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We consider the pricing of derivatives in a setting with trading restrictions, but without any probabilistic assumptions on the underlying model, in discrete and continuous time. In particular, we assume that European put or call options…

Mathematical Finance · Quantitative Finance 2015-06-09 Alexander M. G. Cox , Zhaoxu Hou , Jan Obloj

We give tight bounds on the relation between the primal and dual of various combinatorial dimensions, such as the pseudo-dimension and fat-shattering dimension, for multi-valued function classes. These dimensional notions play an important…

Combinatorics · Mathematics 2021-08-24 Pieter Kleer , Hans Simon

We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…

Statistical Mechanics · Physics 2015-03-19 Jie Ren , V. Y. Chernyak , N. A. Sinitsyn

We study the $\Gamma$-limit of 3d nonlinear elasticity for shells of small, variable thickness, around an arbitrary smooth 2d surface.

Mathematical Physics · Physics 2008-04-17 Marta Lewicka , Maria Giovanna Mora , Mohammad Reza Pakzad

In this paper we prove unique continuation principles for some systems of elliptic partial differential equations satisfying a suitable superlinearity condition. As an application, we obtain nonexistence of nontrivial (not necessarily…

Analysis of PDEs · Mathematics 2021-01-06 Ederson Moreira dos Santos , Gabrielle Nornberg , Nicola Soave

Dualities are often supposed to be foundational, but they may come into conflict with background independence, because a hidden fixed structures is needed to define the duality transformation. This conflict can be eliminated by extending a…

High Energy Physics - Theory · Physics 2016-12-21 Lee Smolin

A methodology for deriving dual variational principles for the classical Newtonian mechanics of mass points in the presence of applied forces, interaction forces, and constraints, all with a general dependence on particle velocities and…

Mathematical Physics · Physics 2024-07-02 Amit Acharya , Ambar N. Sengupta

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…

Statistical Mechanics · Physics 2024-11-08 Andrea E. V. Ferrari , Prateek Gupta , Nabil Iqbal

We obtain a family of nonlinear maximum principles for linear dissipative nonlocal operators, that are general, robust, and versatile. We use these nonlinear bounds to provide transparent proofs of global regularity for critical SQG and…

Analysis of PDEs · Mathematics 2011-10-04 Peter Constantin , Vlad Vicol

We study the noncommutative superspace of arbitrary dimensions in a systematic way. Superfield theories on a noncommutative superspace can be formulated in two folds, through the star product formalism and in terms of the supermatrices. We…

High Energy Physics - Theory · Physics 2016-09-06 Jeong-Hyuck Park

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Optimization and Control · Mathematics 2018-02-23 Quoc Tran-Dinh , Olivier Fercoq , Volkan Cevher

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

The maximum principle forms an important qualitative property of second order elliptic equations, therefore its discrete analogues, the so-called discrete maximum principles (DMPs) have drawn much attention. In this paper DMPs are…

Numerical Analysis · Mathematics 2018-07-05 János Karátson , Balázs Kovács , Sergey Korotov

This is a general introduction to duality in field theories. The existence and breaking of global symmetries is used as a guideline to systematically prove duality between different field theories. Systems discussed include abelian and…

High Energy Physics - Theory · Physics 2009-10-30 Fernando Quevedo

Conformal and disformal transformations are now being very intensively studied in the context of various modified gravity theories. In particular, some special classes of them can be used for constructing Mimetic Dark Matter models.…

General Relativity and Quantum Cosmology · Physics 2023-01-10 Alexey Golovnev

In this work we propose and analyze a novel Hybrid High-Order discretization of a class of (linear and) nonlinear elasticity models in the small deformation regime which are of common use in solid mechanics. The proposed method is valid in…

Numerical Analysis · Mathematics 2017-07-10 Michele Botti , Daniele Di Pietro , Pierre Sochala

In this paper we present a new Lagrange dual problem associated to a primal DC optimization problem under the additivity condition (AC). As usual for DC programming, even weak duality is not guaranteed for free and, due to this issue, we…

Optimization and Control · Mathematics 2025-03-28 M. D. Fajardo , J. Vidal-Nunez

Optimality principles in nonequilibrium transport networks are linked to a thermodynamic formalism based on generalized transport potentials endowed with Legendre duality and related contact structure. This allows quantifying the distance…

Statistical Mechanics · Physics 2025-06-23 Amilcare Porporato , Shashank Kumar Anand , Salvatore Calabrese , Luca Ridolfi , Lamberto Rondoni

We prove a duality principle that connects the thermodynamic limits of the free energies of the Hamiltonians and their squared interactions. Under the main assumption that the limiting free energy is concave in the squared temperature…

Probability · Mathematics 2017-05-23 Antonio Auffinger , Wei-Kuo Chen