Search results for "Operator"
showing 10 items of 1427 documents
An Operator Splitting Method for Pricing American Options
2008
Pricing American options using partial (integro-)differential equation based methods leads to linear complementarity problems (LCPs). The numerical solution of these problems resulting from the Black-Scholes model, Kou’s jump-diffusion model, and Heston’s stochastic volatility model are considered. The finite difference discretization is described. The solutions of the discrete LCPs are approximated using an operator splitting method which separates the linear problem and the early exercise constraint to two fractional steps. The numerical experiments demonstrate that the prices of options can be computed in a few milliseconds on a PC.
Orbits of bounded bijective operators and Gabor frames
2020
This paper is a contribution to frame theory. Frames in a Hilbert space are generalizations of orthonormal bases. In particular, Gabor frames of $L^2(\mathbb{R})$, which are made of translations and modulations of one or more windows, are often used in applications. More precisely, the paper deals with a question posed in the last years by Christensen and Hasannasab about the existence of overcomplete Gabor frames, with some ordering over $\mathbb{Z}$, which are orbits of bounded operators on $L^2(\mathbb{R})$. Two classes of overcomplete Gabor frames which cannot be ordered over $\mathbb{Z}$ and represented by orbits of operators in $GL(L^2(\mathbb{R}))$ are given. Some results about opera…
A note on the iterative object symmetry transform
2004
This paper introduces a new operator named the iterated object transform that is computed by combining the object symmetry transform with the morphological operator erosion. This new operator has been applied on both binary and gray levels images showing the ability to grasp the internal structure of a digital object. We present also some experiments on artificial and real images and potential applications.
Una postilla su una delle novità introdotte dall’art. 84 del codice dei contratti pubblici (d.lgs. n. 50/2016). L’obbligo delle stazioni appaltanti d…
2016
A NOTE ON ONE OF THE NEW MEASURES INTRODUCED BY ARTICLE 84 OF THE ITALIAN PUBLIC PROCUREMENTS CODE (LEGISLATIVE DECREE NO 50/2016). THE OBLIGATION OF CONTRACTING AUTHORITIES TO VERIFY THE QUALIFICATION CERTIFICATE OF CONTRACTORS ISSUED BY SOA Article 84 of the new Italian Public Procurements Code, which (along with other provisions) sets out the qualification system for economic operators offering the execution of works for an amount equal to or over 150,000 Euro, introduces several new provisions. In addition to the widely publicised and certainly significant one attributing broad regulatory powers to ANAC (the Italian Independent Authority supervising public procurements), Article 84 impo…
Methodologies for the Exploitation of Existing Energy Corridors. GIS Analysis and DTR Applications
2018
The exploitation of power lines currently in operation has now become a common practice among electric system operators. The construction of new power lines requires taking economic, political and social problems into consideration. This paper considers two methodologies adopted by the Italian Transmission System Operator (TSO), Terna S.p.A.: Dynamic Thermal Rating (DTR) and Laser Imaging Detection and Ranging-Geographic Information System (L-GIS). DTR systems dynamically calculate the real transport capacity of a power line. The L-GIS system allows, after the geo-referencing of the power line, the management of any interference between the line and the nearby obstacles, permitting the opti…
A quantitative reverse Faber-Krahn inequality for the first Robin eigenvalue with negative boundary parameter
2021
The aim of this paper is to prove a quantitative form of a reverse Faber-Krahn type inequality for the first Robin Laplacian eigenvalueλβwith negative boundary parameter among convex sets of prescribed perimeter. In that framework, the ball is the only maximizer forλβand the distance from the optimal set is considered in terms of Hausdorff distance. The key point of our stategy is to prove a quantitative reverse Faber-Krahn inequality for the first eigenvalue of a Steklov-type problem related to the original Robin problem.
Singular Double Phase Problems with Convection
2020
We consider a nonlinear Dirichlet problem driven by the sum of a $p$ -Laplacian and of a $q$ -Laplacian (double phase equation). In the reaction we have the combined effects of a singular term and of a gradient dependent term (convection) which is locally defined. Using a mixture of variational and topological methods, together with suitable truncation and comparison techniques, we prove the existence of a positive smooth solution.
Variable exponent p(x)-Kirchhoff type problem with convection
2022
Abstract We study a nonlinear p ( x ) -Kirchhoff type problem with Dirichlet boundary condition, in the case of a reaction term depending also on the gradient (convection). Using a topological approach based on the Galerkin method, we discuss the existence of two notions of solutions: strong generalized solution and weak solution. Strengthening the bound on the Kirchhoff type term (positivity condition), we establish existence of weak solution, this time using the theory of operators of monotone type.
Quasilinear Dirichlet Problems with Degenerated p-Laplacian and Convection Term
2021
The paper develops a sub-supersolution approach for quasilinear elliptic equations driven by degenerated p-Laplacian and containing a convection term. The presence of the degenerated operator forces a substantial change to the functional setting of previous works. The existence and location of solutions through a sub-supersolution is established. The abstract result is applied to find nontrivial, nonnegative and bounded solutions.
Locally Convex Quasi *-Algebras of Operators
2011
This note is mainly concerned with locally convex quasi C*-normed *-algebras which arise as completions of C*-algebras of operators under certain topologies. Their importance is made clear by the representation theory of abstract locally convex quasi C*-normed *-algebras, investigated in previous papers and whose basic aspects are also overviewed here.