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This article shows that portfolio constraints can give rise to rational asset pricing bubbles in equilibrium even if there are unconstrained agents in the economy who can benefit from the induced limited arbitrage opportunities. Furthermore, it is shown th ...
In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite dimensional rela ...
The objective of this PhD thesis is the translation of, and the mathematical commentary on, a 16th-century Latin book. Its author, Diego Palomino is not well known. With a background in theology, he was a prior. In order to obtain his PhD at the University ...
Particle Swarm Optimization is a simple and elegant optimization algorithm used to solve a large variety of different real-valued problems. When it comes to solving combinations of continuous and discrete problems however, PSO by itself is not very well su ...
Analytical determination of safety in glass structures often uses oversimplified resistance criteria or fully probabilistic models which require special software to numerically solve the complex equations. Due to computation cost and remaining uncertainty ...
This article proposes a numerical model for microfluidic two-phase flows in flat channels, also called Hele-Shaw cells. The initially three-dimensional problem is simplified to two-dimensions by depth averaging in the thin direction. The 2D partial differe ...
Interactive learning deals with the problem of learning and solving tasks using human instructions. It is common in human-robot interaction, tutoring systems, and in human-computer interfaces such as brain-computer ones. In most cases, learning these tasks ...
We study equations on a principal bundle over a compact complex manifold coupling a connection on the bundle with a Kahler structure on the base. These equations generalize the conditions of constant scalar curvature for a Kahler metric and Hermite-Yang-Mi ...
When can we reason about the neutrality of a network based on external observations? We prove conditions under which it is possible to (a) detect neutrality violations and (b) localize them to specific links, based on external observations. Our insight is ...
In this paper, an optimal filter design procedure is described, from the equation representing the behaviour of a ΣΔ modulator to a functional algorithm. The first section shows the design of an optimal filter for a first-order ΣΔ ADC with a constant input ...