We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We ...

A particular class of Partial differential Equations (PDEs) is the hyperbolic conservation laws which play an instrumental role in numerous real life applications such as synchronization of cardiac pacemakers, traffic flow ...

Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g.temperatures and wind and the related financial derivatives. Volterra processes are ...

Internal solitary waves (ISWs) propagating in a stably stratified two‐layer fluid in which the upper boundary condition changes from open water to ice are studied for grease, level, and nilas ice. The ISW‐induced current ...

In this paper we study the Ostrovsky–Hunter equation for the case where the flux function f(x, u) may depend on the spatial variable with certain smoothness. Our main results are that if the flux function is smooth enough ...

We study the equilibrium in the model proposed by Kyle (Econometrica 53(6):1315–1335, 1985) and extended to the continuous-time setting by Back (Rev Financ Stud 5(3):387–409, 1992). The novelty of this paper is that we ...

This paper is devoted to the multivariate estimation of a vector of Poisson means. A novel loss function that penalises bad estimates of each of the parameters and also the sum (or equivalently the mean) of the parameters ...

Principal component analysis (PCA) is often used in anomaly detection and statistical process control tasks. For bivariate normal data, we prove that the minor projection (the least varying projection) of the PCA‐rotated ...

This work introduces a general concept of center for graphs, built on the model of the characteristic set ([12], [14]) of trees. We define it as the set of cycles in a specific directed graph associated with the original ...

We prove a necessary and sufficient condition in terms of the barycenters of a collection of polytopes for existence of coupled Kähler–Einstein metrics on toric Fano manifolds. This confirms the toric case of a coupled ...

Kinetic simulation results are presented to study the response of multi-Needle Langmuir Probes of the type used on many satellites. Simulations of isolated probes are used to parametrize the current collected as a function ...

Atlantic cod (Gadus morhua) is an ecologically important species with a wide‐spread distribution in the North Atlantic Ocean, yet little is known about the diversity of its intestinal microbiome in its natural habitat. No ...

We study vehicular traffic on a road with multiple lanes and dense, unidirectional traffic following the traditional Lighthill--Whitham--Richards model where the velocity in each lane depends only on the density in the ...

Given a free unitary quantum group G = Au(F), with F not a unitary 2-by-2 matrix, we show that the Martin boundary of the dual of G with respect to any G-Gˆ-invariant, irreducible, finite range quantum random walk coincides ...

Columns in sway frames may be divided into laterally ``supporting (bracing) sway columns'', which can resist applied lateral shears, and ``supported (braced) sway columns'', which must have negative shears from the rest ...

Cox’s proportional hazards regression model is the standard method for modelling censored life-time data with covariates. In its standard form, this method relies on a semiparametric proportional hazards structure, leaving ...

Clinical studies of patients with schizophrenia and a history of violence are challenging both from an ethical and practical perspective, and the neurobiological underpinnings remain largely unknown. We here present a ...

We consider a model for flow of liquid and gas in a pipe. We assume that the gas is ideal and that the liquid is incompressible. Under this assumption the resulting system of equations, expressing conservation of mass and ...

We present a new method for performing global redistributions of multidimensional arrays essential to parallel fast Fourier (or similar) transforms. Traditional methods use standard all-to-all collective communication of ...

An elastic sheet that deforms near a solid substrate in a viscous fluid is a situation relevant to various dynamical processes in biology, geophysics, and engineering. Here, we study the relaxation dynamics of an elastic ...

We use a white noise approach to study the problem of optimal insider control of a stochastic delay equation driven by a Brownian motion B and a Poisson random measure N. In particular, we use Hida-Malliavin calculus and ...

The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory; (ii) reflected advanced mean-field backward ...

Two stationary and non-negative processes that are based on continuous-time autoregressive moving average (CARMA) processes are discussed. First, we consider a generalization of Cox–Ingersoll–Ross (CIR) processes. Next, ...

We expand the celebrated Alòs decomposition formula of the call price under the Heston model in a Taylor type series of in nite stochastic terms. This expansion is a di erent representation of a formula given in a recent ...

