🔢 mathematics

Numerical homogenization of a heat transfer problem with phase transitions in heterogeneous frozen soils

This paper evaluates three numerical homogenization closures for simulating heat transfer with phase transitions in heterogeneous frozen soils, finding that while h-smoothing yields superior temperature accuracy, a table-based approach provides more precise predictions of the thawing front position, particularly when the phase-transition temperature varies.

Timur Zakharov2026-10-27
🔢 mathematics

Rainbow percolation

This paper establishes a genuine phase transition for the weight-dependent random connection model on a Poisson point process, proving that finite components exist when λβ<1\lambda\beta<1 while an infinite component emerges when λβ≥31\lambda\beta\geq 31, and extends these results to the age-dependent random connection model using novel arguments involving "rainbow" disconnections and hyperbolic Peierls arguments.

Peter Gracar, Benjamin Lees2026-10-26
🔢 mathematics

Nash Equilibrium Owen Allocation and Gain Sharing in Stochastic Biform Games for Linear Production and Sequencing

This paper extends the deterministic biform game framework to stochastic environments for linear production and sequencing processes by introducing a scenario-wise Owen allocation mechanism and an endogenous gain-sharing rule, proving the existence of pure-strategy Nash equilibria, and developing a sample average approximation-based branch-and-bound algorithm to solve large-scale instances.

mohammad reza omidi2026-10-26
🔢 mathematics

Singularity-Aware Cubic-Hermite Neural Collocation for Semilinear Time-Fractional Reaction–Diffusion Equations

This paper introduces a singularity-aware cubic-Hermite neural collocation method that leverages product-integration and exact boundary enforcement to achieve high-accuracy solutions and parameter identification for semilinear time-fractional reaction–diffusion equations, significantly outperforming classical L1 schemes in handling temporal singularities.

Alvaro H. Salas2026-10-26
🔢 mathematics

A CGMY-Hawkes Clock Model: Esscher Martingale Measures and Model-Preserving Minimal Entropy under Self-Exciting Jump Activity

This paper introduces a CGMY-Hawkes clock model where jump activity clusters via self-excitation while preserving the CGMY jump-size law, establishes that the two-parametric Esscher transform maintains this self-excitation under a change of measure, derives a unique model-preserving minimal entropy martingale measure, and provides exact European option pricing formulas that explicitly depend on excitation parameters rather than just mean intensity.

Imen Ben Abdelwahed2026-10-26