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This survey paper is focused on qualitative and numerical analyses of fully nonlinear partial differential equations of parabolic type arising in financial mathematics. The main purpose is to review various non-linear extensions of the…

Pricing of Securities · Quantitative Finance 2017-07-06 Daniel Sevcovic

Systems of parabolic, possibly degenerate parabolic SPDEs are considered. Existence and uniqueness are established in Sobolev spaces. Similar results are obtained for a class of equations generalizing the deterministic first order symmetric…

Analysis of PDEs · Mathematics 2019-03-14 Máté Gerencsér , István Gyöngy , Nicolai Krylov

We prove an inequality which quantifies the idea that a holomorphic self-map of the disc that perturbs two points is close to the identity function.

Complex Variables · Mathematics 2018-11-20 Argyrios Christodoulou , Ian Short

We consider a characteristic initial value problem for a class of symmetric hyperbolic systems with initial data given on two smooth null intersecting characteristic surfaces. We prove existence of solutions on a future neighborhood of the…

General Relativity and Quantum Cosmology · Physics 2016-03-29 Aurore Cabet , Piotr T. Chruściel , Roger Tagne Wafo

We show how the basic idea of parabolic Jacobi relaxation can be modified to obtain a new class of hyperbolic relaxation schemes that are suitable for the solution of elliptic equations. Some of the analytic and numerical properties of…

General Relativity and Quantum Cosmology · Physics 2018-10-31 Hannes R. Rüter , David Hilditch , Marcus Bugner , Bernd Brügmann

We show that for any closed surface of genus greater than one and for any finite weighted graph filling the surface, there exists a hyperbolic metric which realizes the least Dirichlet energy harmonic embedding of the graph among a fixed…

Differential Geometry · Mathematics 2020-07-27 Toru Kajigaya , Ryokichi Tanaka

In this paper we resolve the degree-2 Abel map for nodal curves. Our results are based on a previous work of the authors reducing the problem of the resolution of the Abel map to a combinatorial problem via tropical geometry. As an…

Algebraic Geometry · Mathematics 2022-01-28 Alex Abreu , Sally Andria , Marco Pacini

In higher dimensional gauge theory, we need energies with higher power terms of field strength in order to realize point-wise monopoles. We consider new models with higher power terms of field strength and extraordinary kinetic term of…

High Energy Physics - Theory · Physics 2009-03-12 Hironobu Kihara

We study non-univalent solutions of the Polubarinova-Galin equation, describing the time evolution of the conformal map from the unit disk onto a Hele-Shaw blob of fluid subject to injection at one point. In particular, we tackle the…

Complex Variables · Mathematics 2014-11-10 Björn Gustafsson , Yu-Lin Lin

We consider Abel maps for regular smoothing of nodal curves with values in the Esteves compactified Jacobian. In general, these maps are just rational, and an interesting question is to find an explicit resolution. We translate this problem…

Algebraic Geometry · Mathematics 2020-11-05 Alex Abreu , Sally Andria , Marco Pacini

This paper deals with a new analytic type of vector- and Clifford algebra valued automorphic forms in one and two vector variables. For hypercomplex generalizations of the classical modular group and their arithmetic congruence subgroups…

Number Theory · Mathematics 2007-05-23 Rolf Soeren Krausshar

We prove a generalization of the Hermitian version of the Helton-Vinnikov determinantal representation of hyperbolic polynomials to the class of semi-hyperbolic polynomials, a strictly larger class, as shown by an example. We also prove…

Algebraic Geometry · Mathematics 2022-03-04 Greg Knese

We prove Fourier restriction estimates by means of the polynomial partitioning method for compact subsets of any sufficiently smooth hyperbolic hypersurface in threedimensional euclidean space. Our approach exploits in a crucial way the…

Classical Analysis and ODEs · Mathematics 2020-10-21 Stefan Buschenhenke , Detlef Müller , Ana Vargas

Using the framework of Colombeau algebras of generalized functions, we prove the existence and uniqueness results for global generalized solvability of semilinear hyperbolic systems with nonlinear nonlocal boundary conditions. We admit…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit

Semialgebraic splines are functions that are piecewise polynomial with respect to a cell decomposition into sets defined by polynomial inequalities. We study bivariate semialgebraic splines, formulating spaces of semialgebraic splines in…

Commutative Algebra · Mathematics 2016-04-21 Michael DiPasquale , Frank Sottile , Lanyin Sun

For static reductions of isotropic and anisotropic Magnetohydrodynamics plasma equilibrium models, a complete classification of admitted point symmetries and conservation laws up to first order is presented. It is shown that the symmetry…

Mathematical Physics · Physics 2009-11-13 Alexei F. Cheviakov , Stephen C. Anco

We transfer the lower semi-continuity of Siegel disks with fixed Brjuno type rotation numbers to geometric limits. Here, we restrict to Lavaurs maps associated to quadratic polynomials with a parabolic fixed point.

Dynamical Systems · Mathematics 2007-05-23 Arnaud Cheritat

We study the dynamics of planar diffeomorphisms having a unique fixed point that is a hyperbolic local saddle. We obtain sufficient conditions under which the fixed point is a global saddle. We also address the special case of…

Dynamical Systems · Mathematics 2016-09-15 Begoña Alarcón , Sofia B. S. D. Castro , Isabel S. Labouriau

The research monograph expounds the foundation of a new theory of parabolic initial-boundary-value problems in scales of generalized anisotropic Sobolev spaces. These scales are calibrated essentially more finely with the help of a function…

Analysis of PDEs · Mathematics 2021-09-09 V. M. Los , V. A. Mikhailets , A. A. Murach

For some special window functions $\psi_{\beta} \in H^2(\mathbb{C}^+),$ we prove that, over all sets $\Delta \subset \mathbb{C}^+$ of fixed hyperbolic measure $\nu(\Delta),$ the ones over which the Wavelet transform…

Functional Analysis · Mathematics 2022-05-18 João P. G. Ramos , Paolo Tilli