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A new method is proposed to numerically integrate a dynamical system on a manifold such that the trajectory stably remains on the manifold and preserves first integrals of the system. The idea is that given an initial point in the manifold…

Numerical Analysis · Mathematics 2016-11-29 Dong Eui Chang , Fernando Jimenez , Matthew Perlmutter

We study a reinsurer who faces multiple sources of model uncertainty. The reinsurer offers contracts to $n$ insurers whose claims follow compound Poisson processes representing both idiosyncratic and systemic sources of loss. As the…

Risk Management · Quantitative Finance 2024-10-03 Emma Kroell , Sebastian Jaimungal , Silvana M. Pesenti

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

We are concerned with solvability of nonlinear systems involving a discrete singular $\phi$-Laplacian operator of type \begin{equation*} u \mapsto \Delta\left[\phi(\Delta u(n-1))\right] \qquad (n\in \{1, \dots, T\}), \end{equation*}…

Classical Analysis and ODEs · Mathematics 2026-04-03 Andreea Gruie , Petru Jebelean , Calin Serban

This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…

Probability · Mathematics 2017-03-21 Manuel Guerra , Cláudia Nunes , Carlos Oliveira

This paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers' underwriting, investment, recapitalization, and dividend policies under model uncertainty and financial frictions. Competitive…

Risk Management · Quantitative Finance 2026-03-20 Bingzheng Chen , Jan Dhaene , Chun Liu , Shunzhi Pang

The paper deals with an integrodifferential operator which models numerous phenomena in superconductivity, in biology and in viscoelasticity. Initialboundary value problems with Neumann, Dirichlet and mixed boundary conditions are analyzed.…

Mathematical Physics · Physics 2016-11-02 M. De Angelis

Linear Dynamical Systems, both discrete and continuous, are invaluable mathematical models in a plethora of applications such the verification of probabilistic systems, model checking, computational biology, cyber-physical systems, and…

Logic in Computer Science · Computer Science 2023-08-15 Mihir Vahanwala

In this paper, we deal with the initial value problem for a class of fully nonlinear parabolic equations with a singular Dirichlet boundary condition in one space dimension. The interior equation includes, for example, a fully nonlinear…

Analysis of PDEs · Mathematics 2025-06-10 Takashi Kagaya

We consider the classical optimal dividends problem under the Cram\'er-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual problem and show that the complementary slackness…

Optimization and Control · Mathematics 2015-12-08 Camilo Hernandez , Mauricio Junca

We consider the complement value problem for a class of second order elliptic integro-differential operators. Let $D$ be a bounded Lipschitz domain of $\mathbb{R}^d$. Under mild conditions, we show that there exists a unique bounded…

Probability · Mathematics 2019-12-10 Wei Sun

In this paper we study a 2D Oldroyd free-boundary model which describes the evolution of a viscoelastic fluid. We prove existence of splash singularities, namely points where the boundary remains smooth but self-intersects. This paper…

Analysis of PDEs · Mathematics 2020-01-08 Elena Di Iorio , Pierangelo Marcati , Stefano Spirito

We introduce a longevity feature to the classical optimal dividend problem by adding a constraint on the time of ruin of the firm. We extend the results in \cite{HJ15}, now in context of one-sided L\'evy risk models. We consider de…

Optimization and Control · Mathematics 2017-05-12 Camilo Hernandez , Mauricio Junca , Harold Moreno-Franco

We consider a generalization of the recursive utility model by adding a new component that represents utility of investment gains and losses. We also study the utility process in this generalized model with constant elasticity of…

General Finance · Quantitative Finance 2021-07-13 Jing Guo , Xue Dong He

In this paper we are concerned with singular points of solutions to the {\it unstable} free boundary problem $$ \Delta u = - \chi_{\{u>0\}} \qquad \hbox{in} B_1. $$ The problem arises in applications such as solid combustion, composite…

Analysis of PDEs · Mathematics 2010-05-24 John Andersson , Henrik Shahgholian , Georg S. Weiss

Dynamical systems involving non-local derivative operators are of great importance in Mathematical analysis and applications. This article deals with the dynamics of fractional order systems involving Caputo derivatives. We take a review of…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Madhuri Patil

This paper studies an optimal investment-reinsurance problem for an insurer (she) under the Cram\'er--Lundberg model with monotone mean--variance (MMV) criterion. At any time, the insurer can purchase reinsurance (or acquire new business)…

Portfolio Management · Quantitative Finance 2024-05-30 Xiaomin Shi , Zuo Quan Xu

This paper studies the solvability of a class of Dirichlet problem associated with non-linear integro-differential operator. The main ingredient is the probabilistic construction of continuous supersolution via the identification of the…

Analysis of PDEs · Mathematics 2017-11-08 Erhan Bayraktar , Qingshuo Song

We consider systems of ordinary differential equations with known first integrals. The notion of a discrete tangent space is introduced as the orthogonal complement of an arbitrary set of discrete gradients. Integrators which exactly…

Numerical Analysis · Mathematics 2015-05-20 Morten Dahlby , Brynjulf Owren , Takaharu Yaguchi

We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…

Analysis of PDEs · Mathematics 2020-06-09 José A. Carrillo , Katharina Hopf , José L. Rodrigo