicka , Flavia Giannetti , Anna Zatorska-Goldstein

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy…

Probability · Mathematics 2009-06-25 Mark M. Meerschaert , Erkan Nane , Yimin Xiao

Metaheuristic algorithms are often nature-inspired, and they are becoming very powerful in solving global optimization problems. More than a dozen of major metaheuristic algorithms have been developed over the last three decades, and there…

Optimization and Control · Mathematics 2011-05-19 Xin-She Yang

We consider a certain sequence of random walks. The state space of the n-th random walk is the set of all strict partitions of n (that is, partitions without equal parts). We prove that, as n goes to infinity, these random walks converge to…

Probability · Mathematics 2010-11-16 Leonid Petrov