Publications related to Lifetime investment and consumption with recursive preferences and small transaction costs

Related publications (25)

Spatiotemporal dissipative soliton resonances in multimode fiber lasers

Spatiotemporal mode-locking in multimode fiber lasers is intriguing for the complex nonlinear dynamics and the increase of theoretical energy limit. In this paper, we enrich spatiotemporal mode-locking with dissipative soliton resonances, a kind of soliton ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Adaptive isogeometric methods with C-1 (truncated) hierarchical splines on planar multi-patch domains

Rafael Vazquez Hernandez

Isogeometric analysis is a powerful paradigm which exploits the high smoothness of splines for the numerical solution of high order partial differential equations. However, the tensor-product structure of standard multivariate B-spline models is not well s ...

WORLD SCIENTIFIC PUBL CO PTE LTD2023

Electrification and digitalization effects on sectoral energy demand and consumption: A prospective study towards 2050

François Maréchal, Xiang Li, Dorsan Alexis A. Lepour, Fabian Heymann

Energy transition is blurring the boundaries between the demand and supply sides with growing participation of prosumer resources. The intensifying pace of electrification and digitalization during the past decade tends to continue, leading to potential te ...

PERGAMON-ELSEVIER SCIENCE LTD2023

Random Surface Covariance Estimation by Shifted Partial Tracing

Victor Panaretos, Tomas Masák

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the covariance, even ...

2023

ROSMOSE: A Web-based Optimization Tool to Aid Decision-making for the Design and Operation of Industrial and Urban Energy Systems

François Maréchal, Daniel Alexander Florez Orrego, Meire Ellen Gorete Ribeiro Domingos, Cédric Terrier, Michel Lopez

Energy efficiency is crucial for the sustainable operation of all industrial and urban sectors. However, practicing engineers have seldom access to open-source tools that can readily evaluate and compare scenarios in terms of energy consumption, cost, and ...

2023

Modeling and mitigating supply chain disruptions as a bilevel network flow problem

Ralf Seifert, Anna Timonina-Farkas, René Yves Glogg

Years of globalization, outsourcing and cost cutting have increased supply chain vulnerability calling for more effective risk mitigation strategies. In our research, we analyze supply chain disruptions in a production setting. Using a bilevel optimization ...

2022

Predicting the stressed expected loss of large US banks

Amir Hossein Khalilzadeh Naghneh, Eric Jondeau

We develop a methodology to measure the expected loss of commercial banks in a market downturn, which we call stressed expected loss (SEL). We simulate a market downturn as a negative shock on interest rate and credit market risk factors that reflect the b ...

ELSEVIER2022

On the commutativity of flows of rough vector fields

Maria Colombo, Riccardo Tione

In the class of Sobolev vector fields in R-n of bounded divergence, for which the theory of DiPerna and Lions provides a well defined notion of flow, we characterize the vector fields whose flow commutes in terms of the Lie bracket and of a regularity cond ...

ELSEVIER2022

The Lang-Trotter conjecture for products of non-CM elliptic curves

Vlad Serban

Inspired by the work of Lang-Trotter on the densities of primes with fixed Frobenius traces for elliptic curves defined over Q and by the subsequent generalization of Cojocaru-Davis-Silverberg-Stange to generic abelian varieties, we study the analogous que ...

SPRINGER2022

Invariant tori in dissipative hyperchaos

Tobias Schneider, Jeremy Peter Parker

One approach to understand the chaotic dynamics of nonlinear dissipative systems is the study of non-chaotic yet dynamically unstable invariant solutions embedded in the system's chaotic attractor. The significance of zero-dimensional unstable fixed points ...

American Institute of Physics2022

The challenges of studying change in carbon-intensive urban consumption practices: Exploring the dynamics of practice change and of normative considerations in knowledge production

Franziska Meinherz

Problem. To reach international greenhouse gas (GHG) emission targets, the carbon intensity of urban resource and energy consumption must be reduced. Technological innovation alone is not sufficient: The practices that constitute urban household demand for ...

EPFL2021

Simultaneous autoregressive models for spatial extremes

Emeric Rolland Georges Thibaud

Motivated by the widespread use of large gridded data sets in the atmospheric sciences, we propose a new model for extremes of areal data that is inspired by the simultaneous autoregressive (SAR) model in classical spatial statistics. Our extreme SAR model ...

WILEY2020

Sign-Changing Solutions for a Class of Zero Mass Nonlocal Schrodinger Equations

We consider the following class of fractional Schrodinger equations: (-Delta)(alpha)u + V(x)u = K(x)f(u) in R-N, where alpha is an element of (0, 1), N > 2 alpha, (-Delta)(alpha) is the fractional Laplacian, V and K are positive continuous functions which ...

2019

Weyl-type bounds for Steklov eigenvalues

Joachim Stubbe, Luigi Provenzano

We present upper and lower bounds for Steklov eigenvalues for domains in RN+1 with C-2 boundary compatible with the Weyl asymptotics. In particular, we obtain sharp upper bounds on Riesz-means and the trace of corresponding Steklov heat kernel. The key res ...

EUROPEAN MATHEMATICAL SOC2019

A Least-Squares/Relaxation Method for the Numerical Solution of the Three-Dimensional Elliptic Monge-Ampere Equation

Alexandre Caboussat, Dimitrios Gourzoulidis

In this article, we address the numerical solution of the Dirichlet problem for the three-dimensional elliptic Monge-Ampere equation using a least-squares/relaxation approach. The relaxation algorithm allows the decoupling of the differential operators fro ...

SPRINGER/PLENUM PUBLISHERS2018

Different approaches to improve energy consumption of battery electric buses

Francesco Baldi

Transportation electrification is increasing and recently more focus has been directed on heavy vehicles and especially on city buses. Battery electric buses are inherently more energy efficient than diesel buses and the efficiency can be further increased ...

IEEE2018

Methodology And Convergence Rates For Functional Time Series Regression

Victor Panaretos, Tung Huy Pham

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite-dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose inverse is by defi ...

STATISTICA SINICA2018

Consommations énergétiques et cadres de vie : analyses en termes de modes de vie

Lorris Tabbone

The detailed analysis of energy consumption requires a global approach to behaviour and individual action registers. This makes it possible to investigate the question between the different spheres of activity of people, from housing to habitat and from ha ...

EPFL2017

Think Energy Efficiency the Energy Book for Building Human Interaction

Maher Kayal, Nastaran Asadi Zanjani

This paper strives to assemble consumers and providers of energy in a web platform. The goal is to highlight energy consumption of each user to push them to decrease their consumption. All the work is concentrated on a main concept key: to motivate populat ...

Ieee2016

Portfolio and welfare consequences of debt market dominance

Serhiy Stepanchuk

The ability to issue debt that pays in units of the domestic good leads a country to accumulate a large and negative net foreign asset position while maintaining a positive position in equity. This debt market advantage also helps to explain the weak relat ...

Elsevier Science Bv2015