Related papers: Smiles in delta
We consider the behaviour of holomorphic functions on a bounded open subset of the plane, satisfying a Lipschitz condition with exponent $\alpha$, with $0<\alpha<1$, in the vicinity of an exceptional boundary point where all such functions…
Families of DFAs (FDFAs) provide an alternative formalism for recognizing $\omega$-regular languages. The motivation for introducing them was a desired correlation between the automaton states and right congruence relations, in a manner…
We present a two-dimensional delta symbol method that facilitates a version of the Kloosterman refinement of the circle method, addressing a question posed by Heath-Brown. As an application, we establish the asymptotic formula for the…
In this paper, we investigate the uniform regularity and asymptotic behavior of solutions to the following Lotka-Volterra type system of strong competition with Dirichlet boundary conditions: \begin{align*} \left\{ \begin{array}{ll} -\Delta…
In the context of global optimization of mixed-integer nonlinear optimization formulations, we consider smoothing univariate functions $f$ that satisfy $f(0)=0$, $f$ is increasing and concave on $[0,+\infty)$, $f$ is twice differentiable on…
We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…
We extend the adiabatic regularization method for an expanding universe to include the Yukawa interaction between quantized Dirac fermions and a homogeneous background scalar field. We give explicit expressions for the renormalized…
Elton P. Hsu used probabilistic method to show that the asymptotic Dirichlet problem is uniquely solvable under the curvature conditions $-C e^{2-\eta}r(x) \leq K_M(x)\leq -1$ with $\eta>0$. We give an analytical proof of the same…
We construct bases of quasi-symmetric functions whose product rule is given by the shuffle of binary words, as for multiple zeta values in their integral representations, and then extend the construction to the algebra of free…
We study discrete (duality) symmetries of functional determinants. An exact transformation of the effective action under the inversion of background fields $\beta (x) \to \beta^{-1}(x)$ is found. We show that in many cases this inversion…
Let $S\subset\mathbb{R}^3$ be a $C^4$-smooth relatively compact orientable surface with a sufficiently regular boundary. For $\beta\in\mathbb{R}_+$, let $E_j(\beta)$ denote the $j$th negative eigenvalue of the operator associated with the…
The renormalization group equation describing the evolution of the metric of the non linear sigma models poses some nice mathematical problems involving functional analysis, differential geometry and numerical analysis. We describe the…
An infinite log-gas formalism, due to Dyson, and independently Fogler and Shklovskii, is applied to the computation of conditioned gap probabilities at the hard and soft edges of random matrix $\beta$-ensembles. The conditioning is that…
We describe a highly efficient numerical scheme for finding two-sided bounds for the eigenvalues of the fractional Laplace operator (-Delta)^{alpha/2} in the unit ball D in R^d, with a Dirichlet condition in the complement of D. The…
We focus on the one-to-one two-sided matching model with two disjoint sets of agents of equal size, where each agent in a set has preferences on the agents in the other set modeled by a linear order. A matching mechanism associates a set of…
Let $\Gamma\subset\mathbb{R}^2$ be a piecewise smooth closed curve with corners. We discuss the asymptotic behavior of the individual eigenvalues of the two-dimensional Schr\"odinger operator $-\Delta-\alpha\delta_\Gamma$ for…
Affine Diffusion dynamics are frequently used for Valuation Adjustments (xVA) calculations due to their analytic tractability. However, these models cannot capture the market-implied skew and smile, which are relevant when computing xVA…
In this paper, we introduce and study the Dirichlet series enumerating (proper) equivalence classes of full rank subforms/sublattices of a given quadratic form/lattice, focusing on the positive definite binary case. We obtain formulas…
The worldsheet formulation of lattice gauge theories has two appealing features: the gauge non-redundancy and the geometrical transparency. Both properties are profitable in order to perform numerical computations. In the case of dynamical…
We consider several families of functions $f(\alpha)$ that appear in the Bona-Masso slicing condition for the lapse function $\alpha$. Focusing on spherically symmetric and time-independent slices we apply these conditions to the…