Results 91 to 100 of about 3,605 (210)

Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states

Scientific Reports, 2017
Stochastic motion on the surface of living cells is critical to promote molecular encounters that are necessary for multiple cellular processes. Often the complexity of the cell membranes leads to anomalous diffusion, which under certain conditions it is
Aleksander Weron, Krzysztof Burnecki, Elizabeth J. Akin, Laura Solé, Michał Balcerek, Michael M. Tamkun, Diego Krapf   +6 more
doaj   +1 more source

Tackling nonlinear price impact with linear strategies

Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.
Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann, David Itkin, Johannes Muhle‐Karbe, Peter Schmidt   +3 more
wiley   +1 more source

Evolutionary computation with simulated annealing: conditions for optimal equilibrium distribution

Journal of Computer Science and Technology, 2005
In this paper a thermodynamic approach is presented to the problem of convergence of evolutionary algorithms. The case of the Simulated Annealing algorithm for optimisation is considered as a simple evolution strategy with a control parameter allowing ...
Enrique C. Segura
doaj  

Superposition Enhanced Nested Sampling

Physical Review X, 2014
The theoretical analysis of many problems in physics, astronomy, and applied mathematics requires an efficient numerical exploration of multimodal parameter spaces that exhibit broken ergodicity.
Stefano Martiniani, Jacob D. Stevenson, David J. Wales, Daan Frenkel   +3 more
doaj   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Bounded exponential sums with multiplicative coefficients

Mathematika, Volume 72, Issue 4, October 2026.
Abstract We investigate when the exponential sum Sf(x,α):=∑n⩽xf(n)e(nα)$S_f(x,\alpha) := \sum _{n\leqslant x}f(n)\mathrm{e}(n\alpha)$ is bounded, for a multiplicative function f$f$ and α∈R$\alpha \in \mathbb {R}$. We show that under natural assumptions, Sf(x,α)$S_f(x,\alpha)$ is bounded only when f$f$ is very close to a twisted Dirichlet character χ(n ...
Péa Bazin, Ihor Pylaiev, Fred Tyrrell
wiley   +1 more source

Moment‐to‐Moment Dynamics of Foreign Language Enjoyment: An Idiodynamic Study of Conversational Topics Among Young Language Learners

European Journal of Education, Volume 61, Issue 3, September 2026.
ABSTRACT Foreign Language Enjoyment has received increasing attention in second language acquisition due to its role in fostering engagement and communication. Although previous research has often treated enjoyment as a relatively stable trait, perspectives informed by Complex Dynamic Systems Theory (CDST) suggest that emotions are dynamic, non‐ergodic,
Mojdeh Shahnama, Soheila Vafaei Ghahremanloo, Sahar Zahed Alavi, Zainab Abolfazli, Majid Elahi Shirvan   +4 more
wiley   +1 more source

Development of a Constructive Method for Verification of Ergodicity and Calculation of the Stationary Distribution of Quasi-Birth-And-Death Processes with Spatially Inhomogeneous Transitions

Mathematics
The problem of verifying ergodicity and calculating the stationary distribution for continuous-time multidimensional Markov chains with a block tridiagonal generator (Quasi-Birth-and-Death (QBD) processes) is investigated.
Sergei A. Dudin, Alexander N. Dudin, Olga S. Dudina   +2 more
doaj   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

Comparison of Seismic Performance Assessment Using Observed or Simulated Ground Motions in Seismic Hazard Analysis and Ground Motion Selection

Earthquake Engineering &Structural Dynamics, Volume 55, Issue 10, Page 2449-2465, August 2026.
ABSTRACT This paper illustrates opportunities for the use of simulated ground motions in seismic performance assessment – from seismic hazard, ground‐motion selection, response history analysis, and seismic demand hazard calculation. The illustration is through a comparative analysis with the conventional alternative of observed ground motions.
Vahid Loghman, Brendon A. Bradley, Claudio Schill   +2 more
wiley   +1 more source