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We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally…

Pricing of Securities · Quantitative Finance 2012-10-03 Martin Keller-Ressel , Claus Griessler

This paper concerns elliptic systems of $p$-Laplace type with complex valued coefficient and source term. We extend the real valued theory of the elliptic $p$-Laplace equation to the complex valued case. We establish the existence and…

Analysis of PDEs · Mathematics 2025-03-25 Wontae Kim , Matias Vestberg

While intersections of convex sets are convex, their unions have rather complicated behavior. Some natural contexts where they appear include duality arguments involving boundaries of convex sets and valuations, which have an Euler…

Combinatorics · Mathematics 2026-02-06 Soohyun Park

In discrete convex analysis, various convexity concepts are considered for discrete functions such as separable convexity, L-convexity, M-convexity, integral convexity, and multimodularity. These concepts of discrete convex functions are…

Combinatorics · Mathematics 2023-02-06 Satoko Moriguchi , Kazuo Murota

We investigate the boundary behavior of variational solutions of Dirichlet problems for prescribed mean curvature equations at smooth boundary points where certain boundary curvature conditions are satisfied (which preclude the existence of…

Analysis of PDEs · Mathematics 2019-01-30 Mozhgan , Entekhabi , Kirk E. Lancaster

We study Hadamard's variational formula for simple eigenvalues under dynamical and conformal deformations. Particularly, harmonic convexity of the first eigenvalue of the Laplacian under the mixed boundary condition is established for…

Analysis of PDEs · Mathematics 2024-09-09 Takashi Suzuki , Takuya Tsuchiya

The discrete Painlev\'e property is precisely defined, and basic discretization rules to preserve it are stated. The discrete Painlev\'e test is enriched with a new method which perturbs the continuum limit and generates infinitely many…

solv-int · Physics 2007-05-23 R. Conte , M. Musette

Let us consider the autonomous obstacle problem \begin{equation*} \min_v \int_\Omega F(Dv(x)) \, dx \end{equation*} on a specific class of admissible functions, where we suppose the Lagrangian satisfies proper hypotheses of convexity and…

Analysis of PDEs · Mathematics 2023-07-25 Samuele Riccò , Andrea Torricelli

In this paper we build the structure equations and the integrable systems for a discrete centroaffine indefinite surface in $\R^3$. At the same time, some centroaffine invariants are obtained according to the structure equations. Using…

Differential Geometry · Mathematics 2016-09-12 Yun Yang , Yanhua Yu

We identify conditions giving large natural classes of partial differential operators for which it is possible to construct a complete set of Laplace invariants. In order to do that we investigate general properties of differential…

Mathematical Physics · Physics 2020-12-22 David Hobby , Ekaterina Shemyakova

We show that integrable involutive maps, due to the fact they admit three integrals in separated form, can give rise to equations, which are consistent around the cube and which are not in the multiaffine form assumed in papers [1, 2].…

Exactly Solvable and Integrable Systems · Physics 2015-05-28 Pavlos Kassotakis , Maciej Nieszporski

We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…

Analysis of PDEs · Mathematics 2019-12-13 Jean-François Babadjian , Vito Crismale

Using direct variational method we consider the existence of non-spurious solutions to the following Dirichlet problem $\ddot{x}\left( t\right) =f\left( t,x\left( t\right) \right) $, $x\left( 0\right) =x\left( 1\right) =0 $ where $f:\left[…

Classical Analysis and ODEs · Mathematics 2015-03-09 Marek Galewski , Ewa Schmeidel

The proposed theory of causally structured discrete fields studies integer values on directed edges of a self-similar graph with a propagation rule, which we define as a set of valid combinations of integer values and edge directions around…

General Relativity and Quantum Cosmology · Physics 2020-01-30 K. V. Bayandin

We investigate new properties of the fractional Dirichlet Laplacian on smooth bounded domains and establish fractional product estimates and nonlinear Poincar\'e inequalities. We also use these tools to study the long-time dynamics of the…

Analysis of PDEs · Mathematics 2024-09-10 Elie Abdo , Quyuan Lin

Recent work in the literature has studied fourth-order elliptic operators on manifolds with boundary. This paper proves that, in the case of the squared Laplace operator, the boundary conditions which require that the eigenfunctions and…

High Energy Physics - Theory · Physics 2014-11-18 Giampiero Esposito , Alexander Yu. Kamenshchik

Causal rigid particles whose action includes an {\it arbitrary} dependence on the world-line extrinsic curvature are considered. General classes of solutions are constructed, including {\it causal tachyonic} ones. The Hamiltonian…

High Energy Physics - Theory · Physics 2009-10-22 Jan Govaerts

Discrete convex functions are used in many areas, including operations research, discrete-event systems, game theory, and economics. The objective of this paper is to offer a survey on fundamental operations for various kinds of discrete…

Combinatorics · Mathematics 2019-10-04 Kazuo Murota

In this work we discuss a Hamiltonian system of ordinary differential equations under Dirichlet boundary conditions. The system of equations in consideration features a mixed (concave-convex) power nonlinearity depending on a positive…

Functional Analysis · Mathematics 2024-08-21 Oscar Agudelo , Gabriela Holubová , Martin Kudláč

This paper concerns the theoretical and numerical analysis of a free boundary problem for the Laplace equation, with a curvature condition on the free boundary. This boundary is described as the graph of a function, and contact angles are…

Numerical Analysis · Mathematics 2017-07-04 Ivan Fumagalli