🔢 mathematics

Inferring Transition Dynamics from Histogram Time Series]{Inferring Transition Dynamics from Histogram Time Series: Identifiability at and Near Equilibrium

This paper establishes that the transition dynamics of a reversible continuous-time Markov chain are uniquely identifiable from the conditional destination covariance of aggregate histogram time series at equilibrium, providing both exact and Gaussian computational methods to recover these hidden dynamics despite the concealment of individual transitions.

Ido Nevat2026-10-20
🔢 mathematics

Chaotic attractors and Lyapunov exponents of fractional-order systems: a tutorial on the augmented-system algorithm, with a complete Python program

This tutorial presents a complete Python implementation of the augmented-system algorithm based on diffusive representation to simulate chaotic fractional-order systems and compute their Lyapunov exponents, validating the method on linear, Lorenz, and Chen systems while explaining the underlying mathematical principles.

Stefano Fazzino2026-10-20
🔢 mathematics

A Quadratic Resource-Allocation Reduction for Portfolio Selection in the ε-Contaminated Binomial Model

This paper presents an efficient O(nlog⁡n)O(n \log n) or O(n)O(n) algorithm for robust portfolio selection in the ϵ\epsilon-contaminated binomial model by constructing a least favorable probability measure via a strictly convex quadratic knapsack problem, thereby avoiding the exponential complexity of previous methods and enabling explicit wealth reconstruction for CRRA utilities.

Federica Ricca, Andrea Scozzari2026-10-20
🔢 mathematics

A Double-Inertial Variance-Reduced Proximal Alternating Method for Block-Structured Nonconvex Minimax Optimization

This paper proposes a double-inertial variance-reduced proximal alternating method for block-structured nonconvex minimax optimization, establishing its ε−2\varepsilon^{-2} oracle complexity optimality, proving linear convergence under strong monotonicity, and validating its performance through numerical experiments on Minty-condition benchmarks.

Yekini Shehu, Yonghong Yao2026-10-19
🔢 mathematics

A Nonmatching-Grid Discontinuous Galerkin Method for Nonlinear Reactive Transport in Hybrid-Dimensional Fractured Media

This paper presents and analyzes a nonmatching-grid Discontinuous Galerkin method for nonlinear reactive transport in hybrid-dimensional fractured media, proving that independently generated matrix and fracture meshes can be coupled conservatively without multipliers or projection stability conditions while achieving quasi-optimal energy bounds and demonstrating the superiority of direct exchange over projected coupling in high-transfer regimes.

Alvaro H. Salas, Carlos D. Acosta2026-10-16