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We establish a rigorous duality theory, under No Unbounded Profit with Bounded Risk, for an infinite horizon problem of optimal consumption in the presence of an income stream that can terminate randomly at an exponentially distributed…

数理金融 · 定量金融 2021-11-30 Ashley Davey , Michael Monoyios , Harry Zheng

We propose a fully discrete variational scheme for nonlinear evolution equations with gradient flow structure on the space of finite Radon measures on an interval with respect to a generalized version of the Wasserstein distance with…

数值分析 · 数学 2016-09-29 Jonathan Zinsl , Daniel Matthes

We introduce a new version of arithmetic in all finite types which extends the usual versions with primitive notions of extensionality and extensional equality. This new hybrid version allows us to formulate a strong form of extensionality,…

逻辑 · 数学 2023-10-26 Benno van den Berg

We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…

数据结构与算法 · 计算机科学 2022-11-16 Sungjin Im , Benjamin Moseley , Hung Q. Ngo , Kirk Pruhs , Alireza Samadian

We investigate the decidability and computational complexity of (deductive) conservative extensions in fragments of first-order logic (FO), with a focus on the two-variable fragment FO$^2$ and the guarded fragment GF. We prove that…

计算机科学中的逻辑 · 计算机科学 2017-05-30 Jean Christoph Jung , Carsten Lutz , Mauricio Martel , Thomas Schneider , Frank Wolter

A systematic theory of structural limits for finite models has been developed by Nesetril and Ossona de Mendez. It is based on the insight that the collection of finite structures can be embedded, via a map they call the Stone pairing, in a…

计算机科学中的逻辑 · 计算机科学 2023-06-22 Mai Gehrke , Tomáš Jakl , Luca Reggio

The Termination Theorem by Podelski and Rybalchenko states that the reduction relations which are terminating from any initial state are exactly the reduction relations whose transitive closure, restricted to the accessible states, is…

计算机科学中的逻辑 · 计算机科学 2014-07-18 Stefano Berardi , Paulo Oliva , Silvia Steila

The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…

经典分析与常微分方程 · 数学 2015-12-22 Ricardo Almeida

Recent work has established that the trajectory of the Nesterov ODE, a the continuous-time model of Nesterov's accelerated gradient method, exhibits point convergence towards a minimizer of a convex potential. A natural next question is…

最优化与控制 · 数学 2026-04-09 Ernest K. Ryu

A basic result in the elementary theory of continued fractions says that two real numbers share the same tail in their continued fraction expansions iff they belong to the same orbit under the projective action of PGL(2,Z). This result was…

数论 · 数学 2017-09-13 Giovanni Panti

This paper develops a fundamental theory of realizations of linear and group codes on general graphs using elementary group theory, including basic group duality theory. Principal new and extended results include: normal realization…

信息论 · 计算机科学 2014-08-05 G. David Forney

Our first result is a statement of a somewhat general form of a non-substitution theorem for linear programming problems, along with a very easy proof of the same. Subsequently, we provide an easy proof of theorem 1 in a 1979 paper of Olvi…

最优化与控制 · 数学 2025-04-08 Somdeb Lahiri

In this paper, we study Reiter's propositional default logic when the treewidth of a certain graph representation (semi-primal graph) of the input theory is bounded. We establish a dynamic programming algorithm on tree decompositions that…

人工智能 · 计算机科学 2018-01-03 Johannes K. Fichte , Markus Hecher , Irina Schindler

We obtain a generalization of the DeGiorgi Lemma to the infinitely degenerate regime and apply it to obtain continuity of weak solutions to certain infinitely degenerate equations. This reproduces the continuity result obtained in…

偏微分方程分析 · 数学 2019-12-17 Lyudmila Korobenko , Cristian Rios , Eric Sawyer , Ruipeng Shen

Throughout mathematics there are constructions where an object is obtained as a limit of an infinite sequence. Typically, the objects in the sequence improve as the sequence progresses, and the ideal is reached at the limit. I introduce a…

逻辑 · 数学 2025-10-01 Paul Gorbow

We prove that Tietze Extension does not always exist in constructive mathematics if closed sets on which the function we are extending are defined as sequentially closed sets. Firstly, we take a discrete metric space as our topological…

一般拓扑 · 数学 2025-08-19 Shun Ding , Yang Wan , Luofei Wang , Siqi Xiao

We conduct a first fundamental analysis of the working principles of binary differential evolution (BDE), an optimization heuristic for binary decision variables that was derived by Gong and Tuson (2007) from the very successful classic…

神经与进化计算 · 计算机科学 2019-11-06 Benjamin Doerr , Weijie Zheng

We prove an upper bound for the length of an arithmetic progression represented by an irreducible integral binary quadratic form or a norm form, which depends only on the form and the progression's common difference. For quadratic forms,…

数论 · 数学 2019-08-14 Christian Elsholtz , Christopher Frei

A new isoperimetric estimate is proved for embedded closed curves evolving by curve shortening flow, normalized to have total length $2\pi$. The estimate bounds the length of any chord from below in terms of the arc length between its…

微分几何 · 数学 2009-08-20 Ben Andrews , Paul Bryan

We consider two evolution equations involving space fractional Laplace operator of order $0<s<1$. We first establish some existence and uniqueness results for the considered evolution equations. Next, we give some comparison theorems and…

偏微分方程分析 · 数学 2023-03-28 Cyrille Kenne , Gisèle Mophou