Time- and state-domain methods are two common approaches to nonparametric prediction. Whereas the former uses data predominantly from recent history, the latter relies mainly on historical information. Combining these two pieces of valuable information is an interesting challenge in statistics. We surmount this problem by dynamically integrating information from both the time and state domains. The estimators from these two domains are optimally combined based on a data-driven weighting strategy, which provides a more efficient estimator of volatility. Asymptotic normality is separately established for the time domain, the state domain, and the integrated estimators. By comparing the efficiency of the estimators, we demonstrate that the proposed integrated estimator uniformly dominates the other two estimators. The proposed dynamic integration approach is also applicable to other estimation problems in time

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Several identities similar to the Schlaefli formula are established for tetrahedra in a space of constant curvature.

Solitons of the power-energy saturation (PES) equation are studied using adiabatic perturbation theory. In the anomalous regime individual soliton pulses are found to be well approximated by solutions of the classical nonlinear Schrödinger (NLS) equation with the key parameters of the soliton changing slowly as they evolve. Evolution equations are found for the pulse amplitude(s), velocity(ies), position(s), and phase(s) using integral relations derived from the PES equation. The results from the integral relations are shown to agree with multi-scale perturbation theory. It is shown that the single soliton case exhibits mode-locking behavior for a wide range of parameters, while the higher states form effective bound states. Using the fact that there is weak overlap between tails of interacting solitons, evolution equations are derived for the relative amplitudes, velocities, positions, and phase differences. Comparisons of interacting soliton behavior between the PES equation and the classical NLS equation are also exhibited.

The linear spectrum and corresponding Bloch modes of shallow honeycomb lattices near Dirac points are investigated. Via perturbation theory, the dispersion relation is found to have threefold degeneracy at leading order with eigenvalue splitting at the following two orders; i.e., the threefold eigenvalue splits into single and double values. Multiscale perturbation methods are employed to describe the nonlinear dynamics of the associated wave envelopes. The dynamics of the envelope depends on different asymptotic balances whereupon a three-level nonlinear Dirac-type equation or a two-level nonlinear Dirac equation is derived. The analysis agrees well with direct numerical simulations.