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New partial differential equations for the Wiener-Hermite expansions of the Langevin (stochastic) transitions are formulated. They are solved recursively in full order series solutions with respect to $\sqrt{t}$. A sort of 'gauge' degrees…

High Energy Physics - Lattice · Physics 2007-05-23 Hideo Nakajima

This paper will demonstrate some new techniques for developing the theory of Asian (arithmetic average) options pricing. We discuss the basic derivation of the diffusion equations, and how various techniques from potential theory can be…

Pricing of Securities · Quantitative Finance 2023-07-20 P. G. Morrison

The effects on the non-relativistic dynamics of a system compound by two electrons interacting by a Coulomb potential and with an external harmonic oscillator potential, confined to move in a two dimensional Euclidean space, are…

Quantum Physics · Physics 2021-10-19 F. Caruso , J. Martins , V. Oguri

In this paper, we reduce the general linear integral equation of the third kind in $L^2(Y,\mu)$, with largely arbitrary kernel and coefficient, to an equivalent integral equation either of the second kind or of the first kind in…

Spectral Theory · Mathematics 2012-10-04 Igor M. Novitskii

The study of the pentagon (fusion) equation leds to the Structure and the Classification theorem for finite dimenasional Hopf algebras: there exists a one to one correspondence between the set of types of n-dimensional Hopf algebtras and…

Quantum Algebra · Mathematics 2014-03-18 G. Militaru

We obtain new inequalities for the modified Bessel function of the second kind $K_\nu$ in terms of the gamma function. These bounds follow as special cases of inequalities that we derive for the kernel of the Kr\"{a}tzel integral…

Classical Analysis and ODEs · Mathematics 2017-05-30 Robert E. Gaunt

In this paper, we investigate the Euler-type integral representations for the generalized hypergeometric matrix function and develop some transformations in terms of hypergeometric matrix functions. Furthermore, unit and half arguments have…

Classical Analysis and ODEs · Mathematics 2023-03-01 Ankit Pal , Kiran Kumari

The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…

Analysis of PDEs · Mathematics 2021-11-03 Nicola Garofalo , Giulio Tralli

We study integral transforms mapping a function on the Euclidean space to the family of its integration on some hypersurfaces, that is, a function of hypersurfaces. The hypersurfaces are given by the graphs of functions with fixed axes of…

Classical Analysis and ODEs · Mathematics 2020-06-08 Hiroyuki Chihara

We show that in the particular case when a characteristic exponent of the singularity at infinity is zero the solution of the general Heun equation can be expanded in terms of the incomplete Beta functions. By means of termination of the…

Classical Analysis and ODEs · Mathematics 2015-10-20 A. M. Manukyan , T. A. Ishkhanyan , M. V. Hakobyan , A. M. Ishkhanyan

Properties of the recently reported homogeneous Hilbert curves are deduced and reported. The nature of the affine transformations involved in the construction of the Hilbert curves is explored. The analytical representation of proper and…

Algebraic Geometry · Mathematics 2013-11-13 E. Estevez-Rams , I. Brito-Reyes

We study a novel type of solutions of the general Heun's equation, based on its symmetric form. We derive the symmetry group of this equation which is a proper extension of the Mobius group. The new series solution treat simultaneously and…

Classical Analysis and ODEs · Mathematics 2014-10-03 Plamen P. Fiziev

We consider integrable open chain models formulated in terms of generators of affine Hecke algebras. The hierarchy of commutative elements (which are analogs of the commutative transfer-matrices) are constructed by using the fusion…

Mathematical Physics · Physics 2010-03-18 A. P. Isaev

In this brief note, we show how to apply Kummer's and other quadratic transformation formulas for Gauss' and generalized hypergeometric functions in order to obtain transformation and summation formulas for series with harmonic numbers that…

Classical Analysis and ODEs · Mathematics 2019-11-28 Martin Nicholson

A new approach to the finite-gap property for the Heun equation is constructed. The relationship between the finite-dimensional invariant space and the spectral curve is clarified. The monodromies are calculated and are expressed as…

Classical Analysis and ODEs · Mathematics 2007-05-23 Kouichi Takemura

By means of topological methods, we provide new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for systems of perturbed Hammerstein integral equations. In order to illustrate our theoretical…

Classical Analysis and ODEs · Mathematics 2016-08-30 Filomena Cianciaruso , Gennaro Infante , Paolamaria Pietramala

We study embeddings between reproducing kernel Hilbert spaces $H(K)$ of functions of $d \in \mathbb{N} \cup \{\infty\}$ variables. The kernels $K$ are superpositions of weighted finite tensor products of a fixed univariate kernel. The basic…

Numerical Analysis · Mathematics 2026-05-01 Michael Gnewuch , Peter Kritzer , Klaus Ritter

Usually, convolution refers to Laplace convolution in the literature. But Mellin convolutions can yield very ueeful results. This aspect is illustrated in the coming sections. This paper deals with Mellin convolutions of products and…

Classical Analysis and ODEs · Mathematics 2025-01-28 A. M. Mathai , H. J. Haubold

In this paper the structures of the generalised Euler-Lagrange equations and their associated conserved quantities are derived for one-dimensional Herglotz variational problems of order $n$. Their derivations use the framework of moving…

Differential Geometry · Mathematics 2026-05-29 Tânia M. N. Gonçalves , Delfim F. M. Torres , Gastão S. F. Frederico

Recent results concerning solutions of the modified Helmholtz equation are reviewed; namely, various mean value properties and their corollaries, converse and inverse of these properties, and relations between these solutions and harmonic…

Analysis of PDEs · Mathematics 2022-08-30 Nikolay Kuznetsov