The three-dimensional jump conditions for the pressure and velocity fields, up to the second normal derivative, across an incompressible/inextensible interface in the Stokes regime are derived herein. The fluid viscosity is only piecewise continuous in the domain while the embedded interface exerts singular forces on the surround fluids. This gives rise to discontinuous solutions in the pressur...

Jump Point Search, an algorithm developed for fast search on uniform cost grids, has successfully improved the performance of grid-based search. But, the approach itself is actually a set of diverse ideas applied together. This paper decomposes the algorithm and gradually re-constructs it, showing the component pieces from which the algorithm is constructed. In this process, we are able to defi...

A strategy commonly observed in Internet auctions is that of “jump bidding,” or entering a bid larger than what is necessary to be a currently winning bidder. In this paper, we argue that the cost associated with entering online bids and the uncertainty about future entry—both of which distinguish Internet from live auctions—can explain this behavior. We present a simple theoretical model that ...

Jump bidding is a commonly observed phenomenon that involves bidders in ascending auctions submitting bids higher than required by the auctioneer. Such behavior is typically explained as due to irrationality or to bidders signaling their value. We present field data that suggests such explanations are unsatisfactory and construct an alternative model in which jump bidding occurs due to strategi...

The connection between linear dynamically varying (LDV) systems and jump linear systems is explored. LDV systems have been shown to be useful in controlling systems with "complicated dynamics". Some systems with complicated dynamics, for example Axiom A systems, admit Markov partitions and can be described, up to finite resolution, by a Markov chain. In this case, the control system for these s...

This paper treats the risk-averse optimal portfolio problem with consumption in continuous time for a stochastic-jump-volatility, jump-diffusion (SJVJD) model of the underlying risky asset and the volatility. The new developments are the use of the SJVJD model with logtruncated-double-exponential jump-amplitude distribution in returns and exponential jumpamplitude distribution in volatility for...

This paper proves a convergence result for a discretization scheme for simulating jumpdiffusion processes with state-dependent jump intensities. With a bound on the intensity, the point process of jump times can be constructed by thinning a Poisson random measure using state-dependent thinning probabilities. Between the jump epochs of the Poisson random measure, the dynamics of the constructed ...

Maximal performance is an essential metric for understanding many aspects of an organism's biology, but it can be difficult to determine because a measured maximum may reflect only a peak level of effort, not a physiological limit. We used a unique opportunity provided by a frog jumping contest to evaluate the validity of existing laboratory estimates of maximum jumping performance in bullfrogs...

Random processes consisting of a sequence of jumps from one to another of a finite set of states are considered. Such processes are regenerative if the progress after the nth jump depends only upon the state entered at the jump. Examples include discrete and continuous Markov processes. A method is given to restrict attention to a subset of sample paths according to criteria based on the transi...

The theory of approximate martingale estimating functions for continuous diffusions is well developed and encompasses many estimators proposed in the literature. This paper extends the asymptotic theory for approximate martingale estimating functions to diffusions with finite-activity jumps. The primary aim is to shed light on the question of rate optimality and efficiency of estimators when ob...