In this paper we study mean–variance hedging under the -expectation framework. Our analysis is carried out by exploiting the -martingale representation theorem and the related probabilistic tools, in a continuous financial ...

Several cardiovascular diseases are caused from localised abnormal blood flow such as in the case of stenosis or aneurysms. Prevailing theories propose that the development is caused by abnormal wall shear stress in focused ...

This paper studies a duopoly investment model with uncertainty. There are two alternative irreversible investments. The first firm to invest gets a monopoly benefit for a specified period of time. The second firm to invest ...

Mean value interpolation is a method for fitting a smooth function to piecewise-linear data prescribed on the boundary of a polygon of arbitrary shape, and has applications in computer graphics and curve and surface ...

We consider a stochastic hydroelectric power plant management problem in discrete time with arbitrary scenario space. The inflow to the system is some stochastic process, representing the precipitation to each dam. The ...

The Neumann problem of linear elasticity is singular with a kernel formed by the rigid motions of the body. There are several tricks that are commonly used to obtain a nonsingular linear system. However, they often cause ...

The classical maximum principle for optimal stochastic control states that if a control û is optimal, then the corresponding Hamiltonian has a maximum at u=û. The first proofs for this result assumed that the control did ...

Background Using high-dimensional penalized regression we studied genome-wide DNA-methylation in bone biopsies of 80 postmenopausal women in relation to their bone mineral density (BMD). The women showed ...

We develop a theory of crossed products by actions of Hecke pairs (G, Γ), motivated by applications in non-abelian C ∗ -duality. Our approach gives back the usual crossed product construction whenever G/Γ is a group and ...

Let A be an n × n (0, ∗)-matrix, so each entry is 0 or ∗. An A-interval matrix is a (0, 1)-matrix obtained from A by choosing some ∗’s so that in every interval of consecutive ∗’s, in a row or column of A, exactly one ∗ ...

We investigate the Smith Normal Form (SNF) of alternating sign matrices (ASMs) and related matrices of 0’s and 1’s ((0, 1)-matrices). We identify certain classes of ASMs and (0, 1)-matrices whose SNFs are (0, 1)-matrices. ...

In this paper we show that, with respect to the L2 norm, three classes of functions in Hr(0,1) , defined by certain boundary conditions, admit optimal spline spaces of all degrees ≥r−1 , and all these spline spaces ...

We prove some fundamental results like localization, excision, Nisnevich descent, and the regular blow-up formula for the algebraic K-theory of certain stack quotients of schemes with affine group scheme actions. We show ...

Aims To the best of our knowledge, there are no systematic reviews or meta‐analyses that compare rasagiline, selegiline and safinamide. Therefore, we aimed to perform a drug class review comparing all available monoamine ...

In biomedical research, boosting-based regression approaches have gained much attention in the last decade. Their intrinsic variable selection procedure and ability to shrink the estimates of the regression coefficients ...

In this PhD thesis problems of Bayesian model selection and model averaging are addressed in various regression contexts. The approaches developed within the thesis are based on the idea of marginalizing out parameters ...

Given a finite-dimensional Hilbert space H and a collection of operators between its tensor powers satisfying certain properties, we give a short proof of the existence of a compact quantum group G with a fundamental ...

Wave statistical properties and occurrence of extreme and rogue waves in crossing sea states are investigated. Compared to previous studies a more extensive set of crossing sea states are investigated, both with respect ...

We discuss the internal structure of graph products of right LCM semigroups and prove that there is an abundance of examples without property (AR). Thereby we provide the first examples of right LCM semigroups lacking this ...

We introduce a new majorization order for classes (sets) of matrices which generalizes several existing notions of matrix majorization. Roughly, the notion says that every matrix in one class is majorized by some matrix ...

We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein–Uhlenbeck process with Lévy noise and ...

We present a case of seismic reservoir characterization within a multi-source depositional setting. To resolve issues of non-uniqueness between intrinsic reservoir properties and the seismic data, we use a probabilistic ...

Slippery runways represent a significant risk to aircrafts especially during the winter season. In order to apply the appropriate braking action, the pilots need reliable information about the runway conditions. Unfortunately ...

