相关论文: On the one dimensional Euclidean matching problem:…
We consider the minimum distance projection in the $L_2$-norm from an arbitrary point in an $n$-dimensional, Euclidian space onto the canonical simplex. It is shown that this problem reduces to a univariate problem that can be solved by a…
The relationship between the mean-field approximations in various interacting models of statistical physics and measures of classical and quantum correlations is explored. We present a method that allows us to bound the total amount of…
In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…
This paper studies a variant of the minimum-cost flow problem in a graph with convex cost function where the demands at the vertices are functions depending on a one-dimensional parameter $\lambda$. We devise two algorithmic approaches for…
We analyze combinatorial optimization problems over a pair of random point sets of equal cardinal. Typical examples include the matching of minimal length, the traveling salesperson tour constrained to alternate between points of each set,…
We investigate the complexity and approximability of the budget-constrained minimum cost flow problem, which is an extension of the traditional minimum cost flow problem by a second kind of costs associated with each edge, whose total value…
We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…
The principle of microscopic reversibility says that, in equilibrium, two-time cross-correlations are symmetric under the exchange of observables. Thus, the asymmetry of cross-correlations is a fundamental, measurable, and often-used…
We study the Asymmetric Brownian Energy, a model of heat conduction defined on the one-dimensional finite lattice with open boundaries. The system is shown to be dual to the Symmetric inclusion process with absorbing boundaries. The proof…
Methodology is provided towards the solution of the minimum enclosing ball problem. This problem concerns the determination of the unique spherical surface of smallest radius enclosing a given bounded set in the d-dimensional Euclidean…
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
One of the outstanding problems in the numerical discretization of the Feynman-Kac formula calls for the design of arbitrary-order short-time approximations that are constructed in a stable way, yet only require knowledge of the potential…
There are a number of situations where, when computing prices of financial derivatives using quasi-Monte Carlo (QMC), it turns out to be beneficial to apply an orthogonal transform to the standard normal input variables. Sometimes those…
A method to obtain (approximate) analytical expressions for the radial distribution functions in a multicomponent mixture of additive hard spheres that was recently introduced is used to obtain the direct correlation functions and bridge…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
This paper considers pairs of optimization problems that are defined from a single input and for which it is desired to find a good approximation to either one of the problems. In many instances, it is possible to efficiently find an…
Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that…
The quadratic cycle cover problem is the problem of finding a set of node-disjoint cycles visiting all the nodes such that the total sum of interaction costs between consecutive arcs is minimized. In this paper we study the linearization…
In this paper, we prove sharp estimates for the average cost of the optimal matching problem on the flat 2-torus, using quantitative linearization and the method of trajectories.
Auctions are widely used in exchanges to match buy and sell requests. Once the buyers and sellers place their requests, the exchange determines how these requests are to be matched. The two most popular objectives used while determining the…