Related papers: Modeling interest rate dynamics: an infinite-dimen…

Under constant selection, each trait has a fixed fitness, and small mutation rates allow populations to efficiently exploit the optimal trait. Therefore it is reasonable to expect mutation rates will evolve downwards. However, we find this…

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 introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

We study the dynamics about equilibria of an infinite dimension coagulation-fragmentation-death model for the silicosis disease mechanism introduced recently by da Costa, Drmota, and Grinfeld [Modelling silicosis: structure of equilibria,…

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…

Interfaces in two-dimensional systems exhibit unexpected complex dynamical behaviors, the dynamics of a border connecting a stripe pattern and a uniform state is studied. Numerical simulations of a prototype isotropic model, the subcritical…

The paper deals with the mathematical - numerical analysis of the Mandelbrot equation extended by the dynamic continuous term. The possibilities of generation of fractal patterns with the mathematical form, defined in such a manner, were…

We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…

The technique of Pad\'e Approximants, introduced in a previous work, is applied to extended recent data on the distribution of variations of interest rates compiled by the Federal Reserve System in the US. It is shown that new power laws…

We present a dynamic model for forward curves within the Heath-Jarrow-Morton framework under the Musiela parametrization. The forward curves take values in a function space H, and their dynamics follows a stochastic partial differential…

A classic approach in dynamical systems is to use particular geometric structures to deduce statistical properties, for example the existence of invariant measures with stochastic-like behaviour such as large deviations or decay of…

The curvaton paradigm can realise a part of or all the observed curvature perturbation. Based on the stochastic formalism of inflation and closed-form exact distributions therein, the distribution of the curvature perturbation is presented…

Using a well defined soft model glass in the framework of Molecular Dynamics simulations, the inherent structures are probed by means of a recently developed deformation protocol that aims to capture the Dynamical Heterogeneities (DH), as…

We analyse a numerical scheme for a system arising from a novel description of the standard elastic--perfectly plastic response. The elastic--perfectly plastic response is described via rate-type equations that do not make use of the…

We deal with the interest rate model proposed by Schaefer and Schwartz, which models the long rate and the spread, defined as the difference between the short and the long rates. The approximate analytical formula for the bond prices…

We solve time-reversed stochastic inflation in the semi-infinite flat potential with a constant drift term and derive an exact expression for the probability distribution of the curvature fluctuations. It exhibits exponential decaying tails…

We consider an individual or household endowed with an initial capital and an income, modeled as a deterministic process with a continuous drift rate. At first, we model the discounting rate as the price of a zero-coupon bond at zero under…

We study the dynamics of the Internet topology based on the empirical data on the level of the autonomous systems. It is found that the fluctuations occurring in the stochastic process of connecting and disconnecting edges are important…

Twenty five years ago, several authors proposed to describe the forward interest rate curve (FRC) as an elastic string along which idiosyncratic shocks propagate, accounting for the peculiar structure of the return correlation across…

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…