Skip to main content

Research Repository

Advanced Search

All Outputs (213)

Asymptotics of Hankel determinants with a multi-cut regular potential and Fisher-Hartwig singularities (2023)
Journal Article
Charlier, C., Fahs, B., Webb, C., & Wong, M. D. (in press). Asymptotics of Hankel determinants with a multi-cut regular potential and Fisher-Hartwig singularities. Memoirs of the American Mathematical Society,

We obtain large $N$ asymptotics for $N \times N$ Hankel determinants corresponding to non-negative symbols with Fisher-Hartwig (FH) singularities in the multi-cut regime. Our result includes the explicit computation of the multiplicative constant. Mo... Read More about Asymptotics of Hankel determinants with a multi-cut regular potential and Fisher-Hartwig singularities.

Model‐free portfolio theory: A rough path approach (2023)
Journal Article
Allan, A. L., Cuchiero, C., Liu, C., & Prömel, D. J. (2023). Model‐free portfolio theory: A rough path approach. Mathematical Finance, 33(3), 709-765. https://doi.org/10.1111/mafi.12376

Based on a rough path foundation, we develop a model-free approach to stochastic portfolio theory (SPT). Our approach allows to handle significantly more general portfolios compared to previous model-free approaches based on Föllmer integration. With... Read More about Model‐free portfolio theory: A rough path approach.

Well-posedness of mean field games master equations involving non-separable local Hamiltonians (2023)
Journal Article
Ambrose, D. M., & Mészáros, A. R. (2023). Well-posedness of mean field games master equations involving non-separable local Hamiltonians. Transactions of the American Mathematical Society, 376(4), 2481-2523. https://doi.org/10.1090/tran/8760

In this paper we construct short time classical solutions to a class of master equations in the presence of non-degenerate individual noise arising in the theory of mean field games. The considered Hamiltonians are non-separable and local functions o... Read More about Well-posedness of mean field games master equations involving non-separable local Hamiltonians.

Non-equilibrium early-warning signals for critical transitions in ecological systems (2023)
Journal Article
Xu, L., Patterson, D., Levin, S. A., & Wang, J. (2023). Non-equilibrium early-warning signals for critical transitions in ecological systems. Proceedings of the National Academy of Sciences, 120(5), Article e2218663120. https://doi.org/10.1073/pnas.2218663120

Complex systems can exhibit sudden transitions or regime shifts from one stable state to another, typically referred to as critical transitions. It becomes a great challenge to identify a robust warning sufficiently early that action can be taken to... Read More about Non-equilibrium early-warning signals for critical transitions in ecological systems.

Thermal convection in a higher-gradient Navier–Stokes fluid (2023)
Journal Article
Straughan, B. (2023). Thermal convection in a higher-gradient Navier–Stokes fluid. European Physical Journal Plus, 138(60), https://doi.org/10.1140/epjp/s13360-023-03658-2

We discuss models for flow in a class of generalized Navier–Stokes equations. The work concentrates on producing models for thermal convection, analysing these in detail, and deriving critical Rayleigh and wave numbers for the onset of convective flu... Read More about Thermal convection in a higher-gradient Navier–Stokes fluid.

Searches for QCD instantons with forward proton tagging (2023)
Journal Article
Tasevsky, M., Khoze, V., Milne, D., & Ryskin, M. (2023). Searches for QCD instantons with forward proton tagging. The European Physical Journal C, 83, Article 35. https://doi.org/10.1140/epjc/s10052-023-11178-7

We study the possibility to observe heavy (Minst>60 GeV) QCD instantons at the LHC in events with one or two tagged leading protons including fast simulation of detector and pile-up effects. We show that the expected instanton signal in a single-tagg... Read More about Searches for QCD instantons with forward proton tagging.

Concentration-Dependent Domain Evolution in Reaction–Diffusion Systems (2023)
Journal Article
Krause, A. L., Gaffney, E. A., & Walker, B. J. (2023). Concentration-Dependent Domain Evolution in Reaction–Diffusion Systems. Bulletin of Mathematical Biology, 85(14), https://doi.org/10.1007/s11538-022-01115-2

Pattern formation has been extensively studied in the context of evolving (time-dependent) domains in recent years, with domain growth implicated in ameliorating problems of pattern robustness and selection, in addition to more realistic modelling in... Read More about Concentration-Dependent Domain Evolution in Reaction–Diffusion Systems.

Prehabilitation in elective patients undergoing cardiac surgery: a randomised control trial (THE PrEPS TRIAL) – a study protocol (2023)
Journal Article
Akowuah, E., Mathias, A., Bardgett, M., Harrison, S., Kasim, A. S., Loughran, K., …Maier, R. H. (2023). Prehabilitation in elective patients undergoing cardiac surgery: a randomised control trial (THE PrEPS TRIAL) – a study protocol. BMJ Open, 13(1), Article e065992. https://doi.org/10.1136/+bmjopen-2022-065992

Introduction: Prehabilitation prior to surgery has been shown to reduce postoperative complications, reduce length of hospital stay and improve quality of life after cancer and limb reconstruction surgery. However, there are minimal data on the impac... Read More about Prehabilitation in elective patients undergoing cardiac surgery: a randomised control trial (THE PrEPS TRIAL) – a study protocol.

Effect of constitutive law on the erythrocyte membrane response to large strains (2023)
Journal Article
Pepona, M., Gounley, J., & Randles, A. (2023). Effect of constitutive law on the erythrocyte membrane response to large strains. Computers and Mathematics with Applications, 132, 145-160. https://doi.org/10.1016/j.camwa.2022.12.009

Three constitutive laws, that is the Skalak, neo-Hookean and Yeoh laws, commonly employed for describing the erythrocyte membrane mechanics are theoretically analyzed and numerically investigated to assess their accuracy for capturing erythrocyte def... Read More about Effect of constitutive law on the erythrocyte membrane response to large strains.

Comparison of magnetic energy and helicity in coronal jet simulations (2023)
Journal Article
Pariat, E., Wyper, P., & Linan, L. (2023). Comparison of magnetic energy and helicity in coronal jet simulations. Astronomy & Astrophysics, 669, Article A33. https://doi.org/10.1051/0004-6361/202245142

Context. While non-potential (free) magnetic energy is a necessary element of any active phenomenon in the solar corona, its role as a marker of the trigger of the eruptive process remains elusive. Meanwhile, recent analyses of numerical simulations... Read More about Comparison of magnetic energy and helicity in coronal jet simulations.

Regularized joint mixture models (2023)
Journal Article
Perrakis, K., Lartigue, T., Dondelinger, F., & Mukherjee, S. (2023). Regularized joint mixture models. Journal of Machine Learning Research, 24, 1-47

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional differences betw... Read More about Regularized joint mixture models.