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We consider portfolio selection when decisions based on a dynamic risk measure are affected by the use of a moving horizon, and the possible inconsistencies that this creates. By giving a formal treatment of time consistency which is…

Risk Management · Quantitative Finance 2010-07-12 Samuel N. Cohen , Robert J. Elliott

Two coupled two-level systems placed under external time-dependent magnetic fields are modeled by a general Hamiltonian endowed with a symmetry that enables us to reduce the total dynamics into two independent two-dimensional sub-dynamics.…

Quantum Physics · Physics 2016-09-20 R. Grimaudo , A. Messina , H. Nakazato

Invariant sets define regions of the state space where system constraints are always satisfied. The majority of numerical techniques for computing invariant sets have been developed for discrete-time systems with a fixed sampling time.…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Spencer Schutz , Charlott Vallon , Ben Recht , Francesco Borrelli

This work is devoted to the study of two-scale gradient Young measures naturally arising in nonlinear elasticity homogenization problems. Precisely, a characterization of this class of measures is derived and an integral representation…

Analysis of PDEs · Mathematics 2013-10-31 Jean-Francois Babadjian , Margarida Baia , Pedro M. Santos

Biological systems are typically highly open, non-equilibrium systems that are very challenging to understand from a statistical mechanics perspective. While statistical treatments of evolutionary biological systems have a long and rich…

Populations and Evolution · Quantitative Biology 2018-08-21 Hamid-Reza Rastegar-Sedehi , Chandrashekar Radhakrishnan , Samer Intissar Nehme , Liev Birman , Paula Velasquez , Tim Byrnes

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

The notion of a complete type can be generalized in a natural manner to allow assigning a value in an arbitrary Boolean algebra B to each formula. We show some basic results regarding the effect of the properties of B on the behavior of…

Logic · Mathematics 2022-01-19 Itay Kaplan , Ori Segel , Saharon Shelah

We introduce the concept of dissipative measure-valued solution to the complete Euler system describing the motion of an inviscid compressible fluid. These solutions are characterized by a parameterized (Young) measure and a dissipation…

Analysis of PDEs · Mathematics 2017-02-17 Jan Brezina , Eduard Feireisl

We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…

Statistical Mechanics · Physics 2019-03-05 Trifce Sandev , Ralf Metzler , Aleksei Chechkin

A practical way to deal with the problem of time in quantum cosmology and quantum gravity is proposed. The main tool is effective equations, which mainly restrict explicit considerations to semiclassical regimes but have the crucial…

General Relativity and Quantum Cosmology · Physics 2011-07-20 Martin Bojowald , Philipp A Hoehn , Artur Tsobanjan

In this article, we consider abstract linear conservative systems and their time-discrete counterparts. Our main result is a representation formula expressing solutions of the continuous model through the solution of the corresponding…

Analysis of PDEs · Mathematics 2013-04-30 Sylvain Ervedoza , Enrique Zuazua

Machine learning traditionally assumes that the training and testing data are distributed independently and identically. However, in many real-world settings, the data distribution can shift over time, leading to poor generalization of…

Machine Learning · Computer Science 2024-02-19 Sepidehsadat Hosseini , Mengyao Zhai , Hossein Hajimirsadegh , Frederick Tung

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Populations and Evolution · Quantitative Biology 2013-05-30 Jacek Miekisz

This paper first establishes a strong law of large numbers and a strong invariance principle for forward and backward sums of near-epoch dependent sequences. Using these limiting theorems, we develop a general asymptotic theory on the Wald…

Statistics Theory · Mathematics 2007-08-22 Shiqing Ling

An extended version of the BPS Skyrme model that admits time-dependent solutions is discussed. Initially, by introducing a power law at the original potential term of the BPS Skyrme model the existence, stability and structure of the…

High Energy Physics - Theory · Physics 2016-02-01 Theodora Ioannidou , Arpad Lukacs

Motivated by a recent model for elasto-plastic evolutions that are driven by the flow of dislocations, this work develops a theory of space-time integral currents with bounded variation in time, which enables a natural variational approach…

Analysis of PDEs · Mathematics 2022-10-26 Filip Rindler

We propose a novel and unified framework for change-point estimation in multivariate time series. The proposed method is fully nonparametric, enjoys effortless tuning and is robust to temporal dependence. One salient and distinct feature of…

Methodology · Statistics 2022-09-12 Zifeng Zhao , Feiyu Jiang , Xiaofeng Shao

We consider the problem of sequentially testing for changes in the mean parameter of a time series, compared to a benchmark period. Most tests in the literature focus on the null hypothesis of a constant mean versus the alternative of a…

Methodology · Statistics 2025-09-23 Patrick Bastian , Tim Kutta , Rupsa Basu , Holger Dette

Hybrid classical-quantum systems are of interest in numerous fields, from quantum chemistry to quantum information science. A fully quantum effective description of them is straightforward to formulate when the classical subsystem is…

Quantum Physics · Physics 2025-01-06 S. Camalet

Standard dynamical systems theory is centred around the coordinate-invariant asymptotic-time properties of autonomous systems. We identify three limitations of this approach. Firstly, we discuss how the traditional approach cannot take into…

Adaptation and Self-Organizing Systems · Physics 2018-10-10 Julian Newman , Maxime Lucas , Aneta Stefanovska
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