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This paper is concerned with a linear quadratic stochastic Stackelberg differential game with time delay. The model is general, in which the state delay and the control delay both appear in the state equation, moreover, they both enter into…

Optimization and Control · Mathematics 2020-12-29 Weijun Meng , Jingtao Shi

In this paper the bootstrap conditions that follow from the general postulates of effective scattering theory (EST) are checked in the strange sector. We construct the system of tree level bootstrap constraints for the renormalization…

High Energy Physics - Phenomenology · Physics 2015-06-15 K. Semenov-Tian-Shansky , V. Vereshagin

Electronic states with fractional spins arise in systems with large static correlation (strongly correlated systems). Such fractional-spin states are shown to be ensembles of degenerate ground states with normal spins. It is proven here…

Other Condensed Matter · Physics 2009-11-13 Aron J. Cohen , Paula Mori-Sánchez , Weitao Yang

Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…

Probability · Mathematics 2012-03-07 Ehsan Azmoodeh , Esko Valkeila

In this work we investigate theoretical and computational aspects of novel lattice fermion formulations for the simulation of lattice gauge theories. The lattice approach to quantum gauge theories is an important tool for studying quantum…

High Energy Physics - Lattice · Physics 2017-03-21 Christian Zielinski

Combining analytical and numerical methods, we study within the framework of the homogeneous non-linear Boltzmann equation, a broad class of models relevant for the dynamics of dissipative fluids, including granular gases. We use the new…

Statistical Mechanics · Physics 2007-09-23 E. Trizac , A. Barrat , M. H. Ernst

Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…

Systems and Control · Electrical Eng. & Systems 2021-06-03 Michael Ruderman

We show how a strongly coupled lattice theory consisting of just fermions and gauge fields can exhibit a dynamical Higgs mechanism through the formation of a gauge invariant four fermion condensate. Furthermore, we argue that the resultant…

High Energy Physics - Lattice · Physics 2013-11-19 Simon Catterall , Aarti Veernala

The aim of this paper is to study an optimal stopping problem for dynamic risk measures induced by backward stochastic differential equations with jumps and delayed generator. Firstly, we connect the value function of this problem to…

Probability · Mathematics 2021-10-06 Tuo Navegue , Auguste Aman

A game theoretic distributed decision making approach is presented for the problem of control effort allocation in a robotic team based on a novel variant of fictitious play. The proposed learning process allows the robots to accomplish…

Multiagent Systems · Computer Science 2016-11-18 Michalis Smyrnakis , Sandor M. Veres

Random flights (also called run-and-tumble walks or transport processes) represent finite velocity random motions changing direction at any Poissonian time. These models in d-dimension, can be studied giving a general formulation of the…

Statistical Mechanics · Physics 2024-10-16 Luca Angelani , Alessandro De Gregorio , Roberto Garra , Francesco Iafrate

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We study $ \text{T}\overline{\text{T}} $ deformations of chiral bosons using the formalism due to Sen. For arbitrary numbers of left- and right-chiral bosons, we find that the $ \text{T}\overline{\text{T}} $-deformed Lagrangian can be…

High Energy Physics - Theory · Physics 2021-02-16 Subhroneel Chakrabarti , Divyanshu Gupta , Arkajyoti Manna , Madhusudhan Raman

We describe some scaling issues that arise when using lattice Boltzmann methods to simulate binary fluid mixtures -- both in the presence and in the absence of colloidal particles. Two types of scaling problem arise: physical and…

Soft Condensed Matter · Physics 2009-11-10 M. E. Cates , J. -C. Desplat , P. Stansell , A. J. Wagner , K. Stratford , R. Adhikari , I. Pagonabarraga

In this article, we study fluctuations of the volume of a stable sausage defined via a $d$-dimensional rotationally invariant $\alpha$-stable process. As the main results, we establish a functional central limit theorem (in the case when…

Probability · Mathematics 2020-12-15 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…

Probability · Mathematics 2021-09-17 Mikko S. Pakkanen , Riccardo Passeggeri , Orimar Sauri , Almut E. D. Veraart

Many well-known theorems establish sufficient criteria for linearizability of a vector field in terms of the eigenvalues of its linear approximation. By attaching weights to coordinates so that some directions are considered "linear",…

Differential Geometry · Mathematics 2026-05-14 Arthur Lei Qiu

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…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

We study, numerically and analytically, the forced transport of deformable containers through a narrow constriction. Our central aim is to quantify the competition between the constriction geometry and the active forcing, regulating whether…

Soft Condensed Matter · Physics 2015-02-10 Remy Kusters , Thijs van der Heijden , Badr Kaoui , Jens Harting , Cornelis Storm

In this article, we prove the existence of optimal risk-sensitive control with state constraints. We use near monotone assumption on the running cost to prove the existence of optimal risk-sensitive control.

Optimization and Control · Mathematics 2017-01-06 Sunil Kumar Gauttam , K. Suresh Kumar , Chandan Pal
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