Asymptotic Lipschitz Regularity for Tug-of-War Games with Varying Probabilities

We prove an asymptotic Lipschitz estimate for value functions of tug-of-war games with varying probabilities defined in Ω ? ?ⁿ. The method of the proof is based on a game-theoretic idea to estimate the value of a related game defined in Ω ×Ω via couplings.

     

An $$L^1$$-Estimate for Certain Spectral Multipliers Associated with the Ornstein–Uhlenbeck Operator

We study a class of spectral multipliers \(\phi (L)\) for the Ornstein–Uhlenbeck operator L arising from the Gaussian measure on \(\mathbb {R}^n\) and find a sufficient condition for integrability of \(\phi (L)f\) in terms of the admissible conical square function and a maximal function.     

Local higher integrability for parabolic quasiminimizers in metric spaces

Using purely variational methods, we prove in metric measure spaces local higher integrability for minimal p-weak upper gradients of parabolic quasiminimizers related to the heat equation. We assume the measure to be doubling and the underlying space to be such that a weak Poincaré inequality is supported. We define parabolic quasiminimizers in the general metric measure space context, and prove an energy type estimate. Using the energy estimate and properties of the underlying metric measure space, we prove a reverse Hölder inequality type estimate for minimal $p$ -weak upper gradients of parabolic quasiminimizers. Local higher integrability is then established based on the reverse Hölder inequality, by using a modification of Gehring’s lemma.     

On the Existence Of Consistent Price Systems

We formulate a sufficient condition for the existence of a consistent price system (CPS), which is weaker than the conditional full support condition (CFS). We use the new condition to show the existence of CPSs for certain processes that fail to have the CFS property. In particular this condition gives sufficient conditions, under which a continuous function of a process with CFS admits a CPS, while the CFS property might be lost.     

Solutions to and Validation of Matrix-Diffusion Models

A model transport system is considered in which a pulse of tracer molecules is advected along a flow channel with porous walls. The advected tracer thus undergoes diffusion, matrix-diffusion, inside the walls, which affects the breakthrough curve of the tracer. Analytical solutions in the form of series expansions are derived for a number of situations which include a finite depth of the porous matrix, varying aperture of the flow channel, and longitudinal diffusion and Taylor dispersion of the tracer in the flow channel. Novel expansions for the Laplace transforms of the concentration in the channel facilitated closed-form expressions for the solutions. A rigorous result is also derived for the asymptotic form of the breakthrough curve for a finite depth of the porous matrix, which is very different from that for an infinite matrix. A specific experimental system was created for validation of matrix-diffusion modeling for a matrix of finite depth. A previously reported fracture-column experiment was also modeled. In both cases model solutions gave excellent fits to the measured breakthrough curves with very consistent values for the diffusion coefficients used as the fitting parameters. The matrix-diffusion modeling performed could thereby be validated.     

Arbitrage without borrowing or short selling?

We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has perfect foresight of future asset prices, given by a continuous semimartingale. Such an arbitrage strategy can be constructed as a process of finite variation that satisfies a seemingly innocuous self-financing condition, formulated using a pathwise Riemann–Stieltjes integral. Our result exemplifies the potential intricacies of formulating economically meaningful self-financing conditions in continuous time, when one leaves the conventional arbitrage-free framework.     

Fluctuating lattice-Boltzmann model for complex fluids

We develop and test numerically a lattice-Boltzmann (LB) model for nonideal fluids that incorporates thermal fluctuations. The fluid model is a momentum-conserving thermostat, for which we demonstrate how the temperature can be made equal at all length scales present in the system by having noise both locally in the stress tensor and by shaking the whole system in accord with the local temperature. The validity of the model is extended to a broad range of sound velocities. Our model features a consistent coupling scheme between the fluid and solid molecular dynamics objects, allowing us to use the LB fluid as a heat bath for solutes evolving in time without external Langevin noise added to the solute. This property expands the applicability of LB models to dense, strongly correlated systems with thermal fluctuations and potentially nonideal equations of state. Tests on the fluid itself and on static and dynamic properties of a coarse-grained polymer chain under strong hydrodynamic interactions are used to benchmark the model. The model produces results for single-chain diffusion that are in quantitative agreement with theory.     

Modeling elasticity in crystal growth

A new model of crystal growth is presented that describes the phenomena on atomic length and diffusive time scales. The former incorporates elastic and plastic deformation in a natural manner, and the latter enables access to time scales much larger than conventional atomic methods. The model is shown to be consistent with the predictions of Read and Shockley for grain boundary energy, and Matthews and Blakeslee for misfit dislocations in epitaxial growth.