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We use a powerful extension of the classical method of heat potentials, recently developed by the present author and his collaborators, to solve several significant problems of financial mathematics. We consider the following problems in…

Mathematical Finance · Quantitative Finance 2020-03-17 Alexander Lipton

We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…

Optimization and Control · Mathematics 2024-02-23 Ronny Bergmann , Roland Herzog , Julián Ortiz López , Anton Schiela

This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…

Information Theory · Computer Science 2018-10-17 Andrea Pizzo , Alessio Zappone , Luca Sanguinetti

We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence…

Optimization and Control · Mathematics 2020-03-19 I. V. Konnov

This work concerns an alignment problem that has applications in many geospatial problems such as resource allocation and building reliable disease maps. Here, we introduce the problem of optimally aligning $k$ collections of $m$ spatial…

Data Structures and Algorithms · Computer Science 2024-11-14 Emma L. McDaniel , Armin R. Mikler , Chetan Tiwari , Murray Patterson

Two types of Poisson pencils connected to classical R-matrices and their quantum counterparts are considered. A representation theory of the quantum algebras related to some symmetric orbits in $sl(n)^*$ is constructed. A twisted version of…

q-alg · Mathematics 2008-02-03 D. Gurevich , J. Donin , V. Rubstov

We show that the classical discrete logarithm problem over prime fields can be reduced to that of solving a system of linear modular equations.

Number Theory · Mathematics 2016-08-26 H. Gopalakrishna Gadiyar , R. Padma

Practically relevant problems of quadratic optimization often contain multidimensional arrays of variables interconnected by linear constraints, such as equalities and inequalities. The values of each variable depend on its specific meaning…

Optimization and Control · Mathematics 2026-01-27 Alexander M. Semenov , Sergey R. Usmanov , Aleksey K. Fedorov

The purpose of the present work is solving the characterization problem for one class of second order operator pencil with complex periodic coefficients, which consists of identification of necessary and sufficient conditions on the…

Spectral Theory · Mathematics 2007-05-23 R. F. Efendiev

We analyze the problem of folding one polyhedron, viewed as a metric graph of its edges, into the shape of another, similar to 1D origami. We find such foldings between all pairs of Platonic solids and prove corresponding lower bounds,…

Computational Geometry · Computer Science 2024-12-20 Lily Chung , Erik D. Demaine , Martin L. Demaine , Markus Hecher , Rebecca Lin , Jayson Lynch , Chie Nara

We introduce an original approach to geometric calculus in which we define derivatives and integrals on functions which depend on extended bodies in space--that is, paths, surfaces, and volumes etc. Though this theory remains to be fully…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Theodore G. Erler

This paper presents a definition for local linearizations of rational matrices and studies their properties. This definition allows us to introduce matrix pencils associated to a rational matrix that preserve its structure of zeros and…

Numerical Analysis · Mathematics 2019-07-26 Froilán M. Dopico , Silvia Marcaida , María C. Quintana , Paul Van Dooren

The article explores a simple yet interesting geometric problem: how to fold a notebook page so it is the most visible when the notebook is closed (i.e., as a bookmark). We start with a square page, then proceed to the rectangular page.…

History and Overview · Mathematics 2020-02-10 Chenguang Zhang

The geometry of algebraic curves over finite fields is a rich area of research. In previous work, the authors investigated a particular aspect of the geometry over finite fields of the classical unit circle, namely how the number of…

Number Theory · Mathematics 2018-03-01 Vagn Lundsgaard Hansen , Andreas Aabrandt

Some classical graph problems such as finding minimal spanning tree, shortest path or maximal flow can be done efficiently. We describe slight variations of such problems which are shown to be NP-complete. Our proofs use straightforward…

Computational Complexity · Computer Science 2020-01-14 Per Alexandersson

We study linear pencils of curves on normal surface singularities. Using the minimal good resolution of the pencil, we describe the topological type of generic elements of the pencil and characterize the behaviour of special elements. Then…

Algebraic Geometry · Mathematics 2016-01-08 F. Delgado , H. Maugendre

The Bin Packing Problem (BPP) is a well-established combinatorial optimization (CO) problem. Since it has many applications in our daily life, e.g. logistics and resource allocation, people are seeking efficient bin packing algorithms. On…

Machine Learning · Computer Science 2023-12-14 Wenjie Wu , Changjun Fan , Jincai Huang , Zhong Liu , Junchi Yan

We study viscosity solutions to the classical one-phase problem and its thin counterpart. In low dimensions, we show that when the free boundary is the graph of a continuous function, the solution is the half-plane solution. This answers,…

Analysis of PDEs · Mathematics 2023-11-13 Max Engelstein , Xavier Fernández-Real , Hui Yu

A canonical factorization is given for a quadratic pencil of accretive operators in a Hilbert space. Also, we establish some relationships between an m-accretive operator and its Moore-Penorse inverse. As an application, we study a result…

Functional Analysis · Mathematics 2021-02-26 F. Bouchelaghem , M. Benharrat

Distributing spatially located heterogeneous workloads is an important problem in parallel scientific computing. We investigate the problem of partitioning such workloads (represented as a matrix of non-negative integers) into rectangles,…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-04-14 Erik Saule , Erdeniz Ö. Baş , Ümit V. Çatalyürek