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In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and…

Computational Finance · Quantitative Finance 2013-10-04 Christoph Reisinger , Rasmus Wissmann

This paper presents the design and analysis of the extremum seeking for static maps with input passed through a partial differential equation (PDE) of the diffusion type defined on a time-varying spatial domain whose boundary position is…

Optimization and Control · Mathematics 2023-11-14 Mauricio Linhares Galvao , Tiago Roux Oliveira , Miroslav Krstic

Higher-order topological phases (HOTPs) host exotic topological states that go beyond the traditional bulk-boundary correspondence. Up to now, there is still a lack of experimentally measurable momentum-space topological characterization…

Mesoscale and Nanoscale Physics · Physics 2024-12-05 Wei Jia , Bao-Zong Wang , Ming-Jian Gao , Jun-Hong An

We present a deterministic algorithm for computing spaces of weight 1 modular forms with exotic representations. This algorithm is an improved version of Schaeffer's Hecke stability method, utilising the author's previous work on the…

Number Theory · Mathematics 2022-01-25 Kieran Child

Within the formalism of relativistic quantum field theory an adequate framework for the description of two-particle bound states, such as, for instance, all conventional (i.e., non-exotic) mesons, is provided by the Poincar\'e-covariant…

High Energy Physics - Phenomenology · Physics 2023-01-11 Wolfgang Lucha

We introduce a novel spectral element method based on the ultraspherical spectral method and the hierarchical Poincar\'{e}-Steklov scheme for solving second-order linear partial differential equations on polygonal domains with unstructured…

Numerical Analysis · Mathematics 2021-05-19 Daniel Fortunato , Nicholas Hale , Alex Townsend

This paper is devoted to the one-dimensional heat equation and the non-linear ordinary differential equations associated to it. We consider homogeneous polynomial dynamical systems in the n-dimensional space, n = 0, 1, 2, .... For any such…

Mathematical Physics · Physics 2012-04-18 Victor M. Buchstaber , Elena Yu. Bunkova

We identify a generic class of two dimensional nonstandard Hamiltonian systems which exhibit isochronous behaviour. This class of systems belongs to the two dimensional mixed Li\'enard- type equations and is obtained by generalizing the…

Exactly Solvable and Integrable Systems · Physics 2016-10-19 A. Durga Devi , R. Gladwin Pradeep , V. K. Chandrasekar , M. Lakshmanan

Using the idea of the degree of a smooth mapping between two manifolds of the same dimension we present here the topological (homotopical) classification of the mappings between spheres of the same dimension, vector fields, monopole and…

Mathematical Physics · Physics 2011-04-28 Jerzy Szczesny , Marek Biesiada , Marek Szydlowski

Let $\mathcal O$ be a compact Riemannian orbisurface. We compute formulas for the contribution of cone points of~$\mathcal O$ to the coefficient at $t^2$ of the asymptotic expansion of the heat trace of $\mathcal O$, the contributions at…

Differential Geometry · Mathematics 2020-07-13 Dorothee Schueth

We introduce the heat method for computing the shortest geodesic distance to a specified subset (e.g., point or curve) of a given domain. The heat method is robust, efficient, and simple to implement since it is based on solving a pair of…

Graphics · Computer Science 2013-10-15 Keenan Crane , Clarisse Weischedel , Max Wardetzky

The planetary exospheres are poorly known in their outer parts, since the neutral densities are low compared with the instruments detection capabilities. The exospheric models are thus often the main source of information at such high…

Earth and Planetary Astrophysics · Physics 2016-04-15 Arnaud Beth , Philippe Garnier , Dominique Toublanc , Iannis Dandouras , Christian Mazelle

Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochastic framework. A geometrical reformulation of the stochastic…

Probability · Mathematics 2017-12-25 Francesco C. De Vecchi

Cappell-Shaneson homotopy 4-spheres (CS spheres) are potential counterexamples of the smooth 4-dimensional Poincar\'e conjecture. Akbulut proved that infinite CS spheres are diffeomorphic to the standard 4-sphere by Kirby calculus. Kim and…

Geometric Topology · Mathematics 2025-03-04 Kazunori Iwaki

Poincar\'e's approach to the three body problem has often been celebrated as a starting point of chaos theory in relation to the investigation of dynamical systems. Yet, Poincar\'e's strategy can also be analyzed as molded on - or casted in…

History and Overview · Mathematics 2012-10-10 Frederic Brechenmacher

In this short note we give two examples of using the algebro-geometric theory of Painlev\'e equations to solve the Painlev\'e identification problem. The equations that we consider were recently obtained by M. van der Put and J. Top in…

Exactly Solvable and Integrable Systems · Physics 2025-08-19 Anton Dzhamay

We investigate a discretization of a class of stochastic heat equations on the unit sphere with multiplicative noises. A spectral method is used for the spatial discretization and the truncation of the Wiener process, while an implicit…

Numerical Analysis · Mathematics 2017-12-08 Yoshihito Kazashi , Quoc T. Le Gia

Stochastic flows of Stratonovich stochastic differential equations on exotic spheres have been studied. The consequences of the choice of exotic differential structure on stochastic processes taking place on the topological space…

Mathematical Physics · Physics 2021-03-23 Nurfarisha , Adhitya Ronnie Effendie , Muhammad Farchani Rosyid

In this work, we consider a specific shift-invariant quartic Horndeski model, deriving new planar black hole solutions with axionic hair. We explore these solutions in terms of their horizon structure and their thermodynamic properties. We…

High Energy Physics - Theory · Physics 2020-09-15 José Pablo Figueroa , Konstantinos Pallikaris

We construct a class of exponential type solutions for the linear, delayed heat equation. These representations may be used to provide a priori ansatzes for certain boundary and/or initial-value problems arising in heat transfer. Several of…

Analysis of PDEs · Mathematics 2020-06-26 Isom H. Herron , Ronald E. Mickens
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