New model of precession, valid in time interval 400 thousand years

Vondrák, Jan

Displaying similar documents to “New model of precession, valid in time interval 400 thousand years”

Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

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This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) $ξ$ is strictly less than $1$ and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this...

The generalized Holditch theorem for the homothetic motions on the planar kinematics

Nuri Kuruoğlu, Salim Yüce (2004)

Czechoslovak Mathematical Journal

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W. Blaschke and H. R. Müller [4, p. 142] have given the following theorem as a generalization of the classic Holditch Theorem: Let $E / E^{'}$ be a 1-parameter closed planar Euclidean motion with the rotation number $ν$ and the period $T$ . Under the motion $E / E^{'}$ , let two points $A = (0, 0)$ , $B = (a + b, 0) \in E$ trace the curves $k_{A}, k_{B} \subset E^{'}$ and let $F_{A}, F_{B}$ be their orbit areas, respectively. If $F_{X}$ is the orbit area of the orbit curve $k$ of the point $X = (a, 0)$ which is collinear with points $A$ and $B$ then $F_{X} = \frac{[a F_{B} + b F_{A}]}{a + b} - π ν a b .$ In this paper, under the 1-parameter closed planar homothetic...

Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case

Krzysztof Dębicki, Grzegorz Sikora (2011)

Applicationes Mathematicae

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Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of $ℙ (s u p_{t \in [0, T]} (\sum_{i = 1}^{n} λ_{i} B_{H_{i}} (t) - c t) > u)$ , where $B_{H_{i}} (t) : t \geq 0$ , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters $H_{i} \in (0, 1]$ and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of $m i n_{i = 1, . . ., n} H_{i}$ .

Existentially closed II₁ factors

Ilijas Farah, Isaac Goldbring, Bradd Hart, David Sherman (2016)

Fundamenta Mathematicae

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We examine the properties of existentially closed ( $^{ω}$ -embeddable) II₁ factors. In particular, we use the fact that every automorphism of an existentially closed ( $^{ω}$ -embeddable) II₁ factor is approximately inner to prove that Th() is not model-complete. We also show that Th() is complete for both finite and infinite forcing and use the latter result to prove that there exist continuum many nonisomorphic existentially closed models of Th().

Periodic solutions of $x " + f (x) x^{' 2 n} + g (x) = 0$ with arbitrarily large period

J. W. Heidel (1971)

Annales Polonici Mathematici

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Addenda to “Periodic solutions of $x " + f (x) x^{' 2 n} + g (x) = 0$ with arbitrarily large period”

J. W. Heidel (1973)

Annales Polonici Mathematici

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Chaotic behaviour of continuous dynamical system generated by Euler equation branching and its application in macroeconomic equilibrium model

Barbora Volná (2015)

Mathematica Bohemica

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We focus on the special type of the continuous dynamical system which is generated by Euler equation branching. Euler equation branching is a type of differential inclusion $\dot{x} \in {f (x), g (x)}$ , where $f, g : X \subset ℝ^{n} \to ℝ^{n}$ are continuous and $f (x) \neq g (x)$ at every point $x \in X$ . It seems this chaotic behaviour is typical for such dynamical system. In the second part we show an application in a new formulated overall macroeconomic equilibrium model. This new model is based on the fundamental macroeconomic aggregate equilibrium model called...

Optimal stopping with advanced information flow: selected examples

Yaozhong Hu, Bernt Øksendal (2008)

Banach Center Publications

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We study optimal stopping problems for some functionals of Brownian motion in the case when the decision whether or not to stop before (or at) time t is allowed to be based on the δ-advanced information $ℱ_{t + δ}$ , where $ℱ_{s}$ is the σ-algebra generated by Brownian motion up to time s, s ≥ -δ, δ > 0 being a fixed constant. Our approach involves the forward integral and the Malliavin calculus for Brownian motion.

Periodic solutions of $x^{''} + f (x) x^{' 2 n} + g (x) = μ p (t)$

S. Sędziwy (1969)

Annales Polonici Mathematici

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Characterizations of processes with stationary and independent increments under $G$ -expectation

Yongsheng Song (2013)

Annales de l'I.H.P. Probabilités et statistiques

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Our purpose is to investigate properties for processes with stationary and independent increments under $G$ -expectation. As applications, we prove the martingale characterization of $G$ -Brownian motion and present a pathwise decomposition theorem for generalized $G$ -Brownian motion.

Periodic solutions of $x " + f (x) x^{' m} + g (x) = 0$

W. R. Utz (1971)

Annales Polonici Mathematici

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On the alpine ski with dry friction and air resistance. Some optimization problems for it

Aldo Bressan (1999)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

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In the present work, divided in three parts, one considers a real skis-skier system, $Σ_{R}$ , descending along a straight-line $l$ with constant dry friction; and one schematizes it by a holonomic system $Σ = A \cup U$ , having any number $n \geq 4$ of degrees of freedom and subjected to (non-ideal) constraints, partly one-sided. Thus, e.g., jumps and also «steps made with sliding skis» can be schematized by $Σ$ . Among the $n$ Lagrangian coordinates for $Σ$ two are the Cartesian coordinates $ξ$ and $η$ of its center of mass,...

The brownian cactus I. Scaling limits of discrete cactuses

Nicolas Curien, Jean-François Le Gall, Grégory Miermont (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The cactus of a pointed graph is a discrete tree associated with this graph. Similarly, with every pointed geodesic metric space $E$ , one can associate an $ℝ$ -tree called the continuous cactus of $E$ . We prove under general assumptions that the cactus of random planar maps distributed according to Boltzmann weights and conditioned to have a fixed large number of vertices converges in distribution to a limiting space called the Brownian cactus, in the Gromov–Hausdorff sense. Moreover, the Brownian...