Related papers: Symmetry structure and solution of evolution-type …
We propose two new evolutionary rules that is not mimic evolution of strategies based on the spatial Prisoner's Dilemma (PD). The former follows the selfish evolutionary rule and then the coexistence phase appears with weak phase transition…
With some transformations, we convert the problem of option pricing under state-dependent volatility into an initial value problem of the Fokker-Planck equation with a certain potential. By using the Lie symmetry analysis and similarity…
The Lie-point symmetry method is used to find some closed-form solutions for a constitutive equation modeling stress in elastic materials. The partial differential equation (PDE), which involves a power law with arbitrary exponent n, was…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
The global symmetry, either invertible or non-invertible, has been extensively studied in two dimensional conformal field theories in recent years. When the theory is defined on a manifold with open boundaries, however, many interesting…
This paper examines a semi-analytical approach for pricing American options in time-inhomogeneous models characterized by negative interest rates (for equity/FX) or negative convenience yields (for commodities/cryptocurrencies). Under such…
We consider the problem of determining the time evolution of a trait distribution in a mathematical model of non-uniform populations with parametric heterogeneity. This means that we consider only heterogeneous populations in which…
We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the…
In a recent paper [Phys. Rev. E 57, p. 1550 (1998)] we demonstrated that the symmetries of the evolution equation and the target state have a profound effect on the selection of the admissible control parameters. In the present paper we…
This paper generalizes some known solitary solutions of a time-dependent Hamiltonian in two ways: The time-dependent field can be an elliptic function, and the time evolution is obtained for a complete set of basis vectors. The latter makes…
We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under…
We develop a novel - cylindrical - solution concept for stochastic evolution equations. Our motivation is to establish a Heath-Jarrow-Morton framework capable of analysing financial term structures with discontinuities, overcoming deep…
The unitary operators U(t), describing the quantum time evolution of systems with a time-dependent Hamiltonian, can be constructed in an explicit manner using the method of time-dependent invariants. We clarify the role of Lie-algebraic…
In this paper we study maximal $L^p$-regularity for evolution equations with time-dependent operators $A$. We merely assume a measurable dependence on time. In the first part of the paper we present a new sufficient condition for the…
Evolutionary forms are skew-symmetric differential forms the basis of which, as opposed to exterior forms, are deforming manifolds (with unclosed metric forms). Such differential forms arise when describing physical processes. A specific…
The classical Hamiltonian system of time-dependent harmonic oscillator driven by the arbitrary external time-dependent force is considered. Exact analytical solution of the corresponding equations of motion is constructed in the framework…
We develop efficient group-theoretical approach to the problem of classification of evolution equations that admit non-local transformation groups (quasi-local symmetries), i.e., groups involving integrals of the dependent variable. We…
The paper [Shi19] uses the Craig-Wayne-Bourgain method to construct solutions of an elliptic problem involving parameters. The results of [Shi19] include regularity assumptions on the perturbation and involve excluding parameters. The paper…
Time series data arising in many applications nowadays are high-dimensional. A large number of parameters describe features of these time series. We propose a novel approach to modeling a high-dimensional time series through several…
We examine an infinite, linear system of ordinary differential equations that models the evolution of fragmenting clusters, where each cluster is assumed to be composed of identical units. In contrast to previous investigations into such…