Search results for "Computational Mathematic"
showing 10 items of 987 documents
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
2014
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…
X-ray Tomography of One-forms with Partial Data
2021
If the integrals of a one-form over all lines meeting a small open set vanish and the form is closed in this set, then the one-form is exact in the whole Euclidean space. We obtain a unique continuation result for the normal operator of the X-ray transform of one-forms, and this leads to one of our two proofs of the partial data result. Our proofs apply to compactly supported covector-valued distributions.
Corners in non-equiregular sub-Riemannian manifolds
2014
We prove that in a class of non-equiregular sub-Riemannian manifolds corners are not length minimizing. This extends the results of (G.P. Leonardi and R. Monti, Geom. Funct. Anal. 18 (2008) 552-582). As an application of our main result we complete and simplify the analysis in (R. Monti, Ann. Mat. Pura Appl. (2013)), showing that in a 4-dimensional sub-Riemannian structure suggested by Agrachev and Gauthier all length-minimizing curves are smooth. Mathematics Subject Classification. 53C17, 49K21, 49J15.
The Vector QD Algorithm for Smooth Functions (f, f′)
1996
AbstractWe deal with the functionz↦(f(z), f′(z)) wheref(z)=∑i⩾0aizi, (ai∈C) with limi→∞ai+1×ai−1/(ai)2=q. We investigate the convergence of the vector QD algorithm. We give the asymptotic behaviour of the generalized Hankel determinants. A convergence result on the vector orthogonal polynomials is proved.
Superlinear (p(z), q(z))-equations
2017
AbstractWe consider Dirichlet boundary value problems for equations involving the (p(z), q(z))-Laplacian operator in the principal part and prove the existence of one and three nontrivial weak solutions, respectively. Here, the nonlinearity in the reaction term is allowed to depend on the solution, but does not satisfy the Ambrosetti–Rabinowitz condition. The hypotheses on the reaction term ensure that the Euler–Lagrange functional, associated to the problem, satisfies both the -condition and a mountain pass geometry.
Numerical study of the transverse stability of the Peregrine solution
2020
We generalise a previously published approach based on a multi-domain spectral method on the whole real line in two ways: firstly, a fully explicit 4th order method for the time integration, based on a splitting scheme and an implicit Runge--Kutta method for the linear part, is presented. Secondly, the 1D code is combined with a Fourier spectral method in the transverse variable both for elliptic and hyperbolic NLS equations. As an example we study the transverse stability of the Peregrine solution, an exact solution to the one dimensional nonlinear Schr\"odinger (NLS) equation and thus a $y$-independent solution to the 2D NLS. It is shown that the Peregrine solution is unstable against all…
On the size of the set of unbounded multilinear operators between Banach spaces
2020
Among other results we investigate $\left( \alpha,\beta\right) $-lineability of the set of non-continuous $m$-linear operators defined between normed spaces as a subset of the space of all $m$-linear operators. We also give a partial answer to an open problem on the lineability of the set of non absolutely summing operators.
On the zero-set of 2-homogeneous polynomials in Banach spaces
2018
ABSTRACTGiving a partial answer to a conjecture formulated by Aron, Boyd, Ryan and Zalduendo, we show that if a real Banach space X is not linearly and continuously injected into a Hilbert space, t...
New results concerning Chebyshev–Grüss-type inequalities via discrete oscillations
2014
The classical form of Gruss' inequality was first published by G. Gruss and gives an estimate of the difference between the integral of the product and the product of the integrals of two functions. In the subsequent years, many variants of this inequality appeared in the literature. The aim of this paper is to consider some new bivariate Chebyshev-Gruss-type inequalities via discrete oscillations and to apply them to different tensor products of linear (not necessarily) positive, well-known operators. We also compare the new inequalities with some older results. In the end we give a Chebyshev-Gruss-type inequality with discrete oscillations for more than two functions.
Some kind of Bishop-Phelps-Bollobás property
2016
In this paper we introduce two Bishop–Phelps–Bollobas type properties for bounded linear operators between two Banach spaces X and Y: property 1 and property 2. These properties are motivated by a Kim–Lee result which states, under our notation, that a Banach space X is uniformly convex if and only if the pair (X,K) satisfies property 2. Positive results of pairs of Banach spaces (X,Y) satisfying property 1 are given and concrete pairs of Banach spaces (X,Y) failing both properties are exhibited. A complete characterization of property 1 for the pairs (lp,lq) is also provided.