Search results for "infinity"
showing 10 items of 74 documents
Principal Poincar\'e Pontryagin Function associated to some families of Morse real polynomials
2014
It is known that the Principal Poincar\'e Pontryagin Function is generically an Abelian integral. We give a sufficient condition on monodromy to ensure that it is an Abelian integral also in non generic cases. In non generic cases it is an iterated integral. Uribe [17, 18] gives in a special case a precise description of the Principal Poincar\'e Pontryagin Function, an iterated integral of length at most 2, involving logarithmic functions with only one ramification at a point at infinity. We extend this result to some non isodromic families of real Morse polynomials.
One, Two, Three,…, Infinity
1999
As concluding remarks to the European Few-Body Conference, the author presents a parallelism between the Few-Body and the Many-Body theories along the last years.
Itô calculus extended to systems driven by -stable Lévy white noises (a novel clip on the tails of Lévy motion)
2007
Abstract The paper deals with probabilistic characterization of the response of non-linear systems under α -stable Levy white noise input. It is shown that, by properly selecting a clip in the probability density function of the input, the moments of the increments of Levy motion process remain all of the same order ( d t ) , like the increments of the Compound Poisson process. It follows that the Ito calculus extended to Poissonian input, may also be used for α -stable Levy white noise input processes. It is also shown that, when the clip on the tails of the probability of the increments of the Levy motion approaches to infinity, the Einstein–Smoluchowsky equation is restored. Once these c…
Discontinuous Gradient Constraints and the Infinity Laplacian
2012
Motivated by tug-of-war games and asymptotic analysis of certain variational problems, we consider a gradient constraint problem involving the infinity Laplace operator. We prove that this problem always has a solution that is unique if a certain regularity condition on the constraint is satisfied. If this regularity condition fails, then solutions obtained from game theory and $L^p$-approximation need not coincide.
Multiplicity results for asymptotically linear equations, using the rotation number approach
2007
By using a topological approach and the relation between rotation numbers and weighted eigenvalues, we give some multiplicity results for the boundary value problem u′′ + f(t, u) = 0, u(0) = u(T) = 0, under suitable assumptions on f(t, x)/x at zero and infinity. Solutions are characterized by their nodal properties.
Complex powers and non-compact manifolds
2002
We study the complex powers $A^{z}$ of an elliptic, strictly positive pseudodifferential operator $A$ using an axiomatic method that combines the approaches of Guillemin and Seeley. In particular, we introduce a class of algebras, ``extended Weyl algebras,'' whose definition was inspired by Guillemin's paper on the subject. An extended Weyl algebra can be thought of as an algebra of ``abstract pseudodifferential operators.'' Many algebras of pseudodifferential operators are extended Weyl algebras. Several results typical for algebras of pseudodifferential operators (asymptotic completeness, construction of Sobolev spaces, boundedness between apropriate Sobolev spaces, >...) generalize to…
A tour of the theory of absolutely minimizing functions
2004
A detailed analysis of the class of absolutely minimizing functions in Euclidean spaces and the relationship to the infinity Laplace equation
Asymptotic behaviors of solutions to quasilinear elliptic equations with Hardy potential
2016
Optimal estimates on asymptotic behaviors of weak solutions both at the origin and at the infinity are obtained to the following quasilinear elliptic equations
TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING
2014
We develop an option pricing model based on a tug-of-war game involving the the issuer and holder of the option. This two-player zero-sum stochastic differential game is formulated in a multi-dimensional financial market and the agents try, respectively, to manipulate/control the drift and the volatility of the asset processes in order to minimize and maximize the expected discounted pay-off defined at the terminal date $T$. We prove that the game has a value and that the value function is the unique viscosity solution to a terminal value problem for a partial differential equation involving the non-linear and completely degenerate parabolic infinity Laplace operator.
Statistical Mechanics of the Integrable Models
1987
There is an infinity of classically integrable models. The only ones we can consider here, and these only briefly, are: the sine-Gordon (s-G) model $${\phi _{{\rm{xx}}}}{}^ - {\phi _{{\rm{tt}}}} = {{\rm{m}}^2}\sin \phi ,$$ (1.1) the sinh-Gordon (sinh-G) model $${\phi _{{\rm{xx}}}}{}^ - {\phi _{{\rm{tt}}}} = {{\rm{m}}^2}\sinh \phi ,$$ (1.2) and the repulsive and attractive non-linear Schrodinger (NLS) models $${}^ - {\rm{i}}{\phi _{\rm{t}}} = {\phi _{{\rm{xx}}}}{}^ - 2{\rm{c}}\phi {\left| \phi \right|^2}.$$ (1.3) The “attractive” NLS has real coupling constant c 0; φ is complex. In (1.1) and (1.2) m is a mass (ħ = c = 1) and φ is real. These 4 integrable models are in one space and one time …