For large multicomponent systems it is typically too costly to monitor the entire system constantly. In the presentpaper we consider a case where a component is unobserved in a time interval [0, T]. The time T is a ...

A simplicial set is said to be non-singular if its non-degenerate simplices are embedded. Let sSet denote the category of simplicial sets. We prove that the full subcategory nsSet whose objects are the non-singular simplicial ...

We model the logarithm of the spot price of electricity with a normal inverse Gaussian (NIG) process and the wind speed and wind power production with two Ornstein–Uhlenbeck processes. In order to reproduce the correlation ...

We prove uniqueness of representations of Nica–Toeplitz algebras associated to product systems of C∗-correspondences over right LCM semigroups by applying our previous abstract uniqueness results developed for C∗-precategories. ...

We study the Whitehead torsion of inertial h-cobordisms, continuing an investigation started in [12]. Of particular interest is a nested sequence of subsets of the Whitehead group, and a number of examples are given to ...

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, ...

The continuous-time version of Kyle [(1985) Continuous auctions and insider trading, Econometrica53 (6), 1315–1335.] developed by Back [(1992) Insider trading in continuous time, The Review of Financial Studies5 (3), ...

The main idea of this paper is to use the notion of buffered failure probability from probabilistic structural design, first introduced by Rockafellar & Royset (2010), to introduce buffered environmental contours. Classical ...

We prove versions of the Suslin and Gabber rigidity theorems in the setting of equivariant pseudo pretheories of smooth schemes over a field with an action of a finite group. Examples include equivariant algebraic K-theory, ...

We prove a Grothendieck–Lefschetz theorem for equivariant Picard groups of non-singular varieties with finite group actions.

We solve affirmatively the homotopy limit problem for (effective) -theory over fields of finite virtual cohomological dimension. Our solution uses the motivic slice filtration and the first motivic Hopf map.

Powersum varieties, also called varieties of sums of powers, have provided examples of interesting relations between varieties since their first appearance in the 19th century. One of the most useful tools to study them ...

We propose a space–time discontinuous Galerkin (DG) method to approximate multi-dimensional non-conservative hyperbolic systems. The scheme is based on a particular choice of interface fluctuations. The key difference with ...

Extreme wave statistics of unidirectional and counter-propagating seas are investigated, for the special case of long-crested irregular waves, with laboratory experiments and with numerical simulations using the higher ...

The potential and density wake behind a finite-sized object in a magnetized collisionless plasma flow is studied with self-consistent numerical simulations. With increasing magnetization of the plasma, the standard picture ...

We study optimal control for mean-field stochastic partial differential equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in case of partial information ...

Wave impact on a vertical wall has been investigated in a physical and numerical wave tank. Two different impact phenomena were explored. A flip-through, where the front face of the wave was moving rapidly vertical due to ...

If a number of candidate variables are available, variable selection is a key task aiming to identify those candidates which influence the outcome of interest. Methods as backward elimination, forward selection, etc. are ...

We investigate the effect of waves on the airflow in horizontal two-phase pipe flow. Velocity fields in the gaseous phase were acquired by particle image velocimetry (PIV), while interfacial elevation was measured with ...

We introduce and study a special class of ideals, called tropical ideals, in the semiring of tropical polynomials, with the goal of developing a useful and solid algebraic foundation for tropical geometry. The class of ...

We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein–Uhlenbeck process with itself. The ...

The paper addresses projected changes of wave climate in the North Atlantic and their impact on the safe design of ships, with a particular focus given on associated uncertainties. The Fifth Assessment Report of the ...

We derive and study a Lax–Friedrichs-type finite volume method for a large class of nonlocal continuity equations in multiple dimensions. We prove that the method converges weakly to the measure-valued solution and converges ...

We study how the geometry of a projective variety X is reflected in the positivity properties of the diagonal ΔX considered as a cycle on X×X. We analyze when the diagonal is big, when it is nef, and when it is rigid. In ...

On reduced twisted group C*-algebras that are simple and/or have a unique trace

We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong solutions is mainly based on a compactness ...

We approximate smooth maps defined on non-compact totally real manifolds by holomorphic automorphisms of Cn.