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To numerically solve the two-dimensional advection equation, we propose a family of fourth- and higher-order semi-Lagrangian finite volume (SLFV) methods that feature (1) fourth-, sixth-, and eighth-order convergence rates, (2)…
The geometry of D-branes can be probed by open string scattering. If the background carries a non-vanishing B-field, the world-volume becomes non-commutative. Here we explore the quantization of world-volume geometries in a curved…
Spectral functions of symmetric matrices -- those depending on matrices only through their eigenvalues -- appear often in optimization. A cornerstone variational analytic tool for studying such functions is a formula relating their…
In this paper we study the asymptotic behaviour of the solutions of some minimization problems for integral functionals with convex integrands, in two-dimensional domains with cracks, under perturbations of the cracks in the Hausdorff…
We explore a link between stochastic volatility (SV) and path-dependent volatility (PDV) models. Using assumed density filtering, we map a given SV model into a corresponding PDV representation. The resulting specification is lightweight,…
Reconstructing 3D assets from images, known as inverse rendering (IR), remains a challenging task due to its ill-posed nature. 3D Gaussian Splatting (3DGS) has demonstrated impressive capabilities for novel view synthesis (NVS) tasks.…
We study sparsity and spectral properties of dual frames of a given finite frame. We show that any finite frame has a dual with no more than $n^2$ non-vanishing entries, where $n$ denotes the ambient dimension, and that for most frames no…
We consider an extension of a special class of conformal sigma models (`chiral null models') which describe extreme supersymmetric string solutions. The new models contain both `left' and `right' vector couplings and should correspond to…
Here one will find a rigorous treatment of the simplest situation in Surface Area Theory, viz. the nonparametric case with domain the unit square in the plane. This is installment IV of a four part discussion of certain aspects of Real…
In equity and foreign exchange markets the risk-neutral dynamics of the underlying asset are commonly represented by stochastic volatility models with jumps. In this paper we consider a dense subclass of such models and develop analytically…
We establish the existence and characterization of a primal and a dual facelift - discontinuity of the value function at the terminal time - for utility-maximization in incomplete semimartingale-driven financial markets. Unlike in the…
This paper is concerned with the local bifurcation analysis around typical singularities of piecewise smooth planar dynamical systems. Three-parameter families of a class of non$-$smooth vector fields are studied and the tridimensional…
Recently, a new quantum model - two-dimensional generalization of the Scarf II - was completely solved analytically by SUSY method for the integer values of parameter. Now, the same integrable model, but with arbitrary values of parameter,…
The asymptotic behavior of three-body scattering wave functions in configuration space is studied by considering a model equation that has the same asymptotic form as the Faddeev equations. Boundary conditions for the wave function are…
The existence of numerical solutions to a fourth order singular boundary value problem arising in the theory of epitaxial growth is studied. An iterative numerical method is applied on a second order nonlinear singular boundary value…
The spin-1/2 highest weight representations of the dynamical 6-vertex and the standard 8-vertex Yang-Baxter algebra on a finite chain are considered in this paper. For the antiperiodic dynamical 6-vertex transfer matrix defined on chains…
We prove the existence of a continuous $BV$ minimizer with $C^{0}$ boundary value for the $p$-area (pseudohermitian or horizontal area) in a parabolically convex bounded domain. We extend the domain of the area functional from $BV$…
Here, we present a least-squares based spectral element formulation for one-dimensional eigenvalue problems with interface conditions. First we develop the method for without interface case, then we extend it to interface case. Convergence…
We present a simple algorithm for differentiable rendering of surfaces represented by Signed Distance Fields (SDF), which makes it easy to integrate rendering into gradient-based optimization pipelines. To tackle visibility-related…
The mathematical consistency of the BMHV scheme of dimensional regularisation (DReg) comes at the cost of requiring symmetry-restoring counterterms to cancel the regularisation-induced breaking of gauge and BRST invariance. There is no…