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This paper considers general term structure models like the ones appearing in portfolio credit risk modelling or life insurance. We give a general model starting from families of forward rates driven by infinitely many Brownian motions and…

Pricing of Securities · Quantitative Finance 2013-06-27 Stefan Tappe , Thorsten Schmidt

Stickiness is a well known phenomenon in which chaotic orbits expend an expressive amount of time in specific regions of the chaotic sea. This phenomenon becomes important when dealing with area-preserving open systems because, in this…

Chaotic Dynamics · Physics 2021-01-12 Vitor M. de Oliveira , David Ciro , Iberê L. Caldas

We describe a model of inelastic and elastic collisional dynamics of atoms in an optical dipole trap that utilizes numerical evaluation of statistical mechanical quantities and numerical solution of equations for the evolution of number and…

At any moment in time, evolution is faced with a formidable challenge: refining the already highly optimised design of biological species, a feat accomplished through all preceding generations. In such a scenario, the impact of random…

Populations and Evolution · Quantitative Biology 2024-02-20 Alessandro Fontana , Marios Kyriazis

We show that Wise's power alternative is stable under certain group constructions, use this to prove the power alternative for new classes of groups, and recover known results from a unified perspective. For groups acting on trees, we…

Group Theory · Mathematics 2025-12-03 Mark Hagen , Alexandre Martin , Giovanni Sartori

In this article, we introduce an exponential for tropical matrices and show that this series is essential for the analysis of certain kinds of stability in discrete event dynamic systems. A notion of a generalised eigenvector is introduced…

Rings and Algebras · Mathematics 2024-07-30 Askar Ali M , Himadri Mukherjee

We consider the genealogy tree for a critical branching process conditioned on non-extinction. We enumerate vertices in each generation of the tree so that for each two generations one can define a monotone map describing the…

Probability · Mathematics 2010-08-27 Yuri Bakhtin

Degeneration and adaptation are two competing sides of the same coin called resilience in the progressive processes of brain aging or diseases. Degeneration accumulates during brain aging and other cerebral activities, causing structural…

We give a short overview on our work on ancestral lineages in spatial population models with local regulation. We explain how an ancestral lineage can be interpreted as a random walk in a dynamic random environment. Defining regeneration…

Probability · Mathematics 2021-07-22 Matthias Birkner , Nina Gantert

We analyze the coherent dynamics of excitons in three dimensional topologically disordered networks with traps. If the interactions between the nodes of the network are long ranged, i.e., algebraically decaying as a function of the distance…

Quantum Physics · Physics 2010-02-04 Oliver Muelken , Alexander Blumen

Subsystem symmetries are intermediate between global and gauge symmetries. One can treat these symmetries either like global symmetries that act on subregions of a system, or gauge symmetries that act on the regions transverse to the…

Strongly Correlated Electrons · Physics 2020-05-27 Julian May-Mann , Taylor L. Hughes

Complex systems, in many different scientific sectors, show coarse-grain properties with simple growth laws with respect to fundamental microscopic algorithms. We propose a classification scheme of growth laws which includes human aging,…

Biological Physics · Physics 2012-07-17 P. Castorina , P. Blanchard

Random tensor models for a generic complex tensor generalize matrix models in arbitrary dimensions and yield a theory of random geometries. They support a 1/N expansion dominated by graphs of spherical topology. Their Schwinger Dyson…

High Energy Physics - Theory · Physics 2015-06-04 Razvan Gurau

The logarithm of the number of Eulerian orientations, normalised by the number of vertices, is known as the residual entropy in studies of ice-type models on graphs. The spanning tree entropy depends similarly on the number of spanning…

Combinatorics · Mathematics 2025-03-07 Mikhail Isaev , Brendan D. McKay , Rui-Ray Zhang

Recent work has proven the existence of extreme inbreeding in a European ancestry sample taken from the contemporary UK population \cite{nature_01}. This result brings our attention again to a math problem related to inbreeding family trees…

Populations and Evolution · Quantitative Biology 2021-09-08 C. Jarne , F A. Gómez Albarracín , M. Caruso

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

The classical matrix tree theorem relates the number of spanning trees of a connected graph with the product of the nonzero eigenvalues of its Laplacian matrix. The class of regular matroids generalizes that of graphical matroids, and a…

Combinatorics · Mathematics 2014-05-12 Aaron Dall , Julian Pfeifle

Human aging is a process controlled by both genetics and environment. Many studies have been conducted to identify a subset of genes related to aging from the human genome. Biologists implicitly categorize age-related genes into genes that…

Genomics · Quantitative Biology 2023-11-17 Salman Mohamadi , Donald A. Adjeroh

Motivated by recent problems in mathematical cosmology, in which temporal averaging methods are applied in order to analyze the future asymptotics of models which exhibit oscillatory behavior, we provide a theorem concerning the large-time…

Dynamical Systems · Mathematics 2021-03-03 David Fajman , Gernot Heißel , Jin Woo Jang

We study pattern-forming dissipative systems in growing domains. We characterize classes of boundary conditions that allow for defect-free growth and derive universal scaling laws for the wavenumber in the bulk of the domain. Scalings are…

Pattern Formation and Solitons · Physics 2016-09-07 Ryan Goh , Rajendra Beekie , Daniel Matthias , Joshua Nunley , Arnd Scheel
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