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In this paper, we propose a price staleness factor model that accounts for pervasive market friction across assets and incorporates relevant covariates. Using large-panel high-frequency data, we derive the maximum likelihood estimators of…

统计理论 · 数学 2026-04-07 Xinbing Kong , Bin Wu , Wuyi Ye

We examine the equilibrium and stability of an elastocapillary system to model drying-induced structural failures. The model comprises a circular elastic membrane with a hole at the center that is deformed by the capillary pressure of…

软凝聚态物质 · 物理学 2015-05-28 Amir Akbari , Reghan J. Hill , Theo G. M. van de Ven

The stability of the system comprising the cold immobile Lorentz plasma of density $N_e$ and the directed nonrelativistic (velocity $\vec{V}$) electronic beam of a small density $N'_e << N_e$ is investigated. The instability increment of…

等离子体物理 · 物理学 2015-10-13 Iogann Tolbatov

We investigate the dynamical stability and phase transition behavior in a holographic superfluid model incorporating higher-order self-interaction terms $\lambda |\psi|^4$, $\tau|\psi|^6$, and a non-minimal coupling…

广义相对论与量子宇宙学 · 物理学 2026-04-02 Zi-Qiang Zhao , Mei-Ling Yan , Zhang-Yu Nie , Jing-Fei Zhang , Xin Zhang

We consider the one-dimensional Schroedinger equation on a ring, with the cubic term, of either self-attractive or repulsive sign, confined to a narrow segment. This setting can be realized in optics and Bose-Einstein condensates. For the…

光学 · 物理学 2018-11-14 Elad Shamriz , Boris A. Malomed

In this manuscript we consider the stability of periodic solutions to Lambda-Omega lattice dynamical systems. In particular, we show that an appropriate ansatz casts the lattice dynamical system as an infinite-dimensional fast-slow…

动力系统 · 数学 2020-06-02 Jason J. Bramburger

This paper provides a comprehensive analysis of stability and long-time behaviour of a coupled system constituted by two rigid bodies separated by a thin layer of lubricant. We show that permanent rotations of the whole system, with the…

动力系统 · 数学 2023-08-08 Evan Arsenault , Giusy Mazzone

In this paper we study a class of \emph{self-consistent dynamical systems}, self-consistent in the sense that the discrete time dynamics is different in each step depending on current statistics. The general framework admits popular…

动力系统 · 数学 2022-09-22 Fanni M. Sélley

A free boundary problem modeling a microelectromechanical system (MEMS) consisting of a fixed ground plate and a deformable top plate is considered, the plates being held at different electrostatic potentials. It couples a second order…

偏微分方程分析 · 数学 2016-12-20 Philippe Laurençot , Christoph Walker

A method is provided to compute the parameter exponent $\lambda$ yielding the dynamic exponents of critical slowing down in mode coupling theory. It is independent from the dynamic approach and based on the formulation of an effective…

无序系统与神经网络 · 物理学 2012-03-06 F. Caltagirone , U. Ferrari , L. Leuzzi , G. Parisi , F. Ricci-Tersenghi , T. Rizzo

We investigate a kinetic model of a system in contact with several thermal reservoirs at different temperatures $T_\alpha$. Our system is a spatially uniform dilute gas whose internal dynamics is described by the nonlinear Boltzmann…

数学物理 · 物理学 2014-06-17 Eric A. Carlen , Joel L. Lebowitz , Clement Mouhot

The elastic energy of mixing for multi-component solid solutions is derived by generalizing Eshelby's sphere-in-hole model for binary alloys. By surveying the dependence of the elastic energy on chemical composition and lattice misfit, we…

材料科学 · 物理学 2021-09-01 Reza Darvishi Kamachali , Lei Wang

The Fermi-Pasta-Ulam $\alpha$-model of harmonic oscillators with cubic anharmonic interactions is studied from a statistical mechanical point of view. Systems of N= 32 to 128 oscillators appear to be large enough to suggest statistical…

chao-dyn · 物理学 2009-10-28 Lapo Casetti , Monica Cerruti-Sola , Marco Pettini , E. G. D. Cohen

We propose a novel type of ergostats and thermostats for molecular dynamics simulations. A general class of active particle swarm models is considered, where any specific total energy (alternatively any specific temperature) can be provided…

统计力学 · 物理学 2016-11-15 Helmuth Huffel , Sasa Ilijic

It is shown, that the saturated $\alpha$-effect taken from the nonlinear dynamo equations for the thin disk can still produce exponentially growing magnetic field in the case, when this field does not feed back on the $\alpha$. For negative…

流体动力学 · 物理学 2015-05-18 M. Reshetnyak

In this study, we consider a spring-block system that approximates a $d$-dimensional linear elastic body, where $d=2$ or $d=3$. We derive a $d\times d$ matrix as the spring constant using the P1 finite element method with a triangular mesh…

数值分析 · 数学 2025-09-15 Oussama Ounissi , Masato Kimura , Hirofumi Notsu

In this paper we investigate the dynamical behavior of an interface or polymer, in interaction with a distant attractive substrate. The interface is modeled by the graph of a nearest neighbor path with non-negative integer coordinates, and…

概率论 · 数学 2014-01-06 Hubert Lacoin , Augusto Teixeira

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

最优化与控制 · 数学 2013-08-12 Péter Koltai , Alexander Volf

In a previous paper we have shown that the function \Gamma(M, EOS)=\alpha\beta_{GR}/\Lambda^{0.9}(R) is constant (~ 0.4) for pre main-sequence stars (PMS), white dwarfs (WD) and for some neutron star (NS) models, where \alpha_{GR} and…

高能天体物理现象 · 物理学 2013-06-04 Antonio Claret , Matthias Hempel

We have previously introduced the parameter `alpha' as an indicator of stability to m=2 nonaxisymmetric modes in rotating, self-gravitating, axisymmetric, gaseous and stellar systems. This parameter can be written as a function of the total…

天体物理学 · 物理学 2016-08-30 D. M. Christodoulou , I. Shlosman , J. E. Tohline